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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.

Quant Q&A
20,364 dokument
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12,226 dokument
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8,431 dokument
Strategy library
7,910 dokument
MQL5 code base
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3,481 dokument
Bitget Academy
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3,012 dokument
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ProRealCode
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Deribit Insights
1,232 dokument
Machine Learning for Trading
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arXiv papers
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Amberdata research
766 dokument
FMZ forum
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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quant-trading
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
11 dokument
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7 dokument
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7 dokument
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Sök i biblioteket

79,386 dokument

MQL5 code base

The document outlines an Expert Advisor that trades signals from two moving-average lines of the FractalAMA_MBK indicator. A signal is generated at bar close when the indicator’s main line crosses its signal line. Running the advisor requires a separately…

Tekniska indikatorerTrendföljningBacktestningValutahandel
SuperMind

This Chinese equity screening concept combines positive reported returns, a market capitalization below 10 billion yuan, a history without losses, and capital strength ranked from high to low. The article interprets capital strength as a measure of net money…

AktierKinesiska marknaderFaktorinvesteringStatistik
MQL5 code base

The document describes a MetaTrader tool for checking whether stored market ticks are reliable inputs to real-tick backtests. It counts invalid or crossed quotes, timestamp anomalies, sharp one-tick reversals relative to median spread, gaps compared with…

BacktestningMarknadsmikrostrukturOrderutförandeStatistik
MQL5 code base

This brief description concerns an EUR/USD moving-average trading program. Its stated operational principle is trading with a moving average, with an account-funds check before each order. The check is intended to prevent an order from failing because the…

ValutahandelTekniska indikatorerRiskhanteringOrderutförande
BigQuant

The document explains how factor mining outputs can be connected to strategy research. The mining module produces factor expressions as strings; researchers can then use those expressions to test factor effectiveness and run strategy backtests. It offers no…

FaktorinvesteringBacktestning
ProRealCode

This document describes a custom candle representation intended to smooth price fluctuations. It applies a four-stage recursive Laguerre-style filter separately to the open and a configurable custom close, then combines the stages with fixed weights to form…

Tekniska indikatorerStatistik
MQL5 code base

This document explains an indicator that calculates a time-weighted average price from a selected cash-market open through the end of the broker's server day. Unlike tick-volume-weighted VWAP, each unit of session time receives equal weight. To handle…

Tekniska indikatorerStatistikVolatilitetAktier
BigQuant

This document presents a Chinese-stock ranking workflow built around an XGBoost RankNet model. It constructs price-return and trading-activity features, labels stocks using clipped forward returns divided into quantile bins, and separates training data from…

AktierMaskininlärningPortföljkonstruktionPositionsstorlek
SuperMind

This document proposes screening Chinese stocks for amplitude above 1, a three-consecutive-limit-up pattern as of the prior day, and large-order net volume above 0.05 for at least three days. It presents the combination as a way to find active, widely…

AktierKinesiska marknaderMomentumMarknadsmikrostruktur
SuperMind

This document describes a Chinese stock-selection screen with three conditions: daily turnover between 3% and 12%, the product of the day's price change and super-large-order net volume above zero, and the previous day's auction turnover above 0.26. Its…

AktierKinesiska marknaderMarknadsmikrostrukturMarknadssentiment
BigQuant

This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…

AktierMomentumUtbrottRiskhantering
SuperMind

This document describes a Chinese equity screen combining daily price range, tradable share count, and MACD. It selects stocks with an amplitude above 1, a circulating share count no greater than 5.5 billion, and MACD above zero. The accompanying explanation…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This stock selection rule screens Chinese A-shares using three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and first-level bid volume greater than first-level ask volume. The article presents the rule as a way to combine…

Kinesiska marknaderAktierTekniska indikatorerMomentum
MQL5 code base

The document describes a MetaTrader news detector that retrieves economic news and displays upcoming events. Users can filter the feed by event importance, currency, and keywords, while an automatic GMT offset check helps align event times. A dashboard and…

Händelsedriven handelValutahandelRiskhantering
MQL5 code base

This overview of a trading automation section introduces the MQL5 concepts used to build Expert Advisors. It begins with instrument specifications and trading account settings, then covers built-in functions, data structures, robot events, and the Strategy…

BacktestningOrderutförandeMarknadsmikrostrukturTekniska indikatorer
SuperMind

This Chinese-language article presents an A-share stock screen combining an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a closing-price condition involving the previous day's low. It also discusses adding…

Kinesiska marknaderAktierTekniska indikatorerRiskhantering
MQL5 code base

The document describes a ZigZag indicator that draws rays to identify movements large enough to count as significant. It offers two ways to define that threshold. In point-based mode, a user-set point value determines significance. In range-based mode, the…

Tekniska indikatorerStatistik
MQL5 code base

This trading system uses the Extremum indicator’s histogram color changes to generate entries. A trade signal occurs when a bar closes and the histogram switches from green to red or red to green. The description does not specify the indicator’s calculation…

ValutahandelTekniska indikatorerBacktestning
ProRealCode

The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…

Tekniska indikatorerMedelvärdesåtergångUtbrott
SuperMind

The screen selects stocks whose daily high-low range exceeds one percent, excludes Beijing-listed A-shares, and requires the opening price to lie above the ten-day moving average of closing prices but below 110% of that average. The article presents the…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
MQL5 code base

This brief note describes NRTR_Gator, a chart indicator derived from the NRTR indicator. Its stated addition is a new candlestick coloring scheme intended to make the indicator easier to read visually. The note identifies the author and says the indicator…

Tekniska indikatorer
SuperMind

The document outlines a Chinese A-share screening idea focused on metaverse stocks with prior-day turnover above 8% and excluding specially treated stocks. Its proposed limit-up pattern looks for activity before 10 a.m. and checks successive five-minute bars…

Kinesiska marknaderAktierMomentumUtbrott
MQL5 code base

The MACD Histogram is defined as the difference between the MACD line and its signal line. Its bars therefore show how far apart those two indicator lines are. The document presents changes in bar length and position relative to the zero line as a way to…

Tekniska indikatorerMomentum