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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
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

Freqtrade docs

The document explains lookahead bias: a backtest can accidentally use future candle data because the full historical dataframe is loaded before indicators and signals are calculated. This can make results appear unrealistically strong. It describes an…

Vēsturisko datu pārbaudeRiska pārvaldībaMašīnmācīšanāsStatistika
vn.py community

This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…

Rīkojumu izpildeRiska pārvaldība
SuperMind

This Chinese-language forum exchange discusses excluding special-treatment, suspended, and delisted shares from a stock universe. A reply provides two approaches based on historical name-change records: retrieve securities available around the relevant date,…

AkcijasĶīnas tirgiRiska pārvaldībaRīkojumu izpilde
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

Valūtu tirgusCenas izrāviensSekošana tendenceiTehniskie indikatori
Freqtrade

This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
MQL5 code base

The Value Chart is presented as a detrended price oscillator: readings farther above or below its center are framed as possible reversal zones. The indicator offers adjustable bar and wick display, overbought and oversold bands, alerts, and external access…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSvārstīgumsOpcijas
SuperMind

This stock-selection concept combines recent limit-up activity with moving-average behavior. It proposes finding shares where at least five moving averages converge, where there was a limit-up event within the preceding 25 days, and where limit-up events…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This screening concept combines three conditions: intraday range greater than 1, at least one daily gain of 10% or more during the preceding 25 trading days, and a current gain between -5% and 2.6%. It aims to find shares that have shown a sharp prior move…

AkcijasĶīnas tirgiSvārstīgumsCenas impulss
SuperMind

This stock-screening idea targets mainboard equities with turnover between 3% and 12%, a daily gain above 1%, and large-order net volume above 0.05 for at least three consecutive days. It combines trading activity, recent price strength, and a measure of…

AkcijasĶīnas tirgiCenas impulssTirgus mikrostruktūra
MQL5 code base

The Trend Trigger Factor (TTF) is attributed to M. H. Pee and a 2004 publication in a technical analysis magazine. This version applies Jurik Moving Average (JMA) smoothing, with the stated aim of reducing false signals and making the trend-trigger state…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

This document describes a timeframe-selection feature for the FloatPivot indicator. A user can choose the period used for the indicator through its input settings, with a four-hour period given as the example. This lets the indicator’s calculation period…

Tehniskie indikatori
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range (ATR). It classifies zones as weak, untested, verified, proven, or broken, based on their relationship to price turns and prior tests. The description…

Tehniskie indikatoriRiska pārvaldība
SuperMind

This proposed Chinese equity screen selects stocks with amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a stated increase in position holding above 5% for the day. The accompanying rationale combines a…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
ProRealCode

The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…

Tehniskie indikatoriVēsturisko datu pārbaude
vn.py community

The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…

Rīkojumu izpildeRiska pārvaldība
BigQuant

This Chinese-language report summary reviews the history and practice of machine learning in quantitative investing. It says that machine learning was used in the field during the early-1990s boom and that its applications continued in algorithmic trading…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeRīkojumu izpilde
FMZ forum

This report overview describes the longstanding use of machine learning and artificial intelligence in quantitative investing. It notes that applications were already present during an early-1990s wave of interest, and that use continued in areas such as…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeRīkojumu izpilde
ProRealCode

This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…

Tūlītējo darījumu tirgiRiska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
MQL5 code base

This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

Valūtu tirgusSekošana tendenceiRežģa tirdzniecībaCenas impulss
SuperMind

This stock screen requires turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%, and a share price above its 250-day moving average. It combines a trading-activity range and a…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
ProRealCode

This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…

IzejvielasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

This stock-selection proposal combines three filters: membership in the metaverse sector, positive institutional activity, and a positive share-price return during 2021. It frames institutional buying as a potentially useful signal and past gains as evidence…

Ķīnas tirgiAkcijasCenas impulssTirgus noskaņojums
MQL5 code base

This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…

Tehniskie indikatoriRīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšana
SuperMind

This post proposes a rules-based screen for Chinese A-share stocks in a designated metaverse sector. It combines a recent trading-activity condition with a profitability filter requiring return on equity above a stated threshold across five consecutive…

AkcijasFaktoru ieguldīšanaCenas impulssĶīnas tirgi