নলেজ লাইব্রেরি

This brief indicator note describes a higher-timeframe version of CronexRSI. Users can select the indicator calculation period through an input parameter, with a four-hour period shown as the default example. The main idea is to view the RSI-based indicator…

This stock screen targets companies classified in the metaverse sector whose opening price is near the 10-day moving average and whose prior-day turnover exceeds 8%. It combines a sector filter with a short-term price condition and a measure of recent…

This document describes an MQL5 class for calculating the Average Directional Movement Index (ADX) with a ring buffer. The class accepts high, low, and close price data and supports calculation across full arrays or one value at a time. Its initialization…

This indicator constructs price bands around an exponentially weighted moving average. It first takes the logarithm of the input price and updates the average with an exponential weighting factor derived from the chosen period. It then calculates an…

This stock selection method combines three conditions: turnover between 3% and 12%, an opening price near the ten-day moving average, and positive institutional activity. Its example implementation also requires the close to exceed the previous close, making…

This indicator applies Ehlers’ inverse Fisher transform to several RSI variants, including regular RSI, Cutler’s RSI, Haris’ RSI, Rapid RSI, RSX, and Slow RSI. The stated aim is to emphasize oscillator extremes, making overbought and oversold conditions more…

This Chinese stock-selection note proposes screening for shares with an amplitude above one, ranking among the top five by the day’s auction amount, current volume above ten thousand lots, and a positive opening gap. The accompanying explanation treats a…

This intraday A-share strategy combines strong thematic sectors with stocks that have recently reached their daily price limits. It ranks concept indexes by short- and medium-term returns, retaining the top two percent on both measures, then screens stocks…

This document explains a Smart Money Concepts indicator that labels changes and breaks in market structure as CHoCH, SMS, or BMS. It tracks outcomes in loaded price history and displays estimated probabilities for the next continuation or reversal, alongside…

The document explains restaking as a way to extend security from a staked crypto asset to additional blockchain services, such as oracle networks, data availability layers, and bridges. It contrasts this arrangement with staking that keeps assets dedicated…

This Chinese-language post proposes a stock screen combining three conditions: daily price range above 1%, a positive ten-day return below 35%, and a measure labeled today’s position increase above 5%. It interprets the range as a sign of active price…

The document describes a chart indicator for tracking open-to-close gaps across the current day and the prior three sessions. It marks the previous session’s close as a potential gap level, checks whether later session ranges have crossed earlier gap levels,…

A VeighNa community reply compares running the trading platform on Linux and Windows, focusing on tick-to-trade performance. The commenter estimates that Linux may reduce tick-to-trade time by 30%–50%, attributing the difference to its user interface…

This Chinese A-share screening idea filters for stocks classified in the metaverse industry, limits circulating shares to at most 5.5 billion, and selects the five with the highest amount traded in the current day’s opening auction. The article provides a…

This stock selection idea combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s broker trading list, and a price pattern intended to indicate an upward-turning arc. The article gives sample indicator and Python…

This literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…

This literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…

This document introduces Curve as an automated market maker and lending protocol deployed on Ethereum and other layer 2 networks. Its pools can support multiple tokens, including tokens backed by underlying ERC-20 collateral. Multi-token pools may reduce the…

This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…

This essay argues that simulated trading can test whether a strategy is viable before risking real capital, while acknowledging that success in simulation does not guarantee live profits. It presents practice as a way to learn execution details and reduce…

The document presents a short-term stock screen based on price movement, trading activity, and the open relative to the prior close. Its stated criteria are amplitude above 1, a price or K-line measure below 20, current volume above 10,000 lots, and an…

This document describes a chart-based trading assistant that manages two opposing limit orders. A trader places one order on each side of the current price, then starts the assistant. When either order activates, the assistant automatically deletes the other…

A forum exchange explains when bar data can introduce lookahead bias in a trading strategy. The question concerns whether a bar's closing price is available at the time a daily strategy makes its decision. The response says that, in daily strategies, using…

The proposed Chinese equity screen combines three conditions: at least five moving averages are said to overlap, the 9:25 opening gain is below 6%, and the 30-day moving average is rising. The accompanying explanation interprets overlap as relatively stable…