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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.

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

Caută în bibliotecă

1,507 documente

ProRealCode

The Derivative Oscillator applies the MACD histogram idea to a twice-smoothed RSI. RSI is calculated first, then smoothed with two exponential averages; a simple moving average of that result becomes the signal line. The oscillator is the difference between…

Indicatori tehniciMomentum
ProRealCode

This document describes an indicator intended to identify trend-following engulfing patterns and mark order blocks using the range of the engulfing pattern’s first candle. Its accompanying calculation estimates the slope and curvature of a 21-period moving…

Indicatori tehniciUrmărirea tendințeiMomentum
ProRealCode

The document describes a color-coded momentum indicator for intraday charts. It calculates momentum on 15-minute, hourly, and four-hour timeframes, then displays colors according to whether the readings are positive or negative. Stronger green or red states…

MomentumIndicatori tehniciGestionarea riscului
ProRealCode

The document presents DeMarker as a bounded technical indicator for identifying potential overbought and oversold conditions, with reference levels of 70 and 30. It describes the calculation using changes in consecutive highs and lows: upward high changes…

Indicatori tehniciRevenire la medieStatistică
ProRealCode

The document presents a custom calculation of the Fractal Dimension Index (FDI), an indicator intended to characterize trend strength from price variation. It describes using a rolling window of 30 bars, normalizing historical custom closing prices within…

Indicatori tehniciStatistică
ProRealCode

The document describes an Ichimoku-based indicator intended to confirm or reject whether a market is trending, alongside screeners for finding markets in trends or ranges. It defines a bullish alignment through the relative positions of Chikou, price,…

Indicatori tehniciUrmărirea tendințeiStrăpungere
ProRealCode

This intraday EUR/USD system uses five-minute bars during a stated daytime session. It enters long or short on RSI divergence signals near swing lows or highs, subject to a modified, delayed Donchian Channel filter intended to avoid entries against strong…

ForexRevenire la medieIndicatori tehniciGestionarea riscului
ProRealCode

This document presents an implementation of John Ehlers’ Sinewave indicator from his 1999 Market Mode Strategies description. It detrends midpoint price, derives in-phase and quadrature components, estimates phase and its change, and uses accumulated phase…

Indicatori tehniciStatisticăTestare istorică
ProRealCode

The system takes a long position in the DAX when Monday’s regular-session close is below its daily 34-period simple moving average. It enters at 17:45 on Monday and plans to exit at 09:00 on Wednesday. The code checks the weekday and time on an intraday…

Contracte futuresUrmărirea tendințeiIndicatori tehniciGestionarea riscului
ProRealCode

The document describes an indicator that evaluates a grid of Supertrend settings across different ATR lengths and multipliers. Each configuration is treated as an always-in-market system: trend changes close the current position and open one in the opposite…

Indicatori tehniciUrmărirea tendințeiTestare istoricăStatistică
ProRealCode

The Super Trend Fisher is presented as a trend and reversal indicator combining a detrended price oscillator, Fisher transform, and volatility-adjusted SuperTrend levels. The DPO component removes a moving-average reference to emphasize shorter price…

Indicatori tehniciUrmărirea tendințeiVolatilitateMomentum
ProRealCode

The Deviation Trend Profile combines a simple moving average (SMA), ATR-scaled bands, trend-turn markers, and a histogram of closing prices. It calculates an SMA and a 200-bar ATR, then plots three deviation levels above and below the average using…

Indicatori tehniciVolatilitateUrmărirea tendințeiStatistică
ProRealCode

The document describes a short-term mean-reversion system for France 40, FTSE 100, and DAX index markets on a one-minute chart. It looks at the relationship between the opening price two candles earlier and the current close, with a directional sequence…

Revenire la medieIndicatori tehniciAcțiuniGestionarea riscului
ProRealCode

This document describes a simple indicator for marking Ichimoku cloud twists. It calculates Tenkan-sen and Kijun-sen from rolling high-low midpoints, then derives Senkou Span A and Senkou Span B using the Ichimoku lookback and displacement conventions. It…

Indicatori tehniciUrmărirea tendinței
ProRealCode

The document presents a variant of RSI that uses ADX to attenuate overbought and oversold readings when trend strength is rising. Its motivation is that classic RSI reversal signals can be unreliable in strong trends, while RSI is described as more useful in…

Indicatori tehniciUrmărirea tendințeiRevenire la medieStatistică
ProRealCode

This indicator identifies high and low fractals from configurable numbers of bars before and after each candidate. It then connects selected fractal pairs with forward extending rays: resistance lines must slope downward between highs, while support lines…

Indicatori tehniciStrăpungere
ProRealCode

This document describes a recursive moving average attributed to Dennis Meyers and outlines a trend oscillator formed by comparing that average with an exponential moving average of the same period. The proposed signal comes from watching for changes in the…

Indicatori tehniciUrmărirea tendințeiStatistică
ProRealCode

This indicator calculates a weekly Supertrend and displays its value on a daily chart. It reconstructs weekly highs, lows, and closes from daily bars, then uses a true-range-based average and a multiplier to form upper and lower trailing bands. A trend state…

Indicatori tehniciUrmărirea tendințeiVolatilitate
ProRealCode

This indicator assigns a score from zero to eight using a sequence of conditions for bullish and bearish trends. The conditions combine ADX strength, positive or negative directional movement, price relative to Parabolic SAR, Ichimoku Tenkan and Kijun lines,…

Indicatori tehniciUrmărirea tendințeiMomentum
ProRealCode

This indicator adapts classic MACD divergence by calculating its moving averages with double exponential moving averages, intended to reduce lag. It records qualifying MACD signal-line crossovers and compares crossover values and closing prices across a…

Indicatori tehniciMomentumTestare istorică
ProRealCode

The document describes an indicator that marks bullish and bearish order-block zones from price swings, then tracks when price crosses their boundaries. It defines zones from price levels preceding upward or downward breaks of detected swing highs or lows.…

Indicatori tehniciStrăpungereRevenire la medieGestionarea riscului
ProRealCode

This indicator combines a fractal adaptive moving average (FRAMA) with volatility bands and a three-state momentum display. It estimates price-path roughness from ranges over two halves of a lookback window: smoother, directional movement raises the…

Indicatori tehniciStrăpungereMomentumVolatilitate
ProRealCode

This indicator groups closing prices from a user-selected lookback window into equal-width intervals and plots their frequency as a histogram. Users choose the sample count and number of bins; the example settings use 150 observations divided into 30…

StatisticăIndicatori tehniciGestionarea riscului
ProRealCode

The document describes an indicator that compares closing prices with prices from a chosen lag over a rolling window, using Pearson correlation to identify recurring patterns. When correlation clears a user-set threshold, it applies linear regression to…

Indicatori tehniciStatisticăTestare istorică