The photoluminescence polarizations of (In,Ga)As/GaAs quantum dots annealed at different temperatures are studied as a function of external magnetic field (Hanle curves). In these dependencies, remarkable resonant features appear due to all-optical nuclear magnetic resonances (NMR) for optical excitation with modulated circular polarization. Application of an additional radio-frequency field synchronously with the polarization modulation strongly modifies the NMR features. The resonances can be related to transitions between different nuclear spin states split by the strain-induced gradient of the crystal field and by the externally applied magnetic field. A theoretical model is developed to simulate quadrupole and Zeeman splittings of the nuclear spins in a strained quantum dot. Comparison with the experiment allows us to uniquely identify the observed resonances. The large broadening of the NMR resonances is attributed to variations of the quadrupole splitting within the quantum dot volume, which is well de