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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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Sök i biblioteket

79,386 dokument

MQL5 code base

The Trend Strength Index describes trend direction and linear consistency by calculating the Pearson correlation between closing prices and bar indices over a chosen lookback. The coefficient ranges from -1 to 1: values near 1 indicate a strong upward linear…

Tekniska indikatorerStatistikTrendföljning
SuperMind

This stock selection screen uses three market-activity filters: amplitude of at least 1%, turnover above 2% and no more than 9%, and relative volume above 1.5 but below 6. The intended effect is to identify stocks with meaningful price movement and elevated,…

AktierTekniska indikatorerMarknadsmikrostrukturVolatilitet
SuperMind

This stock screen combines a price-amplitude threshold, a low K-line reading described as an oversold condition, and MACD above its zero line. The stated rationale is to find active stocks that may be oversold while retaining an indicator associated with an…

AktierTekniska indikatorerMomentumBacktestning
SuperMind

This stock selection proposal combines a daily price-amplitude threshold, return on equity above 15% for five consecutive years, and a reversal or engulfing-style price factor. It presents the combination as a way to pair active price movement with a record…

AktierTekniska indikatorerFaktorinvesteringRiskhantering
Stratmill research code

The example outlines a limit-order market-making loop. It computes a midpoint from the best bid and ask, adjusts a reservation price using a forecast and an inventory-related risk term, then places bid and ask quotes around that price. It rounds quotes to…

MarknadsgarantverksamhetHögfrekvenshandelOrderutförandeMarknadsmikrostruktur
MQL5 code base

This document explains a MetaTrader indicator for monitoring three price conditions: a rise above a chosen level, a fall below a chosen level, or a touch at an exact level. It maps those conditions to separate chart lines and offers popup, email, and mobile…

OrderutförandeValutahandelTekniska indikatorer
SuperMind

This document describes a Chinese stock screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and bullish technical crossovers. It specifies turnover from 3% to 12%, profit growth above 20% and at most 100%,…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…

RutnäthandelRiskhanteringOrderutförande
Amberdata research

This market commentary connects Federal Reserve expectations and stablecoin policy news with volatility in crypto and crypto-linked equities. It focuses on Circle’s post-IPO shares, noting a sharp rise in implied volatility and short-dated call skew, then…

KryptoOptionerVolatilitetAktier
BigQuant

This Chinese-language commentary argues that a severe equity-market decline could affect people who do not own stocks through several channels. It describes a potential feedback loop in which investor withdrawals and forced selling reduce market liquidity,…

AktierKinesiska marknaderRiskhantering
MQL5 code base

This document describes a custom MACD indicator that plots the MACD line in a separate window and marks detected divergences both there and on the price chart. Unlike the standard MACD display described in the document, it uses a simple line rather than a…

Tekniska indikatorer
MQL5 code base

This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…

ValutahandelRiskhanteringOrderutförandePositionsstorlek
MQL5 code base

NxBars is described as a semaphore-style indicator that displays a prediction signal on a bar separated from the current bar. An input parameter sets the number of bars used for analysis and therefore controls that distance. The document identifies the…

Tekniska indikatorerStatistik
SuperMind

This Chinese-language post describes a stock screen combining a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and three consecutive daily declines in closing price. It presents the rules as a way to identify stocks in a…

AktierTekniska indikatorerMedelvärdesåtergångMomentum
MQL5 code base

The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…

Tekniska indikatorerStatistikVolatilitetRiskhantering
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…

UtbrottVolatilitetRiskhanteringOrderutförande
SuperMind

This stock selection method combines three filters: capital flow strength ranked from high to low, a weekly five-period moving average crossing above the ten-period average, and the daily 20-day average staying above the 120-day average. The moving average…

AktierKinesiska marknaderTrendföljningTekniska indikatorer
BigQuant

This review summarizes research comparing highly rated ESG stocks with other stocks in US and developed international markets. It examines individual securities and randomly formed portfolios using MSCI ESG classifications and a Fama-French five-factor model…

AktierFaktorinvesteringPortföljkonstruktionRiskhantering
SuperMind

The post describes a stock screen requiring MACD above zero, a positive price-to-earnings ratio, and positive institutional direction. It treats the MACD filter as an upward-trend signal, positive earnings valuation as a basic financial condition, and the…

AktierTekniska indikatorerMomentumStatistik
SuperMind

This post proposes a short-term A-share screening rule that combines MACD above zero, upward-diverging moving averages, and a volume-based condition. The volume condition multiplies the prior day’s turnover rate by the ratio of today’s auction volume to the…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This document outlines a technical A-share screen using RSI below a threshold, an external-to-internal trading volume ratio above a threshold, and a positive weekly MACD histogram. The accompanying explanation interprets the RSI condition as avoiding an…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

ValutahandelTrendföljningUtbrottCarry
SuperMind

This document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…

AktierKinesiska marknaderMomentumTekniska indikatorer