Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
79,386 na dokumento
The document discusses replacing MQL4’s iBarShift function in MQL5. It says MQL5 provides lower-level functions for implementing the same operation and reviews four community versions written as alternatives. According to the author, those versions return…
This MetaTrader indicator displays upper and lower candle wick lengths directly on a chart, measured in pips or percentage points. Traders can set thresholds to show longer or shorter wicks, choose separate colors for bullish and bearish candles, and…
This stock-selection approach screens Chinese equities in the metaverse industry for a volume ratio above 1.5 and below 6, with the 20-day moving average above the 120-day moving average. A later version adds a market-cap floor of 1 billion yuan. The article…
A trader asks how to identify the originating strategy for each trade received in a trade callback, so fills from one strategy can be grouped together. The reply suggests capturing the order’s reference field when an order arrives and using it to identify…
This guide explains how to configure and operate a live trading node, including its core settings, client registration, cache and message bus backings, strategy configuration, and shutdown behavior. It emphasizes running live nodes as standalone scripts or…
The document presents a Chinese A-share stock screen combining market activity, a prior session’s 9:15 matching price at the limit-down level, and profitability history. It first describes conditions of amplitude above 1 and ROE above 15% for five…
The document describes a synthetic RSI-style indicator that substitutes RSX for RSI. It says the RSX calculation produces a smoother signal, avoids adding lag, and removes some false signals compared with the RSI version. The suggested use is to treat a…
This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12% after seven consecutive declining sessions, while excluding selected board classifications. It frames the screen as a possible way to find established companies…
This book section surveys advanced MQL5 capabilities for building MetaTrader 5 software. Topics include custom financial symbols, economic calendar events, networking, databases, cryptography, libraries, software packages, and organizing related programs…
The discussion clarifies how to read a BigQuant money-flow factor field whose name ends in a zero window. The question is whether “past zero trading days” means there are no observations to average, even though the description refers to an average net active…
The document describes an MQL5 indicator variant that lets the user choose the timeframe from an input parameter. The illustrated default is a four-hour chart period. The central idea is to make the SSL_NRTR indicator available for a timeframe selected…
The document describes a stock screen combining three conditions: daily high-low range above one percent of the previous close, a trading date in 2021, and a MACD value below zero from two trading days earlier. It gives corresponding formula and Python…
This stock-selection method targets companies in the metaverse concept group, with relative volume above 1.5 and below 6, alongside afternoon net inflows from large orders. The document links large-order inflows to market sentiment and describes the…
This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and…
This stock screen combines membership in the metaverse concept group with an upward-sloping 30-day moving average and a requirement that at least five moving averages overlap. It is presented as a trend-following filter intended to find stocks with aligned…
Fast3 is described as a semaphore-style indicator that places trade signals on a chart as arrows. Its signal calculations are said to follow the approach of a related indicator called Fast2; the stated distinction is the arrow presentation. The document does…
This Chinese stock-selection strategy screens for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and at most 100%, and a positive trailing price-to-earnings ratio. The article frames…
The document describes a way to display the Relative Strength Index on the main price chart rather than in a separate indicator pane. It says this version uses a highest-high and lowest-low channel to map the oscillator onto the chart, allowing RSI and price…
This indicator estimates buy and sell volume from each candle’s range and open and close prices. It allocates volume across candle sections, assigning the resulting estimates to buying or selling according to whether the candle closes at or above its open.…
This brief description concerns a trading robot that acts on market sentiment and recommends using it with volatile instruments, giving Brent and Sberbank as examples. Its update describes two conditions for closing a position: trading volume falls below a…
This short troubleshooting note addresses a BigQuant model-training failure that reports a ValueError because a maximum is being computed over an empty sequence. It attributes the problem to a parsing issue when feature or factor names are renamed. The…
This document explains how Hyperliquid builder codes let an application builder charge a fee on fills from orders submitted on a user's behalf. Users first authorize a maximum fee for a builder; the authorization must come from the user's main wallet and can…
This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…
This Freqtrade example is an operational strategy for winding down open positions after stopping new buys. It defines no entry or exit signals; instead, a minimal return-on-investment schedule closes trades that reach a small initial profit threshold, then…