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Ieškoti bibliotekoje

79,386 dokumentų

MQL5 code base

This indicator is presented as a generalized adaptive moving average related to Kaufman’s adaptive moving average. The described adaptation accounts for where the close falls within the high-low range. The generalized implementation changes the calculation…

Techniniai rodikliaiPrekyba pagal tendenciją
SuperMind

This Chinese equity screening proposal selects stocks with a 13-period RSI below 65, first-level bid volume greater than ask volume, and increasing money-flow strength. Its examples calculate a volume-weighted flow measure from the close’s position within…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
SuperMind

This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market…

AkcijosKinijos rinkosPramušimasImpulsas
MQL5 code base

This indicator displays the current candle’s price change as a percentage of its opening price. Users can select the candle timeframe and display up to eight pairs on a chart, making it possible to compare this measure across several instruments at once. The…

Techniniai rodikliai
BigQuant

This opinion article argues that individual A-share traders face disadvantages against quantitative firms through both speed and market rules. It contrasts claimed latency figures for colocated trading systems and retail apps, then describes the T+1…

AkcijosKinijos rinkosDidelio dažnio prekybaRinkos mikrostruktūra
BigQuant

This research summary reports tests of 23 alpha factors across seven categories in the Hang Seng Composite and Stock Connect universes. It says valuation, profitability, and growth factors were significant, with information coefficients around 3%. A…

AkcijosKinijos rinkosInvestavimas pagal veiksniusImpulsas
BigQuant

This training overview outlines a proposed workflow for using multimodal large language models in quantitative investing. It combines time-series databases, knowledge graphs, and reinforcement learning in a pipeline that connects data, signals, and portfolio…

Mašininis mokymasisInvestavimas pagal veiksniusRinkos nuotaikosPortfelio konstravimas
SuperMind

This document describes a China A-share screening rule that selects stocks with daily amplitude above 1, circulating market value above 10 billion yuan, and a rising 30-day moving average. The author presents amplitude as a proxy for trading activity, market…

AkcijosKinijos rinkosPrekyba pagal tendencijąTechniniai rodikliai
FMZ forum

The article describes three ways strategy research can produce misleading backtests: look-ahead bias, excessive parameter optimization, and curve fitting. Its examples show how using a bar’s eventual close to trigger an earlier trade, or assuming a breakout…

Istorinis testavimasRizikos valdymasPavedimų vykdymasStatistika
MQL5 code base

The document describes a chart indicator that scans for thirty popular candlestick patterns and marks detected patterns on the price chart. Users can configure the display by pattern group—one-bar, two-bar, or three-bar formations—and individually enable or…

Techniniai rodikliaiAkcijos
SuperMind

This stock screen selects companies associated with China’s metaverse theme using actual turnover thresholds across two consecutive sessions. It requires prior-day turnover to fall between 3% and 28%, and current-day turnover to fall between 3% and 12%. The…

AkcijosKinijos rinkosTechniniai rodikliaiRizikos valdymas
ProRealCode

The indicator replaces fixed swing highs and lows with levels that decay over time by a fraction of ATR(200) per bar. Confirmed pivots reset their side’s level, so newer swings take precedence. A break occurs when price crosses the eroded level; the level…

Techniniai rodikliaiPramušimasKintamumasPrekyba pagal tendenciją
SuperMind

This Chinese equity screen combines price amplitude above 1, a positive weekly MACD bar, and a 2019 dividend ratio above 25%. The article describes the first condition as selecting volatile stocks, the weekly signal as evidence of upward momentum, and the…

Kinijos rinkosAkcijosImpulsasTechniniai rodikliai
SuperMind

This Chinese equity screening proposal combines three conditions: market capitalization below 10 billion yuan, no history of losses, and positive net buying by major investors in the opening auction, alongside a stated threshold for the day’s increase in…

Kinijos rinkosAkcijosRinkos nuotaikosRizikos valdymas
SuperMind

The proposed Chinese equity screen ranks stocks by capital strength, then requires a dividend ratio above 25% for 2019 and more than two limit-up sessions within ten days. The article interprets capital strength and repeated limit-ups as signs of investor…

Kinijos rinkosAkcijosImpulsasTechniniai rodikliai
MQL5 code base

This indicator displays arithmetic and geometric moving averages in one chart window. Both are calculated from the average of each bar’s open, high, low, and close prices, rather than from closing prices alone. Users can set a separate lookback period for…

Techniniai rodikliai
SuperMind

This document describes a Chinese stock screen using three main conditions: a 14-period RSI below 65, positive afternoon large-order net inflow, and an opening move under 6% relative to the prior close. Its final stated selection logic also ranks stocks by…

AkcijosTechniniai rodikliaiImpulsasRinkos nuotaikos
SuperMind

This article describes a timing rule that uses changes in the gap between short- and long-term moving averages, instead of relying only on their crossover. It defines the gap as the short average minus the long average, then interprets the gap’s expansion or…

AkcijosPrekyba pagal tendencijąImpulsasTechniniai rodikliai
SuperMind

This document presents a Chinese equity screen combining daily amplitude above 1, a rising price bottom, and large-order net inflows above 0.05 for at least three consecutive days. It adds a trend filter requiring the 20-day average above the 250-day…

AkcijosImpulsasTechniniai rodikliaiRizikos valdymas
MQL5 code base

The script described in the document scans bars on a one-hour chart to calculate average volume per hour. It is restricted to that chart timeframe and uses the absolute value of volume in its calculation. The result is displayed in a message box, giving the…

Pavedimų vykdymasRinkos mikrostruktūraStatistika
MQL5 code base

The described MT5 indicator gathers several measures of current market activity into a chart-side dashboard. It displays spread, volatility, volume activity, and daily range, with simple labels intended to distinguish normal, quiet, and highly volatile…

KintamumasTechniniai rodikliaiRinkos mikrostruktūra
SuperMind

This post outlines a stock-selection screen that ranks shares by trading volume and filters for recent positive returns and a stated concentration condition. It presents volume as a proxy for market money flows and recent gains as a way to find stocks with…

AkcijosImpulsasTechniniai rodikliai
BigQuant

The report describes a framework that combines strategic asset allocation with tactical timing. Strategic weights favor assets that are relatively strong under different economic conditions, while tactical adjustments change overweights and underweights. Its…

Kelių turto klasiųPortfelio konstravimasInvestavimas pagal veiksniusImpulsas
ProRealCode

This indicator aims to show whether a trend is present and how strong it is by comparing a moving-average channel with a longer price range. For each selected moving-average period, it measures the recent high-to-low span of the average and compares that…

Techniniai rodikliaiPrekyba pagal tendencijąKintamumasStatistika