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79,386 dokumen

MQL5 code base

This short indicator note introduces William Blau’s double-smoothed stochastic, attributing it to a 1990 article. It identifies the calculation’s inputs as the current close, the lowest low and highest high over a lookback period, and exponential moving…

Indikator teknikalMomentumStatistik
Kraken Learn

This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…

KriptoFuturesTrading gridManajemen risiko
BigQuant

The document describes Temporal Routing Adaptor (TRA), a way to extend a stock prediction model so it can learn from different patterns in market data. It notes that momentum and reversal behavior may coexist, which challenges the assumption that…

SahamPembelajaran mesinStatistikKonstruksi portofolio
BigQuant

The document answers how to allocate weights across strategies in a multi-strategy backtest. Its proposed workflow is to extract each strategy’s daily return series and use an optimization package to find portfolio weights. This frames the task as portfolio…

Konstruksi portofolioBacktestingStatistik
Qlib

Qlib separates forecasting signals from portfolio construction. A strategy turns prediction scores into trading decisions, while a weight-based base class lets users specify target holdings and delegates order generation to the framework. The documented…

Konstruksi portofolioBacktestingEksekusi tradingManajemen risiko
SuperMind

This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and more than two limit-up days during the past 10 days. It is aimed at finding active stocks whose…

SahamPasar TiongkokMomentumIndikator teknikal
SuperMind

This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…

SahamPasar TiongkokIndikator teknikalMomentum
SuperMind

This Chinese-language post outlines an equity screening rule that combines MACD above zero with a candlestick-pattern condition and a company characteristic. It presents the combination as a way to identify stocks with upward trend potential, while warning…

SahamIndikator teknikalMomentumPasar Tiongkok
Amberdata research

The article explains how leveraged perpetual futures positions can be liquidated when traders fail to meet maintenance margin requirements. It treats liquidation data as forced buy or sell order flow that may reveal short-term market pressure, and describes…

KriptoFutures tanpa jatuh tempoMikrostruktur pasarBacktesting
MQL5 code base

The document introduces a color-histogram implementation of William Blau’s Q-period Stochastic Index, an indicator described in his book on momentum, direction, and divergence. It identifies the indicator’s general form and points to a smoothing-algorithm…

Indikator teknikalMomentum
MQL5 code base

This expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…

Eksekusi tradingManajemen risikoPenentuan ukuran posisi
ProRealCode

The document explains a trend indicator attributed to Andrew Abraham’s 1998 article. It defines trend direction using a trailing level built from a weighted average of true range. True range is the largest of the current high-low range and the gaps from the…

Mengikuti trenVolatilitasIndikator teknikalManajemen risiko
MQL5 code base

The expert advisor combines MACD divergence with stochastic confirmation and Bollinger Band trade exits. For buys, the stochastic main line must be above its signal line and remain within the configured oversold range for a specified candle period. The sell…

Indikator teknikalValasManajemen risiko
MQL5 code base

This short listing describes XWAMI_HTF, a version of the XWAMI indicator with a selectable chart timeframe in its input settings. The example default is a four-hour period, indicating that users can choose the timeframe on which the indicator operates. It…

Indikator teknikal
Amberdata research

This article outlines factors to assess before depositing token pairs into a decentralized exchange liquidity pool. Liquidity providers receive a share of swap fees, generally represented by redeemable pool tokens, and some pools may also distribute…

DeFiManajemen risikoVolatilitasBacktesting
Lumibot

This example describes a concentrated long-only stock portfolio built through a sequence of AI agents. A research agent ranks companies for understandable businesses, cash generation, and attractive prices. A second agent challenges each idea by examining…

SahamPembelajaran mesinKonstruksi portofolioBacktesting
SuperMind

This proposed A-share stock screen combines market activity, company size, profitability, and recent price action. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and at least one limit-up…

SahamMomentumPenembusanPasar Tiongkok
Stratmill research code

This code excerpt implements three filters intended to support spread trading and risk adjustment. The correlation filter calculates rolling correlation between the first two series, rescales it to a zero-to-one range, and uses changes in that measure to…

Trading pasanganVolatilitasManajemen risikoBacktesting
SuperMind

This Chinese course listing outlines a study of A-share stocks that reach their daily upper price limit. Its stated sequence is to explain the limit-up mechanism, classify limit-up events, examine subsequent stock returns, and then apply a support vector…

SahamPembelajaran mesinPenembusan
MQL5 code base

This document describes a chart indicator that displays trend direction and trade signals derived from the UltraWPR indicator on a selected bar. It uses a colored background: pale shades mark trend continuation, while brighter shades distinguish buy and sell…

Indikator teknikalMengikuti tren
SuperMind

This proposed stock screen combines amplitude above 1, institutional participation, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%. The final criteria specify institutional participation above…

SahamPasar TiongkokVolatilitasMomentum
SuperMind

This post proposes screening A-share stocks for turnover between 3% and 12%, market value below 10 billion yuan, scale above 200 million yuan, and no losses. It presents the screen as a way to combine trading activity, company size, and profitability, then…

SahamPasar TiongkokInvestasi faktorBacktesting
MQL5 code base

This document outlines a proposed position-sizing engine for algorithmic trading. It combines Kelly sizing, which uses estimated win rate and payoff ratio, with volatility adjustment based on Average True Range and tick value. The stated goal is to reduce…

Manajemen risikoPenentuan ukuran posisiVolatilitas