Hoppa till innehåll

Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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

Sök i biblioteket

1,507 dokument

ProRealCode

The Market Facilitation Index (MFI), attributed to Bill Williams, measures the bar's high-low range per unit of volume. The document explains how to compare both MFI and volume with the prior bar to classify market conditions. When both rise, the reading is…

Tekniska indikatorerTerminerMarknadsmikrostrukturUtbrott
ProRealCode

This document describes separate long and short intraday breakout rules intended for the CAC 40, with possible adaptation to the FTSE 100 and Euro Stoxx. The long setup places a buy stop above the previous seven hourly highs at 08:00; the short setup places…

TerminerUtbrottOrderutförandeRiskhantering
ProRealCode

This strategy uses Bollinger Bands in relation to a 200-period moving average to identify directional conditions. It proposes entering on a pullback toward the 20-period average after the relevant band moves beyond the 200-period average. After price closes…

ValutahandelTrendföljningTekniska indikatorerBacktestning
ProRealCode

The indicator estimates recent volatility by counting local highs and lows over a rolling lookback. A peak is identified when surrounding bars have lower highs, while a trough has higher lows; the BarsBefore and BarsAfter settings determine how many…

Tekniska indikatorerVolatilitetStatistik
ProRealCode

This indicator rounds closing prices to a fixed increment and plots the resulting series as colored points. Rising rounded values are blue, falling values are red, and unchanged values are black, giving a quick visual cue about price direction. The increment…

Tekniska indikatorer
ProRealCode

This indicator estimates a separate average high-low range for each calendar month from the available monthly price history. For a January bar, for example, it uses the historical ranges of January bars to set the current band width. The range is centered on…

Tekniska indikatorerStatistikVolatilitet
ProRealCode

The document introduces an adaptive price filter through an intuitive explanation of Kalman filtering. It starts from the idea of a moving average and describes adjusting the filter’s responsiveness to balance two sources of uncertainty: how much price is…

Tekniska indikatorerStatistikAktier
ProRealCode

This indicator searches historical candles for examples whose wick-to-body structure resembles the latest candle, then projects the average price path that followed those analogues. Users can compare general wick length, the upper wick, the lower wick, or…

Tekniska indikatorerStatistikBacktestning
ProRealCode

Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…

Tekniska indikatorerTrendföljningVolatilitetValutahandel
ProRealCode

This document presents an automated strategy that builds pseudo-Renko bricks from ordinary candlestick closes, calculates a moving average on those brick closes, and trades when the brick close crosses the average. It also includes a minimum time interval…

TerminerTrendföljningTekniska indikatorerBacktestning
ProRealCode

The document introduces HalfTrend as a trend indicator whose direction changes when a simple moving average breaches a recent high or low. It outlines several variations: a classic form, a configurable moving average with optional Heikin Ashi candles, a…

Tekniska indikatorerTrendföljningVolatilitet
ProRealCode

This ProRealTime indicator replaces the usual Ichimoku midpoint lines with Hull moving averages to create a smoother cloud. A close crossing beyond the displaced cloud becomes a candidate breakout. The indicator scores candidates using RSI, stochastic…

AktierTekniska indikatorerUtbrottMomentum
ProRealCode

The indicator estimates trend direction and strength by comparing the recent range of a moving average with a fraction of the price range. It forms an upper and lower boundary from the highest and lowest moving-average values over a chosen trend window,…

Tekniska indikatorerTrendföljningMomentum
ProRealCode

The document proposes continuous Fibonacci-style support and resistance bands built from a rolling high-low range and a moving average of closing prices. A central pivot is calculated from the range extremes and average close; fractions of the range are then…

TerminerTekniska indikatorerVolatilitetUtbrott
ProRealCode

The EMA Trend Meter combines the rate of change of three smoothed price averages with Stochastic RSI to summarize trend direction and momentum. Its example configuration starts with averages based on periods of 1, 7, 14, and 21, with the longer averages…

Tekniska indikatorerTrendföljningMomentum
ProRealCode

This document outlines an Expert Advisor that trades from the ColorXMACDCandle indicator, evaluating signals when a bar closes. A configurable trend mode chooses between two approaches: detecting an intersection between the XMACD signal line and histogram…

ValutahandelTekniska indikatorerBacktestningRiskhantering
ProRealCode

The document describes Jurik Volatility Bands as a filtered price channel with upper and lower bands and a midpoint. It proposes using the oscillator’s zero-line crossings for trend entries and readings near the outer bands for counter-trend trades. It says…

Tekniska indikatorerVolatilitetTrendföljningMedelvärdesåtergång
ProRealCode

The Coppock Curve is presented as a long-term momentum oscillator intended to help investors begin accumulating near the start of a bull market. Its signal occurs when the curve crosses above zero. The stated rationale is that this crossover typically…

Tekniska indikatorerMomentumTrendföljning
ProRealCode

This indicator method combines two Parabolic SAR settings to identify directional breaks and uses a Fibonacci range to set a proposed entry, stop, and target. For a long signal, it measures from a recent low to the breakout bar’s high; for a short signal, it…

Tekniska indikatorerUtbrottRiskhantering
ProRealCode

This indicator identifies ascending triangles, with rising lows under flat resistance, and descending triangles, with falling highs above flat support. It records major and minor swing points using separate lookback periods, then matches those pivots to form…

Tekniska indikatorerUtbrottBacktestning
ProRealCode

The document describes a realized volatility indicator calculated from recent closing prices. It takes the difference between consecutive log prices, squares those returns, sums them over a configurable lookback, takes the square root, and scales the result…

VolatilitetTekniska indikatorerStatistik
ProRealCode

The Step RSI indicator combines a standard Relative Strength Index with fast and slow step lines. Each line tracks RSI movement using a separate step-size setting, changing in increments when RSI moves far enough. The example uses an RSI period of 14 and…

Tekniska indikatorerUtbrott
ProRealCode

This ProRealTime strategy combines three moving averages with short lookback breakouts and a confirming candle pattern. For long entries, price lows must sit above all three averages and the high must reach the recent high; a sequence of declining then…

TerminerTrendföljningUtbrottTekniska indikatorer
ProRealCode

The indicator plots a weekly seasonality curve from historical hourly price movements. It is intended to help traders inspect which hours of the day and days of the week have historically shown more favorable movements for long or short positions. Users can…

Tekniska indikatorerStatistikBacktestning