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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

The document outlines an Expert Advisor that trades signals from two moving-average lines of the FractalAMA_MBK indicator. A signal is generated at bar close when the indicator’s main line crosses its signal line. Running the advisor requires a separately…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeValūtu tirgus
SuperMind

This Chinese equity screening concept combines positive reported returns, a market capitalization below 10 billion yuan, a history without losses, and capital strength ranked from high to low. The article interprets capital strength as a measure of net money…

AkcijasĶīnas tirgiFaktoru ieguldīšanaStatistika
MQL5 code base

The document describes a MetaTrader tool for checking whether stored market ticks are reliable inputs to real-tick backtests. It counts invalid or crossed quotes, timestamp anomalies, sharp one-tick reversals relative to median spread, gaps compared with…

Vēsturisko datu pārbaudeTirgus mikrostruktūraRīkojumu izpildeStatistika
SuperMind

This stock selection method combines three filters: membership in the metaverse sector, a positive institutional-flow indicator, and appearance on the previous day’s Dragon-Tiger trading list. The document describes the rationale that sector growth,…

AkcijasĶīnas tirgiUz notikumiem balstīta tirdzniecībaRiska pārvaldība
MQL5 code base

This brief description concerns an EUR/USD moving-average trading program. Its stated operational principle is trading with a moving average, with an account-funds check before each order. The check is intended to prevent an order from failing because the…

Valūtu tirgusTehniskie indikatoriRiska pārvaldībaRīkojumu izpilde
BigQuant

The document explains how factor mining outputs can be connected to strategy research. The mining module produces factor expressions as strings; researchers can then use those expressions to test factor effectiveness and run strategy backtests. It offers no…

Faktoru ieguldīšanaVēsturisko datu pārbaude
ProRealCode

This document describes a custom candle representation intended to smooth price fluctuations. It applies a four-stage recursive Laguerre-style filter separately to the open and a configurable custom close, then combines the stages with fixed weights to form…

Tehniskie indikatoriStatistika
MQL5 code base

This document explains an indicator that calculates a time-weighted average price from a selected cash-market open through the end of the broker's server day. Unlike tick-volume-weighted VWAP, each unit of session time receives equal weight. To handle…

Tehniskie indikatoriStatistikaSvārstīgumsAkcijas
BigQuant

This document presents a Chinese-stock ranking workflow built around an XGBoost RankNet model. It constructs price-return and trading-activity features, labels stocks using clipped forward returns divided into quantile bins, and separates training data from…

AkcijasMašīnmācīšanāsPortfeļa veidošanaPozīcijas apjoma noteikšana
SuperMind

This document proposes screening Chinese stocks for amplitude above 1, a three-consecutive-limit-up pattern as of the prior day, and large-order net volume above 0.05 for at least three days. It presents the combination as a way to find active, widely…

AkcijasĶīnas tirgiCenas impulssTirgus mikrostruktūra
SuperMind

This document describes a Chinese stock-selection screen with three conditions: daily turnover between 3% and 12%, the product of the day's price change and super-large-order net volume above zero, and the previous day's auction turnover above 0.26. Its…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
BigQuant

This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…

AkcijasCenas impulssCenas izrāviensRiska pārvaldība
SuperMind

This document describes a Chinese equity screen combining daily price range, tradable share count, and MACD. It selects stocks with an amplitude above 1, a circulating share count no greater than 5.5 billion, and MACD above zero. The accompanying explanation…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This stock selection rule screens Chinese A-shares using three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and first-level bid volume greater than first-level ask volume. The article presents the rule as a way to combine…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
MQL5 code base

The document describes a MetaTrader news detector that retrieves economic news and displays upcoming events. Users can filter the feed by event importance, currency, and keywords, while an automatic GMT offset check helps align event times. A dashboard and…

Uz notikumiem balstīta tirdzniecībaValūtu tirgusRiska pārvaldība
MQL5 code base

This overview of a trading automation section introduces the MQL5 concepts used to build Expert Advisors. It begins with instrument specifications and trading account settings, then covers built-in functions, data structures, robot events, and the Strategy…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūraTehniskie indikatori
SuperMind

This Chinese-language article presents an A-share stock screen combining an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a closing-price condition involving the previous day's low. It also discusses adding…

Ķīnas tirgiAkcijasTehniskie indikatoriRiska pārvaldība
MQL5 code base

The document describes a ZigZag indicator that draws rays to identify movements large enough to count as significant. It offers two ways to define that threshold. In point-based mode, a user-set point value determines significance. In range-based mode, the…

Tehniskie indikatoriStatistika
MQL5 code base

This trading system uses the Extremum indicator’s histogram color changes to generate entries. A trade signal occurs when a bar closes and the histogram switches from green to red or red to green. The description does not specify the indicator’s calculation…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas izrāviens
SuperMind

The screen selects stocks whose daily high-low range exceeds one percent, excludes Beijing-listed A-shares, and requires the opening price to lie above the ten-day moving average of closing prices but below 110% of that average. The article presents the…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
MQL5 code base

This brief note describes NRTR_Gator, a chart indicator derived from the NRTR indicator. Its stated addition is a new candlestick coloring scheme intended to make the indicator easier to read visually. The note identifies the author and says the indicator…

Tehniskie indikatori
SuperMind

The document outlines a Chinese A-share screening idea focused on metaverse stocks with prior-day turnover above 8% and excluding specially treated stocks. Its proposed limit-up pattern looks for activity before 10 a.m. and checks successive five-minute bars…

Ķīnas tirgiAkcijasCenas impulssCenas izrāviens
MQL5 code base

The MACD Histogram is defined as the difference between the MACD line and its signal line. Its bars therefore show how far apart those two indicator lines are. The document presents changes in bar length and position relative to the zero line as a way to…

Tehniskie indikatoriCenas impulss