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 guide explains how the FMZ Quant platform organizes strategy development and bot operation. Users manage strategies and bots through the website, while a Docker service on their own or a rented machine connects to exchanges, runs the strategy, and sends…
The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…
This brief description concerns a higher-timeframe version of an IBS, RSI, and CCI indicator for MetaTrader 5. It explains that users can select the indicator chart period through an input setting, allowing the indicator to reference a chosen timeframe. The…
This repository overview describes a Python framework for building rule-based strategies, AI-assisted decision systems, and combinations of the two. Its central workflow is to test strategy decisions on historical data, inspect simulated orders and reports,…
This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…
This note describes a stock screen requiring amplitude above a threshold, an opening price near the ten-day moving average, and a six-period RSI below a stated ceiling. The moving-average condition is implemented as a band around the average, while the…
This note presents an A-share stock screen combining daily price amplitude, a specified share price, and positive net buying by large participants during the auction. It interprets amplitude as a sign of price movement and auction buying as evidence of…
This report challenges mean-variance optimization assumptions that returns are normally distributed, volatility captures risk symmetrically, and portfolios should maximize return per unit of risk. It instead frames investor concerns as preserving principal…
This note describes an A-share stock screen that selects securities with codes beginning with 60, daily amplitude above a threshold, and a rising-bottom pattern. It presents the code prefix as an initial universe filter and suggests adding technical,…
This guide explains how programs can call FMZ’s extension API to retrieve account and robot information, issue commands, and manage robot states. It covers API key creation and per-method permissions, response and status codes, request parameters, and an…
This indicator turns Aroon Up and Aroon Down readings into a color-coded histogram. Using a 14-period lookback and a trigger level of 70, it marks a bullish state when Aroon Up exceeds Aroon Down and reaches the trigger, and a bearish state when Aroon Down…
This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…
This stock screen combines a technical filter, a revenue comparison, and prior limit-up activity. It selects shares with a 14-period RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and at least three limit-up sessions within 500 days. The…
This page describes an Expert Advisor that uses the EMAAngle indicator as an initial directional gate, then checks additional indicators, including Laguerre RSI with a Laguerre filter, two moving averages, and CCI. It states that the EA compares the EMAAngle…
This Chinese-language post outlines an A-share stock screen combining price range, a robotics concept classification, circulating market capitalization, and trading-volume conditions. It seeks stocks with an intraday high-to-low range above one percent,…
This operational guide explains how to reduce the risk of exposing a Hummingbot API used by Condor to manage bots and trading accounts. It outlines threats from public API access, including unauthorized trading, credential misuse, bot changes, and disclosure…
The article describes a Chinese A-share screening rule that combines a technical filter with company earnings growth. It selects stocks with RSI below 65 and year-over-year growth in net profit attributable to the parent company above 20% and no more than…
Parabolic SAR is a chart overlay designed for trending markets. Its dots or line appear below price during an uptrend and above price during a downtrend. When price crosses the indicator, SAR switches sides; the text describes this as a possible signal that…
Historical volatility describes how widely an instrument’s returns vary over a selected period. The document presents standard deviation as a common way to measure this dispersion and explains that higher readings indicate larger price fluctuations and…
This post proposes screening stocks for a daily high-low range above 1% during 2021 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%. It interprets the range threshold as a sign of price…
This post outlines a stock-selection rule using three conditions: a gain below 6% at 9:25, positive returns, and ranking by descending capital strength, which the article associates with trading volume. Its rationale is that heavier volume may indicate…
This post describes a Chinese A-share screening rule for main board stocks that are not specially treated. It selects stocks with turnover between 3% and 12%, a daily gain above 1%, and at least two limit-up events within a stated 500-day lookback. The…
This overview introduces three assumptions commonly associated with technical analysis: market activity is reflected in prices, prices tend to move in trends, and historical patterns may recur. It also frames volume, price, time, and range as core elements…
This stock-selection rule combines three filters: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a session low-to-previous-close decline between 4% and 5%. It is presented as a way to find Chinese…