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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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79,386 dokument

MQL5 code base

The Detrended Synthetic Price oscillator is described as a way to display price movement after removing a trend component. Its calculation uses the difference between an exponential moving average and a half-period moving average. The result is intended to…

Tekniska indikatorerStatistikMomentum
BigQuant

A BigQuant user raises a timing problem involving premarket data processing in backtests. In the example, a signal generated on one day leads to an order for the next day; premarket history in the backtest appears to expose that day’s open and close. Such…

BacktestningOrderutförandeMarknadsmikrostrukturAktier
MQL5 code base

This indicator estimates an asset’s volatility from the high and low of smoothed Heiken Ashi candles. It takes the candle range, converts it to points, then rounds that value to a grid defined by a starting level and a level increment. The resulting levels…

VolatilitetTekniska indikatorerStatistik
SuperMind

This stock selection method screens companies in the metaverse industry for a newly formed KDJ bullish crossover and a positive return over the recent ten trading days, capped below 35%. It selects securities before 10:00 and requires them to be tradable…

AktierTekniska indikatorerMomentumKinesiska marknader
MQL5 code base

The Expert Advisor uses changes in the Donchian Channel’s upper and lower buffers as directional signals. A buy is triggered when the upper buffer on the first bar is higher than on the second bar; a sell signal occurs when the lower buffer on the first bar…

ValutahandelTekniska indikatorerTrendföljningRiskhantering
ProRealCode

This indicator uses a ZigZag series to identify turning points that are treated as fractal support and resistance. It detects a potential upward turn when the ZigZag value rises after a prior decline, and a downward turn when it falls after a prior rise. An…

Tekniska indikatorerTrendföljning
ProRealCode

This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…

AktierUtbrottTekniska indikatorerRiskhantering
MQL5 code base

This brief strategy outline defines an Asian session range from 1:00 AM to 5:00 AM GMT, then looks for an entry at the London or New York open. The proposed entry is at a 60% Fibonacci retracement, with a stop below the 80% level and a stated profit target…

UtbrottTekniska indikatorerRiskhantering
SuperMind

This stock-selection approach combines a price-movement filter, a weekly moving-average crossover, and valuation bounds. It screens Shenzhen Main Board stocks for amplitude above 1, a weekly five-period moving average crossing above the ten-period average, a…

Kinesiska marknaderAktierTekniska indikatorerFaktorinvestering
MQL5 code base

The i-CAi indicator displays its latest value as a price label and can round channel levels to a user-selected number of digits. The number of digits is controlled through an input setting. This affects how the indicator presents its levels; the document…

Tekniska indikatorer
MQL5 code base

The document describes an indicator that applies K-means clustering to historical price points. It groups prices by density and treats each cluster’s center, or centroid, as a potential area of concentrated liquidity. The intended use is to plot support and…

MaskininlärningTekniska indikatorerStatistik
MQL5 code base

This indicator description presents a variation of MACD that lets the user calculate the difference between fast and slow averages using one of four types: simple, exponential, smoothed, or linear weighted. It then normalizes the resulting MACD values to a…

Tekniska indikatorerMomentum
vn.py

This documentation explains how VeighNa Elite Trader’s option strategy module supports strategy setup, initialization, automated trading, monitoring, and removal. It describes the ContractManager’s role in loading daily contract information and maintaining…

OptionerPrissättning av derivatOrderutförandeBacktestning
SuperMind

This stock-selection example screens within the metaverse industry for shares where the KDJ indicator has just crossed upward and the main-force net buying measure during the opening auction is positive. The proposed logic combines a technical reversal…

AktierKinesiska marknaderTekniska indikatorerMarknadssentiment
MQL5 code base

ReverseMinMax is a chart indicator that identifies the low associated with the highest low and the high associated with the lowest high across a configurable lookback period. These reversed extrema form two levels intended to show where recent price extremes…

Tekniska indikatorer
SuperMind

This post outlines a Chinese equity screening idea that combines a market-capitalization limit, a history of no reported losses, weekly MACD above zero, and capital strength ranked from high to low. The stated rationale is to find smaller companies with…

AktierKinesiska marknaderTekniska indikatorerMomentum
BigQuant

This educational article introduces support vector machines (SVMs) as classification models, with examples framed around separating two classes using features. It explains the maximum-margin objective: choose a decision boundary that stays as far as possible…

MaskininlärningStatistik
MQL5 code base

This script draws horizontal lines at the highest and lowest prices found over user-selected lookback windows. Users can choose whether to show upper lines for highs, lower lines for lows, or both, and can configure the number of bars considered for hourly,…

Tekniska indikatorerUtbrottAktier
MQL5 code base

This document describes a modified Aroon oscillator indicator for MetaTrader 5. It says the indicator builds on Tushar Chande’s Aroon indicator and corrects a common implementation issue in which the oscillator’s negative extreme is not reached. It also adds…

Tekniska indikatorerTrendföljning
MQL5 code base

This indicator displays a daily pivot point alongside three resistance levels and corresponding support levels. Traders can choose which chart corner shows the values, and the indicator can draw horizontal level guides on the chart. The levels are presented…

Tekniska indikatorer
SuperMind

The article proposes a stock screen combining three signals: daily position increases above 5%, upwardly diverging moving averages, and a shortening green histogram on a 15-minute MACD. It interprets these as evidence of capital inflow, a rising price…

AktierTekniska indikatorerMomentumRiskhantering
Awesome Systematic Trading

The document describes a market neutral stock factor strategy that estimates each stock’s beta against a broad US equity index using roughly one year of daily prices. At monthly formation, stocks are ranked by beta; the lowest beta group is held long and the…

AktierFaktorinvesteringPortföljkonstruktionRiskhantering
ProRealCode

This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…

ValutahandelUtbrottVolatilitetTekniska indikatorer
SuperMind

This post presents an equity screening rule using three conditions: daily price range must exceed a threshold, a reversal or engulfing pattern must appear, and the indicated 9:25 price gain must remain below a ceiling. It offers formula and Python examples…

AktierTekniska indikatorerKinesiska marknader