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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.

Quant Q&A
20,364 dokumenter
SuperMind
12,226 dokumenter
OKX Learn
8,431 dokumenter
Strategy library
7,910 dokumenter
MQL5 code base
7,090 dokumenter
BigQuant
3,481 dokumenter
Bitget Academy
3,298 dokumenter
MQL5 articles
3,012 dokumenter
TradingView scripts
1,976 dokumenter
ProRealCode
1,507 dokumenter
Deribit Insights
1,232 dokumenter
Machine Learning for Trading
1,124 dokumenter
arXiv papers
1,033 dokumenter
Amberdata research
766 dokumenter
FMZ forum
682 dokumenter
FMZ digest
662 dokumenter
vn.py community
560 dokumenter
QuantInsti blog
511 dokumenter
Galaxy Research
340 dokumenter
QuantStart
246 dokumenter
Stratmill research code
219 dokumenter
Robot Wealth
195 dokumenter
NautilusTrader
191 dokumenter
Hummingbot docs
181 dokumenter
Paradigm research
175 dokumenter
Lumibot
164 dokumenter
Kraken Learn
163 dokumenter
Bibliotek for kvantkurs
157 dokumenter
OctoBot
152 dokumenter
Cryptohopper blog
144 dokumenter
Systematic trading blog (Rob Carver)
132 dokumenter
Qlib
116 dokumenter
Quantpedia
86 dokumenter
TqSdk
86 dokumenter
Hyperliquid docs
79 dokumenter
Freqtrade
68 dokumenter
Hudson & Thames
62 dokumenter
Awesome Systematic Trading
61 dokumenter
backtrader
54 dokumenter
vn.py
50 dokumenter
Quantopian-forelesninger
45 dokumenter
Binance API docs
45 dokumenter
FMZ guides
38 dokumenter
pysystemtrade
34 dokumenter
Freqtrade docs
32 dokumenter
quant-trading
31 dokumenter
FinRL
28 dokumenter
Zipline
22 dokumenter
FMZ live strategies
21 dokumenter
Jesse
17 dokumenter
pyfolio
16 dokumenter
Alphalens
14 dokumenter
WonderTrader
14 dokumenter
backtesting.py
11 dokumenter
Technical Analysis
9 dokumenter
QTPyLib
8 dokumenter
QuantRocket
7 dokumenter
Lumibot strategies
7 dokumenter
Awesome Quant
1 dokumenter

Søk i biblioteket

79,386 dokumenter

SuperMind

This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…

AksjerKinesiske markederVolatilitetMomentum
SuperMind

This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…

Kinesiske markederAksjerTekniske indikatorerMomentum
BigQuant

This post documents an attempted BigQuant workflow for combining daily Chinese stock bars with prefactor and money-flow tables. The query joins records by date and instrument, selects price and valuation fields, calculates returns, and applies a non-null…

Kinesiske markederAksjerStatistikk
MQL5 code base

This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…

Tekniske indikatorerTrendfølgende handelVolatilitet
SuperMind

This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…

Kinesiske markederAksjerTekniske indikatorerMomentum
SuperMind

This Chinese-language post proposes a stock screen using daily price range, closing price, and the ratio of outside to inside trading volume. Its stated core thresholds are amplitude above 1, close below 20, and outside volume divided by inside volume above…

AksjerTekniske indikatorerMarkedsmikrostrukturKinesiske markeder
Stratmill research code

The module implements the two-step Engle–Granger approach to constructing a portfolio intended to be mean reverting. It uses ordinary least squares to regress a chosen dependent asset’s price on the other price series, defaulting to the first input column as…

ParhandelTilbakevending mot gjennomsnittetStatistikkPorteføljekonstruksjon
MQL5 code base

The Ultimate Oscillator combines buying pressure relative to true range across three lookback periods. Each period’s ratio is calculated by summing buying pressure and true range over that window, then dividing the two sums. The shortest period receives the…

Tekniske indikatorerMomentum
BigQuant

This research summary treats intraday stock prices as time series rather than isolated observations. It applies empirical mode decomposition (EMD) to separate trend-like price signals from noise, then uses their relative strength to form a signal-to-noise…

AksjerFaktorinvesteringTilbakevending mot gjennomsnittetStatistikk
MQL5 code base

This document describes an automated strategy that trades changes in the KWAN_RDP indicator’s direction. A signal occurs when the indicator changes color at a bar’s close, providing the entry trigger for the expert advisor. The indicator file must be…

ValutahandelTekniske indikatorerHistorisk testing
MQL5 code base

This short description identifies FineTuningMA as a moving average indicator designed to allow detailed configuration. It credits the indicator to gumgum and notes that an earlier implementation appeared in MQL4’s Code Base in 2010. The page offers no…

Tekniske indikatorer
ProRealCode

The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…

RåvarerFuturesHistorisk testingRisikostyring
MQL5 code base

This brief description presents a single-file collection of averaging methods, including familiar simple and exponential averages alongside smoothed, weighted, triangular, sine-weighted, Hull, and T3 variants. It also lists a linear regression value and…

Tekniske indikatorerStatistikk
MQL5 code base

TimerEA is an expert advisor for opening and closing orders at specified dates and times on the symbol to which it is attached. Scheduling can be based on a day of the week or a day of the year. It supports market orders as well as pending stop and limit…

OrdreutførelseRisikostyringPosisjonsstørrelse
MQL5 code base

This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…

Tekniske indikatorerVolatilitetTrendfølgende handel
MQL5 code base

This expert advisor runs two NRTR signal systems, one for long positions and one for short positions. Each side has its own settings, including separate identifiers, position sizing, and switches for allowing entries and exits. The separation lets a trader…

ValutahandelTekniske indikatorerTrendfølgende handelHistorisk testing
SuperMind

This document describes an A-share stock screen that selects Shenzhen main-board shares with daily price amplitude above 1%, a nonempty outstanding convertible-bond name, positive price-to-earnings ratio below 29.01, and positive price-to-book ratio below…

AksjerKinesiske markederFaktorinvesteringTekniske indikatorer
MQL5 code base

The Relative Momentum Index, developed by Roger Altman, is described as a variation of the Relative Strength Index. Instead of comparing each close with the immediately preceding close, it measures gains and losses relative to the close a chosen number of…

Tekniske indikatorerMomentumAksjer
MQL5 code base

The document describes an implementation of William Blau’s Ergodic Oscillator, associated with his work on momentum, direction, and divergence. The indicator is displayed as a colored histogram, with its signal line represented as a colored cloud. This is a…

Tekniske indikatorerMomentum
SuperMind

This document describes an A-share screen using three conditions: a rising 30-day moving average, a prior-day 9:15 matched price at the limit-down level, and a current increase in the stated position-building ratio above 5%. Its proposed interpretation is…

AksjerKinesiske markederTekniske indikatorerMomentum
SuperMind

The document outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…

AksjerKinesiske markederTekniske indikatorerMomentum
MQL5 code base

The indicator tracks a session’s developing high and low, freezes those levels when the session ends, and monitors subsequent price action for a sweep. A breach must exceed a configurable buffer; the signal is confirmed only if price closes back inside the…

ValutahandelTekniske indikatorerTilbakevending mot gjennomsnittetMarkedsmikrostruktur
SuperMind

This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…

AksjerKinesiske markederTekniske indikatorerMomentum
ProRealCode

The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…

AksjerTekniske indikatorerMomentumHistorisk testing