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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
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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

The Vostro indicator is presented as a potential turning-point tool intended for scalping. It marks overbought readings above +80 and oversold readings below −80. Its stated long setup occurs after the oscillator falls below the lower threshold and forms a…

Technische indicatorenTrendvolgend
ProRealCode

This intraday strategy for DAX five-minute bars fades moves beyond a Donchian channel, aiming to profit when an apparent breakout fails. A close below the lower band opens a long position, while a close above the upper band opens a short. The channel is…

FuturesTerugkeer naar het gemiddeldeUitbraakTechnische indicatoren
ProRealCode

The document describes a simple long-only trend-following system inspired by the Turtle approach. It enters when the day’s high exceeds the highest high of the preceding 100 days, then exits when the day’s low falls below the lowest low of the preceding 100…

AandelenFuturesTrendvolgendUitbraak
ProRealCode

The document presents a custom oscillator intended as an alternative to a traditional stochastic indicator. It calculates two exponentially smoothed lines: one based on lows on days when the low falls from the prior day, and another based on highs on days…

Technische indicatorenStatistiekBacktesten
ProRealCode

This document describes an experimental indicator that plots divergences between the Positive Volume Index (PVI) and its exponential moving average, alongside the equivalent divergence for the Negative Volume Index (NVI). The two series are intended to help…

Technische indicatorenTrendvolgendAandelen
ProRealCode

The TAT indicator combines a normalized Parabolic SAR distance with the difference between the MACD line and its signal average. The components are scaled with separate multipliers, then combined into a main series whose exponential moving average serves as…

Technische indicatorenTrendvolgendFutures
ProRealCode

The Anderson Regression Line Stretch (ARLS) is an oscillator measuring the percentage gap between the current price and its 30-period linear regression line. It plots the oscillator against positive and negative bands at two and three standard deviations,…

Technische indicatorenTerugkeer naar het gemiddeldeStatistiek
ProRealCode

This indicator calculates a Fisher transform from the midpoint of each bar’s high and low. It first locates that midpoint within the rolling range of recent lows and highs, rescales the position to a bounded interval, and smooths it. The value is clipped…

Technische indicatorenStatistiek
ProRealCode

This indicator smooths Heikin-Ashi open, high, low, and close values with exponential averages, then plots the resulting candles alongside price averages. It describes common candle interpretations: runs of rising or falling bodies suggest direction, large…

Technische indicatorenTrendvolgendBacktesten
ProRealCode

The document presents a ProRealTime implementation of Martin Pring’s Special K indicator, a composite intended to represent price movement across short, medium, and long horizons. It combines twelve smoothed rate-of-change series, each using a different…

Technische indicatorenMomentumAandelen
ProRealCode

The document presents the SafeZone stop method attributed to Alexander Elder. It estimates average downside and upside price penetration over a configurable lookback period, then scales each average by a chosen factor. For a bullish stop, the scaled downside…

Technische indicatorenRisicobeheerVolatiliteit
ProRealCode

The document describes a seasonal strategy that holds an index long from October until May, then switches to a short position until October. It presents this as a test of the market adage commonly associated with avoiding the summer months. The author…

AandelenBacktesten
ProRealCode

The document describes an indicator for studying whether prices break the prior lookback window’s high or low during the next window of equal length. It reports breakout counts and closing-price outcomes, compares those outcomes with the share of test…

UitbraakBacktestenStatistiekOrderuitvoering
ProRealCode

The Simple Harmonic Index (SHI) is presented as a time cycle oscillator, with bullish signals when it crosses above zero and bearish signals when it crosses below zero. Its calculation starts with the change in closing price from the previous bar, then…

Technische indicatorenMomentumStatistiek
ProRealCode

The document explains the Market Facilitation Index (MFI), calculated as a bar’s high-low range divided by volume. It compares each bar’s MFI and volume with the prior bar to classify activity into four states: Green, Fade, Fake, and Squat. The accompanying…

FuturesTechnische indicatorenMarktmicrostructuurUitbraak
ProRealCode

This indicator defines an initial balance (IB) from the high and low recorded during a configurable opening window. The example uses the period from 08:00 to 09:00 and is intended for chart timeframes below one hour; the schedule can be changed to fit a…

Technische indicatorenUitbraakRisicobeheer
ProRealCode

The strategy applies a daily Harami-style candle pattern to EUR/USD, defined here as a bar whose high is below the previous bar’s high and whose low is above the previous bar’s low. A bearish candle above the 50-day moving average triggers a long entry at…

ValutahandelTechnische indicatorenTerugkeer naar het gemiddeldeBacktesten
ProRealCode

The document describes an intraday futures oscillator that adapts the proportional, integral, and derivative structure of a PID controller to price movement around session VWAP. The proportional term measures the current close-to-VWAP gap, the integral term…

FuturesTechnische indicatorenVolatiliteitTrendvolgend
ProRealCode

This indicator uses the Commodity Channel Index (CCI) to set a trend line on a price chart. When CCI is nonnegative, the line is placed below the current low by an Average True Range (ATR) amount; when CCI is negative, it is placed above the high by an ATR…

Technische indicatorenTrendvolgendVolatiliteit
ProRealCode

The document presents Jurik RSX as a smoothed variant of the Relative Strength Index, translated from an MT4 indicator for use in ProRealTime. It describes the indicator as intended to reduce lag and noise, and gives a default calculation length of 14…

Technische indicatorenMomentumStatistiek
ProRealCode

This indicator description combines volatility bands for trend classification with swing-anchored VWAP signals. A double exponential moving average forms the centerline, and bands are placed three ATRs above and below it. A close beyond a band changes the…

Technische indicatorenTrendvolgendUitbraakVolatiliteit
ProRealCode

The indicator builds a separate volume profile for each completed price swing, plus a live profile for the swing still forming. It identifies swing highs and lows with a configurable lookback, then divides each leg’s price range into bins sized using half of…

Technische indicatorenMarktmicrostructuurVolatiliteit
ProRealCode

This ProRealTime indicator adapts a range filter and adds trend coloring, candle coloring, and plotted channel levels. It estimates a range from smoothed changes in closing prices, then moves the filter line according to price relative to that range. Upper…

Technische indicatorenTrendvolgend
ProRealCode

The indicator adjusts its moving-average period according to how many recent bars it takes for the high-to-low range to reach a chosen percentage of the current price. A wider move reached quickly produces a shorter period and a more responsive average;…

Technische indicatorenVolatiliteit