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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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SuperMind
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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Machine Learning for Trading
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Stratmill research code
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Robot Wealth
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backtrader
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

MQL5 code base

This short description outlines an expert advisor that trades Aroon indicator crossovers on a 15-minute chart. Aroon up and down trend variables can be used to confirm the direction on an hourly chart. A Williams Percent Range oscillator is added to help…

ΣυνάλλαγμαΤεχνικοί δείκτεςΑκολούθηση τάσηςBacktesting
SuperMind

This Chinese stock-screening note describes selecting shares with daily turnover between 3% and 12%, three consecutive declining sessions, and prior-day opening-auction turnover above 0.26. The proposed idea combines a recent price weakness pattern with…

ΜετοχέςΕπαναφορά στον μέσο όροΤεχνικοί δείκτεςΑγορές Κίνας
BigQuant

This research summary describes factors derived from operating financial statements and reports selected long-short results. It identifies changes in operating current liabilities as a notable factor, with a reported Sharpe ratio of 2.62 and annualized…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΣτατιστικήBacktesting
SuperMind

The post proposes a Chinese equity screen combining three conditions: today’s position-growth share above 5%, share price below 12, and a 2019 dividend ratio above 25%. It interprets rising position share as possible capital inflow, low nominal price as an…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΔιαχείριση κινδύνου
MQL5 code base

The indicator expresses current trading volume relative to its average over a chosen period, using percentage-style normalized values. Values can fall below zero when volume is quieter than the average, making subdued activity visible alongside volume…

Τεχνικοί δείκτεςΣτατιστική
ProRealCode

This short indicator note presents a Relative Volatility Index (RVI) construction that adapts the RSI calculation to volatility. It weights standard deviation over ten closing-price days by whether the current close is above or below the previous close,…

Τεχνικοί δείκτεςΜεταβλητότηταΣτατιστική
Hummingbot docs

This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…

ΚρυπτονομίσματαΕιδική διαπραγμάτευσηΕκτέλεση εντολώνΚαθορισμός μεγέθους θέσης
SuperMind

This stock-selection rule screens Chinese equities for turnover between 3% and 12%, excludes stocks associated with Beijing, and selects main-board shares whose daily gain exceeds 1%. The article frames the conditions as a technical screen intended to…

Αγορές ΚίναςΜετοχέςΟρμήΤεχνικοί δείκτες
SuperMind

This A-share stock screen combines a relative strength index below 65 with an external-to-internal trading volume ratio above 1.3 and a control ratio above 21%. The article interprets the RSI threshold as avoiding overbought conditions, the order-flow ratio…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
FMZ forum

The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…

Διαχείριση κινδύνουΚαθορισμός μεγέθους θέσηςΚατασκευή χαρτοφυλακίουΣτατιστική
SuperMind

This note presents a Chinese stock screen for companies associated with beverage and alcohol imports or exports. It combines a turnover range of 3% to 12% with circulating market capitalization above 10 billion yuan. The accompanying examples refer to…

ΜετοχέςΑγορές ΚίναςΔιαχείριση κινδύνου
SuperMind

This note describes a Chinese equity screen that combines daily turnover with circulating market capitalization. Its final rule selects stocks whose turnover is between 3% and 12%, whose circulating value is between 5 billion and 10 billion yuan, and whose…

ΜετοχέςΑγορές ΚίναςΜικροδομή αγοράς
MQL5 code base

The document describes a script that compares streams of price bars to find a similar historical sequence and illustrates the resulting match alongside a predicted bar and price area. Inputs control the comparison-window length, the number of bars shown, and…

Τεχνικοί δείκτεςΣτατιστικήBacktestingΜετοχές
SuperMind

The document presents a Chinese equity screening rule that selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and turnover between 3% and 12%. It frames RSI as a short-term overbought or oversold measure, market…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΕπενδύσεις βάσει παραγόντων
MQL5 code base

The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…

Συναλλαγές με πλέγμαΕκτέλεση εντολώνΔιαχείριση κινδύνου
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…

Διαχείριση κινδύνουΚαθορισμός μεγέθους θέσηςΕκτέλεση εντολών
BigQuant

This research summary proposes stock-selection factors built from daily highs, lows, opens, and average traded prices, arguing that closing-price indicators alone miss information in price movement. It evaluates opening-price spikes, rebounds from intraday…

ΜετοχέςΑγορές ΚίναςΕπενδύσεις βάσει παραγόντωνΤεχνικοί δείκτες
SuperMind

This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
MQL5 code base

This document describes an oscillator that measures the standard deviation of each bar’s high-minus-low range over a chosen period. It offers two settings: the length of the calculation window and the standard deviation method. The indicator can be…

Τεχνικοί δείκτεςΜεταβλητότηταΣτατιστική
SuperMind

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…

Αγορές ΚίναςΜετοχέςΟρμήΤεχνικοί δείκτες
MQL5 code base

The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…

Διάσπαση επιπέδουΜικροδομή αγοράςΔιαχείριση κινδύνουΚαθορισμός μεγέθους θέσης
Amberdata research

The article explains how an Ethereum contract can request off-chain data through Chainlink and use Amberdata as a source for market and blockchain information. It outlines the request lifecycle: fund the deployed contract with LINK, submit a request…

ΚρυπτονομίσματαΔεδομένα on-chainΕκτέλεση εντολών
MQL5 code base

This document describes TSI_DeMarker, an oscillator that derives its values from the DeMarker technical indicator. It includes its own signal line, displayed as a colored cloud. The description identifies MetaQuotes as the author and notes a dependency on…

Τεχνικοί δείκτεςΣυνάλλαγμα
MQL5 code base

This document describes ColorRSI_X20_HTF, an MQL5 indicator that lets the user choose the timeframe used for the ColorRSI_X20 calculation through an input parameter. The example default is a four-hour period, and the selected timeframe can differ from the…

Τεχνικοί δείκτεςΣυνάλλαγμα