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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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Machine Learning for Trading
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Пошук у бібліотеці

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Freqtrade docs

The document explains lookahead bias: a backtest can accidentally use future candle data because the full historical dataframe is loaded before indicators and signals are calculated. This can make results appear unrealistically strong. It describes an…

БектестуванняУправління ризикамиМашинне навчанняСтатистика
vn.py community

This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…

Виконання ордерівУправління ризиками
SuperMind

This Chinese-language forum exchange discusses excluding special-treatment, suspended, and delisted shares from a stock universe. A reply provides two approaches based on historical name-change records: retrieve securities available around the relevant date,…

АкціїРинки КитаюУправління ризикамиВиконання ордерів
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

Валютний ринокПробій рівняСлідування за трендомТехнічні індикатори
Freqtrade

This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…

Технічні індикаториІмпульсУправління ризикамиБектестування
MQL5 code base

The Value Chart is presented as a detrended price oscillator: readings farther above or below its center are framed as possible reversal zones. The indicator offers adjustable bar and wick display, overbought and oversold bands, alerts, and external access…

Технічні індикаториПовернення до середньогоВолатильністьОпціони
SuperMind

This stock-selection concept combines recent limit-up activity with moving-average behavior. It proposes finding shares where at least five moving averages converge, where there was a limit-up event within the preceding 25 days, and where limit-up events…

АкціїРинки КитаюІмпульсТехнічні індикатори
SuperMind

This screening concept combines three conditions: intraday range greater than 1, at least one daily gain of 10% or more during the preceding 25 trading days, and a current gain between -5% and 2.6%. It aims to find shares that have shown a sharp prior move…

АкціїРинки КитаюВолатильністьІмпульс
SuperMind

This stock-screening idea targets mainboard equities with turnover between 3% and 12%, a daily gain above 1%, and large-order net volume above 0.05 for at least three consecutive days. It combines trading activity, recent price strength, and a measure of…

АкціїРинки КитаюІмпульсМікроструктура ринку
MQL5 code base

The Trend Trigger Factor (TTF) is attributed to M. H. Pee and a 2004 publication in a technical analysis magazine. This version applies Jurik Moving Average (JMA) smoothing, with the stated aim of reducing false signals and making the trend-trigger state…

Технічні індикаториСлідування за трендом
MQL5 code base

This document describes a timeframe-selection feature for the FloatPivot indicator. A user can choose the period used for the indicator through its input settings, with a four-hour period given as the example. This lets the indicator’s calculation period…

Технічні індикатори
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range (ATR). It classifies zones as weak, untested, verified, proven, or broken, based on their relationship to price turns and prior tests. The description…

Технічні індикаториУправління ризиками
SuperMind

This proposed Chinese equity screen selects stocks with amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a stated increase in position holding above 5% for the day. The accompanying rationale combines a…

Ринки КитаюАкціїТехнічні індикаториІмпульс
ProRealCode

The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…

Технічні індикаториБектестування
vn.py community

The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…

Виконання ордерівУправління ризиками
BigQuant

This Chinese-language report summary reviews the history and practice of machine learning in quantitative investing. It says that machine learning was used in the field during the early-1990s boom and that its applications continued in algorithmic trading…

Машинне навчанняСтатистикаБектестуванняВиконання ордерів
FMZ forum

This report overview describes the longstanding use of machine learning and artificial intelligence in quantitative investing. It notes that applications were already present during an early-1990s wave of interest, and that use continued in areas such as…

Машинне навчанняСтатистикаБектестуванняВиконання ордерів
ProRealCode

This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…

Спотові ринкиУправління ризикамиРозмір позиціїВиконання ордерів
MQL5 code base

This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

Валютний ринокСлідування за трендомСіткова торгівляІмпульс
SuperMind

This stock screen requires turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%, and a share price above its 250-day moving average. It combines a trading-activity range and a…

Ринки КитаюАкціїІмпульсТехнічні індикатори
ProRealCode

This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…

Сировинні товариТехнічні індикаториІмпульсБектестування
SuperMind

This stock-selection proposal combines three filters: membership in the metaverse sector, positive institutional activity, and a positive share-price return during 2021. It frames institutional buying as a potentially useful signal and past gains as evidence…

Ринки КитаюАкціїІмпульсРинкові настрої
MQL5 code base

This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…

Технічні індикаториВиконання ордерівУправління ризикамиРозмір позиції
SuperMind

This post proposes a rules-based screen for Chinese A-share stocks in a designated metaverse sector. It combines a recent trading-activity condition with a profitability filter requiring return on equity above a stated threshold across five consecutive…

АкціїФакторне інвестуванняІмпульсРинки Китаю