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Kennisbibliotheek

Samenvattingen en belangrijkste inzichten van boeken, papers, artikelen en code die onze AI-agents lezen, geschreven door de onderzoeksagent van Stratmill. Elke pagina verwijst naar het origineel.

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

Doorzoek de bibliotheek

7,090 documenten

MQL5 code base

The document presents the Roofing Filter as an indicator developed by John Ehlers and explains a simple way to interpret its signal line. A cross above the signal is treated as evidence of a short-term uptrend, while a cross below is treated as a short-term…

Technische indicatorenTrendvolgend
MQL5 code base

Daily Perspective is an intraday chart indicator that displays the open, close, high, and low of the previous three daily candles on hourly and shorter timeframes. It projects prior-day price levels onto the current day, giving traders a visual reference for…

Technische indicatorenUitbraakTrendvolgend
MQL5 code base

The document introduces the Fisher Transform as a price oscillator intended to make turning points easier to identify. It describes transforming prices toward a Gaussian distribution and says the indicator fluctuates around a zero line, with sharp changes…

Technische indicatorenStatistiekTrendvolgend
MQL5 code base

The document briefly defines weighted deviation as a deviation measure that applies linear weights at each calculation step. It distinguishes this construction from a built-in deviation calculation that uses a linearly weighted moving average as its…

Technische indicatorenStatistiek
MQL5 code base

The KCI Directional Matrix is presented as an indicator with three bounded outputs: a main line for directional efficiency or trend expansion, plus and minus lines for bullish and bearish pressure. The described calculation separates upward and downward…

Technische indicatorenMomentumVolatiliteitStatistiek
MQL5 code base

This indicator combines a straight-line regression to estimate trend direction with a curved regression channel to represent changing support and resistance. It measures price dispersion using root-mean-square deviation, then applies Fibonacci coefficients…

ValutahandelTechnische indicatorenTrendvolgendVolatiliteit
MQL5 code base

The Expert Advisor described here uses a Color Schaff–DeMarker Trend Cycle indicator to generate signals around overbought and oversold conditions. It acts when a bar closes with a breakthrough of the zero level, making the close the stated signal timing.…

ValutahandelTechnische indicatorenBacktesten
MQL5 code base

Repaint Inspector is a method for checking whether a technical indicator revises values on bars that have already closed. It records each bar’s first observed buffer value, then compares later readings, classifying revisions as changed values, newly…

Technische indicatorenStatistiekBacktesten
MQL5 code base

The document describes NonLag MACD, an oscillating indicator that substitutes a NonLag moving average into the familiar MACD structure. It identifies adjustable fast and slow average periods, a signal period, calculation methods, applied price, a noise…

Technische indicatorenMomentumBacktesten
MQL5 code base

This short indicator note proposes a MACD-style oscillator formed by taking the difference between fast and slow momentum measures, rather than the difference between fast and slow moving averages used in conventional MACD. It suggests interpreting the…

Technische indicatorenMomentum
MQL5 code base

Historical volatility describes how widely an asset's returns have varied over a chosen period. The document presents standard deviation as the common calculation approach, while noting that it is not the only possible method. A higher reading indicates…

VolatiliteitStatistiekRisicobeheer
MQL5 code base

This indicator applies Ehlers’ nonlinear Kalman filter to deviation estimation as an alternative to standard-deviation measures based on moving averages. The description emphasizes responsiveness as an important property of volatility estimates and offers…

VolatiliteitTechnische indicatorenStatistiek
MQL5 code base

The document introduces the Widners Oscillator as a normalized two-line indicator with behavior described as similar to the Aroon indicator. It offers a basic interpretation: when the blue line is above the red line, the trend is considered to be…

Technische indicatorenTrendvolgendMomentum
MQL5 code base

The document describes an alerting aid for a set-and-forget trading approach. Rather than monitor charts and time continuously, a trader can use an indicator to watch for conditions and send alerts. It presents two intended uses: preparing a watchlist and…

Technische indicatorenOrderuitvoeringRisicobeheer
MQL5 code base

The Well Martin Expert Advisor combines Bollinger Bands and ADX for trading in calmer market conditions. It buys when price breaks below the lower band and sells when it breaks above the upper band. The described setup is for EURUSD on a 15-minute chart and…

ValutahandelTerugkeer naar het gemiddeldeTechnische indicatorenPositiegrootte
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the ColorZeroLAG_MA indicator changes direction. The described approach uses the moving average’s change in direction as its entry trigger. Running the EA requires a separate compiled indicator…

ValutahandelTechnische indicatorenTrendvolgendBacktesten
MQL5 code base

The document describes a trading-platform script that displays a currency pair’s current spread, pip value, and the spread cost of opening a position. The cost is expressed in the account’s currency, and the user supplies a trade volume to calculate it. This…

ValutahandelOrderuitvoeringRisicobeheer
MQL5 code base

This brief note describes an oscillator that measures the rate of change of an adaptive moving average (AMA), expressed in price-chart points. It identifies the indicator’s original implementation as an MQL4 tool published in 2008, but gives no formula,…

Technische indicatoren
MQL5 code base

This trading software description outlines an automated system with four selectable entry approaches: tick momentum, candlestick engulfing patterns, RSI reversals, and EMA crossovers. It supports market, stop, and limit orders, plus three variants of…

ValutahandelMomentumTerugkeer naar het gemiddeldeTechnische indicatoren
MQL5 code base

The document presents a script that estimates a power factor from historical price increments and uses the estimate to characterize a market as more range-bound or more prone to volatile, heavy-tailed moves. It reports example estimates across EUR/USD,…

StatistiekVolatiliteitTerugkeer naar het gemiddeldeTrendvolgend
MQL5 code base

This brief note defines a normalized intraday intensity oscillator attributed to John Bollinger. It uses one input, a calculation period, and describes the output as the period’s simple moving average of summed intraday intensity divided by average tick…

Technische indicatorenMarktmicrostructuurStatistiek
MQL5 code base

This document describes a trend indicator that tracks changes in a moving average and accumulates them until a threshold is reached. Its stated purpose is to highlight broader price movements while filtering out smaller fluctuations. The threshold controls…

TrendvolgendTechnische indicatorenStatistiek
MQL5 code base

This indicator displays historical OANDA order-book or position-book distributions on a price chart. A selected time, marked by a vertical line, determines which histogram is shown. An accompanying download manager must run to keep data updated, although…

ValutahandelMarktmicrostructuurOrderuitvoering
MQL5 code base

This document explains quantiles as values that divide a distribution or ordered sample into groups with equal, or nearly equal, probabilities or observation counts. It distinguishes quantile cutpoints from the groups they create and names familiar examples…

StatistiekTechnische indicatoren