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 beginner tutorial introduces how to write automated trading strategies on the FMZ Quant platform. It explains the difference between REST requests and WebSocket subscriptions, describes the platform’s unified exchange API, and compares supported…
This post outlines an A-share screen that combines RSI below 65, parent-company net profit growth above 20% and no more than 100%, and three consecutive declining sessions. It presents the combination as a way to identify stocks with both technical weakness…
This post proposes an A-share stock screen combining a daily price range of at least one percent with a volume ratio between 1.5 and 6. It also applies two concentration-related filters based on circulating market value and total shares. The rationale is to…
This post proposes a Chinese equity screen combining turnover between 3% and 12%, membership in the beverage and alcohol import-export category, and a recent three-session limit-up pattern. It presents turnover as a measure of trading activity, the industry…
This trading-tool description argues that viewing positions and risk as percentages can help traders manage emotions and apply a consistent plan. It illustrates how traders following the same plan may make different decisions, such as holding losing…
This forum post asks about a “Golden Cross Winner” ETF strategy that uses an unusual MACD-style calculation. The author questions why the signal line, DEA, is calculated as a 26-period exponential moving average of DIF instead of the commonly cited 9-period…
This Chinese-language post proposes screening stocks for amplitude above 1, simultaneous bullish crossovers among three moving averages, and an upward-trending 30-day average. It frames the criteria as combining price movement, technical signals, and a…
This stock screen targets companies classified in the metaverse theme that recorded at least one limit-up event within the prior 25 days, while excluding Beijing-listed A-shares. The post presents this as a way to identify candidates with potential short- to…
This stock-selection example combines a relative strength index below 65 with a rise in current volume relative to the prior session, then applies a 2021 date condition. The post frames the RSI threshold as identifying weaker stocks and the volume condition…
The article describes how historical crypto options data can support market research, algorithm development, and portfolio management. It identifies implied volatility, realized volatility, open interest, put/call ratios, price and volume records, and order…
Haos Visual is described as a zero-centered histogram indicator built from two Williams %R oscillators smoothed with T3 calculations using different lookback periods. The shorter oscillator uses a 14-period Williams %R input, while the slower one uses a…
This document introduces an indicator that plots two channels of moving averages derived from high and low prices. Users can configure a fast and a slow channel by choosing the period and calculation method for each moving average. The examples illustrate…
This translated discussion distinguishes the apparent simplicity of a trading rule from the difficulty of implementing and validating it. A basic buy-low, sell-high idea may be easy to state, but high-frequency firms must receive market data, calculate, and…
This document describes a daily stock screen for companies classified in the metaverse industry. It selects stocks with a newly formed KDJ bullish crossover and a positive price-to-earnings ratio, then limits candidates to actively trading stocks identified…
The script runs an EMA-crossover backtest on USD/JPY five-minute bid bars built from one-minute FXCM data. It configures a simulated margin venue, balances, fees, rollover interest, and probabilistic fills, then collects bars and fills from the engine. The…
The document outlines a Chinese A-share stock screen that combines RSI below 65, an external-to-internal trade ratio above 1.3, and recent consecutive limit-up activity. It interprets the RSI threshold as avoiding an overbought condition, the trade ratio as…
This forum exchange documents a connection problem between VeighNa's CTP interface and a Guangfa Futures simulation system. The user reports running a newer CTP interface build than the simulation system's stated version; connections to another simulation…
This post outlines a Chinese equities screen that selects stocks with a stated amplitude above 1, a price below 20, and positive net buying attributed to major participants during the opening auction. It provides example indicator and Python-style…
This post describes a Chinese equities screening idea intended for use before 10 a.m. It combines a price ceiling below 20, a minimum amplitude threshold, exclusion of stocks marked ST, and a five-part limit-up method. The post also offers example formulas…
This indicator automatically draws horizontal reference levels near the current Forex price. It rounds the close to a nearby base level, then checks whether adjacent levels fall within a specified distance before drawing them. It uses one rounding scale for…
This Python utility collection supports quantitative factor analysis. It assigns factor observations to quantile or value-based bins, with options to bucket within groups or separate positive and negative signals. It also infers a trading calendar from…
This introductory guide outlines a retail trader’s path into quantitative trading. It describes using market data and mathematical models to generate decisions, learning market concepts and a programming language, building models from historical data, and…
This indicator is a visual aid for reviewing trades produced by a strategy tester. It reads graphical objects created by the tester and changes which objects are displayed, while retaining their names and coordinates. Because it works with those existing…
This indicator describes a breakout approach built around a channel drawn through peaks from a Zigzag2_R indicator. It generates alerts when price moves outside the channel, with the stated purpose of signaling a possible change in direction. After a…