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79,386 dokumen

BigQuant

This project explores combining strategies associated with different market styles. The author says market styles can persist over a period, so a strategy that fits a clearly expressed style may adapt better to prevailing conditions. They changed a provided…

Multi-asetKonstruksi portofolioEksekusi tradingBacktesting
BigQuant

This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…

SahamBerbasis peristiwaMomentumBacktesting
SuperMind

This post outlines a Chinese equity screen combining high intraday amplitude, a prior-session opening auction price at the limit down level, and positive net buying attributed to large traders during the current auction. It then adds an upward-sloping 60-day…

SahamPasar TiongkokIndikator teknikalManajemen risiko
BigQuant

The document describes a beginner’s question about passing results from earlier BigQuant modules into a backtest. The proposed strategy uses a fixed universe of ten stocks, ranks them daily by five-day return in ascending order, buys the five lowest-ranked…

SahamMomentumBacktestingKonstruksi portofolio
FMZ forum

This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…

FuturesMikrostruktur pasarPenembusanEksekusi trading
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Indikator teknikalMomentumMikrostruktur pasarManajemen risiko
SuperMind

This post describes a daily stock screen for shares with turnover between 3% and 12%, greater displayed quantity at the best bid than at the best ask, and a 2021 listing year. It interprets the turnover band as a sign of trading activity and the…

SahamPasar TiongkokMikrostruktur pasar
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…

SahamPasar TiongkokMomentumBerbasis peristiwa
SuperMind

The proposed Chinese stock screen combines three filters: prior-bar price amplitude above 1%, a MACD signal above the zero line, and circulating market capitalization above 10 billion yuan. The stated rationale is to find shares with meaningful price…

SahamPasar TiongkokIndikator teknikalMomentum
MQL5 code base

This indicator presents pivot levels in a separate chart window and plots price position relative to those levels. The display is intended to make intraday movement around pivots easier to inspect than pivot lines drawn over the main price chart. It is a…

Indikator teknikal
MQL5 code base

This document describes an Expert Advisor that trades signals from the BinaryWave_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator reverses direction against the open position. The…

ValasIndikator teknikalBacktesting
ProRealCode

This indicator plots historical average returns for each calendar month using monthly price data. After a user selects a start month and year, it groups each month’s open-to-close changes across the available history and averages them. It displays the twelve…

StatistikIndikator teknikalBacktesting
MQL5 code base

This indicator draws a Fibonacci channel using a recent swing high and swing low. The swing depth is controlled by an input, with a default setting described as a preferred parameter. The channel includes internal retracement levels at 0.236, 0.382, 0.5,…

Indikator teknikal
MQL5 code base

The indicator marks round-number price levels nearest to the current price, drawing levels both above and below it. Its inputs let users set the rounding scale, the number of repeated level sets, and the colors, line styles, and widths used to distinguish…

Indikator teknikal
SuperMind

This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…

SahamPasar TiongkokIndikator teknikalMomentum
MQL5 code base

The indicator described here separates volume into buyer and seller components and displays their relative pressure with overlaid histograms. This presentation is intended to make buying and selling activity visible alongside price data, though the document…

Indikator teknikalMikrostruktur pasar
MQL5 code base

The document names two WaveTrend settings: Channel Length (n1), with a stated default of 10, and Average Length (n2), with a stated default of 21. It says the first adjusts sensitivity to price movements and the second smooths the WT1 line. The indicator is…

Indikator teknikalMengikuti trenValas
SuperMind

This stock-selection note combines three filters: an average daily range above 1, a 2019 dividend payout ratio above 25%, and a same-day control measure above 21%. It presents the control measure as an indication of concentrated trading influence or…

SahamVolatilitasInvestasi faktorPasar Tiongkok
SuperMind

This note outlines a Chinese A-share screening idea combining three price-based conditions: at least five moving averages converging, at least two limit-up sessions in the previous 500 days, and the 20-day moving average above the 120-day average. It…

SahamIndikator teknikalMomentumPasar Tiongkok
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

Indikator teknikalStatistikKembali ke rata-rataMengikuti tren
MQL5 code base

This research reproduction describes factors based on the share of a Chinese stock’s trading volume occurring in the opening call auction and near the close. The opening-auction factor, OCVP, is smoothed with a simple moving average and an exponentially…

SahamPasar TiongkokInvestasi faktorTrading frekuensi tinggi
MQL5 code base

This indicator overlays levels from six moving averages, each calculated on a selectable timeframe and displayed in the active chart window. The example defaults span short intraday intervals through daily data, allowing a trader to compare price with…

Indikator teknikalMulti-aset
SuperMind

This Chinese stock-screening example combines three filters: reported position increases above 5%, a daily rise above 1%, and a positive return below 35% over the prior ten days. It presents the combination as a way to find mainland listed shares with recent…

SahamMomentumPasar Tiongkok
BigQuant

This Chinese-language research summary studies whether public equity fund stock exposure can inform market timing in the China A-share market. It uses a moving-average system to distinguish trending from range-bound regimes, analyzes how fund positioning…

Pasar TiongkokSahamInvestasi faktorMengikuti tren