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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

vn.py community

This short forum exchange clarifies how VeighNa’s live market recording module stores data. The recording interval determines how often data is written; the feature records incoming real-time bars or ticks to a database rather than downloading historical…

MarknadsmikrostrukturTerminer
FMZ guides

This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…

KryptoDeFiOn-chain-dataOrderutförande
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

Tekniska indikatorerMarknadsmikrostrukturStatistik
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

Tekniska indikatorerTrendföljningBacktestning
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

Tekniska indikatorerTrendföljning
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

Tekniska indikatorerMarknadsmikrostrukturStatistik
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

MarknadsmikrostrukturOrderutförandeTekniska indikatorer
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
Stratmill research code

This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…

TerminerMarknadsgarantverksamhetBacktestningMarknadsmikrostruktur
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

AktierTekniska indikatorerMomentum
MQL5 code base

The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…

StatistikArbitrage
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

AktierMomentumUtbrottTekniska indikatorer
BigQuant

The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…

Tekniska indikatorerAktier
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

AktierMomentumTekniska indikatorerRiskhantering
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

AktierVolatilitetTekniska indikatorerRiskhantering
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

AktierMomentumTekniska indikatorerKinesiska marknader
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Tekniska indikatorerTrendföljningMomentumRiskhantering
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

AktierMedelvärdesåtergångMomentumTekniska indikatorer
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Tekniska indikatorerMedelvärdesåtergångAktier
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

AktierKinesiska marknaderTekniska indikatorerMomentum
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

AktierHändelsedriven handelMarknadssentimentStatistik
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

TerminerUtbrottTekniska indikatorerRiskhantering
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

Tekniska indikatorerVolatilitet