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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
TqSdk
86 documenten
Quantpedia
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
Binance API docs
45 documenten
Quantopian-colleges
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

1,507 documenten

ProRealCode

This indicator seeks bullish and bearish divergences between price swings and a zero-lag MACD. It builds the MACD and its signal line from double-smoothed exponential averages, then tracks price highs or lows and corresponding MACD extremes around…

Technische indicatorenMomentumBacktesten
ProRealCode

The document presents a ProRealTime indicator for estimating how many ticks occur per second from bars built from a specified number of ticks. It converts each bar’s open-time value into elapsed seconds, takes the difference between successive bar times, and…

MarktmicrostructuurOrderuitvoeringHoogfrequente handel
ProRealCode

This indicator estimates buying and selling pressure from each bar’s price range and volume. A bull-bear balance calculation allocates volume between the two sides, then smoothed averages produce pressure series. The indicator compares buying pressure with…

Technische indicatorenMomentumMarktmicrostructuurStatistiek
ProRealCode

This indicator marks recent fractal highs and lows with rectangles, presenting them as support and resistance zones whose breaks can inform trading decisions. It identifies a fractal using a two-bar offset and rolling high and low comparisons, then carries…

Technische indicatorenUitbraak
ProRealCode

The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…

FuturesUitbraakTechnische indicatorenPositiegrootte
ProRealCode

This document describes a long-only trend-following setup for the DAX40 on a 30-minute chart. It checks whether the close is above a short exponential moving average, then enters at a specified late-lunch time in the Europe/Berlin time zone. The position is…

FuturesTrendvolgendTechnische indicatorenBacktesten
ProRealCode

The document presents a code implementation of Wilder’s Accumulative Swing Index (ASI), a cumulative price-movement indicator. It calculates the day’s swing from current high, low, open, and close alongside the previous bar’s prices. Intermediate values…

Technische indicatorenGrondstoffenAandelen
ProRealCode

The document explains the Darvas Box idea: after a price advance, a consolidation range forms a ceiling and floor, and a close above the ceiling is treated as a possible long entry. The box floor serves as a stop reference; if price rises and new boxes form,…

AandelenTrendvolgendUitbraakTechnische indicatoren
ProRealCode

This indicator method searches for bullish and bearish divergences between price swings and RSX, an RSI-derived oscillator. It calculates an RSX-like series from changes in a price measure smoothed with Wilder averages, then compares that series with a short…

Technische indicatorenTerugkeer naar het gemiddeldeStatistiek
ProRealCode

The indicator estimates the likely size of the current price leg from recent completed swings. It detects swing turns using a rolling high or low, records each leg’s percentage move and duration, and uses a weighted average, ordinary average, or median of…

Technische indicatorenStatistiekRisicobeheerTrendvolgend
ProRealCode

This indicator gauges market conditions with three horizons based on exponential averages of highs and lows over 50, 100, and 200 periods. For each horizon, it compares a supplied closing price with the prior period’s averages, selects one of those averages…

Technische indicatorenTrendvolgendAandelen
ProRealCode

The indicator plots a fast and a slow moving average and fills the space between them. Its color depends on whether the fast average is above or below the slow average and whether the fast average is rising or falling. This produces four visual states that…

Technische indicatorenTrendvolgend
ProRealCode

The document presents a translated Ehlers-style indicator that estimates a composite cyclical wave from closing prices. It first differences price with a two-bar lag, then applies band-pass filters at a base period and its second and third harmonics. Each…

Technische indicatorenStatistiekAandelen
ProRealCode

This indicator calculates a separate historical average daily high-low range for each weekday and displays that weekday’s range around a chosen price on charts at daily or faster intervals. A multiplier widens or narrows the bands; the center can use close…

Technische indicatorenVolatiliteitStatistiek
ProRealCode

This note describes a small addition to an Ichimoku Kinko Hyo indicator for ProRealTime: plotting the Chikou span, which the author says is missing from the platform’s original setup. The Chikou is represented by a moving average of closing prices shifted…

Technische indicatoren
ProRealCode

RSIV-1 is presented as a modified Relative Strength Index that responds more quickly to changes in direction. It first measures closing price relative to a linear regression of price, then separates rising and falling changes over a rolling period. The…

Technische indicatorenMomentumStatistiek
ProRealCode

This document presents a ProRealTime adaptation of a Weis Wave Volume indicator. It classifies price movement into rising and falling waves, accumulates volume while each wave continues, and displays the totals as separate colored histograms. The…

Technische indicatorenMarktmicrostructuurStatistiek
ProRealCode

Zone Shift is a channel indicator that combines two moving-average-style calculations into a middle line and places upper and lower bands around it using the average high-low range over 200 bars. A bullish regime begins when the current low moves above the…

Technische indicatorenTrendvolgendUitbraakTerugkeer naar het gemiddelde
ProRealCode

The document describes a rule-based indicator for identifying two candlestick shapes. It assigns one signal to a bullish-bodied candle with its low at the open and an upper wick at least three times the candle body; the opposite signal marks a bullish-bodied…

Technische indicatorenAandelen
ProRealCode

The document describes a Dynamic Momentum Index (DMI) that adjusts its calculation period as volatility changes. It estimates volatility from price variability, smooths that estimate, and scales a base period accordingly, subject to configurable lower and…

Technische indicatorenMomentumVolatiliteitStatistiek
ProRealCode

The indicator divides the price range over a selected lookback window into horizontal zones and estimates bullish and bearish volume in each zone. It assigns volume to a zone using each bar’s closing price, then classifies the bar as bullish when its close…

Technische indicatorenMarktmicrostructuurStatistiek
ProRealCode

This custom oscillator combines ZigZag-based price bounds with a stochastic-style calculation. It smooths the resulting value to form a zero-lag line and a slower signal line, then compares oscillator turning points with recent price extremes to mark…

Technische indicatorenMomentum
ProRealCode

MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…

Technische indicatorenTrendvolgendMomentumRisicobeheer
ProRealCode

This indicator overlays Bollinger Bands and moving averages with color zones intended to classify price action into market phases. The described states include bearish movement below the 200-period average, rebounds below that average, emerging bearish or…

Technische indicatorenTrendvolgendVolatiliteit