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Biblioteca de cunoștințe

Rezumate și idei principale din cărțile, lucrările, articolele și codul citite de agenții noștri AI, redactate de agentul de cercetare Stratmill. Fiecare pagină trimite la sursa originală.

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arXiv papers
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766 documente
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682 documente
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662 documente
vn.py community
560 documente
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511 documente
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340 documente
QuantStart
246 documente
Stratmill research code
219 documente
Robot Wealth
195 documente
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191 documente
Hummingbot docs
181 documente
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175 documente
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164 documente
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163 documente
Biblioteca cursurilor cuantitative
157 documente
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152 documente
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144 documente
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132 documente
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116 documente
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86 documente
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86 documente
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79 documente
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68 documente
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62 documente
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61 documente
backtrader
54 documente
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50 documente
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38 documente
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28 documente
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22 documente
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21 documente
Jesse
17 documente
pyfolio
16 documente
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14 documente
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14 documente
backtesting.py
11 documente
Technical Analysis
9 documente
QTPyLib
8 documente
Lumibot strategies
7 documente
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7 documente
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1 documente

Caută în bibliotecă

1,507 documente

ProRealCode

The Count Back Line (CBL), attributed to Daryl Guppy, is presented as a volatility-based indicator with upper and lower levels that can mark potential trend boundaries. The supplied implementation searches backward from a new high for two successively lower…

Indicatori tehniciUrmărirea tendințeiVolatilitate
ProRealCode

This indicator combines a recursive Kalman filter, a Hull-style moving average, and Supertrend logic. It filters the selected price input through multiple Kalman states, uses those estimates to form a smoother baseline, then places volatility bands around…

Indicatori tehniciUrmărirea tendințeiVolatilitateGestionarea riscului
ProRealCode

This indicator identifies potential divergences between closing prices and three measures: MACD, RSI, and the Money Flow Index. It compares recent local highs or lows in each indicator with price extremes over a configurable lookback window, then draws…

Indicatori tehniciMomentumStatistică
ProRealCode

This post presents a 15-minute intraday strategy for German DAX mini CFDs. It uses a Super Smoother filter applied to price changes, then normalizes the filtered value by a decaying estimate of its peak magnitude. The strategy opens long positions when the…

Contracte futuresIndicatori tehniciUrmărirea tendințeiGestionarea riscului
ProRealCode

This indicator combines market-structure reversals, a volatility-scaled trailing stop, and a ladder of profit targets. It identifies swing highs and lows using a symmetric lookback, then signals a Change of Character when price closes beyond the latest…

Indicatori tehniciUrmărirea tendințeiStrăpungereVolatilitate
ProRealCode

The document explains a hybrid technical indicator that uses mean absolute deviation (MAD) to scale price bands and a loop-based score to compare the current volatility-adjusted price with a range of earlier observations. The score adds or subtracts points…

Indicatori tehniciUrmărirea tendințeiMomentumVolatilitate
ProRealCode

This ProRealTime indicator organizes several kinds of market context into stacked rows of colored dots beneath the price chart. Its modules include market-session markers, a squeeze display, accumulated trend conditions, and candle or swing signals. Users…

Indicatori tehniciVolatilitateUrmărirea tendinței
ProRealCode

This strategy description proposes trading intraday reversals around levels derived from daily bars. It buys when price is below a recent daily low and sells short when price moves above a recent daily high, aiming to capture a return toward the prior day’s…

Contracte futuresRevenire la medieExecuțieGestionarea riscului
ProRealCode

This indicator adapts the Commodity Channel Index lookback period to an estimated market cycle. It first smooths price data and uses phase and quadrature components with a homodyne discriminator to estimate cycle length. That estimate is constrained to a…

Indicatori tehniciStatistică
ProRealCode

The document explains a moving average slope indicator calculated as the current moving average minus its value on the prior candle. It presents the slope as a way to assess the average’s direction and the strength or momentum of recent price action. A…

