知識圖書館

This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…

QQECloud is described as an indicator built from smoothed relative strength index calculations. It is presented in two forms: a two-line QQE display and a color cloud variant. The document identifies QQE as a quantitative and qualitative evaluation method,…

This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…

This brief note describes a higher-timeframe option for the TrendManager indicator. The timeframe is selected through an input parameter, with a four-hour period shown as the default example. The stated purpose is to let the indicator operate using a chosen…

The Pivot Oscillator is defined from three moving-average differences applied to typical price, calculated as the average of a bar’s high, low, and close. The method forms differences between fast, medium, and slow moving averages, adds those differences,…

This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style…

This stock-selection rule combines three filters: daily price amplitude above 1%, data from 2021, and a reversal or engulfing-style condition. The document describes the reversal condition through comparisons of smoothed percentage changes in recent closing…

This indicator monitors the chart symbol’s Relative Strength Index across selectable timeframes, from M1 through MN1. It can alert when RSI reaches configured extreme zones, using 75 as the default upper threshold and 25 as the default lower threshold. The…

TSI-OscillatorSign is described as a semaphore signal indicator built on the ColorTSI-Oscillator algorithm. In this context, a semaphore indicator presents signal markers on a chart; the document identifies the underlying indicator family but does not…

The document describes a CVI oscillator that measures how far price has moved from a moving average while accounting for the Average True Range. This normalization relates the deviation to recent volatility, so the oscillator is intended to express price…

This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…

This Chinese-language post describes a short-term stock screen combining a minimum daily amplitude, a daily decline constrained to a narrow interval, and a reversal candle pattern. The stated pattern requires the current session to open below the previous…

This market commentary links Federal Reserve uncertainty and tariff-related inflation concerns with higher volatility in traditional markets, then considers possible spillovers to Bitcoin. It cites a rise in the VIX after Powell’s remarks, strength and…

The indicator builds a price channel around a smoothed closing price. It updates that center using a moving-average-style recurrence over the configured BandsBars period, and smooths each bar’s high-low range over the same period. A Deviation multiplier…

This forum exchange weighs tick-level data against minute-bar data for backtesting CTA strategies. One participant notes that a year of tick observations can exceed a computer’s practical capacity, limiting the period available for testing and parameter…

This reference describes a library of fast Fourier transform routines for processing sampled signals. It covers forward and inverse transforms for complex and real-valued data, a combined transform for two real signals, discrete sine and cosine transforms,…

This stock-selection idea combines three conditions: daily amplitude above one, evidence of main-fund control on the previous day, and a rising price base. It is intended to find volatile shares attracting large investors while still near a possible trend…

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

TD_I is presented as a modified DeMarker oscillator attributed to Thomas DeMark. It scales readings to a 0–100 range and compares the current bar’s high and low with those from a configurable earlier bar, rather than always using the immediately preceding…

This Chinese equity screening example combines a metaverse classification and a beverage and alcohol import/export industry classification with price, valuation, and trend conditions. The final screen requires a positive latest price change, a price-to-book…

The Price Momentum Oscillator (PMO) converts one-period price change into an oscillator by applying two successive custom exponential-style smoothing steps. The first operates on the percentage change; the second smooths a scaled version of that result. A…

This post proposes screening stocks for at least five overlapping moving averages, a rounded or arc-shaped price pattern, and a gain greater than zero but below 35% over ten days. The author interprets moving-average convergence as possible short-term…

This post outlines an A-share screening approach combining three short-term signals: buying share above 5%, an auction-period price change between -2% and 5%, and more than two limit-up sessions during the prior ten days. The intended target is stocks…

This market recap reviews Bitcoin and Ethereum options after approval of an Ethereum exchange-traded fund. It discusses realized and implied volatility, term structure, relative volatility, and option skew. The account says implied volatility fell as event…