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Zināšanu bibliotēka

Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
Dokumentu skaits: 560
QuantInsti blog
Dokumentu skaits: 511
Galaxy Research
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
Paradigm research
Dokumentu skaits: 175
Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
TqSdk
Dokumentu skaits: 86
Quantpedia
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
Dokumentu skaits: 62
Awesome Systematic Trading
Dokumentu skaits: 61
backtrader
Dokumentu skaits: 54
vn.py
Dokumentu skaits: 50
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
Dokumentu skaits: 45
FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
Alphalens
Dokumentu skaits: 14
WonderTrader
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

MQL5 code base

This document describes DeMarker_HTF, an indicator that calculates DeMark’s Oscillator using a timeframe selected in its inputs. This lets a trader view oscillator values from a fixed chart period while working on another chart timeframe. The listed settings…

Tehniskie indikatori
FMZ forum

The article characterizes high-frequency trading as automated, rapid intraday trading based on fine-grained market data, with rapid order entry and cancellation and high capital turnover. It surveys four approaches: providing liquidity through market making,…

Augstas frekvences tirdzniecībaTirgus veidošanaTirgus mikrostruktūraUz notikumiem balstīta tirdzniecība
SuperMind

The article describes a Chinese stock selection screen combining turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger list, and a concentration measure. It frames turnover and the listing as signals of liquidity and market attention, while…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
BigQuant

This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings…

AkcijasRīkojumu izpildeVēsturisko datu pārbaude
MQL5 code base

This description outlines a forex expert advisor built around a single 20-period moving average. It is presented for major currency pairs and multiple chart time frames, and the text says its decisions use the open price of the current candle. The listed…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiPozīcijas apjoma noteikšana
vn.py community

This short forum thread concerns adding Longbridge broker connectivity to VeighNa, a quantitative trading framework. Participants note that the framework already has interfaces for Interactive Brokers and Futu, while expressing interest in Longbridge access…

Rīkojumu izpildeTirgus mikrostruktūra
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
ProRealCode

This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…

Valūtu tirgusCenas impulssSvārstīgumsSekošana tendencei
MQL5 code base

This MQL5 utility evaluates how sensitive a trading strategy’s historical results are to assumed execution costs. It reads closing-deal records containing dates, profits, and optionally volumes, then recalculates net profit and profit factor at the chosen…

Rīkojumu izpildeVēsturisko datu pārbaudeRiska pārvaldībaStatistika
SuperMind

This Chinese equity screening note combines three filters: daily amplitude above a stated threshold, a 2019 dividend ratio above 25%, and exclusion of STAR Market stocks. It argues that larger price ranges identify more volatile shares, while high dividends…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
MQL5 code base

This description outlines a MetaTrader 5 trade copier with a master account and one or more slave accounts. The master writes position information to a shared binary file, which slave instances poll to replicate changes. The copier is intended to synchronize…

Rīkojumu izpildeRiska pārvaldībaTirgus mikrostruktūra
SuperMind

This Chinese A-share screening proposal selects stocks using three stated conditions: amplitude greater than one, a dividend payout ratio above 25% in 2019, and at least one limit-up move during the preceding month. The accompanying discussion interprets the…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
Freqtrade

Quickie is a five-minute long-only strategy designed to enter and exit trades quickly while limiting losses with a preset stop. Its entry rule combines an ADX threshold, a rising nine-period TEMA below the Bollinger middle band, and a close below the…

Cenas impulssTehniskie indikatoriRiska pārvaldība
MQL5 code base

This document describes an Expert Advisor that uses changes in the ROC2_VG indicator’s cloud color to generate trade signals at bar close. It also offers an inversion setting that lets the system trade against the indicator’s implied trend. The strategy…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtības
SuperMind

This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This post describes a Chinese equity selection rule combining daily price amplitude, an upward-moving-average condition, and the prior day’s turnover relative to the current day’s volume. Its rationale is to identify stocks with favorable short-term price…

AkcijasTehniskie indikatoriĶīnas tirgi
Hummingbot docs

These release notes describe a Hummingbot update that adds connectivity to several decentralized and centralized crypto markets, including spot and perpetual futures venues. The highlighted strategy, cross-exchange mining, places maker orders on one exchange…

KriptoaktīviArbitrāžaTirgus veidošanaRīkojumu izpilde
MQL5 code base

The document describes a MetaTrader indicator that plots configurable round-number price levels and surrounding zones above and below the current price. It frames these zones as possible psychological support or resistance areas and can alert users when the…

Tehniskie indikatoriValūtu tirgusRīkojumu izpilde
Kraken Learn

Blockchain bridges connect networks that use different technical standards, allowing assets and data to move between them. The article describes a common lock-and-mint pattern: a user deposits an asset into a bridge contract on the source chain, the bridge…

KriptoaktīviDeFiRiska pārvaldībaTūlītējo darījumu tirgi
BigQuant

The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

The document describes a multi-timeframe fractal indicator that displays fractal points from a higher timeframe on a lower-timeframe chart. This lets a trader see higher-timeframe turning points while viewing more granular price action. An optional line…

Tehniskie indikatori
SuperMind

The post describes a Chinese equity screening rule using three conditions: the stock’s daily high-low range exceeds a threshold, it did not hit the upper price limit on the previous day, and the best bid quantity is greater than the best ask quantity. The…

AkcijasTehniskie indikatoriTirgus mikrostruktūraĶīnas tirgi