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Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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Bitget Academy
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Deribit Insights
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Machine Learning for Trading
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FMZ forum
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FMZ digest
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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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Robot Wealth
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Kraken Learn
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OctoBot
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Jesse
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pyfolio
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WonderTrader
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Alphalens
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backtesting.py
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Technical Analysis
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QTPyLib
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Пошук у бібліотеці

Документів: 79,386

SuperMind

This stock screening idea ranks shares by a large-order net flow measure, from strongest to weakest, and combines that ranking with a rising 30-day moving average. The intended logic is to favor stocks showing both stronger measured fund inflows and an…

АкціїІмпульсТехнічні індикаториРинки Китаю
BigQuant

This article explains how to measure whether active mutual fund managers adjust holdings in stocks with different downside market sensitivity ahead of market moves. It defines relative downside beta as the portfolio weighted downside beta minus conventional…

АкціїУправління ризикамиФормування портфеляСтатистика
MQL5 code base

StepMA 3D is described as a trend indicator that combines three moving averages with Average True Range calculations. The green line acts as a fast trend measure, while the red and blue lines represent the slower trend. The stated directional rule is…

Технічні індикаториСлідування за трендомВолатильність
ProRealCode

This indicator applies fixed rules to identify channels, wedges, and triangles from price swings. It builds a recursive zigzag at multiple scales, takes the latest five pivots at each scanned level, and fits two boundary lines through alternating pivot…

Технічні індикаториПробій рівняСтатистика
ProRealCode

The Braid Filter uses three moving averages to estimate market direction and whether a trend is strong enough to register. It measures the spread between the highest and lowest average, then compares that spread with a threshold set as a percentage of the…

Технічні індикаториСлідування за трендомВолатильність
MQL5 code base

The document presents a custom chart indicator that measures the difference between each bar’s opening price and the preceding bar’s close. It converts that difference into points by dividing by the instrument’s point size, then places positive and negative…

Валютний ринокТехнічні індикаториМікроструктура ринку
TqSdk

The document explains how to enable TqSdk’s browser-based chart interface by setting the API’s web GUI option. It describes using an automatically assigned local address or supplying a fixed address, then illustrates a live setup that subscribes to a futures…

Ф'ючерсиБектестуванняТехнічні індикатори
SuperMind

This Chinese-language post outlines a stock screen combining three signals: ranking stocks by relative volume, requiring the 20-day moving average to be above the 120-day moving average, and looking for a shortening negative MACD histogram on a 15-minute…

АкціїТехнічні індикаториІмпульс
ProRealCode

The document describes a normalized version of Twiggs Money Flow intended to show where the current indicator reading sits within its recent distribution. It first calculates buying and selling pressure from the close relative to a true range built from the…

Технічні індикаториСтатистикаАкції
MQL5 code base

This brief note describes a variation on the Keltner Channel. A conventional channel places bands at an average true range distance above and below a simple moving average. The proposed variant replaces that center average with a Non Lag moving average,…

Технічні індикаториВолатильністьВалютний ринок
BigQuant

The document explains net income compound annual growth rate (CAGR) as an annualized measure of change between an initial and a later profit value. It distinguishes CAGR, which represents compounding across multiple periods, from a simple endpoint growth…

АкціїРинки КитаюФакторне інвестуванняБектестування
MQL5 code base

This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…

Валютний ринокТехнічні індикаториБектестування
SuperMind

This stock-selection screen combines amplitude above a threshold, a positive weekly histogram condition, and evidence of a limit-up move within the prior 25 days. The post frames these features as signals of volatility, short-term upward direction, and…

АкціїІмпульсТехнічні індикатори
MQL5 code base

The Highest Lowest indicator marks local extremes: a bar is identified when its high exceeds highs on both sides, or when its low is below lows on both sides. It displays these signals with arrows. The description focuses on how the indicator evaluates price…

Технічні індикаториМікроструктура ринку
SuperMind

This stock screen combines a daily amplitude threshold, an opening price near the 10-day moving average, and revenue growth between 2018 and 2021. The post explains the intended rationale: look for volatile stocks that may be consolidating while showing…

АкціїТехнічні індикаториФакторне інвестування
MQL5 code base

This note describes a variation on the Commodity Channel Index. Instead of calculating the indicator from the moving average of typical price, the variant uses the median line of a Step Channel. The channel line is described as reflecting the balance between…

Технічні індикаториВолатильністьСтатистика
SuperMind

This stock selection method combines a technical filter with an earnings growth screen. It selects main-board Chinese equities with a 14-period RSI below 65, a daily price rise above 1%, and year-over-year growth in net profit attributable to parent-company…

АкціїРинки КитаюТехнічні індикаториІмпульс
vn.py community

This brief forum exchange addresses timezone errors when requesting data through RQData. The suggested fix is to attach VeighNa’s database timezone to the start datetime, so the requested time is timezone-aware. The original poster confirms that applying…

Виконання ордерів
BigQuant

This installment of a quantitative investing research review introduces two overseas studies relevant to stock selection. The first examines how interest rates affect stock pricing and is described as offering a new analytical framework and empirical testing…

АкціїФакторне інвестуванняСтатистикаВолатильність
SuperMind

This note proposes screening Chinese equities associated with the metaverse for a rounded-base chart pattern and upward-diverging moving averages. Its final written rule specifies that the five-day moving average should diverge upward on the current day. The…

АкціїРинки КитаюТехнічні індикаториІмпульс
SuperMind

This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market…

АкціїРинки КитаюВолатильністьТехнічні індикатори
SuperMind

This note describes a Chinese equity screen combining price movement, a short-term trend condition, company size, and profitability. It selects stocks with amplitude above a stated threshold, an average price above the five-day moving average, market…

АкціїРинки КитаюТехнічні індикаториУправління ризиками
SuperMind

This stock-screening idea combines daily price range, upward moving-average alignment, and a ranking based on net large-order volume. The post presents the range and moving-average conditions as technical filters, then uses the order-flow ranking to favor…

АкціїТехнічні індикаториІмпульсРинки Китаю
vn.py community

This brief forum exchange addresses a VeighNa user who connected to SimNow but received a message that no data service was available. A reply points out that the contract-query success message had not appeared before the module was started, and advises…

Ф'ючерсиВиконання ордерів