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Βιβλιοθήκη γνώσης

Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.

Quant Q&A
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Αναζήτηση στη βιβλιοθήκη

7,090 έγγραφα

MQL5 code base

OpenTime 2 describes an Expert Advisor that can open positions during two configurable time windows on selected weekdays. Each window has its own allowed direction, stop loss, take profit, and closing-time setting. The EA permits at most one position per…

ΣυνάλλαγμαΕκτέλεση εντολώνΔιαχείριση κινδύνου
MQL5 code base

This document describes two extended indicator functions intended to expand the calculation choices available to trading programs such as expert advisers. The Bollinger Bands extension accepts a fractional deviation value and supports moving-average types…

Τεχνικοί δείκτεςΜεταβλητότητα
MQL5 code base

This short document describes a higher-timeframe variant of the Ozymandias standard deviation indicator. Its stated addition is a timeframe input, which lets the user select the chart period from which the indicator draws its data. The example setting shown…

Τεχνικοί δείκτεςΜεταβλητότητα
MQL5 code base

The document explains the DeMarker oscillator as a way to compare recent price action with the preceding period to gauge demand. It describes the indicator as bounded from 0 to 1 and notes that, unlike many oscillators, it does not use smoothed data. Traders…

Τεχνικοί δείκτεςΜεταβλητότηταΔιαχείριση κινδύνου
MQL5 code base

The document describes a protective expert advisor that monitors account equity and can close open orders and disable automated trading when a configured threshold is reached. It presents two uses: an equity take profit that halts trading after gains reach a…

Διαχείριση κινδύνουΕκτέλεση εντολών
MQL5 code base

The document gives a brief definition of the harmonic mean. For a series of values, it is calculated by taking the number of observations and dividing it by the sum of their reciprocals. Equivalently, it is the reciprocal of the arithmetic mean of the…

Στατιστική
MQL5 code base

This indicator combines a moving average with Average True Range bands. It plots the moving average as a central reference, with upper and lower bands at 1.5 and 2 ATR distances. The proposed entry is a close across the moving average: a long signal follows…

Τεχνικοί δείκτεςΜεταβλητότηταΑκολούθηση τάσηςΔιαχείριση κινδύνου
MQL5 code base

This brief description introduces an expert advisor built around two moving averages. It pairs their signals with a trailing stop, which adjusts the exit level as a position moves favorably. The document credits one person with the trading idea and another…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΔιαχείριση κινδύνου
MQL5 code base

This indicator classifies closes by their relationship to the previous bar and tracks the length of each resulting sequence. It describes internal closes as closes within the prior bar’s range, which may reflect sideways or slowly drifting price action; a…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΔιαχείριση κινδύνου
MQL5 code base

The document introduces an indicator that changes the spacing of price bands according to price’s position relative to a central average. Conventional bands are described as symmetric around that average, which can leave the band on the opposite side far…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΑκολούθηση τάσης
MQL5 code base

This Expert Advisor combines a random-number gate with a moving-average price relationship to decide whether to open a position. The random draw is compared with one of eight thresholds represented by poker-hand labels; if it falls below the selected…

Συμβόλαια μελλοντικής εκπλήρωσηςΤεχνικοί δείκτεςΣτατιστικήBacktesting
MQL5 code base

This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΕπαναφορά στον μέσο όρο
MQL5 code base

QQECloud is described as an indicator built from smoothed relative strength index calculations. It is presented in two forms: a two-line QQE display and a color cloud variant. The document identifies QQE as a quantitative and qualitative evaluation method,…

Τεχνικοί δείκτεςΣτατιστική
MQL5 code base

This brief note describes a higher-timeframe option for the TrendManager indicator. The timeframe is selected through an input parameter, with a four-hour period shown as the default example. The stated purpose is to let the indicator operate using a chosen…

Τεχνικοί δείκτεςΑκολούθηση τάσης
MQL5 code base

The Pivot Oscillator is defined from three moving-average differences applied to typical price, calculated as the average of a bar’s high, low, and close. The method forms differences between fast, medium, and slow moving averages, adds those differences,…

Τεχνικοί δείκτεςΣτατιστική
MQL5 code base

This indicator monitors the chart symbol’s Relative Strength Index across selectable timeframes, from M1 through MN1. It can alert when RSI reaches configured extreme zones, using 75 as the default upper threshold and 25 as the default lower threshold. The…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΠολλαπλές κατηγορίες περιουσιακών στοιχείων
MQL5 code base

TSI-OscillatorSign is described as a semaphore signal indicator built on the ColorTSI-Oscillator algorithm. In this context, a semaphore indicator presents signal markers on a chart; the document identifies the underlying indicator family but does not…

Τεχνικοί δείκτεςΟρμή
MQL5 code base

The document describes a CVI oscillator that measures how far price has moved from a moving average while accounting for the Average True Range. This normalization relates the deviation to recent volatility, so the oscillator is intended to express price…

Τεχνικοί δείκτεςΜεταβλητότηταΕπαναφορά στον μέσο όρο
MQL5 code base

This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…

Τεχνικοί δείκτεςΣυνάλλαγμαΕκτέλεση εντολώνΚαθορισμός μεγέθους θέσης
MQL5 code base

This reference describes a library of fast Fourier transform routines for processing sampled signals. It covers forward and inverse transforms for complex and real-valued data, a combined transform for two real signals, discrete sine and cosine transforms,…

ΣτατιστικήΤεχνικοί δείκτεςΕκτέλεση εντολών
MQL5 code base

TD_I is presented as a modified DeMarker oscillator attributed to Thomas DeMark. It scales readings to a 0–100 range and compares the current bar’s high and low with those from a configurable earlier bar, rather than always using the immediately preceding…

Τεχνικοί δείκτεςΣτατιστική
MQL5 code base

This MetaTrader indicator identifies supply and demand zones by finding sharp price moves relative to ATR, then marking the preceding base candle. It can measure total range or net body movement across a multi-candle window, merge nearby zones of the same…

Τεχνικοί δείκτεςΜεταβλητότηταΔιαχείριση κινδύνου
MQL5 code base

This document describes a forex indicator that compares a fast moving average with a slower moving average. It generates a buy signal when the fast average crosses above the slow average, and a sell signal when it crosses below; signals are evaluated at bar…

ΣυνάλλαγμαΑκολούθηση τάσηςΤεχνικοί δείκτεςBacktesting
MQL5 code base

This document describes a chart indicator that lets a trader place a horizontal trigger line at a chosen price. The line begins inactive; moving it on the chart activates it. When price reaches or crosses the level, the indicator can issue alerts, play a…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΕκτέλεση εντολών