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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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Strategy library
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MQL5 code base
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Bitget Academy
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Robot Wealth
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

ProRealCode

The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΜεταβλητότηταΔιαχείριση κινδύνου
SuperMind

This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices of seven pairs containing that currency. To analyze a pair, it says to place the base currency’s strength curve and then the quote…

ΣυνάλλαγμαΕπαναφορά στον μέσο όροΤεχνικοί δείκτες
SuperMind

This article describes a China A-share screening rule for Shenzhen main-board stocks. It combines amplitude above 1 with rising lows, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It provides example implementations in…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΕπενδύσεις βάσει παραγόντων
Stratmill research code

This Python module provides utilities for evaluating systematic strategies and constructing several trend signals. It computes annual return and volatility, Sharpe and Sortino ratios, downside risk, maximum drawdown, Calmar ratio, positive-return frequency,…

Ακολούθηση τάσηςΤεχνικοί δείκτεςΔιαχείριση κινδύνουBacktesting
BigQuant

This post summarizes a 2017 J.P. Morgan report on using large and alternative datasets in investment research. It groups alternative data into information generated by individuals, business processes, and sensors, with examples such as social media,…

Μηχανική μάθησηΣτατιστικήΕπενδυτικό κλίμαΜετοχές
SuperMind

This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΔιαχείριση κινδύνου
SuperMind

This stock screen restricts candidates to the metaverse industry, then selects shares whose turnover rate two trading days earlier fell within a specified band and whose current low is below the previous day's low. The article interprets turnover as a sign…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
Amberdata research

The article explains stablecoins as crypto assets designed to track another asset, usually the US dollar, and distinguishes reserve-backed tokens from algorithmic designs. Reserve-backed tokens depend on the issuer holding assets intended to support…

ΚρυπτονομίσματαDeFiΔιαχείριση κινδύνουΜεταβλητότητα
SuperMind

This article proposes screening stocks with a daily range above a threshold, a close above a short moving average, and multiple moving-average crossover conditions. The intended logic combines volatility and an upward price signal with clustering among…

ΜετοχέςΤεχνικοί δείκτεςΟρμήBacktesting
SuperMind

This stock selection method combines a daily range filter with sustained positive large-order net volume and a positive five-day price bias. Its intended effect is to find shares with active buying and prices above their recent average. The article gives…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΔιαχείριση κινδύνου
MQL5 code base

This automated trading system uses signals from the ColorStochNR oscillator and evaluates them when a bar closes. Its selectable signal modes respond to the oscillator crossing its midpoint, a change in the oscillator’s direction, a change in the signal…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktestingΟρμή
SuperMind

This proposed Chinese equity screen looks for stocks with daily amplitude above a threshold, signs of main-fund control on the prior day, and an opening price near the ten-day moving average. The stated rationale is to find active stocks whose opening prices…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
MQL5 code base

The indicator creates a channel by filtering closing prices with the Hodrick–Prescott method at two periods, then measuring the standard deviation of the faster filtered series relative to the slower one. It also displays the average spread and the channel…

Τεχνικοί δείκτεςΜεταβλητότητα
SuperMind

The document proposes screening Chinese stocks in the metaverse industry for a circulating share count no greater than 5.5 billion, alongside bullish crossovers in three indicator pairs: a 5-day and 10-day moving average, a 5-period and 10-period RSI, and…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
BigQuant

This forum post reports that a strategy based on a platform template runs, but simulation fails at a dropna step because of NaN values after the user adds factors. The author’s attempted fix was to fetch 90 calendar days of earlier daily index data,…

BacktestingΣτατιστικήΜετοχές
SuperMind

The document outlines an A-share screening rule combining daily price amplitude, market capitalization, recent profitability, and relative trading volume. Its refined criteria call for amplitude above 1%, capitalization below 10 billion yuan, positive net…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
MQL5 code base

The document describes a custom Laguerre indicator for MetaTrader 4 and 5. It plots a weighted trend line in a separate chart window and is presented as a possible source of simple entry and exit signals. It does not depend on the platforms’ standard…

Τεχνικοί δείκτες
MQL5 code base

This indicator is designed to identify when to place pending orders using the ColorMETRO_XRSX oscillator. A fast gray oscillator line is monitored against a channel bounded by thick blue and red lines. The suggested trigger occurs when the fast line moves…

Τεχνικοί δείκτεςΕκτέλεση εντολώνΔιαχείριση κινδύνου
BigQuant

The document describes a China equity screening rule for metaverse-related stocks. It combines a rounded or arc-like price pattern with prior auction turnover above 0.26, alongside formula conditions involving price movement around the open, recent up-day…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτες
SuperMind

The document explains the price-to-book ratio as a valuation measure calculated by dividing a stock’s market price by book value per share. It interprets lower ratios as possible signs of undervaluation or pessimistic expectations, while higher ratios can…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΣτατιστική
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΔιάσπαση επιπέδουΔιαχείριση κινδύνου
MQL5 code base

This MetaTrader 5 Expert Advisor uses signals from the CenterOfGravityCandles indicator. A signal is generated when a bar closes with a change in the indicator’s candle color. The description notes that the compiled indicator file must be installed for the…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktestingΕκτέλεση εντολών
ProRealCode

This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…

Τεχνικοί δείκτεςΟρμή