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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 document explains a daily Smart Money Index calculation based on the S&P 500’s early-session and late-session price changes. Each day, the prior index value is reduced by the gain or loss during the opening interval and increased by the gain or loss…

AandelenTechnische indicatorenAmerikaanse marktenMarktmicrostructuur
ProRealCode

The document describes the Corrected Average, also called the Optimal Moving Average, as a smoothed price indicator. It starts from a simple moving average and compares the gap between that average and the prior corrected value with recent price volatility.…

Technische indicatorenVolatiliteitTrendvolgend
ProRealCode

This indicator combines an ATR-based trailing level with the Commodity Channel Index (CCI) to mark bullish and bearish states. When CCI is above its configurable threshold, the bullish level is set below the low by an ATR amount and is prevented from falling…

Technische indicatorenTrendvolgendVolatiliteit
ProRealCode

The indicator marks recent price highs and lows at two scales: major swings use a longer lookback, while minor swings use a shorter one. The stated purpose is to help identify trend structure and periods when prices are ranging, drawing on Dow theory. Both…

Technische indicatorenTrendvolgendVolatiliteit
ProRealCode

This indicator adapts Bollinger %b by using a Heikin-Ashi close and TEMA smoothing. It calculates a zero-lag style smoothed price series, then positions that series relative to a weighted average and standard-deviation bands. The output is a bounded…

Technische indicatorenVolatiliteitTerugkeer naar het gemiddelde
ProRealCode

This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…

FuturesTrendvolgendTechnische indicatorenRisicobeheer
ProRealCode

The document presents a chart indicator that combines a MACD histogram, a volatility squeeze condition, and RSI-based coloring. It defines a squeeze using Bollinger Bands contained within Keltner Channels, then colors the MACD histogram according to whether…

Technische indicatorenVolatiliteitMomentumBacktesten
ProRealCode

This tool graphs cumulative simulated outcomes after consecutive runs of bullish or bearish candles, considering run lengths from one to twelve. For each qualifying pattern, it records a one-candle return in the direction of a hypothetical long position and…

Technische indicatorenStatistiekBacktestenOrderuitvoering
ProRealCode

The document explains an indicator that marks bullish and bearish breaks of market structure using price pivots. A configurable lookback period identifies swing highs and lows; a close above a stored high or below a stored low triggers a breakout line and a…

Technische indicatorenUitbraakRisicobeheer
ProRealCode

This document presents a Holt-style exponential moving average that smooths price while updating an estimate of its local trend. It describes two indicator variants: a single-color average and one that colors the line according to the angle of its slope. The…

Technische indicatorenTrendvolgendStatistiek
ProRealCode

The indicator looks for possible exhaustion in price movement by identifying repeated long wicks near RSI-defined oversold or overbought zones. For a bullish signal, it checks three candles for lower wicks extending below their bodies, with wick depth…

Technische indicatorenTerugkeer naar het gemiddeldeVolatiliteitBacktesten
ProRealCode

The SSL Channel uses two moving averages, one calculated from highs and one from lows, to form a channel. A state variable changes direction when the close rises above the high-based average or falls below the low-based average; otherwise, it retains its…

Technische indicatorenTrendvolgendAandelen
ProRealCode

This indicator combines two HalfTrend series with different amplitudes. Their difference forms a histogram, and a six-period average of that difference serves as a signal line. The post describes MACD-style interpretations: a histogram crossing the zero line…

Technische indicatorenTrendvolgendMomentumFutures
ProRealCode

This charting indicator highlights a historical series of option expiration dates by drawing vertical lines in the chart background. The listed dates cover quarterly expirations from 2004 through 2019, and the author suggests these sessions may coincide with…

OptiesAandelenGebeurtenisgestuurdTechnische indicatoren
ProRealCode

This concept indicator builds upper and lower trigger lines from rolling sums of open, high, and close prices, divided by three times the lookback length. A signal line crosses the upper level to indicate a possible buy and the lower level to indicate a…

Technische indicatorenRisicobeheer
ProRealCode

This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…

FuturesTechnische indicatorenMomentumPositiegrootte
ProRealCode

Real Motion expresses an equity’s closing price as a percentage deviation from a reference moving average. The calculation divides the close by the average, subtracts one, and scales the result by 100. This centers the indicator at zero when price matches…

AandelenTechnische indicatorenStatistiek
ProRealCode

The document describes an upper and lower price channel built from the typical price, defined using high, low, and close. The upper boundary takes the highest value over a lookback window of a transformed price expression; the lower boundary takes the lowest…

Technische indicatorenVolatiliteitUitbraakMomentum
ProRealCode

The document presents a price-smoothing indicator that combines a smoothed estimate with a velocity term. It updates the estimate from the difference between current price and the prior prediction, then uses the velocity’s sign to indicate a long or short…

Technische indicatorenTrendvolgendMomentum
ProRealCode

The indicator described here tracks three definitions of an unfilled price gap and displays the remaining distance to closure as histogram bars. Daily gaps measure the space between a session’s close and the next open. Intraday gaps compare the shadows of…

Technische indicatorenAandelenStatistiek
ProRealCode

The indicator rescales price candles using recent summed highs and lows, then plots them against fixed overbought and oversold thresholds. Its purpose is to flag short-term conditions where price may revert toward its mean. Candle color marks whether the…

Technische indicatorenTerugkeer naar het gemiddeldeOpties
ProRealCode

The Relative Bias Filter is a bounded signal intended to help avoid trades against strong directional conditions. Its signal is based on RSI applied to an average of typical price. A move toward the upper threshold indicates bullish strength and discourages…

Technische indicatorenTrendvolgendRisicobeheer
ProRealCode

This indicator measures the change in a Triangular Moving Average relative to Average True Range, producing a volatility-normalized slope. With the stated default settings, it uses a 20-period average, a 100-period ATR, and upper and lower slope thresholds…

Technische indicatorenTrendvolgendVolatiliteit
ProRealCode

The document describes a ZigZag indicator that identifies candidate swing highs and lows from rolling price extremes, stores pivot prices, directions, and bar indices in arrays, and connects the pivots. It classifies highs and lows as higher or lower…

Technische indicatorenUitbraakStatistiek