Pāriet uz saturu

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
Quantpedia
Dokumentu skaits: 86
TqSdk
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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

ProRealCode

The 89WMA Trend Aktivator is described as a standalone trend-following indicator with behavior similar to Supertrend. It begins with a weighted moving average, then derives two offset levels from shifted versions of that average. An average true range…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsNākotnes līgumi
BigQuant

This discussion explains a mismatch in which a simulated trading run produces no signal even though a backtest does. The reported cause is a SQL query using a one-row lead on closing prices. At date t, that field requires the closing price from t+1, which is…

Vēsturisko datu pārbaudeRīkojumu izpildeStatistika
MQL5 code base

The DZP Trend indicator aims to show price movement after accounting for the underlying trend. It compares the percentage change in the applied price over a chosen shift with the percentage change in an exponential moving average over the same shift. The…

Tehniskie indikatoriSekošana tendenceiStatistika
BigQuant

This post describes a revised rolling machine-learning training workflow, reporting that its code was reorganized for clarity, model parameters were adjusted, and memory monitoring was added. The author says the parameter changes increased backtest speed…

MašīnmācīšanāsVēsturisko datu pārbaudeStatistika
SuperMind

The note proposes a short-term stock screen using three conditions: price amplitude above 1%, prior-day turnover above 60 million, and appearance on the previous day’s market top list. It presents amplitude and turnover as ways to identify active, volatile…

AkcijasĶīnas tirgiSvārstīgumsTirgus mikrostruktūra
SuperMind

This short strategy note describes a daily pre-open screen for Chinese equities. It selects stocks with MACD above zero, positive trailing price-to-earnings, and a reported intraday low between 4% and 5% below the previous close. The rationale combines a…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
BigQuant

The article argues that individual investors should not expect consumer AI tools to compete with professional high-frequency trading. It points to differences in computing location, market data access, and technical resources, and describes an alleged…

AkcijasAugstas frekvences tirdzniecībaMašīnmācīšanāsRiska pārvaldība
SuperMind

This stock selection rule combines a daily range condition, an RSI ceiling, and three simultaneous moving-average crossovers. The range must exceed one percent, RSI must be below 65, and the 5-, 20-, and 60-period moving averages must cross upward in the…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
MQL5 code base

The Wilson Relative Price Channel is an RSI-based indicator that divides readings into overbought, oversold, and neutral zones. Its configurable inputs include the channel and smoothing periods, RSI price source, overbought and oversold thresholds, and the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss
SuperMind

This Chinese-language stock selection example combines membership in the metaverse concept group with a rising 30-day moving average and a condition intended to identify rising price bottoms. It proposes holding stocks that meet the combined screen. The…

AkcijasĶīnas tirgiSekošana tendenceiTehniskie indikatori
MQL5 code base

This indicator applies the Ehlers Fisher Transform to RSI calculated from a moving average of price. The transformation is intended to normalize RSI values and make changes in market conditions easier to see. Price smoothing can use simple, exponential,…

Tehniskie indikatoriCenas impulssStatistika
MQL5 code base

This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…

Rīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšanaValūtu tirgus
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least one limit-up event within the prior 25 days. The article explains the conditions as a blend of technical…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This MetaTrader 4 tool places pending buy and sell limit orders at a retracement distance from the Parabolic SAR value. For a sell limit, the reference is the bid price; for a buy limit, it is the ask price. The retracement distance, position size, stop…

Valūtu tirgusTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
SuperMind

This Chinese A-share screening idea first selects stocks with an amplitude above 1 and a 9:25 auction gain below 6%, then ranks candidates by auction value and keeps the five highest. The proposed refined version adds a minimum auction value of 20 million.…

AkcijasĶīnas tirgiTirgus mikrostruktūra
SuperMind

This stock screen combines daily price range, appearance on a broker ranking list, and large-order net flow. It selects stocks with amplitude above 1, a listing on the previous day's ranking, and large-order net volume above 0.05 for at least three…

AkcijasTirgus mikrostruktūraCenas impulss
SuperMind

This Chinese equity screen combines RSI, earnings growth, and a weekly bar signal. It looks for stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a positive weekly…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

This stock screen combines a technical condition with profitability growth and a weekly indicator. It selects shares with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a…

AkcijasTehniskie indikatoriCenas impulss
MQL5 code base

This note describes combining Bollinger Bands with a squeeze signal to identify market consolidation and possible breakouts. It treats an uncolored middle band as a consolidation state in which price may eventually break in either direction. The middle line…

Tehniskie indikatoriSvārstīgumsCenas izrāviens
SuperMind

This screening rule selects stocks when the reported buying-activity ratio exceeds 5%, the day’s maximum decline lies between 4% and 5%, and the ten-day return is positive but below 35%. The post treats the three filters as short-term buying cues: activity…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This stock screen combines three conditions to form a candidate pool: more than two limit-up days within ten days, a shortening MACD histogram on a 15-minute chart, and RSI below 65. The stated rationale mixes recent market attention, represented by limit-up…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
FinRL

This introductory page presents FinRL as a framework for applying deep reinforcement learning to stock trading. It directs readers to a sequence of example notebooks covering data preparation, model training, and backtesting, framing them as a way to follow…

AkcijasMašīnmācīšanāsVēsturisko datu pārbaude
MQL5 code base

This document describes an Expert Advisor that trades signals from the Color TSI oscillator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA depends on a separately compiled indicator file, and the text mentions a…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

The document describes a chart indicator that colors the background during a chosen intraday period. Its inputs let a user name the session, set its start hour and minute, specify its duration in minutes, and choose the highlight color. The supplied defaults…

Tehniskie indikatori