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.
Dokumentumok száma: 79,386
This stock screen targets companies in the metaverse industry that had a limit-up event within the prior 25 days and have a rising DEA indicator. It proposes running the selection before 10 a.m. and choosing stocks for that day. The document includes a brief…
This note describes selecting stocks with turnover between 3% and 12%, a rising DEA measure, and a 2021 listing date. The proposed rationale is to combine a band of trading activity with a trend signal, while restricting the universe to recently listed…
This note presents a stock screen combining a daily price range of at least one percent, a volume ratio between 1.5 and 6, and a positive daily MACD condition. The accompanying indicator formula adds a transition check: the prior MACD is below zero while the…
This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…
This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…
The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…
This market recap describes how a sharp crypto decline affected BTC and ETH options. It reports rising realized volatility, a larger response in short-dated implied volatility than in longer maturities, and an inverted term structure after spot fell. The…
The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…
The document proposes a daily Chinese A-share screening rule using three conditions: MACD above its zero line, share price below 12 yuan, and the opening price within five percent of the 10-day simple moving average. It says the screen is run before 10 a.m.…
The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…
This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less…
This Chinese-language research summary examines factors associated with the assets of index funds, separating them into fixed product attributes, accumulated long-term characteristics, and changing short-term variables. Fixed attributes include fund…
This document describes a MetaTrader workflow that records historical real ticks once, then replays them in mathematical mode for strategy testing. Sharing a tick file among optimizer agents is intended to avoid repeated data writes and reduce the time spent…
This Chinese equity screen selects stocks associated with the metaverse concept, with a 30-day moving average that is rising and at least one daily gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…
This document describes a Chinese equity screening rule that combines a price-movement threshold, an outstanding convertible-bond name field, and an indicator of recent large-investor activity. It initially presents yesterday’s control by major funds as a…
This study presents StockRanker, a supervised learning-to-rank method for selecting Chinese A-shares. It uses gradient-boosted trees to rank the market by expected future return. The input features are derived from seven basic price and volume series using…
This document describes an Expert Advisor that trades when a Kalman Filter indicator changes color. It generates a signal at a bar close, so the strategy responds to a change in the indicator’s direction rather than acting during the bar. The advisor…
This stock selection proposal looks for a reported increase in holdings above 5%, a prior session that did not finish at the daily limit, and a shortening green histogram bar on a 15-minute MACD. The article interprets the position increase as possible…
This stock screen combines a turnover range of 3% to 12% with a positive product of price change and net large-order flow. It also requires current volume above 10,000 lots and an opening price above the prior close. The accompanying implementation ranks…
This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…
This Chinese stock selection idea combines amplitude above 1, a ranking based on net large-order volume, and return on equity above 15% for five consecutive years. The stated rationale pairs trading activity and large-order flow with a profitability measure…
This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…
This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a signal described as major-player control on the previous day. The accompanying rationale treats amplitude as a way to…
This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…