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79,386 documenti
The MACD Squeeze indicator adapts the squeeze concept to a MACD histogram. It identifies a potential trading zone when Bollinger Bands contract inside Keltner Bands, using the compression as a condition for deciding when to focus on the MACD signal. The…
This five-minute EURUSD strategy combines a stochastic oscillator with a long-term exponential moving average. A long entry requires the oscillator to remain in an oversold range across several candles, price to be above the moving average, and the…
The post outlines a Chinese stock screening idea combining a large price amplitude, a three-session limit-up sequence on the prior day, a market capitalization ceiling, and positive earnings. It proposes tightening the amplitude threshold and checking…
The document explains crypto futures as contracts tied to an underlying asset, contrasting them with spot trading. It describes how traders may take long or short positions based on an expected price rise or fall, and illustrates a short trade in Bitcoin:…
The document presents the components of the Traders Dynamic Index (TDI), an indicator built from the relative strength index. It calculates a central average of RSI values, surrounds it with bands based on their standard deviation, and plots additional short…
This document describes a Chinese stock screen combining turnover, a robot-industry theme, tradable market value, price change, and large-order flow. Its stated target is robot-related stocks with turnover between 3% and 12%, tradable capitalization below 10…
This document explains a custom MetaTrader 5 MACD indicator that adapts its smoothing to market conditions. It calculates the squared Pearson correlation between closing prices and bar index over a configurable lookback, then uses that value to blend two…
This document describes a Chinese stock screen combining daily price range, market capitalization, profitability, and a rising-price condition. It selects stocks with an intraday high-low range of at least 1%, market capitalization under 10 billion yuan,…
This A-share screening proposal combines daily price amplitude above 1%, an outstanding convertible-bond name, and a large reversal-style candle. The example formula treats a session as qualifying when the close is at least 5% above the open or the open is…
The article proposes screening A-shares for daily amplitude of at least 1%, market capitalization under 10 billion yuan, positive net profit, and a weekly five-period moving average crossing above the ten-period average. It presents formula and Python…
These release notes describe trading infrastructure changes in Hummingbot 2.12. Dynamic order book initialization loads books only for trading pairs in use, which the notes say can reduce startup time and memory use for bots configured across many pairs. The…
The document presents an A-share screening idea combining metaverse industry classification with relative trading volume between 1.5 and 6 times a reference average. It also uses a closing-price ceiling of 18.5 and, in its final version, a…
The post outlines a proposed stock screen combining company size with a daily increase in positions. It first describes selecting stocks with market capitalization from 2 billion to below 10 billion, then narrows the set to stocks listed during 2021. A daily…
This BigQuant forum answer explains how to use a different feature set in each iteration of a rolling model workflow. The example loop updates training and test start and end dates for each rolling window, disables the backtest module during model runs, and…
This post describes a short-term A-share screening approach that combines daily price range, robotics-related business exposure, a circulating market-cap ceiling, and a positive recent return filter. It also proposes adding industry and valuation or…
This report section examines Ethereum’s 2024 market structure using ownership concentration, holder and supply buckets, liquid balances, and valuation measures such as MVRV and NUPL. It compares Ethereum’s concentration patterns with Bitcoin’s and discusses…
This proposed A-share screen combines a daily price-amplitude threshold, a morning-star pattern, and a company-type filter. The post frames it as a blend of technical and fundamental considerations, while its example defines eligible company types through…
This guide describes a workflow for moving historical daily futures bars from Ricequant into a local VeighNa database backed by MongoDB. It first uses Ricequant’s research environment to retrieve listed futures contracts and daily price fields over a chosen…
This A-share stock screen combines a positive MACD reading, positive trailing P/E, and a control-position ratio above 21. It is intended to run before the market opens each trading day. The document explains the MACD condition as a way to identify strength,…
The article defines volatility as the dispersion of continuously compounded returns and explains why higher volatility, all else equal, raises option value. It distinguishes historical volatility, estimated future volatility, traders’ expected volatility,…
The document presents a Chinese stock-screening idea that combines three technical conditions: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the 30-day average is rising or flat. It interprets clustered…
The document explains a configurable scanner for five- and six-pivot harmonic structures. Rather than hard-coding named patterns, users specify acceptable ranges for ratios between legs such as XAB, ABC, and BCD. The scanner builds a recursive zigzag from…
This post describes an A-share screening rule based on turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a stated control-strength condition above 21. It presents the screen as a combination of trading activity,…
This post presents an A-share stock screen combining a daily price-range threshold, a nonempty convertible-bond name field, and a high ranking by large-order net volume. Its stated final selection rule takes the top 30 stocks by daily large-order net volume,…