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79,386 dokumenter
This Chinese stock-screening article describes a rule-based selection method combining daily price amplitude, a weekly moving-average crossover, and circulating market capitalization. It targets shares whose weekly five-period moving average crosses above…
This Chinese A-share screening concept selects stocks whose daily high-low range exceeds a stated threshold, excludes stocks that reached the daily price limit the previous day, and ranks the remaining names by individual-stock market heat. The rationale is…
This document describes an Expert Advisor based on the 2pbIdealXOSMA indicator. It opens a trade when the indicator’s histogram changes direction, with the signal evaluated at the close of a bar. The described setup is a rules-based technical approach whose…
This Chinese A-share screening idea selects stocks classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have a circulating market value above the stated threshold. It combines a thematic sector filter, a recent…
This tutorial demonstrates parameter optimization and result analysis using a moving average crossover strategy with separate averages for trend, entry, and exit decisions. It first applies randomized grid search across constrained parameter combinations and…
This document describes an Expert Advisor strategy that uses the XDeMarker_Histogram_Vol_Direct indicator. It opens trades when a bar closes and the indicator histogram changes direction, shown by a change in the color of its star markers. The description…
This market commentary reviews crypto volatility conditions and options positioning in September 2023. It notes subdued equity volatility and low realized volatility in crypto, while describing rising put-wing implied volatility for a near-term Bitcoin…
This document presents an equity screening rule that combines daily price range with MACD histogram behavior on two time scales. It seeks stocks whose amplitude exceeds a threshold, whose 15-minute MACD histogram is negative but contracting, and whose weekly…
Automated trading uses software to monitor markets and place trades when predefined entry and exit conditions are met. Rules can range from simple moving average crossovers to custom strategies, with order types, timing, stops, and profit targets specified…
The document explains how the Capital Asset Pricing Model can be used to assess stock returns relative to market risk. Under CAPM, expected return is linked to the risk-free rate and the stock’s beta multiplied by the market risk premium. A regression of a…
The document describes the MIT oscillator, a momentum measure anchored to a user-selected time of day. It compares the current bar’s price with the price at the specified start time, producing a price difference that tracks movement since that anchor. Two…
The article argues that algorithmic trading has changed the experience of retail equity investors. It describes quant systems as data-driven and fast, and claims their trading can contribute to index moves that diverge from the performance of individual…
This Expert Advisor uses the Fractal Weight Oscillator to generate signals at bar close. It buys when the oscillator crosses upward through its oversold level and sells when it crosses downward through its overbought level. A higher-timeframe indicator is…
This post describes a simple Chinese A-share stock screen: retain shares with turnover rates between 3% and 12%, exclude Beijing-listed stocks, and require return on equity to exceed 15% for five consecutive years. The stated rationale is to favor companies…
The report outlines a framework for timing equity factors whose performance has become less stable. It first examines indicators such as valuation spreads and pairwise correlations, testing their relationship with future factor returns. It then uses a random…
This brief description outlines an indicator-free expert advisor designed to trade sudden market moves. It places stop orders at a configured distance from the current price and adjusts them at discrete time intervals. When price moves sharply before the…
This document explains an expert advisor that manages a sequence of positions using a martingale volume multiplier. A new position’s size is calculated by multiplying the previous position’s volume, while user-set distances determine when the next position…
This post describes a Chinese equity screen that combines a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, Shenzhen main-board listing, and specified price-to-earnings and price-to-book ranges. It presents the…
This post describes an equity screen restricted to the metaverse industry. It selects companies with simultaneous bullish crossovers in MACD, the five-day and ten-day moving averages, and the five-day and twenty-day moving averages. It further requires…
This assignment response translates two discretionary stock approaches into rule-based proposals. One combines recent institutional fund inflows, positive company earnings, improving per-share profit, elevated trading volume, and a price ceiling relative to…
This Chinese stock-screening post proposes selecting shares with daily amplitude above 1, more than one year since listing, and seven consecutive down sessions. The author frames large amplitude as a sign of active trading and the extended decline as a…
This forum post describes an AttributeError in a BigQuant high-frequency backtest. The copied trade-module code treats each key in the portfolio positions mapping as an object with a symbol attribute. In the HFTrade interface, the key is already a string…
RiskPerTrade is described as an MT5 tool that displays trading information as percentages instead of monetary amounts. Its stated purpose is to help traders manage emotional reactions, such as holding losing trades too long or closing winners too early, by…
The document summarizes a 2020 study on whether investor attention measured through Baidu search activity can help forecast volatility in Chinese equities. The researchers compare a baseline GARCH model with an expanded version that includes search volumes…