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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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backtesting.py
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Sök i biblioteket

79,386 dokument

MQL5 code base

This expert advisor places breakout entries using pending buy-stop and sell-stop orders, subject to an hour-of-day filter. When a new bar appears during one of three configured hours, it measures the current bar’s high and low and offsets the respective…

UtbrottVolatilitetPositionsstorlekRiskhantering
SuperMind

This stock screen targets companies in a designated metaverse category whose latest close is above the prior close, with bullish conditions from MACD and moving averages. The final rules require DIF above DEA, a five-day average crossing above the ten-day…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

The document outlines a Chinese equity screen for stocks in the metaverse sector, using circulating market capitalization and historical returns as filters. Its initial description says to require market capitalization above a stated threshold and positive…

AktierKinesiska marknaderMomentumFaktorinvestering
Amberdata research

This podcast recap explains BitMEX’s derivatives trading model through an interview with its CEO. It describes the platform as matching traders against one another rather than acting as the counterparty, then outlines a liquidation process supported by an…

KryptoPrissättning av derivatPerpetuella terminskontraktMarknadsmikrostruktur
SuperMind

The document describes a Chinese stock selection screen combining a daily price range above 1% of the opening price, a high trading-volume threshold, and a positive opening gap. It frames these filters as a way to find active, liquid stocks where market…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller…

AktierMomentumTekniska indikatorerKinesiska marknader
ProRealCode

The document defines a swing high or low by comparing a middle bar with the bars immediately before and after it. A swing high occurs when both the middle bar’s high and low exceed the corresponding values of both neighboring bars. A swing low occurs when…

AktierTekniska indikatorer
SuperMind

The document describes an equity screen seeking stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, volume above 10,000 lots, and an opening price close to the high. It frames these conditions as filters for volatility,…

AktierTekniska indikatorerVolatilitet
ProRealCode

The document defines a volume weighted moving average (VWMA) as the sum of each period’s closing price multiplied by its volume, divided by total volume over the same lookback. It recommends comparing the VWMA with a simple moving average (SMA) calculated…

Tekniska indikatorerAktierStatistik
Hummingbot docs

This guide explains how Hummingbot organizes automated trading into executors, scripts, controllers, and a market data provider. Executors handle a bounded order workflow, including placing, managing, and closing orders. Scripts run continuously and suit…

OrderutförandeMarknadsmikrostrukturBacktestning
MQL5 code base

This short entry identifies ColorFisher_m11 as an oscillator based on the inverse Fisher Transform. It records that the indicator was first implemented in MQL4 and published in 2008, and credits MartinG as the author. The entry provides no formula, parameter…

Tekniska indikatorer
BigQuant

This report reviews China’s digital finance industry as user growth matures and competition shifts toward retaining and serving customers and merchants. It compares finance apps across user scale, growth, market concentration, and engagement, and describes…

Flera tillgångsslagKinesiska marknaderAktier
SuperMind

This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and…

Kinesiska marknaderAktierVolatilitetFaktorinvestering
ProRealCode

This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…

Tekniska indikatorerVolatilitetAktier
SuperMind

This note describes a Chinese stock screen combining a turnover-rate band of 3% to 12% with year-over-year growth in net profit attributable to parent-company shareholders between above 20% and 100%. It also calls for a “circular arc” indicator shape,…

Kinesiska marknaderAktierTekniska indikatorer
MQL5 code base

The document defines a modified stochastic indicator and lists its configurable inputs: the %K and %D periods, slowing, smoothing methods, and overbought and oversold levels. Its calculation first derives a fast %K value from the close’s position within the…

Tekniska indikatorerTerminer
BigQuant

This article explains risk parity as an allocation approach that assigns comparable risk contributions across assets or risk factors, unlike capital-weighted mixes such as a conventional stock and bond portfolio. It lays out assumptions behind the method,…

Flera tillgångsslagPortföljkonstruktionRiskhanteringVolatilitet
Amberdata research

This market update reviews spot exchange activity, Uniswap v3 pool volumes, DeFi lending, and Bitcoin network indicators. It highlights stablecoin-to-asset pools as a major source of Uniswap v3 trading volume, and proposes tracking new stablecoins’ pool…

KryptoDeFiOn-chain-dataSpotmarknader
SuperMind

This stock-selection rule combines daily price amplitude above 1, RSI below 65, and revenue in 2021 more than 1.1 times revenue in 2018. The document describes the mix as a way to pair technical conditions with a measure of company growth. Its formula and…

AktierTekniska indikatorerMomentumFaktorinvestering
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, an external-to-internal traded-volume ratio above 1.3, and no limit-up close on the previous day. The post describes these criteria as a way to combine liquidity, buying pressure, and…

AktierMarknadsmikrostrukturTekniska indikatorerKinesiska marknader
SuperMind

This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional…

AktierTekniska indikatorerMarknadssentimentKinesiska marknader
ProRealCode

This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
SuperMind

This Chinese community post describes an equity screen requiring a price-range condition, circulating market value above 10 billion yuan, and a 9:25 a.m. gain below 6 percent. The rationale is to find larger companies with some price movement while excluding…

AktierKinesiska marknaderTekniska indikatorer
ProRealCode

This indicator description combines directional movement from ADX with Bollinger Bandwidth to visualize trend direction alongside volatility expansion. It colors the histogram green when the positive directional indicator is at least the negative one, and…

Tekniska indikatorerVolatilitetTrendföljning