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Iskanje po knjižnici

79,386 dokumentov

MQL5 code base

ColorMACD_HTF is described as a colored MACD histogram with an input for selecting the timeframe used for the indicator. The example default is a four-hour period, allowing the indicator's calculation period to differ from the chart's timeframe. This offers…

Tehnični kazalnikiZagon
SuperMind

This stock screen selects Chinese A shares using a turnover range of 3% to 12%, excludes Beijing-listed shares, requires current volume above 10,000 lots, and includes an opening-price shape condition. The article describes the target as relatively active…

DelniceKitajski trgiTehnični kazalnikiStatistika
MQL5 code base

The Rainbow indicator displays sixty moving averages on one chart, with their averaging periods changing gradually. Its inputs let users select the smoothing method, starting period, step sizes, an additional method-specific parameter, applied price, and…

Tehnični kazalniki
ProRealCode

This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…

Tehnični kazalnikiZagonPovratno testiranje
SuperMind

This Chinese equities screen looks for stocks with daily amplitude above one, circulating market capitalization above 10 billion yuan, and an outside-to-inside trading ratio above 1.3. The post describes amplitude as a proxy for trading activity, company…

Kitajski trgiDelniceNestanovitnostMikrostruktura trga
SuperMind

This Chinese equities screening idea combines stocks with an amplitude above one, evidence described as main-force control on the prior day, and an engulfing or reversal pattern. The post frames these conditions as a way to find actively traded stocks…

Kitajski trgiDelniceNestanovitnostTehnični kazalniki
MQL5 code base

The document introduces Williams %R as a momentum oscillator that locates the closing price within the recent high-low range over a chosen lookback period. Its scale runs from −100, where the close matches the period low, to 0, where it matches the period…

Tehnični kazalnikiDelniceBlago
BigQuant

This student submission translates a Chinese “dragon returning” trading approach into a factor-based stock strategy. It first identifies strong sectors with sector momentum, then selects leading stocks within them using stock momentum and price-volume…

Kitajski trgiDelniceZagonVračanje k povprečju
MQL5 code base

The document describes a script intended to compare MetaTrader 4 and MetaTrader 5 performance on a computer or hosted server. It combines procedural and object-oriented tests covering calculations, arrays, sorting, strings, graphical objects, canvas…

StatistikaPovratno testiranjeIzvrševanje naročil
SuperMind

The document demonstrates how to adapt a simple Chinese equity strategy from the JoinQuant platform to Tonghuashun SuperMind. The example uses a five-day average: it buys a stock when the latest price exceeds the average by one percent and available cash is…

DelniceTehnični kazalnikiIzvrševanje naročilKitajski trgi
BigQuant

The document summarizes a study of dividend-focused Smart Beta strategies in Chinese equities. It argues that dividend factors show a consistent ranking pattern across the CSI 300, CSI 500, and broader market universe, with higher-dividend portfolios…

DelniceVlaganje po faktorjihKitajski trgiPovratno testiranje
BigQuant

The document surveys a Chinese securities research team’s work on applying artificial intelligence to quantitative investing. It organizes that research around model evaluation, factor discovery, overfitting controls, synthetic data, and methods intended to…

Strojno učenjeVlaganje po faktorjihDelniceOblikovanje portfelja
SuperMind

The document introduces two approaches to factor exposure in multi-factor models: using factor values directly, or estimating exposures through time-series regression. It distinguishes regression-based models, which aim to explain returns, from ranking…

Vlaganje po faktorjihStatistika
SuperMind

The document proposes a short-term stock screen using four conditions: an amplitude threshold, a specified share price of 18.5 yuan, current volume of at least 10,000 lots, and a higher open. It describes the intended candidates as active stocks with notable…

DelniceTehnični kazalnikiZagonPovratno testiranje
pyfolio

The example shows how to use Pyfolio to create a returns tear sheet for a single stock. It retrieves daily returns for Facebook through a Pyfolio utility, then passes that return series to a tear-sheet function with a live-start date. The stated output is a…

DelniceStatistikaPovratno testiranje
MQL5 code base

This document describes a MetaTrader Expert Advisor that places a grid of pending orders around the current market price. When there are no open positions or pending orders, it submits five Buy Limit orders below the price and five Sell Limit orders above…

Mrežno trgovanjeObvladovanje tveganjIzvrševanje naročil
MQL5 code base

This document describes an automated trading bot that connects machine-learning models trained in Python and converted to ONNX format. It presents configurable controls for risk-based or fixed lot sizing, order limits, stop loss, and take profit, and notes…

Devizni trgStrojno učenjeIzvrševanje naročilObvladovanje tveganj
SuperMind

The document describes a Chinese equity screen requiring daily price amplitude of at least 1%, circulating market value above 10 billion yuan, and a company name containing a metaverse keyword. The post frames these conditions as a mix of trading activity,…

Kitajski trgiDelniceNestanovitnost
BigQuant

This document summarizes a securities research report on constructing factors from high-frequency data, with a focus on combining intraday and day-level information. It frames the choice of calculation method around whether price and volume signals retain…

DelniceVisokofrekvenčno trgovanjeVlaganje po faktorjihZagon
FMZ forum

This essay applies ideas from philosophy of science to judging trading strategies. It contrasts testable claims, which make predictions that evidence could disprove, with claims that cannot be meaningfully tested. For strategies whose edge is inferred from…

StatistikaPovratno testiranjeObvladovanje tveganjDelnice
BigQuant

This Chinese-language post discusses connecting BigQuant research with Guojin Securities’ QMT platform for automated live trading. Its concrete example is a stock strategy that first processes daily data to select a watchlist, then monitors those names and…

Kitajski trgiDelnicePrebojVisokofrekvenčno trgovanje
MQL5 code base

This document describes a MetaTrader 5 indicator for sizing gold positions from a chosen account balance, risk percentage, entry price, and stop-loss price. It applies a standard risk-based calculation using the stop distance and the instrument’s tick value…

BlagoObvladovanje tveganjDoločanje velikosti pozicije
MQL5 code base

This listing explains a chart indicator intended to make the ask side of the market visible. It draws candle upper shadows using the ask price, allowing a trader to see the gap between bid and ask on the chart. The stated use case is short time frames, where…

Tehnični kazalnikiIzvrševanje naročilMikrostruktura trga