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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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MQL5 code base
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

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…

ΜετοχέςΕκτέλεση εντολώνΚαθορισμός μεγέθους θέσηςΔιαχείριση κινδύνου
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…

Τεχνικοί δείκτεςΣτατιστικήBacktesting
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,…

ΣτατιστικήΜηχανική μάθησηBacktestingΔιαχείριση κινδύνου
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…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
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…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΑκολούθηση τάσης
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…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΜικροδομή αγοράςΣυνάλλαγμα
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…

ΚρυπτονομίσματαDeFiΔιαχείριση κινδύνου
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…

ΚρυπτονομίσματαΣυμβόλαια μελλοντικής εκπλήρωσηςΕκτέλεση εντολώνΜικροδομή αγοράς
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…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΑγορές Κίνας
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…

ΜετοχέςΑγορές ΚίναςΟρμήΤεχνικοί δείκτες
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.…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΚατασκευή χαρτοφυλακίου
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…

ΜετοχέςΑγορές ΚίναςΜικροδομή αγοράςΤεχνικοί δείκτες
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…

ΣυνάλλαγμαΜικροδομή αγοράςΕκτέλεση εντολώνΔιαχείριση κινδύνου
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…

Τεχνικοί δείκτεςΜεταβλητότηταΣτατιστική
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…

ΜετοχέςΤεχνικοί δείκτεςBacktestingΔιαχείριση κινδύνου
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…

ΚρυπτονομίσματαΤεχνικοί δείκτεςΕπαναφορά στον μέσο όροΠολλαπλές κατηγορίες περιουσιακών στοιχείων
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…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΣτατιστική
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,…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΜεταβλητότηταΔιάσπαση επιπέδου
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…

ΜετοχέςΑγορές ΚίναςΣυναλλαγές με πλέγμαΚαθορισμός μεγέθους θέσης
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…

BacktestingΔιαχείριση κινδύνουΜηχανική μάθησηΣτατιστική
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…

Τεχνικοί δείκτεςΣτατιστική
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…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΟρμή
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…

Τεχνικοί δείκτες
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…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktesting