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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

ProRealCode

The 89WMA Trend Aktivator is described as a standalone trend-following indicator with behavior similar to Supertrend. It begins with a weighted moving average, then derives two offset levels from shifted versions of that average. An average true range…

Tekniska indikatorerTrendföljningVolatilitetTerminer
BigQuant

This discussion explains a mismatch in which a simulated trading run produces no signal even though a backtest does. The reported cause is a SQL query using a one-row lead on closing prices. At date t, that field requires the closing price from t+1, which is…

BacktestningOrderutförandeStatistik
MQL5 code base

The DZP Trend indicator aims to show price movement after accounting for the underlying trend. It compares the percentage change in the applied price over a chosen shift with the percentage change in an exponential moving average over the same shift. The…

Tekniska indikatorerTrendföljningStatistik
BigQuant

This post describes a revised rolling machine-learning training workflow, reporting that its code was reorganized for clarity, model parameters were adjusted, and memory monitoring was added. The author says the parameter changes increased backtest speed…

MaskininlärningBacktestningStatistik
SuperMind

The note proposes a short-term stock screen using three conditions: price amplitude above 1%, prior-day turnover above 60 million, and appearance on the previous day’s market top list. It presents amplitude and turnover as ways to identify active, volatile…

AktierKinesiska marknaderVolatilitetMarknadsmikrostruktur
SuperMind

This short strategy note describes a daily pre-open screen for Chinese equities. It selects stocks with MACD above zero, positive trailing price-to-earnings, and a reported intraday low between 4% and 5% below the previous close. The rationale combines a…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
BigQuant

The article argues that individual investors should not expect consumer AI tools to compete with professional high-frequency trading. It points to differences in computing location, market data access, and technical resources, and describes an alleged…

AktierHögfrekvenshandelMaskininlärningRiskhantering
SuperMind

This stock selection rule combines a daily range condition, an RSI ceiling, and three simultaneous moving-average crossovers. The range must exceed one percent, RSI must be below 65, and the 5-, 20-, and 60-period moving averages must cross upward in the…

AktierTekniska indikatorerMomentumBacktestning
MQL5 code base

The Wilson Relative Price Channel is an RSI-based indicator that divides readings into overbought, oversold, and neutral zones. Its configurable inputs include the channel and smoothing periods, RSI price source, overbought and oversold thresholds, and the…

Tekniska indikatorerMedelvärdesåtergångMomentum
SuperMind

This Chinese-language stock selection example combines membership in the metaverse concept group with a rising 30-day moving average and a condition intended to identify rising price bottoms. It proposes holding stocks that meet the combined screen. The…

AktierKinesiska marknaderTrendföljningTekniska indikatorer
MQL5 code base

This indicator applies the Ehlers Fisher Transform to RSI calculated from a moving average of price. The transformation is intended to normalize RSI values and make changes in market conditions easier to see. Price smoothing can use simple, exponential,…

Tekniska indikatorerMomentumStatistik
MQL5 code base

This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…

OrderutförandeRiskhanteringPositionsstorlekValutahandel
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least one limit-up event within the prior 25 days. The article explains the conditions as a blend of technical…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This MetaTrader 4 tool places pending buy and sell limit orders at a retracement distance from the Parabolic SAR value. For a sell limit, the reference is the bid price; for a buy limit, it is the ask price. The retracement distance, position size, stop…

ValutahandelTekniska indikatorerOrderutförandeRiskhantering
SuperMind

This Chinese A-share screening idea first selects stocks with an amplitude above 1 and a 9:25 auction gain below 6%, then ranks candidates by auction value and keeps the five highest. The proposed refined version adds a minimum auction value of 20 million.…

AktierKinesiska marknaderMarknadsmikrostruktur
SuperMind

This stock screen combines daily price range, appearance on a broker ranking list, and large-order net flow. It selects stocks with amplitude above 1, a listing on the previous day's ranking, and large-order net volume above 0.05 for at least three…

AktierMarknadsmikrostrukturMomentum
SuperMind

This Chinese equity screen combines RSI, earnings growth, and a weekly bar signal. It looks for stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a positive weekly…

AktierTekniska indikatorerMomentum
SuperMind

This stock screen combines a technical condition with profitability growth and a weekly indicator. It selects shares with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a…

AktierTekniska indikatorerMomentum
MQL5 code base

This note describes combining Bollinger Bands with a squeeze signal to identify market consolidation and possible breakouts. It treats an uncolored middle band as a consolidation state in which price may eventually break in either direction. The middle line…

Tekniska indikatorerVolatilitetUtbrott
SuperMind

This screening rule selects stocks when the reported buying-activity ratio exceeds 5%, the day’s maximum decline lies between 4% and 5%, and the ten-day return is positive but below 35%. The post treats the three filters as short-term buying cues: activity…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This stock screen combines three conditions to form a candidate pool: more than two limit-up days within ten days, a shortening MACD histogram on a 15-minute chart, and RSI below 65. The stated rationale mixes recent market attention, represented by limit-up…

Kinesiska marknaderAktierTekniska indikatorerMomentum
FinRL

This introductory page presents FinRL as a framework for applying deep reinforcement learning to stock trading. It directs readers to a sequence of example notebooks covering data preparation, model training, and backtesting, framing them as a way to follow…

AktierMaskininlärningBacktestning
MQL5 code base

This document describes an Expert Advisor that trades signals from the Color TSI oscillator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA depends on a separately compiled indicator file, and the text mentions a…

ValutahandelTekniska indikatorerBacktestning
MQL5 code base

The document describes a chart indicator that colors the background during a chosen intraday period. Its inputs let a user name the session, set its start hour and minute, specify its duration in minutes, and choose the highlight color. The supplied defaults…

Tekniska indikatorer