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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 Volume Accumulation Percentage Indicator (VAPI) modifies volume accumulation by weighting volume according to where the close sits within the bar's high-low range. Its described calculation scales the close's position in that range, multiplies it by…

Technikai indikátorokMomentum
ProRealCode

This document describes a ProRealTime indicator for identifying the bullish Rising Three Methods and bearish Falling Three Methods candlestick formations. Each pattern uses five bars: a large directional candle, three smaller countertrend candles whose…

Technikai indikátorokTrendkövetésKitörés
ProRealCode

The Range Factor is presented as a confirmation indicator for forex systems. It compares short and longer moving averages of closing prices, scales their difference using average true range, and applies a bounded transformation to produce a value. The…

DevizapiacTechnikai indikátorokTrendkövetés
ProRealCode

The Know Sure Thing indicator combines smoothed rates of change over four lookback horizons into one oscillator. Each rate of change is averaged over its own smoothing window, then multiplied by a weight that increases with the horizon. This gives the longer…

Technikai indikátorokMomentumRészvények
ProRealCode

This indicator highlights candles whose volume is at least twice a 125-period Wilder average. When the threshold is met, it places a label near the candle low showing the rounded volume multiple. An optional setting colors high-volume bullish candles blue…

Technikai indikátorokStatisztikaPiaci mikroszerkezet
ProRealCode

The document presents a Relative Strength Quality Index, or RSX, as a smoothed alternative to a jagged RSI, alongside a corrected line calculated from the RSX values. It suggests using the corrected line to filter RSX whipsaws or treating its crossing of the…

Technikai indikátorokÁtlaghoz visszatérésVisszatesztelés
ProRealCode

This indicator combines a simple moving average of typical price with a recursive price filter whose weight is adjusted by the ratio of two close-price standard deviations. The example uses a 50-period moving average and standard-deviation lookbacks of 30…

Technikai indikátorokVolatilitásTrendkövetés
ProRealCode

This indicator evaluates simple one-candle mean-reversion trades by tracking separate rolling equity curves for long and short setups. A long trade is simulated after a down candle and a short trade after an up candle; each is closed one candle later. The…

Átlaghoz visszatérésTechnikai indikátorokVisszatesztelésPiaci hangulat
ProRealCode

This document presents a long-only DAX strategy intended for three-minute bars. It enters when the two-period exponential moving average crosses above the four-period average, provided the 20-period average is above the 75-period average and price is above…

Határidős ügyletekTrendkövetésTechnikai indikátorokKockázatkezelés
ProRealCode

This indicator estimates sloping support and resistance by extending lines derived from the latest three swing highs and three swing lows. A pivot is identified using configurable numbers of bars before and after a candidate high or low, so the pivot…

Technikai indikátorok
ProRealCode

The document describes a ProBacktest indicator that tracks strategy profitability by calendar month and year. It initializes capital values, detects date changes, calculates each completed period’s profit from strategy profit and starting capital, and graphs…

VisszatesztelésStatisztika
ProRealCode

The Perfect Trend Line indicator uses two bands built from recent highs and lows over different lookback periods: one slower and one faster. The indicator compares the close with the prior band values to update each line, then uses the lines and price…

TrendkövetésTechnikai indikátorok
ProRealCode

This note describes a daily stock trend indicator that combines MACD, RSI, momentum, and Williams %R into a binary bull or bear signal. Each indicator contributes one vote according to a threshold: MACD and momentum are evaluated against zero, RSI against…

RészvényekTrendkövetésTechnikai indikátorokMomentum
ProRealCode

Dual Thrust is a breakout method that sets daily entry thresholds from recent price extremes. It calculates the highest high and close, and the lowest low and close over a lookback window, then takes the larger of two cross-range measurements. Multiplying…

Határidős ügyletekDevizapiacRészvényekKitörés
ProRealCode

The document presents a Composite Momentum oscillator intended to identify stocks with rising recent momentum. Its calculation combines changes in a short-versus-long moving average momentum measure with a recent high-low range oscillator, then smooths the…

RészvényekMomentumTechnikai indikátorokVisszatesztelés
ProRealCode

The document describes a trend indicator attributed to Tushar Chande. It compares the current close with closes from 11 through 20 days earlier, assigning a positive point when the current close is higher and a negative point otherwise. Adding these…

Technikai indikátorokTrendkövetésMomentum
ProRealCode

The indicator measures the current price’s distance from a volume-weighted moving average, then expresses that distance as a normalized score. It uses the logarithm of the price-to-average ratio and scales it by the historical standard deviation of that…

Technikai indikátorokStatisztikaVolatilitás
ProRealCode

This document describes a DAX strategy on hourly bars that uses separate exponential moving average pairs for long and short trades. A 60-period average crossing above a 200-period average opens a long position, while the reverse cross exits it. For shorts,…

Határidős ügyletekTrendkövetésTechnikai indikátorokVisszatesztelés
ProRealCode

This intraday breakout strategy defines a range from 09:00 to 09:30 and applies it to the DAX on a 15-minute timeframe. It places buy-stop and sell-short-stop orders at the range high and low, respectively, during the subsequent session. The stop loss is set…

RészvényekHatáridős ügyletekKitörésVisszatesztelés
ProRealCode

This document presents an intraday pivot indicator built from the high, low, and closing price observed during a user-defined time window. The start and end hour and minute can be changed. After the window, the calculation uses its price range and average of…

Technikai indikátorok
ProRealCode

This chart indicator estimates the Average Daily Range (ADR) while excluding Sunday bars, which can have shortened or irregular sessions. It tracks the current day's high and low, compares the day's range with the ADR, and displays the remaining distance in…

Technikai indikátorokVolatilitásDevizapiac
ProRealCode

This indicator compares two linear regression estimates of closing price, using a slower 14-period curve and a faster 2-period curve. It subtracts the faster estimate from the slower one and plots the difference as an oscillator around a zero line, with…

Technikai indikátorokMomentum
ProRealCode

This document outlines a long-only mean-reversion setup for the DAX on a 30-minute chart. It looks for a prior low below the lower Bollinger Band, followed by a close back above that band while remaining below the upper band. Entry also requires a close…

Határidős ügyletekÁtlaghoz visszatérésTechnikai indikátorokVisszatesztelés
ProRealCode

The Herrick Payoff Index is presented as a futures indicator intended to estimate money flowing into or out of a contract. Its calculation uses price movement, volume, and changes in open interest, so it requires an instrument with open-interest data. The…

Határidős ügyletekTechnikai indikátorokPiaci mikroszerkezet