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79,386 dokumentů

BigQuant

This post describes a live-order funding problem in an equities strategy. A buy signal was calculated using the previous close for 18,100 shares, while the stock opened higher and the trader submitted the order near the open using the fifth ask level. With…

AkcieProvádění pokynůVelikost poziceŘízení rizik
MQL5 code base

This brief description outlines an MT5 indicator that constructs a moving line by extrapolating a fourth-degree polynomial. It describes deriving candidate lines from a sine-like curve and from an axial or nearly constant line, with different line-power…

Technické indikátoryStatistikaZpětné testování
SuperMind

This introductory guide lays out five areas for developing quantitative trading capability: mathematics and statistics, programming, financial knowledge, strategy research, and practical testing. It highlights time-series and cross-sectional econometrics,…

StatistikaStrojové učeníZpětné testováníŘízení rizik
SuperMind

This post presents a short-term stock screen combining price amplitude, a morning-star pattern, exclusion of specially treated stocks, a market-wide limit-up count capped at five, and selection before 10 a.m. It includes a platform formula and Python example…

AkcieČínské trhyTechnické indikátoryMomentum
SuperMind

This note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python…

AkcieČínské trhyTechnické indikátorySledování trendu
MQL5 code base

The document describes an MT4 indicator that draws separate colored boxes for the Asian, London, and New York trading sessions. Each box marks a session’s high-low range, with extension lines intended to carry those levels forward for chart reading. Optional…

Technické indikátoryPrůrazMikrostruktura trhuForex
Kraken Learn

The article surveys passive-income approaches for crypto holders, focusing on staking proof-of-stake assets and lending stablecoins. Staking can generate rewards while leaving the holder exposed to changes in the token’s market price; lending stablecoins can…

KryptoměnyDeFiŘízení rizik
FMZ forum

This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…

KryptoměnyFuturesProvádění pokynůMikrostruktura trhu
SuperMind

The document describes a stock screen that looks for shares with an amplitude above 1, an upward-spreading moving-average condition, and high auction trading value. It ranks qualifying stocks by auction value and selects the top five, aiming to combine price…

AkcieTechnické indikátoryMomentumČínské trhy
SuperMind

The document outlines a daily Chinese stock screen taken at 14:00. It retains stocks with MACD above its zero line, positive afternoon large-order net inflow and positive popularity, then sorts candidates by popularity from highest to lowest. It gives the…

AkcieČínské trhyMomentumTechnické indikátory
BigQuant

The document addresses how to combine multiple stock-selection factors when they have different preferred directions. Its example asks how to score one factor from low to high and another from high to low, then rank securities by the average of their scores.…

AkcieFaktorové investováníKonstrukce portfolia
SuperMind

The document proposes a Chinese stock selection rule combining current turnover rate, the ratio of external to internal trading volume, and a prior-day opening-auction price condition. It then ranks qualifying stocks by current auction turnover and selects…

AkcieČínské trhyMikrostruktura trhuTechnické indikátory
MQL5 code base

The document describes an indicator that groups broker tick quotes by server hour over a configurable history window. It reports median and 90th-percentile spreads, with optional mean and maximum statistics, and can compare the spread with a user-entered…

ForexMikrostruktura trhuProvádění pokynůŘízení rizik
ProRealCode

This indicator combines a CCI-like calculation on changes in closing price with two stages of exponential smoothing. It then computes the standard deviation of the smoothed oscillator and uses rolling highs and lows of that deviation to create dynamic upper…

Technické indikátoryVolatilitaStatistika
SuperMind

This post proposes screening Chinese stocks by metaverse industry membership, a custom “arc” pattern, and dates within 2021. It describes using industry data and a date filter, then adding technical and fundamental measures for a broader assessment. The…

AkcieTechnické indikátoryZpětné testováníŘízení rizik
Freqtrade

This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…

KryptoměnyTechnické indikátoryNávrat k průměruVíce aktiv
SuperMind

This stock-screening concept combines price amplitude above one percent, RSI below 65, and a shortening negative MACD histogram on a 15-minute chart. The text interprets shrinking negative bars as potentially weakening selling pressure and a possible rebound…

AkcieTechnické indikátoryMomentumStatistika
MQL5 code base

This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…

Technické indikátorySledování trenduVolatilitaPrůraz
BigQuant

This brief explanation describes “doing T” in Chinese equities: using intraday buys and sells to adjust the cost basis of an existing position, despite the market’s T+1 settlement rule. It says the trader needs to keep cash available rather than invest the…

AkcieČínské trhyGridové obchodováníVelikost pozice
MQL5 code base

Gold Dust proposes a robustness check for optimized trading systems that addresses the instability of financial-market statistics. Instead of optimizing one parameter set on one historical interval and forward-testing it, the method optimizes separate…

Zpětné testováníŘízení rizikStrojové učeníStatistika
MQL5 code base

SatlMacd is described as an oscillator built from the averaged difference between the SATL digital filter and the closing price. The description identifies the two components and the averaging step, but does not explain the filter's construction, the…

Technické indikátoryStatistika
MQL5 code base

This indicator presents the trend direction or trade signal produced by BinaryWaveSign at a selected bar. A horizontal arrow marks continuation of the existing trend, while a diagonal arrow indicates a change and points in the trade direction. Colors…

Technické indikátorySledování trenduMomentum
MQL5 code base

The document introduces the Kaufman Moving Average as one type of moving average and suggests using it alongside other indicators. It offers no formula, parameter guidance, signal rules, chart examples, or performance analysis, so it serves only as a brief…

Technické indikátory
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexAC oscillator. A signal is generated when a completed bar shows a change in the indicator cloud's color. For the EA to run, the compiled CronexAC indicator must be installed in the…

ForexTechnické indikátoryZpětné testování