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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
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MQL5 code base
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3,481 dokument
Bitget Academy
3,298 dokument
MQL5 articles
3,012 dokument
TradingView scripts
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ProRealCode
1,507 dokument
Deribit Insights
1,232 dokument
Machine Learning for Trading
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arXiv papers
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Amberdata research
766 dokument
FMZ forum
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FMZ digest
662 dokument
vn.py community
560 dokument
QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
219 dokument
Robot Wealth
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NautilusTrader
191 dokument
Hummingbot docs
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Kursbibliotek för kvantitativ handel
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Cryptohopper blog
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Qlib
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TqSdk
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Hyperliquid docs
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Freqtrade
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Awesome Systematic Trading
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backtrader
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pysystemtrade
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
11 dokument
Technical Analysis
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Sök i biblioteket

79,386 dokument

MQL5 code base

This indicator adapts XOSMA for use on a fixed timeframe that may differ from the chart’s timeframe. It allows separate choices of averaging methods for the histogram and signal line, including standard moving averages and adaptive or nonlinear smoothing…

Tekniska indikatorerMomentum
BigQuant

This Chinese-language research summary explains how to estimate consensus net profit from analyst forecasts and turn that estimate into equity-selection signals. It proposes weighting forecasts by report recency and by each analyst’s prior adjusted forecast…

AktierFaktorinvesteringStatistikBacktestning
MQL5 code base

This note describes a helper function for stopping an Expert Advisor’s timer routine from running on weekends. It is intended for systems that keep the trading terminal open when markets are closed, where repeated timer events could otherwise trigger…

OrderutförandeRiskhantering
ProRealCode

This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…

Tekniska indikatorerUtbrottVolatilitetRiskhantering
SuperMind

This Chinese equity screen looks for companies with market capitalization below 10 billion yuan and nonnegative net profit attributable to parent-company shareholders for 2021. The article presents the size limit as a way to focus on smaller firms that may…

AktierFaktorinvesteringKinesiska marknader
SuperMind

This Chinese equity screen selects companies associated with the metaverse theme when prior-day actual turnover is between 3% and 28% and both weekly MACD lines, DIFF and DEA, are above zero. The article treats the turnover range as a sign of market…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This Chinese equity screening rule combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 9:25 price gain below 6%. The article describes RSI as a gauge of overbought or oversold conditions, auction turnover as a measure of trading…

AktierTekniska indikatorerKinesiska marknader
MQL5 code base

The document defines trading volume as the amount of an asset traded over a period and average volume as total traded amount divided by the length of that period. It explains that volume is commonly expressed as shares per trading day for individual stocks,…

StatistikMarknadsmikrostrukturOrderutförandeTekniska indikatorer
SuperMind

The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, positive 10-day gains below 35%, and a rising 30-day moving average. It presents the conditions as a way to combine trading activity with short-term…

AktierMomentumTekniska indikatorerKinesiska marknader
BigQuant

This literature digest summarizes two research topics. The first examines whether approval of new IPOs affects existing Chinese stocks. Treating the IPO approval system as a natural experiment, the summarized study reports negative price effects on existing…

Kinesiska marknaderAktierHändelsedriven handelFaktorinvestering
SuperMind

The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…

AktierKinesiska marknaderVolatilitetMomentum
SuperMind

These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…

TerminerRiskhanteringRåvarorValutahandel
MQL5 code base

This brief description introduces an oscillator formed from the ratio of two moving averages calculated with the linear regression method. The indicator compares a faster or slower regression-based average with another, offering a derived measure of their…

Tekniska indikatorerStatistik
ProRealCode

The document explains Murrey Math levels as a set of price zones derived from the high-low range over a lookback period. It describes the outer 0/8 and 8/8 levels as major support and resistance, the 4/8 midpoint as a key pivot, and the 3/8 and 5/8 levels as…

Tekniska indikatorer
SuperMind

This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…

AktierMomentumVolatilitetTekniska indikatorer
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Tekniska indikatorerValutahandelAktierRiskhantering
MQL5 code base

NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…

Tekniska indikatorerTrendföljningVolatilitet
MQL5 code base

FloatPivot is described as a chart indicator that offers an alternative to the Bollinger Bands channel. Its distinctive presentation is a colored inner area within the channel, intended to make the indicator’s regions easier to distinguish visually. The…

Tekniska indikatorerVolatilitet
vn.py community

This short forum exchange describes a backtesting issue in VeighNa: several built-in strategies reportedly generated many trades that closed at a price of zero when using data from the Wind Python API configured through VN Station. A respondent suggests that…

BacktestningOrderutförande
BigQuant

This weekly research summary compares fundamental and price-related equity factors across Chinese index constituent universes. It reports that valuation, profitability, and financial-quality factors were relatively strong during the week, while growth was…

AktierFaktorinvesteringStatistikKinesiska marknader
SuperMind

This note outlines a Chinese equity screen that combines membership in the metaverse theme with positive net buying by large traders during the auction and a relatively low shareholding concentration measure. It presents these as three filters for…

AktierKinesiska marknaderMarknadsmikrostrukturTekniska indikatorer
SuperMind

This note describes a Chinese equity screening rule combining daily price amplitude, turnover, and the direction of the 30-day moving average. It selects stocks with amplitude of at least 1%, turnover above 2% and below 9%, and a 30-day average close that…

AktierTekniska indikatorerRiskhantering
MQL5 code base

This document describes an XMA Ichimoku indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small dot on the moving average; the dot…

Tekniska indikatorerStatistikTrendföljning
FMZ forum

The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…

AktierTekniska indikatorerMedelvärdesåtergångTrendföljning