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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 stock-selection proposal screens listed Shenzhen stocks using a turnover range of 3% to 12%, positive price-to-earnings ratios below 29.01, price-to-book ratios below 3.11, and a reversal-style price shape. Its reference implementation represents that…

Kinesiska marknaderAktierTekniska indikatorerMedelvärdesåtergång
Lumibot

This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…

DeFiKryptoOrderutförandeMarknadsmikrostruktur
Amberdata research

This guide explains how to run a Python trading strategy backtest with LumiBot, choose a historical data provider, configure dates and sources, and review generated output. It describes ThetaData, Yahoo Finance, Polygon, custom Pandas data, and Polymarket…

BacktestningAktierOptionerKrypto
SuperMind

This proposed daily screen targets stocks in the metaverse industry whose KDJ lines have just crossed upward and whose company has an outstanding convertible bond. It specifies screening before 10 a.m. and selecting stocks for that day’s trading. The…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

The proposed daily pre-market stock screen combines a positive MACD reading with positive trailing price-to-earnings, current volume above a stated threshold, and an opening price above the prior close. The article interprets these filters as signs of upward…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This stock screen targets Chinese shares associated with the metaverse theme and above a stated circulating-market-value threshold. It looks for recent limit-up activity, with the final selection rule requiring at least two limit-up sessions in the last five…

Kinesiska marknaderAktierMomentumUtbrott
MQL5 code base

Standard Error Bands form a channel around a smoothed linear-regression estimate of price. The center is a linear regression calculated over a chosen period and then smoothed with a simple moving average. Upper and lower bands are placed at a configurable…

Tekniska indikatorerStatistik
MQL5 code base

This expert advisor combines a moving-average price filter with RSI readings in overbought or oversold territory. It opens trades when the RSI reaches one of those zones and price is on the corresponding side of the moving average. The description says the…

ValutahandelTekniska indikatorerRiskhanteringBacktestning
BigQuant

This article presents the 1-2-3 rule as a practical interpretation of Dow Theory’s trend-reversal logic, associated with Victor Sperandeo rather than a term used by Charles Dow himself. For an uptrend, it describes three signs: a trendline break, a rally…

TrendföljningTekniska indikatorerRiskhanteringKrypto
SuperMind

This post proposes a technical screen combining five moving averages, an opening-period price-change filter, and a medium- versus long-term trend condition. It suggests using the 5-, 10-, 20-, 60-, and 120-day averages, requiring at least five averages to…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This Chinese stock-selection post describes a screen for metaverse-related equities that combines positive institutional-flow readings with buying activity from large and extra-large orders during the opening auction. It also filters for a price-move…

AktierKinesiska marknaderMarknadsmikrostrukturRiskhantering
NautilusTrader

This example configures a strategy that monitors top-of-book order imbalance for a perpetual gold instrument and submits sandbox orders when configured thresholds are met. Its settings specify a maximum trade size, a minimum size for triggering, an imbalance…

MarknadsmikrostrukturOrderutförandePerpetuella terminskontrakt
BigQuant

This forum post describes an attempt to compare a platform’s single-factor analysis module with the open-source Alphalens package. The author uses the CSI 300 universe and the PE_TTM_0 factor, with a 22-day rebalancing interval. They aim to prepare…

Kinesiska marknaderAktierFaktorinvesteringStatistik
MQL5 code base

This brief description introduces Rj_SlidingRange as a technical indicator whose operation is similar to Bollinger Bands and Envelopes. It identifies the indicator’s original author and notes that it was first implemented in MQL4 and published in 2012. The…

Tekniska indikatorerVolatilitet
SuperMind

The post proposes a short-term A-share screening rule. It selects stocks classified in the metaverse sector that appeared on the previous day’s trading activity list, then requires the latest close to lie between the middle line and upper band of a 21-period…

Kinesiska marknaderAktierTekniska indikatorerMomentum
Qlib

This configuration defines a Qlib workflow that trains a PyTorch feedforward neural network on Alpha360 features for CSI 500 stocks. It uses a forward close-price return label, robust feature normalization, missing-value filling, and cross-sectional rank…

Kinesiska marknaderAktierMaskininlärningBacktestning
MQL5 code base

The document describes a Double Exponential Moving Average indicator with a user-selectable chart timeframe. Its example setting uses a higher timeframe than the chart’s default interval, allowing the indicator to display a DEMA calculated from that selected…

Tekniska indikatorerTrendföljning
BigQuant

This Chinese-language research summary reviews gold’s strong performance through mid-2020 and discusses drivers including heightened pandemic uncertainty and monetary easing. It reports substantial global gold ETF inflows and describes gold’s historically…

RåvarorPortföljkonstruktionKinesiska marknaderRiskhantering
MQL5 code base

This indicator presents ColorStepXCCX direction across ten separate timeframes in one view. Each line represents an indicator on a different timeframe: rising oscillator movement is shown in green, falling movement in pink, and other conditions in gray. Dots…

Tekniska indikatorerTrendföljning
MQL5 code base

The Efficiency Ratio measures how directly price moved over a period by comparing the net price change with the total absolute movement along the way. Its values range from zero to one: higher readings indicate a more efficient, directional path, while lower…

Tekniska indikatorerStatistikTrendföljning
MQL5 code base

Corrected Average, also called Optimal Moving Average, is a smoothed indicator intended to avoid following price for small deviations that may produce false trend signals. It starts with a moving average of the selected applied price, using a configurable…

Tekniska indikatorerVolatilitetTrendföljning
MQL5 code base

The Round Levels indicator draws configured zones around round-number price levels above and below the current market price. The user sets how many levels appear in each direction, the spacing between levels, and each zone’s width. Optional settings control…

Tekniska indikatorerValutahandelMarknadsmikrostruktur
MQL5 code base

AverageChangeCandle is a chart indicator designed to display price impulse and give a visual sense of market volatility. It calculates changes for the open, high, low, and close price series and presents those four measurements together as a candlestick…

Tekniska indikatorerVolatilitetMomentum