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Hae kirjastosta

79,386 dokumenttia

MQL5 code base

This short indicator note introduces William Blau’s double-smoothed stochastic, attributing it to a 1990 article. It identifies the calculation’s inputs as the current close, the lowest low and highest high over a lookback period, and exponential moving…

Tekniset indikaattoritHintamomentumTilastotiede
Kraken Learn

This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…

KryptovaratFutuuritGrid-kaupankäyntiRiskienhallinta
BigQuant

The document describes Temporal Routing Adaptor (TRA), a way to extend a stock prediction model so it can learn from different patterns in market data. It notes that momentum and reversal behavior may coexist, which challenges the assumption that…

OsakkeetKoneoppiminenTilastotiedeSalkun muodostaminen
BigQuant

The document answers how to allocate weights across strategies in a multi-strategy backtest. Its proposed workflow is to extract each strategy’s daily return series and use an optimization package to find portfolio weights. This frames the task as portfolio…

Salkun muodostaminenHistoriatestausTilastotiede
Qlib

Qlib separates forecasting signals from portfolio construction. A strategy turns prediction scores into trading decisions, while a weight-based base class lets users specify target holdings and delegates order generation to the framework. The documented…

Salkun muodostaminenHistoriatestausToimeksiantojen toteutusRiskienhallinta
SuperMind

This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and more than two limit-up days during the past 10 days. It is aimed at finding active stocks whose…

OsakkeetKiinan markkinatHintamomentumTekniset indikaattorit
SuperMind

This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…

OsakkeetKiinan markkinatTekniset indikaattoritHintamomentum
SuperMind

This Chinese-language post outlines an equity screening rule that combines MACD above zero with a candlestick-pattern condition and a company characteristic. It presents the combination as a way to identify stocks with upward trend potential, while warning…

OsakkeetTekniset indikaattoritHintamomentumKiinan markkinat
Amberdata research

The article explains how leveraged perpetual futures positions can be liquidated when traders fail to meet maintenance margin requirements. It treats liquidation data as forced buy or sell order flow that may reveal short-term market pressure, and describes…

KryptovaratPerpetuaaliset futuuritMarkkinoiden mikrorakenneHistoriatestaus
MQL5 code base

The document introduces a color-histogram implementation of William Blau’s Q-period Stochastic Index, an indicator described in his book on momentum, direction, and divergence. It identifies the indicator’s general form and points to a smoothing-algorithm…

Tekniset indikaattoritHintamomentum
MQL5 code base

This expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…

Toimeksiantojen toteutusRiskienhallintaPosition koon määrittäminen
ProRealCode

The document explains a trend indicator attributed to Andrew Abraham’s 1998 article. It defines trend direction using a trailing level built from a weighted average of true range. True range is the largest of the current high-low range and the gaps from the…

Trendin seuraaminenVolatiliteettiTekniset indikaattoritRiskienhallinta
MQL5 code base

The expert advisor combines MACD divergence with stochastic confirmation and Bollinger Band trade exits. For buys, the stochastic main line must be above its signal line and remain within the configured oversold range for a specified candle period. The sell…

Tekniset indikaattoritValuuttakauppaRiskienhallinta
MQL5 code base

This short listing describes XWAMI_HTF, a version of the XWAMI indicator with a selectable chart timeframe in its input settings. The example default is a four-hour period, indicating that users can choose the timeframe on which the indicator operates. It…

Tekniset indikaattorit
Amberdata research

This article outlines factors to assess before depositing token pairs into a decentralized exchange liquidity pool. Liquidity providers receive a share of swap fees, generally represented by redeemable pool tokens, and some pools may also distribute…

Hajautettu rahoitus (DeFi)RiskienhallintaVolatiliteettiHistoriatestaus
Lumibot

This example describes a concentrated long-only stock portfolio built through a sequence of AI agents. A research agent ranks companies for understandable businesses, cash generation, and attractive prices. A second agent challenges each idea by examining…

OsakkeetKoneoppiminenSalkun muodostaminenHistoriatestaus
SuperMind

This proposed A-share stock screen combines market activity, company size, profitability, and recent price action. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and at least one limit-up…

OsakkeetHintamomentumLäpimurtoKiinan markkinat
Stratmill research code

This code excerpt implements three filters intended to support spread trading and risk adjustment. The correlation filter calculates rolling correlation between the first two series, rescales it to a zero-to-one range, and uses changes in that measure to…

ParikaupankäyntiVolatiliteettiRiskienhallintaHistoriatestaus
SuperMind

This Chinese course listing outlines a study of A-share stocks that reach their daily upper price limit. Its stated sequence is to explain the limit-up mechanism, classify limit-up events, examine subsequent stock returns, and then apply a support vector…

OsakkeetKoneoppiminenLäpimurto
MQL5 code base

This document describes a chart indicator that displays trend direction and trade signals derived from the UltraWPR indicator on a selected bar. It uses a colored background: pale shades mark trend continuation, while brighter shades distinguish buy and sell…

Tekniset indikaattoritTrendin seuraaminen
SuperMind

This proposed stock screen combines amplitude above 1, institutional participation, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%. The final criteria specify institutional participation above…

OsakkeetKiinan markkinatVolatiliteettiHintamomentum
SuperMind

This post proposes screening A-share stocks for turnover between 3% and 12%, market value below 10 billion yuan, scale above 200 million yuan, and no losses. It presents the screen as a way to combine trading activity, company size, and profitability, then…

OsakkeetKiinan markkinatFaktoripohjainen sijoittaminenHistoriatestaus
MQL5 code base

This document outlines a proposed position-sizing engine for algorithmic trading. It combines Kelly sizing, which uses estimated win rate and payoff ratio, with volatility adjustment based on Average True Range and tick value. The stated goal is to reduce…

RiskienhallintaPosition koon määrittäminenVolatiliteetti