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A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.

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Keresés a könyvtárban

Dokumentumok száma: 1,507

ProRealCode

The document explains why computing variance from sums of squares can be numerically unstable, particularly with large values, and describes Welford’s method as a single-pass alternative. The method updates a running mean and an accumulated squared-deviation…

StatisztikaVolatilitásTechnikai indikátorok
ProRealCode

This document explains a variant of the Moving Average Convergence Divergence indicator in which its fast and slow averages are calculated with a recursive Jurik-style moving-average procedure. Their difference forms the MACD line, and a conventional moving…

Technikai indikátorokRészvényekMomentumVisszatesztelés
ProRealCode

The document describes a Jurik-style smoothed RSI oscillator paired with Discontinued Signal Lines (DSL) to create adaptive overbought and oversold thresholds. It uses separate exponentially updated levels for oscillator readings above and below the…

Technikai indikátorokÁtlaghoz visszatérésStatisztika
ProRealCode

The document presents a Yang–Zhang volatility estimator built from open, high, low, and close prices. It separates the overnight return from intraday price movement, combines the variance of overnight returns with close-to-open variance and the…

VolatilitásOpciókStatisztika
ProRealCode

The Jeffrey Kennedy Trend Analyzer applies short lookback Williams %R style calculations to three price-derived series: a fast line based on the difference between short and longer exponential averages, a base line based on a short exponential average, and a…

Technikai indikátorokTrendkövetésStatisztika
ProRealCode

The document describes a charting setup that combines support and resistance levels with two smoothed price lines and a wave oscillator. Its ProRealCode indicator calculates rolling highs and lows over two lookback windows, an exponential average of closing…

Technikai indikátorokÁtlaghoz visszatérésVolatilitás
ProRealCode

This ProRealTime indicator marks two candlestick shapes directly on a price chart. It labels an inverted hammer when a bullish candle opens at its low and has an upper shadow at least three times the candle body. It labels a hammer when a bullish candle…

Technikai indikátorokRészvényekStatisztika
ProRealCode

Trend Lord transforms price data into custom candles whose shapes and colors are intended to make trend direction easier to read. Its parameters let users choose a moving-average period and method, and switch between a recursive smoothing calculation and a…

Technikai indikátorokTrendkövetés
ProRealCode

This document explains an indicator for detecting the three-line strike candlestick pattern. It identifies three consecutive candles in one direction followed immediately by a larger candle in the opposite direction. Three rising candles followed by a larger…

RészvényekTechnikai indikátorokKitörésÁtlaghoz visszatérés
ProRealCode

This indicator system assigns a score to bullish or bearish market conditions using ADX, directional indicators, Parabolic SAR, moving averages, and RSI. ADX above a threshold establishes a minimum trend-strength condition; the other signals check price…

Technikai indikátorokTrendkövetésKockázatkezelés
ProRealCode

This document explains volume profile as a view of trading activity distributed across price levels. High volume nodes (HVNs) are described as acceptance areas where price spends more time and trading volume is concentrated. Low volume nodes (LVNs) are…

Piaci mikroszerkezetTechnikai indikátorokMegbízások végrehajtása
ProRealCode

The document presents an implementation of John Ehlers’ Smoothed Relative Strength Index. It first applies a short weighted moving average to closing prices, giving more weight to the middle observations. Across a chosen lookback period, it separately totals…

Technikai indikátorokMomentumStatisztika
ProRealCode

This indicator combines a price-based Relative Strength Index with volume bars. It calculates RSI from closing-price changes using Wilder smoothing, then colors volume orange when RSI is above the stated upper threshold and blue when it is below the lower…

Technikai indikátorokMomentum
ProRealCode

This indicator combines a smoothed RSI oscillator, thresholds derived from its recent high and low range, regime coloring, and automatic divergence markings. The described implementation offers several smoothing choices and uses pivot highs and lows to…

Technikai indikátorokMomentumTrendkövetésÁtlaghoz visszatérés
ProRealCode

The indicator applies a stochastic calculation to RSI, then smooths the resulting series to produce fast and slower lines. It calculates a moving average and standard-deviation bands around the smoothed stochastic RSI; these bands are intended to mark…

Technikai indikátorokVolatilitás
ProRealCode

The middle high-low moving average (MHLMA) is formed by finding the highest high and lowest low over a recent range, taking their midpoint, and smoothing that series with a simple moving average. The described default settings use a three-period range and a…

Technikai indikátorokTrendkövetés
ProRealCode

This indicator calculates intraday Camarilla pivot levels using user-selected periods and a defined session window. The user chooses a calculation interval from the supported set of minute periods and specifies the session start and finish in time format.…

Technikai indikátorokÁtlaghoz visszatérésKitörés
ProRealCode

The Trend Trigger Factor (TTF), attributed to M. H. Pee in 2004, compares price ranges across recent and older lookback windows. It calculates buy power from the recent high and older low, and sell power from the older high and recent low. Their normalized…

Technikai indikátorokTrendkövetésRészvények
ProRealCode

Change in State of Delivery (CISD) is presented as an early signal that a directional leg may have failed. It marks the point when a candle closes back across the open of the first candle that began the leg. A bullish leg’s origin level can trigger a bearish…

Technikai indikátorokTrendkövetésKitörésKockázatkezelés
ProRealCode

This indicator description explains a three-bar trailing stop associated with Larry Williams. Its intended use is to stay with strong directional moves while tightening protection when a correction begins. The author recommends waiting until price has left a…

TrendkövetésTechnikai indikátorokKockázatkezelés
ProRealCode

This indicator-based system smooths Heikin-Ashi candles and interprets runs of rising or falling candle bodies as directional trends. Larger bodies with limited opposing shadows are treated as stronger trends; small bodies and long shadows suggest weakening,…

Technikai indikátorokTrendkövetésMomentumKockázatkezelés
ProRealCode

This MQL5 Wizard signal design combines pullback conditions with candle-pattern direction. A long entry requires price above a moving average, RSI below a configurable level, and bearish-side candle action; a short entry reverses those conditions. A spread…

DevizapiacTechnikai indikátorokVisszatesztelés
ProRealCode

This indicator combines a conventional RSI with moving average smoothing in two selectable ways. In single mode, it applies a triple exponential moving average (TEMA) to the RSI. In composite mode, it averages that TEMA series with three additional moving…

Technikai indikátorokMomentum
ProRealCode

This note describes a ProRealTime version of a volume indicator originally made for TradingView. It compares each bar’s volume with the prior bar’s volume, coloring the histogram green when volume rises and red when it falls. The described calculation is a…

Technikai indikátorokPiaci mikroszerkezet