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Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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Sök i biblioteket

79,386 dokument

SuperMind

This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…

Tekniska indikatorerTrendföljningMedelvärdesåtergångBacktestning
SuperMind

This post describes a Chinese equity screen combining recent large-order net buying, a high current-day position increase, and a historical dividend ratio threshold. It presents the flow conditions as signs of investor interest and the dividend filter as a…

AktierKinesiska marknaderMarknadssentimentTekniska indikatorer
BigQuant

The document describes a basic workflow for evaluating a trained quantitative model. After fitting the model on training data, apply it to a validation set, then compare its predictions with the observed values to assess performance. This separates model…

MaskininlärningBacktestningStatistik
Amberdata research

This podcast recap discusses how AI agents may interact with crypto assets and decentralized applications, alongside a vision for regulated DeFi that connects conventional banking with self-custodied digital assets. The guest describes agents as systems that…

KryptoDeFiMaskininlärningPrissättning av derivat
MQL5 code base

This expert-advisor design turns four RSI readings into a single weighted perceptron score. It uses RSI periods of 12, 36, 108, and 324, rescales each indicator around zero, and combines them with weights selected through optimization. The trading threshold…

ValutahandelMaskininlärningTekniska indikatorerTrendföljning
BigQuant

This research summary explains how to build a machine-learning stock-selection process using historical factor values to predict subsequent returns. In the training stage, a supervised model learns the relationship between inputs and returns; in the testing…

AktierMaskininlärningFaktorinvesteringBacktestning
SuperMind

This Chinese-language post describes a daily stock screen combining turnover, recent price direction, prior-day trading value, and limit-up status. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and prior-day…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This MQL5 demonstration illustrates supervised classification with a support vector machine (SVM), using a fictional animal-recognition task to explain labeled examples and learned decision boundaries. It generates seven-feature observations with rule-based…

MaskininlärningStatistikBacktestning
SuperMind

This stock-selection proposal combines three filters: daily amplitude above one percent, a proxy for afternoon large-order net inflow, and a gain below six percent at the 9:25 observation. The stated aim is to find shares with notable movement and buying…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
SuperMind

The post outlines a Chinese equity screening rule combining three conditions: prior-session price amplitude above one percent, tradable share float no greater than 5.5 billion shares, and a positive prior-session main-fund control reading. It frames these…

AktierKinesiska marknaderMomentumTekniska indikatorer
pysystemtrade

The document explains an exponentially weighted moving average crossover (EWMAC) forecast. It subtracts a slower exponential moving average of price from a faster one, then divides that difference by daily price volatility. A positive or negative result…

TerminerTrendföljningMomentumVolatilitet
MQL5 code base

The document describes a trend oscillator that estimates the dominant direction of candlestick closing prices over a selected period. It identifies two user settings: the lookback period and a calculation method. This positions the indicator as a way to…

Tekniska indikatorerTrendföljning
MQL5 code base

The note describes a way to smooth a relative strength index: apply Jurik-style smoothing to prices before calculating RSI. The stated motivation is to reduce false signals while keeping the result responsive to market changes. It presents the smoothed RSI…

Tekniska indikatorerMomentum
SuperMind

The proposed stock screen selects shares whose turnover rate is between 3% and 12%, that were listed in the current year, and whose actual turnover on the referenced prior day is between 3% and 28%. The article frames these conditions as a way to find…

AktierTekniska indikatorerOrderutförandeRiskhantering
SuperMind

This stock screen combines three technical conditions: overlap among the 5-, 10-, 20-, 60-, and 120-day moving averages; a concentration measure subject to a stated threshold; and shortening green bars in the 15-minute MACD histogram. The document describes…

AktierTekniska indikatorerMomentumTrendföljning
MQL5 code base

The document describes a price gap indicator that displays gaps as a histogram. It assigns red bars to upward gaps, which it suggests may fill downward, and blue bars to downward gaps, which it suggests may fill upward. The proposed gap-filling direction is…

Tekniska indikatorerMedelvärdesåtergångBacktestning
ProRealCode

The SSL Hybrid combines several moving average channels with ATR bands to show trend direction, possible continuation entries, exits, and volatility. SSL1 acts as the baseline trend signal: its color indicates bullish or bearish conditions, while a neutral…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
MQL5 code base

This indicator defines a modified Detrended Price Oscillator as the closing price minus a moving average. Users can adjust the moving average period, calculation method, and applied price, allowing them to change the resulting curve. The description says…

Tekniska indikatorerMedelvärdesåtergångTrendföljning
MQL5 code base

This document describes a configurable chart indicator for identifying bullish and bearish divergence between price and an oscillator. It also includes hidden divergence, support and resistance lines, and optional channel displays. Users can select from a…

Tekniska indikatorerMomentumUtbrott
Stratmill research code

This helper prepares spread changes and their lagged values as inputs for a regression model. It can expand the lag features with pairwise products, split a chosen in-sample period into ordered training and test sets, and keep a separate out-of-sample…

MaskininlärningStatistikBacktestningParhandel
SuperMind

This Chinese A-share screening proposal filters for stocks with an intraday range above 1% during 2021, then keeps observations where price change multiplied by an estimate of very large order flow is positive. The intended interpretation is that volatility…

AktierKinesiska marknaderMarknadsmikrostrukturVolatilitet
ProRealCode

This indicator method turns a stair-step moving average into the center of an oscillator. It updates the trend center when a triangular moving average moves beyond a configurable percentage threshold; otherwise, the prior center is retained. A short simple…

TerminerTekniska indikatorerHögfrekvenshandelTrendföljning