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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
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
Dokumentu skaits: 164
Kraken Learn
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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
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 79,386

MQL5 code base

This document describes an Expert Advisor driven by the FineTuningMACandle indicator. A signal is generated when a bar closes and the candle direction changes while its color change is maintained. The system therefore depends on the indicator’s candle-state…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

The document describes a Chinese equity screen that combines membership in the metaverse theme with price and limit-down conditions. Its stated selection logic uses a long moving-average comparison and a prior-day 9:15 matching-price limit-down signal; a…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
MQL5 code base

This Expert Advisor starts with a simple CCI rule: positive readings indicate buys and negative readings indicate sells. It adds three linear perceptrons—one for sell decisions, one for buy decisions, and one that combines their outputs—to override the base…

Tehniskie indikatoriMašīnmācīšanāsVēsturisko datu pārbaudeValūtu tirgus
BigQuant

The document asks how to tune two component parameters together, specifically start and end dates as a pair. It provides an example tuning function that returns a parameter grid, with a list of candidate values for a single estimator-count parameter, then…

Vēsturisko datu pārbaudeStatistika
SuperMind

This Chinese equity screen selects stocks with a daily trading range above 1%, a ten-day price gain above zero but below 35%, and no limit-up close on the previous day. The stated rationale is to find shares showing some recent movement and positive momentum…

AkcijasĶīnas tirgiCenas impulssSvārstīgums
SuperMind

This stock-selection idea screens for Chinese companies associated with robotics, with turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a pattern of rising lows. The post presents the criteria as a way to combine…

AkcijasĶīnas tirgiTehniskie indikatoriPozīcijas apjoma noteikšana
MQL5 code base

The document describes an MQL4 tool that creates an offline chart from ticks for the symbol to which it is applied. It explains that the provided code requires enabling a Windows messaging include and uncommenting a block that sends a chart command. The…

Tirgus mikrostruktūraTehniskie indikatori
Amberdata research

This Q2 2023 report teaser examines Bitcoin and Ethereum options activity, volatility behavior, and the DVOL index. It describes a rules-based method for estimating trade aggressor direction using weighted heuristics, then discusses differences in spot and…

KriptoaktīviOpcijasSvārstīgumsTirgus mikrostruktūra
SuperMind

This Chinese equity screening proposal selects stocks with turnover between 3% and 12%, at least one limit-up move during the previous 25 days, and a positive weekly histogram condition. The accompanying explanation treats turnover as a measure of trading…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
BigQuant

The document explains the price-to-earnings ratio as a measure of a share price relative to earnings per share. It defines the ratio using current share price and earnings per share based on the prior year’s net income and share count, then illustrates the…

AkcijasFaktoru ieguldīšanaStatistika
ProRealCode

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Tehniskie indikatoriAkcijasNākotnes līgumiValūtu tirgus
MQL5 code base

This document presents an adaptation of the Bollinger Bands Stops indicator for MetaTrader 5 that uses the Jurik Moving Average in its calculation. It describes two possible roles: identifying the estimated direction of the market as a trend indicator, or…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
SuperMind

This document describes a short-term Chinese stock screen combining a metaverse industry classification, a rounded or arc-shaped chart pattern, and a requirement that the stock was not limit-up on the prior day. It adds a minimum listing history of six…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

Valūtu tirgusCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This proposed Chinese equity screen targets stocks classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, and an external-to-internal trading volume ratio above 1.3. The article characterizes external volume as trades…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
MQL5 code base

MaChannel is described as a trend indicator built from two moving averages presented in an NRTR-style channel. The averages use price-series highs and lows, so the construction tracks separate smoothed views of the upper and lower price data. The document…

Tehniskie indikatoriSekošana tendencei
BigQuant

This document describes a daily Chinese equity screen that ranks stocks by free-float market capitalization, turnover rate, and closing price, combines the rankings into a composite score, then selects the lowest-ranked names. It filters out…

AkcijasFaktoru ieguldīšanaĶīnas tirgiVēsturisko datu pārbaude
SuperMind

This stock-screening post combines three technical conditions: price amplitude above 1%, at least five overlapping moving averages, and a rising 30-day moving average. It presents average convergence as a way to identify relatively stable prices and the…

AkcijasTehniskie indikatoriĶīnas tirgi
FMZ forum

This note argues against holding losing positions merely to avoid realizing a loss or repeatedly adding to them to lower the average cost. It frames a planned trade around four decisions made before entry: the entry level, stop-loss, profit target, and…

Riska pārvaldībaPozīcijas apjoma noteikšana
BigQuant

This study examines whether sell-side analysts use peer forecasts on other companies in their own coverage portfolios to inform estimates for a target company. Using quarterly earnings forecasts and actual results, it measures optimism through forecast…

AkcijasStatistikaTirgus noskaņojums
BigQuant

This forum post argues that AI should be treated as a tool rather than an autonomous source of trading intelligence. It emphasizes the difficulty of learning financial patterns from noisy data, the challenge of achieving stable profits even with…

MašīnmācīšanāsTirgus noskaņojumsStatistika
MQL5 code base

InOutBar marks candles with colored arrows based on whether a selected higher-timeframe candle is higher or lower than the preceding candle. It provides a visual way to view higher-timeframe direction on a chart using the configured timeframe. The key…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

The indicator displays a currency rate’s percentage change relative to the previous daily close directly on a chart. It can also show weekly and monthly changes, using text colors and directional arrows to distinguish rises, falls, and no change. A…

Valūtu tirgusTehniskie indikatori