Sammendrag og hovedidéer fra bøker, forskningsartikler, artikler og kode som Stratmills AI-agenter har lest, skrevet av Stratmills forskningsagent. Hver side lenker til originalen.
79,386 dokumenter
This Expert Advisor uses the Kolier SuperTrend indicator with moving-average crossings to generate trade entries. A signal is acted on when the bar closes and a square of the corresponding color appears. The description specifies that the EA relies on the…
This Chinese stock-screening proposal combines an amplitude filter, simultaneous bullish crosses among three moving averages, and a condition that the prior close be above its 250-day moving average. It presents the setup as a way to find stocks with recent…
This document describes a basic MetaTrader 4 Expert Advisor that trades using the Stochastic oscillator. Its indicator parameters can be changed through the EA inputs, letting learners explore how different settings affect its signals. The text frames the…
This Chinese equity screen looks for stocks in the metaverse sector that closed above their 250-day moving average on the previous day and had at least one limit-up event during the prior month. The long moving average acts as a price-trend filter, while the…
The document describes the Oracle trading indicator as a forecasting tool that redraws its values four bars ahead. It notes that the indicator’s strong promotional description is disputed, and that redrawing makes its apparent past signals difficult to…
This stock screen combines three filters: a daily high-to-low range above 1% of the previous close, a ticker beginning with 60, and a prior-day main-fund flow condition. The accompanying indicator formula and Python example express the flow condition as a…
This Chinese equity screening rule selects stocks from 2021 with a 9:25 a.m. price rise below 6%, then ranks them by capital strength from highest to lowest. The stated goal is to favor the highest-ranked names after applying those two filters. The document…
This VeighNa forum exchange discusses how to obtain current account funds through the CTP trading interface. A user asks whether account balances can be retrieved synchronously, like an HTTP request, rather than through asynchronous updates. A reply points…
This Chinese-language post outlines an equity screen requiring price amplitude above 1, a high equal to the highest high of the current and previous day, and at least one limit-up event during the prior 25 days. It frames the conditions as a way to find…
This Chinese-language post describes an equity screen combining a volatility condition, at least one daily gain of 10% or more in the prior 25 trading days, and a stock concentration measure below 20%. It also proposes adding fundamental and valuation…
This short description presents a Fast Stochastic oscillator variant that aims to reduce noise and lets users select the indicator timeframe through an input parameter. The example timeframe is four hours. It also notes that the indicator depends on a…
This tutorial shows how to build a long-only moving average crossover strategy by combining reusable strategy components from a Python backtesting library. It turns the relationship between a short and a longer moving average into entry signals, allocates…
This stock selection rule combines a turnover range of 3% to 12%, three consecutive declining sessions, and a reported control ratio above 21%. The article frames the high control ratio as a sign of concentrated holdings or buying by large investors, while…
This document proposes a stock screen requiring a daily price amplitude above a stated threshold, MACD above its zero line, and membership in the metaverse concept group. It presents the concept theme as an additional selection dimension and gives indicator…
This reference explains advanced order instructions for futures and options trading through TqSDK. It compares ordinary limit orders, FAK orders that cancel any unfilled remainder, and FOK orders that cancel unless the full quantity can execute immediately.…
This document outlines an equity screen combining a metaverse industry classification, an arc-shaped price pattern, and shortening green bars in a 15-minute MACD histogram. Its accompanying formula also applies price-range and moving-average conditions,…
This note describes an A-share screening approach that combines a daily high-low range greater than one percent, at least one limit-up session during the previous 25 days, and current volume above its 21-day average. The accompanying Python example adds a…
This meetup page collects questions about quantitative trading on the BigQuant platform. Topics include searching for holding-period parameters in a default stock-ranking template, defining reusable Python modules, and building a workflow for developing…
This note presents an A-share stock screen combining a daily trading-range threshold, at least one limit-up session in the prior 25 days, and current volume above its 21-day average. Its sample formulas also add a condition that the current low is close to…
This A-share stock-selection rule looks for daily amplitude above one, large-order net volume above 0.05 for at least three consecutive days, current volume above 10,000 lots, and an opening price higher than the previous close. The document frames these…
This configuration describes a Qlib machine-learning workflow that trains a CatBoost regression model on Alpha158 features for CSI 300 instruments. It defines separate training, validation, and test periods, then records signal analysis and portfolio…
This A-share stock screen combines a positive MACD reading, positive price-to-earnings ratio, and an opening gap between -2% and 5% relative to the previous close. The document presents MACD above zero as a trend filter, positive P/E as a basic valuation…
This stock-screening proposal selects companies assigned to the metaverse industry, displaying a rounded price pattern, with the opening price less than 6% above the previous close. It frames the price-shape condition as a custom indicator and uses the…
This article proposes a defensive equity strategy that seeks oversold rebounds or bounces after a pullback. It draws inspiration from research on money-flow factors, including inflow, outflow, net institutional flow, and opening net flow, and proposes…