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Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.

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Ieškoti bibliotekoje

79,386 dokumentų

BigQuant

The document discusses how to judge excess returns in an index enhancement strategy. It argues that alpha should be evaluated by its persistence and consistency against a benchmark, rather than by the size of gains in a brief period. It describes monthly…

AkcijosStatistikaRizikos valdymasPortfelio konstravimas
BigQuant

This brief BigQuant support exchange concerns an error triggered after a user changed features in a beginner template. The response identifies a formatting issue in the feature list: comments or notes should be placed on separate lines rather than appended…

Mašininis mokymasisIstorinis testavimasStatistika
ProRealCode

This indicator identifies Bat, Gartley, Crab, Butterfly, AB=CD, and Three Drives formations by evaluating the last five confirmed ZigZag pivots as an XABCD sequence. It calculates retracement and extension ratios between the swings, then compares them with…

Techniniai rodikliaiStatistikaRizikos valdymasIstorinis testavimas
ProRealCode

This chart indicator marks the European pre-opening range with a rectangle, reports its high, low, and range width, then extends horizontal lines at the range boundaries into the following session. The supplied implementation uses an 08:05 to 09:00 time…

Techniniai rodikliaiValiutų rinkaAteities sandoriaiPramušimas
MQL5 code base

This document describes a simple martingale trading program intended as a template. Users are told to replace its entry analysis with their own scalping strategy, adapt the money management, and optimize the system. It frames the approach as suitable only…

Pozicijos dydžio nustatymasRizikos valdymasIstorinis testavimas
SuperMind

This document describes a stock selection screen combining three conditions: prior-session price range greater than 1%, the current open within 5% of the 10-day moving average, and turnover above 60 million. It presents the conditions as indicators of recent…

AkcijosKintamumasTechniniai rodikliaiImpulsas
BigQuant

This document outlines a Turtle style trend following strategy for stocks. It buys when the close crosses above the prior 20 trading days’ high and exits when the close crosses below the prior 10 trading days’ low. The examples define signals using current…

AkcijosPrekyba pagal tendencijąPramušimasIstorinis testavimas
MQL5 code base

This document describes a higher-timeframe version of the JBrainTrend1 indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the supplied default set to four hours. This lets the indicator use a chart period chosen in its…

Techniniai rodikliaiValiutų rinka
SuperMind

This document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive 10-day price return below 35%. It frames turnover as a measure of…

AkcijosKinijos rinkosImpulsasTechniniai rodikliai
MQL5 code base

This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…

Valiutų rinkaRizikos valdymasPozicijos dydžio nustatymasPavedimų vykdymas
SuperMind

The post proposes a stock-selection screen based on three conditions: RSI below 65, seven consecutive declining sessions, and previous-day turnover above 8%. It frames RSI and the run of down sessions as technical filters, with turnover as a measure of…

AkcijosTechniniai rodikliaiImpulsasStatistika
BigQuant

The document uses national input-output tables to map intermediate flows between industries and represent those relationships as networks. It compares China across several historical snapshots with the United States in a later snapshot, using network…

AkcijosKinijos rinkosStatistika
BigQuant

The post asks how to calculate, for each instrument, the rolling five-day count of sessions when a stock value exceeds an index value, then assign those counts back to the original dataframe. The author reports that the grouped calculation produces the…

AkcijosStatistika
SuperMind

The post proposes a short-term stock-selection rule combining daily amplitude, the 9:25 price gain, and a product of price change and a large-order net-flow measure. It screens for stocks with amplitude above one, a 9:25 gain below six percent, and a…

Kinijos rinkosAkcijosImpulsasTechniniai rodikliai
ProRealCode

The document describes a dual version of the Average Directional Index (ADX). It computes directional movement and average true range, derives positive and negative directional indicators, then presents a smoothed ADX alongside a faster unsmoothed reading.…

Techniniai rodikliaiPrekyba pagal tendencijąStatistika
BigQuant

The document examines a top-ranked strategy that selects the smallest stocks in the CSI 1000 and reports unusually strong historical performance. Its central lesson is that a backtest must use index constituents as they were known at each historical date.…

Kinijos rinkosAkcijosIstorinis testavimasRizikos valdymas
SuperMind

This post outlines a Chinese equity screen for stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, keeps the top five, and restricts the auction price change to between -2% and 5%. The post gives…

AkcijosKinijos rinkosImpulsasPavedimų vykdymas
SuperMind

This post describes a Chinese equity screen that selects stocks with a daily high-low range above 1%, at least two apparent limit-up moves over the preceding 500 days, and prior-day turnover above 60 million. It presents both indicator-style conditions and a…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
ProRealCode

The document defines a Popgun setup as an inside bar followed by an outside bar. The inside bar has a range contained within the prior bar, which the author associates with contraction and a pause. The outside bar extends beyond the preceding bar’s high and…

Techniniai rodikliaiPramušimasKintamumas
SuperMind

This stock-selection rule screens for shares with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a proprietary “today control” measure above 21. The post presents the combination as a way to find stocks with…

AkcijosKinijos rinkosTechniniai rodikliaiRizikos valdymas
MQL5 code base

The author describes a manual-trading aid intended to reduce repeated order-entry steps. For pending trades, the script is said to place limit or stop orders at an appropriate setting. For immediate trades, the user enters a stop-loss value without…

Pavedimų vykdymasPozicijos dydžio nustatymasRizikos valdymas
MQL5 code base

The document describes an indicator that plots upper and lower channel boundaries from the highest and lowest candlestick wick values over a user-selected lookback. It also allows the plotted levels to be offset by a specified number of points and shifted…

Techniniai rodikliai
ProRealCode

The document explains an indicator that automates wedge-style chart analysis by detecting pivot highs and lows, connecting selected pivots into upper and lower trendlines, and projecting each line forward by 20 bars. A configurable lookback determines which…

Techniniai rodikliaiPramušimasAkcijos