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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.

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8,431 dokument
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MQL5 code base
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Bitget Academy
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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vn.py community
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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quant-trading
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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
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Sök i biblioteket

79,386 dokument

MQL5 code base

This document describes an Expert Advisor built around a moving average with a fixed period of 55. Users can adjust its timeframe, horizontal shift, smoothing method, and applied price. The EA checks for signals only when a new bar forms and during a…

Tekniska indikatorerTrendföljningPositionsstorlekBacktestning
SuperMind

This strategy uses a market regime filter built from momentum across 11 sector and style ETFs. It measures each ETF against a 25-day moving average and treats the broad market as showing momentum when at least six ETFs qualify. The portfolio buys small-cap…

AktierKinesiska marknaderMomentumTrendföljning
SuperMind

This short-term A-share screen focuses on stocks classified in the metaverse theme. It seeks names with an opening gain below 6% and a current high equal to the highest high across two days, combining a thematic universe with a near-term price strength…

AktierKinesiska marknaderMomentumUtbrott
SuperMind

This A-share stock screen combines a range expansion condition, a Bollinger Band location filter, and a historical dividend ratio threshold. It selects stocks whose daily high-low range exceeds its 20-day average, whose close lies between the middle and…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
SuperMind

The document describes a daily stock screen for Chinese main-board shares. It selects non-ST stocks with turnover between 3% and 12%, a daily gain above 1%, and more than one year since listing. The stated rationale is to combine active trading and positive…

AktierKinesiska marknaderMomentumTekniska indikatorer
Qlib

This configuration defines a Qlib workflow for training a Temporal Fusion Transformer model on Alpha158 features for CSI 300 stocks. It sets Chinese market data from 2008 through mid-2020, using 2008–2014 for training, 2015–2016 for validation, and 2017–2020…

AktierKinesiska marknaderMaskininlärningBacktestning
OctoBot

The article compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their stated strengths, including strategy options, exchange compatibility, testing support, customization,…

KryptoMarknadsgarantverksamhetRutnäthandelBacktestning
MQL5 code base

The document briefly describes a Color Schaff DeMarker Trend Cycle indicator. It characterizes the indicator as a Schaff Trend Cycle variant built from the difference between two DeMarker oscillators using different periods. This provides a high-level…

Tekniska indikatorerTrendföljningMomentum
Qlib

This Qlib documentation describes visual reports for evaluating intraday portfolios and prediction models. Portfolio reports display benchmark and portfolio cumulative returns, returns with and without transaction costs, turnover, drawdowns, and cumulative…

BacktestningPortföljkonstruktionRiskhanteringMaskininlärning
vn.py community

This forum exchange addresses two practical VeighNa questions: removing subscribed market contracts and closing an open futures position. A reply says the framework does not support unsubscribing, suggesting a restart and re-adding only the desired contracts…

TerminerOrderutförandeRiskhantering
ProRealCode

The Simple Decycler adapts John Ehlers’s high-pass filtering method to identify broad price trends while reducing short-wavelength fluctuations. It calculates a high-pass filter from the price series and subtracts that output from price, leaving a smoothed…

Tekniska indikatorerTrendföljningStatistik
SuperMind

This stock-selection rule combines a 14-period RSI below 65, positive daily return, and year-over-year growth in net profit attributable to parent shareholders above 20% and at most 100%. The article presents the combination as a way to find companies with…

AktierKinesiska marknaderTekniska indikatorerFaktorinvestering
SuperMind

This screen selects stocks in the metaverse sector that recorded a limit-up event within the previous 25 days and have year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%. It also specifies selecting…

AktierKinesiska marknaderMomentumHändelsedriven handel
MQL5 code base

This document describes an account dashboard for tracking five common proprietary trading challenge constraints: daily loss, maximum loss, profit target, minimum trading days, and the best-day consistency rule. It explains that loss limits can be configured…

RiskhanteringPositionsstorlekValutahandel
SuperMind

This stock screen combines metaverse-sector membership, a prior-day turnover threshold above 8%, and a rising-bottom chart pattern. The article presents rising bottoms as a way to identify prices recovering from a low and potentially continuing upward, with…

AktierKinesiska marknaderTekniska indikatorerUtbrott
SuperMind

The document outlines a Chinese equity screening rule that combines a metaverse sector filter, a closing price above the 250-day moving average, and a positive product of price change and a large-order net-volume measure. The stated interpretation is that…

Kinesiska marknaderAktierTekniska indikatorerMomentum
ProRealCode

The document describes an RSI variant that places adjustable bands around the conventional center level. It calculates the RSI from closing prices, then sets an upper and lower band by adding or subtracting a multiple of the standard deviation of the RSI…

Tekniska indikatorerVolatilitetMedelvärdesåtergång
MQL5 code base

This brief description presents a variation on the stochastic indicator. Instead of relying on the usual signal line, it uses normalized zones to help identify the prevailing trend and assess how much strength may remain in a trend change. The document…

Tekniska indikatorerMomentumTrendföljning
SuperMind

This short-term stock screen combines three signals: a high-low range greater than one, a shortening negative MACD histogram on a 15-minute chart, and at least one limit-up move during the past month. The document interprets the range as a sign of…

AktierKinesiska marknaderMomentumVolatilitet
SuperMind

This screening idea combines a daily high-low range threshold, consistently strong return on equity over five years, and a filter related to the previous day’s limit-up status. The stated rationale is to pair a measure of price movement with a longer-term…

AktierKinesiska marknaderFaktorinvesteringTekniska indikatorer
SuperMind

This stock-selection proposal focuses on companies classified in the metaverse sector. It selects stocks that experienced a limit-up move within the prior 25 days and whose current close is above the previous day’s low. The post describes selecting…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

This document describes a MetaTrader 5 version of the Elliott Wave Oscillator that lets the user choose the indicator’s calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to be configured…

Tekniska indikatorerFlera tillgångsslag
SuperMind

This note proposes a Chinese equity screen for stocks with amplitude above 1, rising lows, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. It combines a price-pattern condition with a sector theme and a…

AktierKinesiska marknaderTekniska indikatorerVolatilitet