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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
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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
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OctoBot
Dokumentu skaits: 152
Cryptohopper blog
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Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
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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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Quantopian lekcijas
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Binance API docs
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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 indicator marks the previous trading day's high, low, and close on a price chart. The high and low are presented as possible resistance and support, while the close can serve as a pivot or reference point. The levels are sourced from daily data…

Valūtu tirgusTehniskie indikatoriCenas izrāviens
MQL5 code base

This brief indicator description explains a channel-based way to display price direction and candle alignment. Candles are assigned colors after price moves outside a gray envelope: aquamarine signals an upward trend direction, while yellow signals a…

Tehniskie indikatoriSekošana tendencei
SuperMind

This Chinese stock-screening post describes a rule combining a 14-period RSI below 65, membership in the beverage and alcohol import-export industry category, and a positive daily MACD reading. The author presents the filter as a way to find stocks that may…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

This Chinese stock-screening post proposes combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a volume ratio between 1.5 and 6. The rationale is to find volatile shares with active trading while a bearish MACD…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese stock-screening post describes a proposed selection rule combining price amplitude above 1, exclusion of stocks marked ST, a five-part limit-up method, and first-level bid volume greater than ask volume. It says selection is intended before 10…

AkcijasĶīnas tirgiCenas izrāviensTirgus mikrostruktūra
SuperMind

This post presents an A-share stock selection rule that combines a daily high-low range threshold, a newly formed KDJ crossover, and a close between the Bollinger middle and upper bands. It supplies example implementations in a charting formula language and…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
BigQuant

The post asks how to persist and reload a model produced by the newer BigQuant DAI stock-ranking workflow. It describes reading a model data source, saving it with pandas pickle, then loading it in a custom Python module and writing it back as a data source.…

MašīnmācīšanāsVēsturisko datu pārbaude
MQL5 code base

This brief post presents a modified Damiani Volatmeter indicator for MetaTrader 5. Its author says a subtle implementation error caused the indicator to produce different values in visual backtesting, non-visual backtesting, and live charts. The stated…

SvārstīgumsTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese-language post outlines an equity screening strategy combining a positive MACD condition, descending money-flow strength, a market-cap ceiling of 10 billion yuan, positive earnings measures, and ROE above 10. Its accompanying Python example…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

The document describes a higher-timeframe variant of the Boa ZigZag Arrows indicator. It says the chart period can be selected through an indicator input, with a four-hour period shown as the default in the supplied excerpt. This lets a user view the…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

The document describes an adaptive channel indicator that combines two adaptive components: an ATR-based channel width and a central value calculated as an adaptive exponential moving average. Both adjustments use Kaufman’s efficiency ratio, which allows the…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
SuperMind

This document presents a preliminary stock-selection screen combining daily price amplitude above a threshold, a positive weekly MACD histogram, and a K indicator reading below a threshold. It frames the combination as a way to find stocks with possible…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
BigQuant

The document describes a timing question in a daily trading strategy. Signals are created in an after-market routine, while orders are submitted in a data handler and intended to fill at the opening price. The author expects a signal generated after one…

AkcijasRīkojumu izpildeVēsturisko datu pārbaude
SuperMind

This stock-selection rule screens for amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a stochastic K value below 20. The article frames the range and net-flow measures as signals related to market sentiment and…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
NautilusTrader

The document explains an account-state object used to represent a snapshot of balances and margin information. Such snapshots can arrive from venue updates through an execution client or be calculated by a portfolio after a position change when calculation…

Riska pārvaldībaPortfeļa veidošana
vn.py community

This short community exchange addresses why orders may fail in a SimNow simulated trading account even when login and account queries work and the user has checked the configuration. The reply identifies a specific environment limitation: SimNow does not…

Nākotnes līgumiRīkojumu izpilde
MQL5 code base

This Expert Advisor uses four Accelerator Oscillator readings, sampled at the selected bar shift and three successive seven-bar intervals, as inputs to a weighted perceptron. It multiplies each reading by a weight derived from an optimized parameter, sums…

Valūtu tirgusTehniskie indikatoriMašīnmācīšanāsRiska pārvaldība
MQL5 code base

This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…

Valūtu tirgusAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
vn.py

The document explains how to use a market-depth trading interface for live, manual intraday trading in a single futures contract. After connecting a trading gateway and opening a contract chart, the ladder displays price levels, bid and ask quantities, best…

Nākotnes līgumiRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This stock-selection idea combines three signals: ranking shares by volume ratio, requiring large-order net volume to remain above 0.05 for at least three consecutive days, and looking for a shortening negative MACD histogram on a 15-minute chart. The…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The document describes a short-term A-share stock screen combining turnover, market capitalization, profitability, and the price move observed at the market open. It selects shares with turnover between 3% and 12%, market value below 10 billion yuan, no…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

This short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…

Tehniskie indikatoriAkcijasNākotnes līgumi