Indicatori tehniciMomentumUrmărirea tendințeiVolatilitate
ProRealCode

The document explains an indicator that reports compound annual growth rate (CAGR) and total percentage growth between an asset’s first and latest available closing prices. CAGR annualizes the change using the elapsed period count, while the growth rate…

StatisticăIndicatori tehnici
ProRealCode

This indicator combines swing-point fractals with selected bar counts drawn from Ichimoku number theory. It identifies an initial swing high or low using a configurable fractal shoulder, then tracks up to two further swing points and marks the specified…

Indicatori tehniciUrmărirea tendințeiStatistică
ProRealCode

The indicator uses the slope of a linear regression on closing prices as a measure of trend direction and intensity. It proposes testing whether the slope differs statistically from zero: a slope not distinguishable from zero is treated as a sideways market,…

StatisticăIndicatori tehniciUrmărirea tendinței
ProRealCode

This strategy trades five-minute Dow index bars when a bullish or bearish engulfing candle forms with a body exceeding a multiple of average true range. Two Bollinger-style bands, calculated from moving averages and standard deviations, provide trend…

Contracte futuresIndicatori tehniciVolatilitateGestionarea riscului
ProRealCode

This indicator marks bullish and bearish outside bars with arrows. It first checks whether the signal candle’s range reaches a configurable minimum, expressed relative to pip size. A bearish signal requires the candle to extend above the prior high and close…

Indicatori tehniciStrăpungereVolatilitate
ProRealCode

This strategy accumulates long positions in the NASDAQ Composite when price crosses above prior highs measured over several lookback windows. Entries use five horizons, from short to longer, and require a rising weighted-average price filter. Each signal…

AcțiuniPiețele din SUAStrăpungereMomentum
ProRealCode

The document describes a pair of adaptive moving averages intended for use like slower conventional averages. The main average starts with a smoothing factor determined by a length setting. When price makes new rolling highs while above the average, or new…

Indicatori tehniciUrmărirea tendințeiTestare istorică
ProRealCode

This short note shows how to flag two three-candle formations: three white soldiers and three black crows. The detection rules check that each candle in the sequence closes above or below its open, respectively, and that the closes move progressively upward…

ForexIndicatori tehniciMomentumStatistică
ProRealCode

This ProRealTime indicator identifies historical swing highs and swing lows, then displays resistance and support levels as colored zones extending across the chart. Zone width is based on the Average True Range, allowing the displayed area around a pivot to…

Indicatori tehniciVolatilitate
ProRealCode

The author describes an automated version of a manual DAX day-trading approach on five-minute charts. It uses 20-, 180-, and 200-period moving averages to define trend alignment and slope. Long entries require the averages to be ordered upward, all three to…

Contracte futuresUrmărirea tendințeiIndicatori tehniciTestare istorică
ProRealCode

This document describes a stop-and-reverse method that sets a price stop using Wilder’s Average True Range multiplied by a coefficient. The included implementation uses a period of 7 and a coefficient of 3, initializes the stop after the early bars, and…

Indicatori tehniciVolatilitateGestionarea riscului
ProRealCode

This short note describes using the DeMarker indicator to identify divergences between price and momentum. The author’s method waits for a divergence to form, then uses the indicator’s move through the intervening swing level as confirmation: a cross above…

Indicatori tehniciRevenire la medieMomentum
ProRealCode

This ProRealTime indicator monitors the opening price range across Euronext, London, US, and Tokyo sessions, with an optional custom time window. On a one-minute chart, it tracks the range’s high and low during a configurable observation period, set to 15…

Indicatori tehniciStrăpungereAcțiuniContracte futures
ProRealCode

This indicator uses the European premarket range to plot potential price levels for the active session. On a five-minute chart, it tracks the high and low during the period beginning at 08:05 and ending at 09:00, then uses those bounds as anchors for bullish…

Indicatori tehniciStrăpungereForexAcțiuni