Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
79,386 documentos
This tutorial explains how to use Seaborn to explore financial data through matrix plots, plot grids, regression plots, and style settings. It uses stock financial statement data to demonstrate correlation heatmaps, including annotations and color maps, and…
This indicator adapts the idea of nested Hurst channels by plotting a shorter-cycle channel inside a medium-cycle channel. Both use smoothed price averages as centers and average true range offsets to set their upper and lower bounds. The description frames…
This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…
This Chinese-language question and answer explains why a strategy’s apparently strong later years in a long backtest may not reproduce the same pattern when tested over those years alone. It identifies several possible causes rather than prescribing a single…
This indicator builds price and volume distributions from lower-timeframe candle data, then displays Value Area High, Point of Control, and Value Area Low. It distinguishes developing levels for the active profile from completed levels for the prior profile,…
The document describes a Chinese stock selection screen that combines a 14-period RSI below 65, the product of percentage price change and an oversized-order net inflow measure above 1, and a circulating market capitalization between 5 billion and 10 billion…
This note describes an intraday extension of the Keltner channel. The channel combines a simple moving average with average true range multiplied by a user-selected factor; this variant uses intraday ATR. It further modifies the basic intraday version by…
The document introduces a gradient version of a double-smoothed exponential moving average. It distinguishes this indicator from the commonly named double EMA, noting that the calculation differs despite the similar name. The author characterizes it as…
This documentation explains how Hummingbot Gateway connects to Orca, a Solana-based decentralized exchange. It describes support for legacy automated market maker pools and Whirlpools, which use concentrated liquidity. Users configure a Solana wallet and…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. Within those limits, it selects stocks whose closing price has fallen on each of the…
The Laguerre indicator described here plots a weighted trendline in a separate chart window and is presented as a possible aid for simple entry and exit signals. It is custom-built and does not depend on the standard MetaTrader indicators. The page says…
Staggered Orders is a grid-like trading mode intended for sideways markets. A trader sets upper and lower price bounds, along with a spread and increment; the system then calculates the buy and sell orders needed to cover that range and uses available funds.…
The document describes a Chinese equity screening rule that starts with stocks classified in the metaverse theme, applies a minimum threshold for circulating market capitalization, then ranks candidates by the day’s auction amount and selects the five…
The document defines a simple candlestick signal that labels a bar as bullish, bearish, or neutral. A bullish signal requires the current candle to close above its open and above the previous high, while opening below the previous low. A bearish signal…
This A-share screening idea focuses on stocks in the metaverse industry. It looks for a fresh KDJ bullish crossover alongside a pattern described as rising lows, with selection limited to before 10:00 and to stocks marked as tradable. The supplied examples…
This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…
This Chinese A-share stock screen selects shares with current turnover between 3% and 12%, excludes Beijing-listed stocks, and requires the previous day's turnover to exceed 8%. The rationale is to find liquid stocks that have recently attracted trading…
This document explains a way to identify binary options symbols among instruments listed in MetaTrader 4’s Market Watch. Broker naming conventions vary: some append a suffix, others use a different marker, and some may follow another pattern. As a result,…
This document describes a simple indicator that expresses an asset’s recent high-low price range in points. For each averaging period, it sums the maximum prices and subtracts the sum of the minimum prices; the result is averaged using a selectable…
This document presents a Chinese A-share screening idea combining technical signals with a basic profitability filter. The stated criteria include RSI below 65, an external-to-internal trading volume ratio above 1.3, and at least five moving averages…
This reading list summarizes three studies on portfolio construction. One develops a finite-horizon allocation framework using nominal assets, with closed-form optimal strategies and utility. It describes how hedging demand depends on the investor’s horizon,…
The document presents a stock-screening idea that combines MACD above its zero line, upward-diverging daily moving averages, and an external-to-internal trading volume ratio above a stated threshold. It then extends the screen with fundamental filters:…
The page reports a user’s concern that the Chinese stock 600256 had incorrect values for the total-liabilities factor fs_total_liability_0 over a historical interval in 2021. The user says values for other periods agreed with Eastmoney data, while the…
The document describes TradingSlippage as an execution cost applied during backtesting to SMART_LIMIT fills. It says slippage can be supplied at the strategy level, with separate lists for buy and sell orders. This lets a researcher model an assumed cost on…