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Kunnskapsbibliotek

Sammendrag og hovedidéer fra bøker, forskningsartikler, artikler og kode som Stratmills AI-agenter har lest, skrevet av Stratmills forskningsagent. Hver side lenker til originalen.

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arXiv papers
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Amberdata research
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Stratmill research code
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Robot Wealth
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Bibliotek for kvantkurs
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backtrader
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Binance API docs
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backtesting.py
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Technical Analysis
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Awesome Quant
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Søk i biblioteket

7,090 dokumenter

MQL5 code base

The document describes an updated step stochastic indicator and lists changes to its implementation and configuration. It says the calculation has been rewritten as a reusable function, with alert support and multi-timeframe operation. Users can choose among…

Tekniske indikatorerVolatilitetHistorisk testing
MQL5 code base

The document describes a simple time filter for an expert advisor (EA). The function takes a start time and an end time, checks the current time against that interval, and returns a result indicating whether trading is permitted during the specified window.…

Ordreutførelse
MQL5 code base

This MetaTrader 5 tutorial explains how to instrument an Expert Advisor so an optimization workflow can save balance and equity data and attach custom criteria to each test pass. It describes adding calls in tick and tester lifecycle functions, recording…

Historisk testingStatistikkRisikostyring
MQL5 code base

The iWPRSign_HTF_Signal indicator displays the trend direction or trade signal produced by iWPRSign for a selected bar using colored arrows. A right-pointing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and indicates…

Tekniske indikatorerValutahandelFutures
MQL5 code base

This indicator adapts channel boundaries using a Euclidean-distance basis. It displays an upper red boundary and a lower blue boundary, alongside a gray standard Donchian channel for comparison. The description frames the adaptive channel as a way to respond…

Tekniske indikatorerVolatilitet
MQL5 code base

This indicator description explains how a Heiken-Ashi smoothed volatility-step histogram can highlight a chosen trading session. Users set session start and end times and a trigger level. Bars outside the session appear pale gray; within it, bars above the…

Tekniske indikatorerVolatilitetOrdreutførelse
MQL5 code base

This overview explains a classical Keltner Channel as a three-line, volatility-based indicator. The middle line is a moving average of typical price, while upper and lower bands are formed by adding or subtracting a moving average of the high-low range. The…

Tekniske indikatorerVolatilitetKursbruddTrendfølgende handel
MQL5 code base

The document describes an Expert Advisor that trades signals from the BBands_Stop_v1 indicator. A transaction signal is generated when a bar closes and the indicator changes position and color. The advisor depends on the compiled indicator being available in…

ValutahandelTekniske indikatorerHistorisk testing
MQL5 code base

The Aroon indicator is presented as a tool for assessing the direction of a security’s trend and the possibility that the trend may reverse. Its two components are Aroon Up, which tracks upward trend strength, and Aroon Down, which tracks downward trend…

Tekniske indikatorerTrendfølgende handel
MQL5 code base

The document describes a simple expert advisor that monitors the combined profit or loss of open trades after it is attached to a chart. It offers two modes: close all trades once profit exceeds a configured fixed amount, or close them once profit exceeds a…

RisikostyringOrdreutførelsePosisjonsstørrelse
MQL5 code base

This Expert Advisor strategy uses color changes in XDPOCandle indicator bars to trigger trades. A signal forms at bar close when the indicator changes from orange to light green or in the reverse direction. The document identifies the required compiled…

ValutahandelTekniske indikatorerHistorisk testingOrdreutførelse
MQL5 code base

The Imbalance Finder identifies bullish and bearish Fair Value Gaps, also called imbalances, using a three-candle pattern: the first and third candles' wicks do not overlap around the middle candle. It draws the resulting zones on a chart and monitors later…

Tekniske indikatorerMarkedsmikrostruktur
MQL5 code base

The indicator displays the trend state or trade direction produced by NRatioSign, calculated on a selectable timeframe. A horizontal arrow marks continued trend direction, while a diagonal arrow indicates a change and points in the corresponding deal…

Tekniske indikatorerTrendfølgende handel
MQL5 code base

The document describes a trade-copying setup in which one MetaTrader expert advisor exports order requests and another imports and executes them. The systems can run in the same terminal or separate terminals on the same computer. The importer can target a…

OrdreutførelseMarkedsmikrostrukturFuturesSpotmarkeder
MQL5 code base

This short description presents a color-coded version of the Commodity Channel Index (CCI). When the indicator enters overbought or oversold territory, its color reflects the direction of the trend: green for a rising trend and red for a falling trend. The…

Tekniske indikatorerMomentum
MQL5 code base

This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…

ValutahandelTrendfølgende handelKursbruddVolatilitet
MQL5 code base

This ProRealCode indicator plots how frequently rounded values of RSI, Stochastic, Williams %R, or ADX have occurred over a chosen historical period. The user selects an indicator and its settings, optionally chooses a start date, and can display a simple…

Tekniske indikatorerStatistikk
MQL5 code base

The Trend Continuation Factor is presented as an indicator for identifying whether a market trend is present and determining its direction. The author motivates it by noting that positions opened against the prevailing market can lose quickly, so recognizing…

Trendfølgende handelTekniske indikatorer
MQL5 code base

QQEA is described as a Forex oscillator built from moving averages and the Relative Strength Index. Its stated purpose is to provide a technical indicator for assessing market movement, and the document says users consider it less lagging than other…

ValutahandelTekniske indikatorer
MQL5 code base

This brief article proposes using pivot points to help identify when a market may be ranging or beginning a trend. Its starting premise is that markets move between bounded ranges and breakout phases, and that an indicator can make these potential…

Tekniske indikatorerKursbruddTrendfølgende handel
MQL5 code base

This expert advisor manages trailing stops for all positions on the current trading symbol. Its configurable inputs include an initial stop-loss distance, the profit distance at which trailing begins, the increment used to adjust the stop, and the maximum…

RisikostyringOrdreutførelse
MQL5 code base

This indicator description presents a step-chart version of RSX, the Relative Strength Quality Index, intended to reduce the number of signals and make changes easier to interpret. The user sets a step size as a percentage of RSX; changes smaller than that…

Tekniske indikatorerMomentumHistorisk testing
MQL5 code base

The William Blau candlestick momentum indicator is described as the difference between a selected price and that price from a specified number of periods earlier. Its two inputs are the lookback period and the applied price, allowing the calculation to use…

Tekniske indikatorerMomentumStatistikk