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Žinių biblioteka

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.

Quant Q&A
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MQL5 code base
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arXiv papers
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Stratmill research code
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Ieškoti bibliotekoje

79,386 dokumentų

SuperMind

This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
SuperMind

This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
MQL5 code base

KoliErBands is presented as a variation on Bollinger Bands. Its distinguishing feature is the center line: it uses the average of the period’s High and Low prices rather than the conventional basis described for Bollinger Bands. The selected period…

Techniniai rodikliaiKintamumas
MQL5 code base

Cronex Taichi is an indicator designed to make Ichimoku readings easier to interpret and to distinguish potential flat markets from trends. It defines Taichi as a weighted average of Tenkan, Kijun, and both Senkou spans. TaichiFor uses the two Senkou spans…

Techniniai rodikliaiPrekyba pagal tendencijąStatistika
BigQuant

This research roundup summarizes three studies. The first examines whether unexpected US monetary policy announcements affected hedge fund alpha after the financial crisis, using event studies, structural-break tests, and Markov-switching models. It reports…

Kelių turto klasiųPortfelio konstravimasRenginiais pagrįsta prekybaRinkos nuotaikos
MQL5 code base

FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…

Techniniai rodikliaiPrekyba pagal tendencijąKintamumas
BigQuant

This report examines shortcomings in the Henriksson–Merton (HM) and Treynor–Mazuy (TM) models for assessing fund managers’ market and style timing. TM represents beta adjustment as a gradual quadratic pattern, while HM assumes a two-state exposure shift;…

StatistikaInvestavimas pagal veiksniusPortfelio konstravimas
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…

Prekyba pagal tendencijąTechniniai rodikliaiAkcijos
SuperMind

The proposed screen selects stocks after the open when their five-period amplitude measure exceeds a threshold, the measured institutional participation rate changes materially from the prior day, and the share price equals a specified level. The document…

AkcijosKinijos rinkosKintamumasTechniniai rodikliai
Stratmill research code

HftBacktest uses Numba-compiled classes and strategy functions, so importing the library and compiling a strategy can add startup time before a backtest begins. The document describes enabling Numba’s cache option on a strategy function so compiled code can…

Istorinis testavimasDidelio dažnio prekybaPavedimų vykdymas
MQL5 code base

The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…

Pavedimų vykdymasPozicijos dydžio nustatymasRizikos valdymasValiutų rinka
MQL5 code base

This reference describes MQL5 preprocessor macros that make Expert Advisor code more concise. It maps indexed rate data to candle prices and times, exposes bid and ask values, and provides access to moving averages and ATR arrays. The author assumes…

Techniniai rodikliaiStatistika
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

Valiutų rinkaPrekyba pagal tendencijąTechniniai rodikliaiPozicijos dydžio nustatymas
TqSdk

This reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…

Ateities sandoriaiAkcijosIstorinis testavimasPavedimų vykdymas
BigQuant

This report overview defines smart beta as a systematic, rules based way to obtain exposure to selected investment factors. It compares the United States and China through their ETF markets, describing differences in product scale, factor coverage, and index…

Investavimas pagal veiksniusAkcijosKinijos rinkosJAV rinkos
FMZ guides

This guide explains how interactive controls send commands to a running trading strategy. Controls can carry numbers, booleans, strings, dropdown selections, or button actions; strategy code retrieves the resulting messages and can use them to change…

Pavedimų vykdymasRinkos mikrostruktūra
MQL5 code base

Rainbow_HTF is a MetaTrader 5 indicator variant that lets the user select the timeframe from its input settings. The supplied example sets the indicator period to four hours, illustrating that the chosen period can be specified independently through a…

Techniniai rodikliai
SuperMind

This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…

AkcijosTechniniai rodikliaiKinijos rinkosRizikos valdymas
Hummingbot docs

This overview describes an automated cross-exchange market-making executor in the Hummingbot framework. The strategy seeks to capture price differences between venues or markets by placing a maker order on one side and executing against a taker market when…

KriptoturtasRinkos formavimasArbitražasPavedimų vykdymas
SuperMind

The document outlines a Chinese equity screening idea combining three conditions: at least five moving averages converge, the opening price is near a ten-day average, and the quoted 9:25 change is below 6%. It argues that converging averages may indicate…

AkcijosTechniniai rodikliaiKinijos rinkos
MQL5 code base

This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…

Valiutų rinkaTechniniai rodikliaiPozicijos dydžio nustatymasIstorinis testavimas
BigQuant

The document outlines the five factors used to explain differences in stock returns: market excess return, company size, book-to-market value, profitability, and investment. It describes each as a comparison between groups of stocks, such as small versus…

AkcijosInvestavimas pagal veiksniusStatistikaPortfelio konstravimas
SuperMind

This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…

Kinijos rinkosAkcijosImpulsasTechniniai rodikliai