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79,386 dokumenti
The MA Sabres indicator marks possible changes in trend using the direction of a configurable moving average. It can use TEMA or another selected average, then track whether the average has been rising or falling. A reversal cue appears when the average…
This brief description explains a simple position-sizing calculator for MetaTrader 5. The user supplies a desired risk as a percentage and a stop distance in pips, and the indicator returns a lot size intended to fit those inputs. The document therefore…
The document proposes screening stocks using amplitude above one, a shortening negative MACD histogram on a 15-minute chart, and MACD at or above zero. It explains the intended rationale as combining price movement with a momentum indicator to identify…
The document outlines a Chinese-equity screening idea that combines daily turnover between 3% and 12%, a positive product of price change and net large-order volume, and a rounded or arc-like candlestick condition. It presents sample formula and Python…
This summary describes a market-timing approach that uses a convolutional neural network to extract patterns from lower-dimensional index features, including technical indicators, and classify expected returns. Predicted return classes are then used to drive…
The document answers how to identify when a strategy’s maximum drawdown occurred in a backtest. It recommends adding a strategy risk overview module after the backtest module, which reports the drawdown and its associated date. The example reports a maximum…
This guide explains how to connect Hummingbot to GRVT, a self-custodial perpetual futures venue with central limit order book matching, and outlines its authentication, funding, fee, instrument, and order settings. It also walks through using Hummingbot’s…
This report summary examines whether northbound capital flows into mainland Chinese equities can inform market timing and portfolio selection. It describes threshold signals for daily and weekly flows, then a dynamically adjusted timing indicator. It also…
This article presents five ways to manage exits from stock positions: set an initial price threshold before entry; raise the stop to break-even after a favorable move; trail it as the price advances; exit when price breaks a trend line or moving average; and…
This guide explains a configurable pre-trade risk engine that checks orders before they are sent through a trading API. Rules can be enabled in a JSON settings file and include symbol blacklists and whitelists, order size and value caps, cancellation limits,…
The document describes an adaptive moving average based on Perry Kaufman’s KAMA and an approach attributed to Vitali Apirine. The adaptation uses the close’s position within the high–low range, and the indicator is presented as a faster alternative to KAMA…
This Expert Advisor follows the BlauTVI trend indicator. It generates a signal when a bar closes and the indicator histogram changes direction. Users can enable a trading window and specify its start and end times. The default schedule covers the day from…
The article describes an ability parity model for allocating among actively managed funds. It extends portfolio optimization by estimating each fund manager’s stock-selection skill and market-timing skill, with timing measured using the Treynor–Mazuy…
This strategy uses the highest and lowest prices over a configurable number of recent bars to choose a trade direction. If the current bar sets the lookback high, it opens a buy; otherwise, it opens a sell. The premise is that prices often revisit recent…
This hourly long-only strategy combines the Average Directional Index (ADX) with two simple moving averages. It calculates a 14-period ADX and 3-period and 6-period SMAs. A long entry is signaled when ADX is above 25 and the shorter SMA crosses above the…
The document addresses how to retrieve financial figures from multiple quarters and combine them into a factor for analysis. The examples ask about comparing current-quarter cash flow with the prior quarter to measure change, and averaging current and…
The document outlines a proposed system for automating A-share investment research reports. It describes combining company and industry information, financial analysis, valuation, price-chart analysis, and analysis of news and announcements. A LangGraph…
The document describes an A-share screening rule for companies assigned to the metaverse industry. It combines a float-size ceiling with an ownership-concentration ceiling, then returns qualifying stock codes and names. The accompanying Python example…
This stock-selection rule filters for a high–low range above 1% of the high, a closing price of exactly 18.5 yuan, and circulating market value of at least 10 billion yuan. The document includes example selection logic and sorts qualifying names by trading…
This indicator method automates trendline drawing by locating pivot highs and lows, fitting separate linear regressions to those points, and iteratively retaining points on the relevant side of each fitted line. The resulting upper and lower lines aim to…
This stock screen combines a daily range condition with sustained profitability and a momentum indicator. It selects shares whose high–low range exceeds an ATR-based threshold, whose return on equity stayed above 15% across five years, and whose 14-period…
This QlibRL example describes how to configure and run a reinforcement learning workflow for executing orders in one asset. The training setup defines a simulator with 30-minute steps, a categorical action space, a full-history state representation, a…
This guide explains FMZ’s simulated-tick and real-tick backtesting modes. Simulated ticks are generated from candlestick data, while real-tick mode replays recorded tick data and can include depth and trade records. The guide describes the trade-off between…
This post proposes a Chinese equity screen combining three conditions: daily amplitude above a threshold, at least two limit-up events within a 500-trading-day window, and a reversal or engulfing-style candle condition. It gives formula references and an…