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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
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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
TqSdk
86 documente
Quantpedia
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
Binance API docs
45 documente
Prelegeri Quantopian
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
QuantRocket
7 documente
Lumibot strategies
7 documente
Awesome Quant
1 documente

Caută în bibliotecă

1,976 documente

TradingView scripts

This strategy standardizes the closing price against its rolling mean and standard deviation. When the Z-score rises above a positive threshold, it closes long positions and opens a short; when it falls below the corresponding negative threshold, it closes…

Revenire la medieStatisticăVolatilitateTestare istorică
TradingView scripts

This document presents a composite indicator intended to summarize several dimensions of trading-system quality in one figure. Its components include profit-taking efficiency, the ratio of favorable to adverse open-trade excursions, a measure of how…

StatisticăTestare istoricăGestionarea riscului
TradingView scripts

This strategy tracks confirmed pivot highs and lows using configurable left- and right-bar lookbacks. It enters a long position when the closing price rises above the previous bar’s stored pivot high, and closes all positions when price falls below the…

StrăpungereIndicatori tehniciUrmărirea tendințeiTestare istorică
TradingView scripts

This script combines swing failure pattern (SFP) signals with a 200-period EMA direction filter and optional London, New York, and Asia session filters. It enters long when price moves below the prior ten-bar low and closes back above it, or short when price…

Indicatori tehniciGestionarea risculuiTestare istoricăMicrostructura pieței
TradingView scripts

This strategy combines swing structure, liquidity sweeps, and a break of structure to define directional setups. A sweep occurs when price moves beyond a recent swing extreme and closes back inside; a break of structure in the same direction must follow…

Indicatori tehniciStrăpungereGestionarea risculuiExecuție
TradingView scripts

This indicator estimates where stop orders may cluster around swing highs and lows, then displays active and previously violated clusters as potential breakout areas. Its absorption-extremes model identifies price swings using an ATR-based reversal threshold…

Indicatori tehniciStrăpungereMicrostructura piețeiVolatilitate
TradingView scripts

This strategy uses the sign of a benchmark’s long-window log return to set a directional regime for a US equity index instrument. With the default eighteen-month lookback, positive momentum calls for a long position; negative momentum either leaves the…

AcțiuniPiețele din SUAMomentumUrmărirea tendinței
TradingView scripts

This SOL perpetual-futures strategy opens a short when a three-minute RSI(9) crosses down through 80, using the signal as a possible overbought reversal. It starts with a base order and can add up to three equally sized averaging orders as price rises…

CriptoContracte futures perpetueRevenire la medieIndicatori tehnici
TradingView scripts

This TradingView script adds an on-chart table of common strategy backtest statistics, designed to be copied into an existing strategy. It displays trade count, win rate, starting and ending capital, average winning and losing trade amounts, profit factor,…

Testare istoricăGestionarea risculuiStatistică
TradingView scripts

This indicator calculates Sharpe and Sortino ratios from sampled returns for the chart instrument. Users select a return timeframe and maximum sample length, then choose either a fixed annual benchmark rate or the returns of a comparison instrument. In the…

Gestionarea risculuiStatisticăTestare istorică
TradingView scripts

This indicator modifies classic directional movement by first comparing changes in highs and lows. It retains positive or negative movement only when that side’s move is larger and positive, then takes the difference between the two directional movement…

Indicatori tehniciUrmărirea tendințeiStatistică
TradingView scripts

This TradingView indicator lets users plot selected company fundamentals over time, drawing from income statements, balance sheets, cash flow statements, and financial statistics. The available measures include items such as revenue, debt, cash flow,…

AcțiuniIndicatori tehniciStatistică
TradingView scripts

This indicator uses lower-timeframe data within each chart bar to estimate up and down volume and their delta. It can recolor candles according to selected volume-balance measures, add volume-based tops and bottoms, highlight divergences between price-bar…

Microstructura piețeiIndicatori tehniciStatistică
TradingView scripts

This strategy standardizes closing price against its recent simple moving average and standard deviation, then smooths the resulting Z-score over short and long windows. A higher short-term smoothed value than the long-term value enables a long entry; the…

StatisticăIndicatori tehniciRevenire la medieTestare istorică
TradingView scripts

This intraday strategy combines moving-average alignment with RSI and CCI thresholds to identify two opposing formations during a specified trading session. When a formation occurs, it tracks candle highs and lows and waits for price to cross a boundary…

Indicatori tehniciMomentumStrăpungereGestionarea riscului
TradingView scripts

This strategy looks for unusually large candle bodies relative to a recent range. It measures the highest open or close and lowest open or close across a configurable lookback, then enters long on a bullish candle or short on a bearish candle when the…

StrăpungereIndicatori tehniciGestionarea risculuiTestare istorică
TradingView scripts

This strategy uses an SSL channel derived from moving averages of highs and lows, alongside a baseline calculated from closing prices. A smoothed SSL line crossing the baseline generates directional signals, with an optional higher-timeframe baseline filter.…

Urmărirea tendințeiIndicatori tehniciGestionarea risculuiStrăpungere
TradingView scripts

This Pine library collects streaming methods for processing market observations incrementally, with many updates designed to use constant work per observation. Its stated tools cover recursive filters and extrema, rolling sums, quantile and expectile…

StatisticăIndicatori tehniciVolatilitateMicrostructura pieței
TradingView scripts

This document presents a configurable trading strategy that combines trend direction, volatility conditions, breakout and mean-reversion signals, and Fibonacci retracements. Its filters include moving-average alignment, a higher-timeframe trend check, volume…

Indicatori tehniciUrmărirea tendințeiStrăpungereRevenire la medie
TradingView scripts

This strategy labels conditions as range bound when ADX is below its ceiling, RSI stays inside a middle band, and Bollinger Band width remains below a threshold. When all three filters agree, it enters a long position, presented as a proxy for timing credit…

Indicatori tehniciVolatilitateGestionarea risculuiTestare istorică
TradingView scripts

This chart indicator normalizes bar volume by the high-low range to show volume per point, then marks changes in that measure with colored columns. It identifies divergence-like conditions when volume and candle range move in contrasting ways, and…

Indicatori tehniciMicrostructura piețeiStatistică
TradingView scripts

This backtest template uses autocorrelation to detect repeating behavior in closing prices, then applies a linear regression of recent percentage returns to form a forecast component. When the autocorrelation exceeds a fixed threshold, the latest regression…

StatisticăTestare istoricăUrmărirea tendințeiDimensionarea pozițiilor
TradingView scripts

This indicator and strategy script estimates European call and put values with Black-Scholes formulas, using a normal cumulative distribution approximation. Inputs cover option type, strike, expiry, the underlying price source, risk-free rate source, and…

OpțiuniEvaluarea derivatelorVolatilitateGestionarea riscului
TradingView scripts

This TradingView strategy enters long or short when the Supertrend direction changes, subject to optional agreement from a configurable set of six timeframes. Each timeframe is classified by whether its close is above or below an exponential moving average,…

Indicatori tehniciUrmărirea tendințeiGestionarea risculuiExecuție