This community post describes a short-term stock selection idea combining a gap-up condition, net inflow attributed to major investors, low valuation, and a small market-cap filter. The author presents the approach as a compact model, and commenters…
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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79,386 έγγραφα
This note explains how an Expert Advisor can detect the opening of a new candle in MetaTrader when a tick arrives. Since the platform does not provide a dedicated new-bar event handler, the method stores the opening time of the current bar and compares it…
This report reviews the relative performance of Chinese quantitative equity funds and considers what rising assets under management mean for strategy design. It attributes the period’s advantage for index-enhanced and quantitative long products largely to…
This indicator plots separate volatility measures for bullish and bearish price movement. For the bearish line, it measures the prior close’s distance from the current low; for the bullish line, it measures the current high’s distance from the prior close.…
The proposed screen selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and return on equity above 15% across five consecutive years. It combines a liquidity and trading-activity filter with a measure of…
The post asks how to keep local records of live trading activity, including daily fills and account or funding information, in files or a database. The reply points readers to VeighNa’s portfolio management application documentation as a possible way to…
This Chinese-language post proposes a stock screen combining daily price range, an estimate of prior-day major-investor control based on money flow, and association with the metaverse theme. It describes the approach as using both technical and fundamental…
The document presents the Real Signal indicator as a visual aid for judging the current direction of a currency pair. Its suggested reading method is to inspect the latest line for a buy or sell indication, using a vertical line on the chart to make…
The document introduces the Force Index, an indicator attributed to Alexander Elder, and gives its basic calculation: price change multiplied by current volume, with a 13-period exponential moving average as a smoothed version. It describes a variant that…
This indicator displays Stochastic Oscillator readings for a user-selected period across timeframes in a text block. Users can adjust the block's size and font, and hide timeframes that are not in use. The display supports up to ten indicators at once. Its…
This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…
This Chinese stock screening note proposes selecting shares with MACD above zero, a specified company concept, and a reported ownership concentration ratio above 21%. Its stated rationale is that positive MACD may indicate upward momentum, while the company…
The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…
The document introduces reinforcement learning through the interaction of an agent and an environment, where actions produce feedback and the objective is to maximize discounted future rewards. It frames the problem as a Markov decision process, explaining…
The document discusses the McGinley Dynamic as a price-following average and distinguishes an original calculation from a later modified version. It challenges common descriptions that portray the indicator as inherently faster or better at tracking market…
The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…
This short-term A-share screen combines three conditions: RSI below 65, parent-attributable net profit growth above 20% and no more than 100%, and a positive daily MACD reading. The document presents RSI as a way to find stocks that may have rebound…
The described Expert Advisor monitors the combined profit of all open terminal positions across symbols and magic numbers. It waits until aggregate profit reaches a minimum threshold, then tracks a percentage drawdown from the highest profit reached. If…
This A-share screening rule combines a turnover range of 3% to 12%, a rising DEA signal, and a close above the previous session’s low. The document explains the turnover filter as a way to focus on actively traded stocks and treats rising DEA and the price…
This research summary presents asset allocation as a continuing process: define investor objectives, set an investment strategy, implement it, and review performance. Objectives specify the desired return, acceptable risk, and other investor needs. The…
This overview describes several ways quantitative trading attempts to identify and capture market opportunities. It presents historical data analysis and backtesting as tools for assessing a strategy, then discusses automated execution, momentum examples,…
This guide explains how NautilusTrader stores and accesses market data through a Parquet catalog backed by a Rust storage layer. It covers local and cloud storage, timestamp precision, compression choices, file organization, typed data queries, and…
A BigQuant forum question asks how to select the ten stocks with the strongest return over the previous calendar year on the first trading day of a new year. The user’s current approximation compares prices about 250 trading days apart, but they want a…
This brief description introduces a chart indicator that displays three Keltner channels derived from one moving average as a colored cloud. It also shows the latest channel values as price labels, allowing a trader to see several channel levels together on…