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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: 79,386

BigQuant

The document contrasts selecting stocks by relative rank with selecting them by an absolute model score. A ranking method can always choose the highest-ranked names in a universe, even when their scores are weak. The proposed alternative sets a minimum score…

RészvényekGépi tanulásFaktoralapú befektetésVisszatesztelés
Hummingbot docs

This proposal describes changes to Hummingbot Foundation governance for Epoch 6. It would organize connector votes into four groups: centralized exchanges, decentralized order-book exchanges, automated market makers, and blockchain networks. The proposal…

KriptovalutákPiacjegyzés
SuperMind

This stock selection approach combines three price conditions: daily amplitude above 1, upward-diverging moving averages, and at least one limit-up event during the prior 25 trading days. It aims to find volatile stocks with recent strong price action and an…

RészvényekKínai piacokMomentumTechnikai indikátorok
ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

Technikai indikátorokTrendkövetésDevizapiac
SuperMind

This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market…

RészvényekMomentumTechnikai indikátorokKockázatkezelés
SuperMind

This Chinese-language post describes an equity screening rule that combines a positive MACD reading, upward alignment of short-term moving averages, and a rising weekly MACD histogram. It provides example indicator formulas and a basic screen based on MACD…

RészvényekTechnikai indikátorokMomentumKínai piacok
BigQuant

This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…

Technikai indikátorokMomentumDevizapiac
MQL5 code base

This guide explains Bollinger Bands as a volatility measure and a possible source of overbought or oversold signals. It describes a middle line based on a moving average, commonly using 20 periods, with upper and lower bands set two standard deviations away.…

Technikai indikátorokVolatilitásÁtlaghoz visszatérésRészvények
MQL5 code base

This indicator description presents GRFLeadingEdge as an alternative to Bollinger Bands intended to reduce delays associated with averaging. It says the method resembles a standard-deviation channel built by smoothing a straight line over a fixed number of…

Technikai indikátorokStatisztika
MQL5 code base

This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…

Technikai indikátorokVolatilitásKockázatkezelésPozícióméretezés
SuperMind

This proposed Chinese equity screen selects stocks whose daily high-low range exceeds 1%, that had at least one limit-up day in the preceding 25 trading days, and whose circulating market value exceeds 10 billion yuan. The article interprets the range…

RészvényekKínai piacokVolatilitásMomentum
MQL5 code base

This brief description concerns a version of Kaufman’s Adaptive Moving Average (AMA), an adaptive smoothing indicator used to follow price trends. It says the implementation modifies the smoothing ratio by raising it to a power, controlled by an external…

Technikai indikátorokTrendkövetés
SuperMind

This document explains MACD as a way to compare a short-term and a long-term exponential moving average of closing prices. Their difference, DIFF, is smoothed into a signal line called DEA; MACD is calculated from the gap between DIFF and DEA. The standard…

RészvényekTechnikai indikátorokMomentumVisszatesztelés
SuperMind

The post outlines a stock screen combining three conditions: intraday high-low range relative to the open above 1%, a stated 2019 dividend-yield measure above 25%, and daily change from the open between -5% and 2.6%. It presents the conditions as a way to…

RészvényekTechnikai indikátorokFaktoralapú befektetésVisszatesztelés
BigQuant

This summary describes an analysis of actively managed equity funds and funds with substantial equity exposure. Its stated selection process combines historical return data with portfolio holdings, sector exposure, and risk considerations to identify funds…

RészvényekFaktoralapú befektetésPortfólióépítésKockázatkezelés
MQL5 code base

The document describes SuperTrend as a price-chart overlay that uses Average True Range (ATR) to adjust a trend line to market volatility. It presents crossings of price and the line as potential buy or sell signals, with changes in line color marking trend…

Technikai indikátorokTrendkövetésVolatilitás
MQL5 code base

The Donchian Oscillator described here measures how far the closing price sits beyond a Donchian channel boundary. The channel is formed from the highest high and lowest low across a chosen lookback period. A close above the upper boundary produces a…

Technikai indikátorokKitörés
SuperMind

This example presents a monthly Chinese equity strategy using constituents of the CSI 300 as its starting universe. It excludes suspended and specially treated stocks, then calculates several cumulative return measures over different lookback windows. For…

Kínai piacokRészvényekMomentumFaktoralapú befektetés
MQL5 code base

The document describes a higher-timeframe signal display for the AFL_WinnerSign indicator. It shows whether the selected bar continues the current trend or marks a change in direction: continuation uses a horizontal arrow, while a changed trend uses a…

Technikai indikátorokTrendkövetés
MQL5 code base

This technical note explains how to add alert delivery to a MetaTrader indicator that already stores buy and sell signals in indicator buffers. It describes configurable inputs for selecting the signal bar, enabling sound, setting an alert count, and turning…

Technikai indikátorokMegbízások végrehajtásaRészvények
Binance API docs

This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…

KriptovalutákAzonnali piacokPiaci mikroszerkezetMegbízások végrehajtása
SuperMind

This stock screen combines a metaverse industry classification with a price condition, a robotics concept flag, and a circulating market capitalization limit. The price condition requires the stock’s average price to be above its five-day moving average. The…

RészvényekKínai piacokTechnikai indikátorokMomentum
BigQuant

This research review examines whether predictable stock returns in particular months reflect changing risk or temporary mispricing. Its central test is seasonal reversal: if a stock earns unusually high returns in one calendar period because demand…

RészvényekStatisztikaFaktoralapú befektetésMomentum