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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.

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Αναζήτηση στη βιβλιοθήκη

1,507 έγγραφα

ProRealCode

The document describes a volume indicator based on an idea attributed to trader Oliver Vélez. It defines a climactic volume bar as one whose volume exceeds twice the average volume of the preceding ten sessions. In an existing uptrend or downtrend, such a…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΣτατιστική
ProRealCode

Average True Range Percent (ATRP) expresses average true range as a percentage of the instrument’s closing price. This normalization makes recent price movement easier to compare across instruments with very different price levels. The document illustrates…

ΜεταβλητότηταΤεχνικοί δείκτεςΣτατιστική
ProRealCode

The document describes two related indicators: an Arnaud Legoux moving average whose offset adapts using the Vertical Horizontal Filter (VHF), and a high-low signal band built from separate adaptive averages of recent highs and lows. The VHF measures the…

Τεχνικοί δείκτεςΜεταβλητότηταΑκολούθηση τάσης
ProRealCode

This document describes an intraday strategy for the French CAC 40 using 10-second bars. It calculates Supertrend states across several higher timeframes, then combines those states with detailed weekday and time-of-day filters. Long entries are considered…

Συμβόλαια μελλοντικής εκπλήρωσηςΑκολούθηση τάσηςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
ProRealCode

This indicator draws a visual regression channel using separate linear regressions of price highs and lows over a configurable lookback, set to 20 by default. It offsets the upper and lower regression lines by one and a half standard deviations, then…

Τεχνικοί δείκτεςΣτατιστικήBacktesting
ProRealCode

This document describes a rules-based DAX CFD strategy using H4 bars covering the session from 9:00 to 21:00. It enters long when price is above a 200-period moving average and MACD is positive, and short when price is below the average and MACD is negative.…

Συμβόλαια μελλοντικής εκπλήρωσηςΑκολούθηση τάσηςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
ProRealCode

This indicator records a breakout structure when price exceeds its running high after a configurable minimum gap. For each structure it stores the prior high, the lowest price before the break, the break point, and the subsequent high. It measures pullback…

Διάσπαση επιπέδουΤεχνικοί δείκτεςΣτατιστικήΜεταβλητότητα
ProRealCode

This experimental indicator adapts a volatility filter to price itself, aiming to suppress movements smaller than a configurable range. It calculates a range from a selected scale, optionally smooths that range, then updates a trailing filter only when price…

Τεχνικοί δείκτεςΜεταβλητότηταΑκολούθηση τάσης
ProRealCode

The document explains an indicator that reconstructs five-minute open, high, low, and close values from a one-minute chart. A counter tracks the position within each five-minute interval; the open is taken from the interval’s first one-minute bar, while the…

Τεχνικοί δείκτεςΣτατιστική
ProRealCode

The document describes a simple indicator that plots the midpoint of the previous day’s high and low, plus midpoints spanning the highest high and lowest low across the previous three and five days. It is presented as an alternative to conventional pivot…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΟρμή
ProRealCode

The Trend Checker Graph turns comparisons between the current selected price and its value at up to eight lookback periods into a single score ranging from negative to positive. A rising comparison contributes a positive amount and a falling comparison a…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΟρμή
ProRealCode

This indicator update analyzes breaks of recent highs and lows. Users set the number of past bars used to establish those levels and the forward period used to detect breaks and close a hypothetical trade. Separate percentage adjustments move each threshold…

ΜετοχέςΔιάσπαση επιπέδουΤεχνικοί δείκτεςBacktesting
ProRealCode

HL-Trend is a price-based indicator intended for swing trading across timeframes. It uses each candle’s high and low relative to the prior candle to update a signal level: a lower high assigns the current high, while a higher low assigns the current low. The…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΜετοχές
ProRealCode

BSTrend classifies the prevailing currency trend into an up or down state. Its calculation compares the current bar’s midpoint with the highest high and lowest low over a lookback period, smooths and normalizes that range position, and applies a logarithmic…

ΣυνάλλαγμαΤεχνικοί δείκτεςΑκολούθηση τάσης
ProRealCode

The document describes the Range Bound Channel Index (RBCI), an indicator built with a channel filter. The filter is intended to suppress both slower trend components and faster noise, leaving a bounded, quasi-stationary series. Local highs are interpreted…

Τεχνικοί δείκτεςΣτατιστικήΕπαναφορά στον μέσο όρο
ProRealCode

This indicator identifies swing highs and lows using configurable counts of bars before and after each candidate pivot. When a new pivot is confirmed, it connects that point with the previous pivot of the same type and extends the resulting slope forward as…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΔιαχείριση κινδύνου
ProRealCode

The document describes a reversal setup attributed to John Carter: after a trend changes, wait for three consecutive lower closes before entering short, or three consecutive higher closes before entering long. It adds a filter intended to avoid signals…

Τεχνικοί δείκτεςΟρμήΔιάσπαση επιπέδου
ProRealCode

This document proposes a short-term A-share stock screen using three conditions: daily high-low amplitude above one percent, a closing price exactly at 18.5 yuan, and exclusion of stocks that hit the daily price limit the previous day. It suggests sorting…

ΜετοχέςΑγορές ΚίναςΜεταβλητότηταΤεχνικοί δείκτες
ProRealCode

This indicator modifies Supertrend by using the midpoint of the highest high and lowest low over a 52-week lookback as its price reference. It calculates Average True Range over the same period and places upper and lower bands a multiple of ATR from that…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΜεταβλητότητα
ProRealCode

The document explains the Jurik DMX, a directional movement indicator that applies adaptive smoothing to positive and negative price movement measures. It describes normalizing these components by a smoothed true range, taking their difference as a trigger,…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΟρμήΜεταβλητότητα
ProRealCode

This chart indicator classifies each candle by comparing its close with two exponential moving averages calculated separately from highs and lows. A close above the high-based average is colored green, a close below the low-based average is colored red, and…

Τεχνικοί δείκτεςΑκολούθηση τάσης
ProRealCode

This indicator estimates how much a market’s price range has historically varied on each weekday. For every bar, it expresses the high–low range as a percentage of the opening price, assigns that value to the corresponding weekday, and calculates a rolling…

ΣτατιστικήΜεταβλητότηταΤεχνικοί δείκτες
ProRealCode

This A-share stock screen combines three conditions: a 14-period RSI below 65, year-over-year growth in parent-company net profit above 20% and no greater than 100%, and a ratio of buying-side to selling-side volume above 1.3. The post presents the rules as…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΣτατιστική
ProRealCode

This short indicator example tracks the highest high and lowest low during a user-defined time interval, then displays those values as the upper and lower edges of a channel. It resets the running extremes when the selected interval begins and updates them…

Τεχνικοί δείκτες