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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.

Quant Q&A
20,364 dokument
SuperMind
12,226 dokument
OKX Learn
8,431 dokument
Strategy library
7,910 dokument
MQL5 code base
7,090 dokument
BigQuant
3,481 dokument
Bitget Academy
3,298 dokument
MQL5 articles
3,012 dokument
TradingView scripts
1,976 dokument
ProRealCode
1,507 dokument
Deribit Insights
1,232 dokument
Machine Learning for Trading
1,124 dokument
arXiv papers
1,033 dokument
Amberdata research
766 dokument
FMZ forum
682 dokument
FMZ digest
662 dokument
vn.py community
560 dokument
QuantInsti blog
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Galaxy Research
340 dokument
QuantStart
246 dokument
Stratmill research code
219 dokument
Robot Wealth
195 dokument
NautilusTrader
191 dokument
Hummingbot docs
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164 dokument
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Kursbibliotek för kvantitativ handel
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Qlib
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Awesome Systematic Trading
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backtrader
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quant-trading
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Zipline
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FMZ live strategies
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Jesse
17 dokument
pyfolio
16 dokument
Alphalens
14 dokument
WonderTrader
14 dokument
backtesting.py
11 dokument
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8 dokument
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7 dokument
Lumibot strategies
7 dokument
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1 dokument

Sök i biblioteket

79,386 dokument

SuperMind

This brief Chinese-language community discussion asks whether a strategy based on stocks opening with a gap up can remain effective over longer periods. The poster reasons that a gap may reflect meaningful buying demand and asks which momentum factors could…

AktierMomentumUtbrott
MQL5 code base

The document describes an indicator that overlays three Tymen STARC Bands sets on one chart, each calculated using a separately chosen timeframe and parameters. It is designed to let traders compare volatility bands from higher or lower timeframes with the…

Tekniska indikatorerVolatilitet
SuperMind

The document presents a Chinese equities screening idea that combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a price-range condition scaled by a large-order…

Kinesiska marknaderAktierFaktorinvesteringTekniska indikatorer
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by a user with trendline tools. The trader indicates the intended direction graphically, and the advisor opens a position when price crosses the configured level. If a…

ValutahandelTekniska indikatorerOrderutförande
BigQuant

This research note explains how genetic programming can evolve mathematical formulas from market data to discover equity selection factors. Starting with randomly generated expressions, the algorithm evaluates their fitness against a target and applies…

AktierKinesiska marknaderMaskininlärningFaktorinvestering
MQL5 code base

This description outlines an indicator concept based on the ICT Silver Bullet approach. It proposes restricting fair value gap detection to selected morning or afternoon macroeconomic trading windows, on the premise that time alignment can help distinguish…

Tekniska indikatorerMarknadsmikrostrukturOrderutförande
SuperMind

This note proposes a short-term Chinese equity screen that combines daily price amplitude, price above the five-day moving average, and a price-change measure multiplied by a proxy for large-order activity. The intended interpretation is that substantial…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This note describes a Chinese equity screen requiring turnover between 3% and 12%, appearance on the previous day’s Dragon-Tiger list, and a selection period in 2021. It gives example expressions for applying those filters and mentions excluding stocks…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
MQL5 code base

This document describes an MT4 script for opening charts in batches. Users can choose every symbol in Market Watch or supply a comma-separated list, select a timeframe, and optionally apply a saved chart template. A text filter can restrict symbols by a name…

Orderutförande
SuperMind

This document outlines a Chinese equity screening idea combining three conditions: membership in the metaverse theme, a positive institutional-flow reading, and a current high that is the highest of the latest two days. It also includes example indicator…

AktierKinesiska marknaderMomentumTekniska indikatorer
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

KryptoTekniska indikatorerBacktestningTrendföljning
MQL5 code base

This expert advisor opens a trade when a candle reaches a configurable minimum size within a specified number of minutes. An optional maximum length for the opposing candle shadow can filter the signal; the relevant shadow differs for buys and sells. Trading…

Tekniska indikatorerPositionsstorlekRiskhanteringOrderutförande
MQL5 code base

The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…

Tekniska indikatorerVolatilitetRiskhanteringTrendföljning
SuperMind

This Chinese stock selection strategy filters for turnover between 3% and 12%, a positive product of price change and net super-large-order volume, and a 10-day return between 0% and 35%. The author presents the added 10-day return band as a way to focus on…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

The document briefly describes a modified MACD trading indicator as a faster version of an earlier variant. It also says that the display includes multiple Bollinger stop levels, presenting the added visual levels alongside the speed improvement. It does not…

Tekniska indikatorerVolatilitetRiskhantering
Stratmill research code

This note proposes screening Chinese metaverse-sector equities using two signals: rank by the day’s opening-auction value and retain the leading five, then require at least two limit-up events within a stated 500-day lookback. It includes platform-specific…

AktierMomentumKinesiska marknaderMarknadsmikrostruktur
SuperMind

This document explains how to trade a cointegrated pair using entry and exit levels produced by a minimum-profit optimization method. It defines a spread from the two asset prices and a hedge coefficient. When the spread falls below the buy threshold, the…

ParhandelArbitrageStatistikOrderutförande
SuperMind

This note describes a Chinese equity screening rule for stocks classified in the metaverse sector. It selects stocks whose latest close is above the previous close and whose current low matches the lowest low over either a 20-session or 30-session lookback.…

AktierTekniska indikatorerRiskhanteringKinesiska marknader
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Tekniska indikatorerStatistikVolatilitetTrendföljning
WonderTrader

The example sketches a Python environment that connects a CTA backtesting engine to an agent-like training loop. It initializes a backtest, subscribes a strategy to five-minute bars, starts asynchronous execution, and advances the engine one step at a time.…

TerminerBacktestningMaskininlärning
SuperMind

The document proposes a Chinese A-share stock screen focused on the metaverse theme. Its initial conditions are yesterday’s turnover above 8% and at least two limit-up events within 500 days. A later version adds a market-capitalization filter, described as…

AktierKinesiska marknaderMomentumUtbrott
FMZ forum

This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…

KryptoRiskhanteringMarknadssentimentSpotmarknader
MQL5 code base

The document describes a MetaTrader 4 expert advisor for managing a chart symbol’s open trade with virtual stop loss and take profit levels. It also outlines a virtual pending order that can use a trailing stop. The stated workflow initializes the levels,…

ValutahandelRiskhanteringOrderutförande
SuperMind

This proposed Chinese stock screen selects beverage and alcohol companies with turnover in a stated range and a prior-day signal described as main-force control. The article also supplies platform formulas and a Python example. The code uses industry…

Kinesiska marknaderAktierTekniska indikatorerMomentum