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Iskanje po knjižnici

79,386 dokumentov

SuperMind

The document describes a Chinese equity strategy that first screens for companies with high dividend yields, PEG below one, and share prices between 3 and 15, then selects stocks with market capitalizations below 10 billion yuan. It frames these rules as a…

DelniceVlaganje po faktorjihKitajski trgiPovratno testiranje
ProRealCode

RocketRSI is described as a variant of the Relative Strength Index that accumulates upward and downward changes in a filtered price momentum series instead of relying on averaged gains and losses. A Super Smoother filter is applied first, and the resulting…

Tehnični kazalnikiZagonNestanovitnost
MQL5 code base

Variable Index Dynamic Average (VIDYA) is presented as an exponential moving average whose effective smoothing changes with market volatility. The indicator uses the Chande Momentum Oscillator (CMO) as its volatility measure, so its response can vary with…

Tehnični kazalnikiNestanovitnost
BigQuant

This equity factor study measures buying and selling pressure through the amount of time a stock spends at different positions within its recent price range. It first normalizes price between the interval’s high and low to obtain relative price position…

Kitajski trgiDelniceVlaganje po faktorjihTehnični kazalniki
MQL5 code base

This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…

Devizni trgTehnični kazalnikiPovratno testiranjeIzvrševanje naročil
BigQuant

This Chinese equity research note develops industry-rotation signals from several types of institutional money flow. It treats a flow source as useful when its derived signals show a reasonably orderly relationship across ranked groups and a tolerable…

Kitajski trgiDelniceVlaganje po faktorjihOblikovanje portfelja
TqSdk

This TqSdk guide explains how to run timed actions inside the main loop driven by wait_update, rather than pausing the program with a separate sleep loop. For actions tied to the trading session, it recommends checking the market timestamp in quote.datetime,…

Izvrševanje naročilTerminske pogodbeObvladovanje tveganj
MQL5 code base

This indicator overlays two colored channels derived from standard deviations of the High and Low values of smoothed indicator candles. Its parameters control the JMA smoothing depth and phase, a point gap to ignore, and the Bollinger-style calculation…

Tehnični kazalnikiNestanovitnost
SuperMind

This stock-selection recipe screens mainland China main-board shares using three conditions: RSI below 65, a daily gain above 1%, and a 9:25 change below 6%. The author presents the RSI threshold as a way to find shares with room to rebound, the positive…

DelniceKitajski trgiTehnični kazalnikiZagon
MQL5 code base

This indicator defines a breakout system using a channel built from High and Low price series processed with the JFatl_Digit algorithm. When price moves outside the gray channel, bars change color to show the trend direction: blue for rising prices and red…

Tehnični kazalnikiPreboj
TqSdk

This code describes a mean-reversion strategy for the spread between Dalian Commodity Exchange coke and coking coal futures. It calculates a weighted value spread using contract prices, contract multipliers, and a specified leg ratio, then estimates the…

Terminske pogodbeBlagoTrgovanje s pariVračanje k povprečju
BigQuant

This Chinese-language post introduces a custom-coded stock selection strategy on the BigQuant platform. It says the strategy combines five selection rules, mainly seeking stocks that have fallen sharply and begun to stabilize, while also attempting to…

DelniceKitajski trgiVlaganje po faktorjihPovratno testiranje
Amberdata research

The analysis compares Binance BTC/FDUSD order book behavior around six 2025 Federal Open Market Committee decisions: five rate holds and one cut. It tracks five-minute averages of volatility, bid-ask spread, depth, order book imbalance, and pressure…

KriptovaluteMikrostruktura trgaNestanovitnostIzvrševanje naročil
BigQuant

This Chinese-language post describes a stock selection screen combining three conditions: RSI below 65, the day’s volume above 1.05 times the prior day’s volume, and the absolute move from the previous close to the opening price below 6%. It frames the…

DelniceTehnični kazalnikiZagonKitajski trgi
SuperMind

The report presents a framework for dynamically adjusting multi-factor portfolio weights by forecasting factor returns and their covariance. It replaces unconditional expectations with conditional expectations based on external market variables, allowing…

DelniceVlaganje po faktorjihOblikovanje portfeljaPovratno testiranje
MQL5 code base

This indicator combines a Laguerre RSI with a Laguerre filter signal line, keeping the calculation within a single indicator family. It can also display a no-trade zone intended to flag ranging markets where trading may be better avoided. A configurable…

Tehnični kazalnikiVračanje k povprečjuSledenje trendu
SuperMind

The document presents a Chinese equities screening idea focused on beverage manufacturing stocks. It filters for turnover rates between 3% and 12% and a ratio of outside to inside trading volume above 1.3, with the sector described as having active beverage…

DelniceKitajski trgiTehnični kazalnikiDoločanje velikosti pozicije
MQL5 code base

This document describes a visual indicator that summarizes the direction of a ColorStepXCCX oscillator across ten timeframes. It colors each timeframe square green when the oscillator is rising, pink when it is falling, and gray when neither direction…

Tehnični kazalnikiSledenje trendu
BigQuant

The note recasts a past trading approach as a daily double moving average strategy, using crossovers as signals. The author reports that this approach produced losses over several consecutive years, offering a cautionary personal outcome rather than a…

Tehnični kazalnikiSledenje trenduPovratno testiranje
SuperMind

The document presents a short-term stock screen combining daily price range, positive large-order net volume over several consecutive days, and a stock-code prefix. Its stated final conditions are amplitude above one, net volume above 0.05 for at least three…

DelniceTehnični kazalnikiZagonObvladovanje tveganj
BigQuant

This short Chinese-language Q&A explains the delayed-entry setting in factor analysis. The setting shifts the point at which stocks are purchased based on factor values by a specified number of days. The question concerns a one-day rebalance cycle and asks…

Vlaganje po faktorjihPovratno testiranje
MQL5 code base

The document describes a chart indicator that identifies candles matching user-defined conditions and marks buy or sell signals. Its filters include candle direction, minimum high-to-low range, minimum body-to-range ratio, and separate upper- and lower-wick…

Tehnični kazalniki
BigQuant

The document describes adding a custom Rank Information Coefficient module to a stock-ranking strategy. The module reports average RankIC separately for the training set and the test set, providing a way to assess how well a model’s rankings align with…

DelniceStrojno učenjeStatistikaPovratno testiranje
SuperMind

This proposed Chinese stock screen combines turnover between 3% and 12% with a positive product of the day’s price change and net large-order flow, plus daily position growth above 5%. The article presents the product as a way to relate the direction of…

DelniceKitajski trgiMikrostruktura trgaZagon