This document describes a command-line tool for creating, backtesting, and running editable LumiBot strategies. Its ordinary Python template demonstrates a long-only moving-average rule: retrieve recent daily prices, compare the latest close with a rolling…
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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The study groups fifty Wind order-flow measures into eight categories, including inflows, outflows, net active buying, and large-order flows. It evaluates these signals as stock-selection factors using portfolio sorts, cross-sectional regressions, and…
The Quantora Moving Average Dashboard is described as a MetaTrader 5 indicator for viewing trend structure across several horizons. It tracks EMA periods 20, 50, 100, and 200, alongside SMA periods 50 and 200, and shows where price sits relative to these…
Cronex_T_DeMarker_GF is described as a trend indicator that displays two lines and a histogram. Its stated entry signal occurs when the lines cross, while the indicator also highlights divergence. The text characterizes signal recognition as straightforward…
The document describes GannZIGZAG, an indicator that combines ZigZag swing structure with Gann angles. It identifies the tool and its author, Profi_R, and notes that it was originally written for MQL4 before publication in the MQL4 Code Base in 2007. The…
The document describes a MetaTrader 5 dashboard for separating the results of multiple expert advisors running in one account. Each robot’s trades carry a numeric magic number, allowing the dashboard to group activity by strategy instead of relying on…
This brief indicator description presents a single-window display of three smoothed Average True Range series calculated across different time frames. ATR measures price movement range, so comparing the three series can offer a compact view of volatility at…
This reference explains how the Nautilus trading framework models a listed share or ETF as an equity instrument. It describes required identifiers, venue symbol, quote currency, price precision and increment, timestamps, and optional metadata such as lot…
The document describes a Chinese equity screen for stocks in the metaverse industry that recorded at least one limit-up during the prior 25 days, excluding stocks on the STAR Market. It specifies screening before 10 a.m. for that day's candidates and…
This brief Q&A explains how to change the scoring function used during hyperparameter search. The question asks how to include annualized return, win rate, and maximum drawdown alongside a Sharpe-based score. The response says the score function can read…
This speech transcript outlines a research framework spanning short, intermediate, and long horizons. It associates short-term work with factor models and machine-learning stock selection, intermediate work with industry and style rotation, and long-horizon…
Dollar cost averaging (DCA) invests a fixed amount at regular intervals regardless of the current price. Because each contribution is the same size, it buys more units when prices are lower and fewer when they are higher. The article presents this schedule…
This note describes a daily stock factor that combines weighted order book pressure with the closing price’s deviation from intraday VWAP. It weights the five visible book levels by proximity, giving the nearest level the greatest weight, then uses trading…
This article proposes screening Chinese stocks for RSI below 65, buy-side displayed volume greater than sell-side volume, and a positive product of the stock’s price change and net volume attributed to very large orders. The intended idea is to combine a…
This article outlines a stock screen using three signals: RSI below 65, displayed buy-side volume greater than sell-side volume, and a positive ten-day price change capped below 35%. It frames the combination as a way to consider recent price behavior and…
This article describes a Chinese main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and relative volume bounded between 1.5 and 6. It presents the conditions as a way to find shares with positive short-term movement and…
The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…
This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…
This crude oil strategy uses 15-minute bars to combine a five-bar average of candle fullness with a moving average oscillator built from five- and 50-period averages. Candle fullness is defined as the close-to-open move divided by the candle’s high-low…
This A-share screening rule combines three technical filters: a 14-period RSI below 65, MACD above zero, and a 10-day price gain greater than zero but below 35%. The document explains these as ways to find stocks with positive short-term performance while…
This proposed equity screen combines three conditions: intraday amplitude above one percent, a K-line value below 20, and a nonempty field for an outstanding convertible bond. The text interprets the range as evidence of volatility, the low K-line reading as…
This report utility converts daily account snapshots and trade records into tables, then calculates summary statistics for simulated futures accounts or stock accounts. For both account types it derives daily profit and returns, cumulative profit and loss…
This Chinese stock-screening proposal targets companies in the metaverse industry. It selects stocks whose opening prices are near the ten-day moving average and combines that condition with auction-period buying activity attributed to large and extra-large…
SimpleBars_V2 is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its stated visual convention marks candles judged to move against the prevailing trend in yellow, offering a quick way to distinguish countertrend…