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This document describes a read-only MetaTrader 5 diagnostic for sizing a hypothetical trade to a cash-risk budget. It estimates the loss on one lot between an entry and stop with the terminal’s profit calculator, subtracts a user-entered reserve for costs,…

The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…

This report reviews the issuance and performance of Chinese private CTA products in the first quarter of 2018, then discusses equity index futures, government bond futures, and commodity markets. It links strategy ideas to changes in volatility, trading…

The article explains fear of missing out as anxiety about missing a potentially profitable market move, especially during rising or rapidly changing cryptocurrency prices. It describes how urgency, social media speculation, heavy information exposure, and…

Woodies CCI is described as a technical indicator that combines two Commodity Channel Index calculations using different lookback periods. The document identifies its author and notes that the indicator was originally written in MQL4 and published in a…

A user asks whether a live script trading connection through CTP can show historical futures and options contract data. The question cites a CTP interface description that says historical data is not provided. A forum reply says that a live interface…

The document introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…

The post describes a stock-selection screen based on three technical conditions: price amplitude above a threshold, a rounded price shape, and a rising DEA indicator. It interprets the amplitude condition as a way to select active stocks without excessive…

The report compares machine learning approaches with traditional linear methods for predicting stock-level excess returns from alpha factors. Rather than predict excess return directly, it forecasts return dispersion with an AR(1) model and predicts…

The document explains how double tops and double bottoms can signal a possible change in trend. A double top forms after an uptrend when price revisits a prior high, then confirms the pattern by falling below the intervening pullback low. A double bottom…

This article argues that some quantitative strategies in China’s A-share market focus on exploiting short-term price fluctuations rather than company fundamentals. It portrays rapid trading as a source of high turnover and a potential conflict with the…

This configuration defines an equity prediction workflow for China’s CSI 300 universe. It applies robust feature normalization and missing-value filling, drops labels with missing values, and ranks labels cross-sectionally. An ordinary least squares linear…

This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a condition intended to identify upward divergence between short- and longer-term moving averages. The post presents the rule as a way to screen for…

The document describes an Expert Advisor organized as separate long and short systems, each with its own entry and exit switches, settings, and trade identifier. It uses signals from the ColorSchaffJJRSXTrendCycle indicator and allows long and short…

This weekly note assesses the Chinese equity market using trend, liquidity, options sentiment, macroeconomic data, calendar patterns, and factor crowding. Its timing framework treats the market as bullish when the broad-market index is above its 20-day…

This stock-selection proposal combines a price-amplitude filter with a turnover and auction-volume condition, then requires return on equity (ROE) to exceed a stated threshold over five years. The central liquidity-style condition is yesterday's turnover…

This Chinese-language community discussion asks how to calculate a market measure commonly translated as main-force net inflow. The post proposes defining it as the sum of actively initiated buy orders classified as large and extra-large. This frames the…

This note describes a modified Aroon indicator for MetaTrader 5. It says the version addresses a common implementation issue in which the indicator does not reach the zero level, and adds the ability to view Aroon readings from multiple time frames. In…

This post proposes a short-term China A-share screen combining three conditions: prior-session amplitude above 1%, tradable shares no greater than 5.5 billion, and more than two limit-up days within ten sessions. The rationale is to find active, relatively…

This summary of a Huatai Securities research report discusses using alternative target labels and ensemble learning to improve machine-learning stock selection. It reports comparing models built with different labels across multiple training-window lengths.…

This indicator fits a Lagrange interpolating polynomial to selected price points on a chart, then uses the polynomial to calculate subsequent points. The user selects a starting bar and an ending bar for the analysis, along with the number of bars to…

This document describes an Expert Advisor that trades signals from the FX Fish 2MA indicator, with EURUSD on an hourly chart given as its example. It buys when the Fish value is below zero and crosses its average, and sells when the Fish value is above zero…

This Chinese equity research report builds a stock-selection factor from how each stock’s trading value co-moves with the rest of the market under two conditions. When a stock is relatively high in its recent intraday range, stronger co-movement is…

This document introduces a Python library for engineering technical-analysis features from financial time series, using price and volume fields such as open, high, low, close, and volume. It catalogs indicators across volume, volatility, and trend…