Quants.hk focuses on quantitative trading, algorithmic strategy development, technical indicator research, backtesting, and automated trading.

We regularly develop and publish trading indicators and strategies for platforms including NinjaTrader and TradingView, while also providing educational content covering Pine Script, Python, quantitative research, backtesting, AI-assisted trading, and automated strategy development.

Free & Premium NinjaTrader Products

We provide both free and premium NinjaTrader indicators and strategies.

Free Products

Selected indicators are made available free of charge so that traders can explore our quantitative methodologies and use them within NinjaTrader.

Premium Products

Some advanced indicators and strategies are available exclusively to active members of our Patreon community.

For premium NinjaTrader products, the process is simple:

1. Subscribe to the appropriate Patreon membership.
2. Provide the email address associated with your NinjaTrader account.
3. We verify your active membership.
4. Access is enabled through NinjaTrader Vendor Licensing.
5. Install the compiled NinjaScript product and use it directly in NinjaTrader.

Premium products are distributed as compiled NinjaScript assemblies. Users can use the indicators and strategies normally within NinjaTrader without receiving or accessing the proprietary source code.

Patreon Membership

Our Patreon community provides access to premium trading research, quantitative trading education, selected indicators and strategies, and other members-only materials.

Patreon:
https://www.patreon.com/quantshk

Our Trading Research & Development

We continuously research and develop new quantitative indicators and systematic trading strategies.

Some are adaptations of established trading concepts using more advanced mathematical or machine-learning techniques, while others are proprietary indicators developed from our own research.

Our current projects include:

Kalman Filter-Optimized RSI

 

Traditional RSI calculations use the closing price directly. However, short-term price movements often contain substantial market noise.

Our Kalman Filter-Optimized RSI first applies a Kalman Filter to estimate a smoother underlying price before calculating RSI.

Instead of:

Close Price → RSI

the indicator follows the concept:

Market Price → Kalman Filter → Estimated Price → RSI

The Kalman Filter works through a continuous process of prediction, comparison, and correction, allowing the estimated price to respond dynamically to new market information while reducing the influence of short-term noise.

The objective is to produce clearer momentum and trend-strength readings than a conventional RSI, particularly during rapidly changing intraday market conditions.

KNN-Optimized Enhanced SuperTrend

 

 

Traditional SuperTrend indicators generally classify the market into two states:

Bullish Trend
or
Bearish Trend

The problem is that markets do not always trend.

During narrow-range or sideways conditions, a conventional SuperTrend may repeatedly switch between bullish and bearish signals, potentially creating unnecessary entries and whipsaws.

Our Enhanced SuperTrend incorporates additional algorithmic analysis, including K-Nearest Neighbors (KNN)-based techniques, to help identify market conditions where price is moving within a narrow or non-directional range.

This introduces an important third market state:

Bullish Trend
Bearish Trend
Sideways / No-Trade Condition

When the algorithm identifies a narrow-range market, traders can consider remaining on the sidelines rather than forcing a directional trade.

This is one of the major differences between our Enhanced SuperTrend and a conventional SuperTrend indicator.

Stable Momentum Tracker

 

 

The Stable Momentum Tracker is one of our proprietary quantitative indicators developed to evaluate the direction and stability of price momentum.

Instead of measuring momentum from a simple price difference, the methodology uses filtered market returns together with volatility adjustment and additional trend information.

One of the key objectives is to reduce the impact of individual price spikes or sudden short-term movements that could otherwise distort a conventional momentum indicator.

The Stable Momentum Tracker is designed to help traders distinguish between:

  • Persistent bullish momentum
  • Persistent bearish momentum
  • Weak or unstable directional movement

Different versions of the Stable Momentum Tracker may also incorporate market structure, breakout confirmation, long-term trend filters, and additional entry conditions.

More Indicators & Strategies Are Coming

Our research is not limited to these indicators.

We regularly develop and test new ideas involving:

  • Kalman Filters
  • K-Nearest Neighbors (KNN)
  • Machine Learning
  • Momentum Analysis
  • Market Structure
  • Order Flow
  • ICT-inspired and modified strategies
  • Volatility Analysis
  • Fourier Transform
  • Wavelet Analysis
  • Statistical Filters
  • Backtesting
  • Automated Trading
  • AI-Assisted Strategy Development

New NinjaTrader indicators and strategies will be released periodically as our research continues.

Learn with Us on YouTube

We also publish educational videos covering quantitative trading, trading strategy development, indicators, algorithmic trading, Pine Script, NinjaTrader, Python, AI, and market analysis.

Chinese YouTube Channel

Our Chinese-language channel provides detailed trading education, quantitative analysis, strategy development, indicator research, and practical programming examples.

Chinese YouTube:
https://www.youtube.com/@markchunwai

English YouTube Channel

Our English-language channel focuses on quantitative trading techniques, systematic strategy development, indicator design, and practical applications of mathematical and algorithmic techniques in financial markets.

English YouTube:
https://www.youtube.com/@Trader-Training

Our Philosophy

We do not believe that successful quantitative trading comes from simply following an arrow generated by an indicator.

Indicators are tools.

The more important questions are:

Why does the signal appear?
What type of market is the strategy designed for?
When should the strategy not be used?
How does volatility affect the signal?
Can the trading logic be tested systematically?
Can the methodology be improved when market conditions change?

Our research therefore focuses not only on generating trading signals, but also on understanding the market conditions in which those signals are most meaningful.

The objective is to combine trading knowledge, quantitative analysis, programming and systematic testing into practical trading tools.

NinjaTrader Products

Our NinjaTrader product range currently includes and will continue to expand beyond:

Kalman Filter-Optimized RSI
Kalman-filtered price estimation combined with RSI momentum analysis.

Enhanced SuperTrend
An algorithmically enhanced SuperTrend designed to identify both directional trends and narrow-range no-trade conditions.

Stable Momentum Tracker
A proprietary momentum indicator designed to evaluate persistent bullish and bearish momentum while reducing the influence of short-term market noise.

Additional indicators and strategies are currently under development.

Access Our Products

Some NinjaTrader products are available free of charge, while selected advanced indicators and strategies require an active Patreon subscription.

For information about available products, premium membership and access:

Website:
https://www.quants.hk/

Patreon:
https://www.patreon.com/quantshk

Chinese YouTube:
https://www.youtube.com/@markchunwai

English YouTube:
https://www.youtube.com/@Trader-Training

About the Founder

Mark Chun Wai — Financial Author, Trading Educator & Quantitative Strategy Developer

Mark Chun Wai is a Hong Kong financial author, trading educator, and quantitative strategy developer.

He has published more than 30 books covering investing, financial markets, technical analysis, trading strategies, and related financial topics.

Over the years, his work has increasingly focused on systematic and quantitative trading, including the development of proprietary indicators, algorithmic trading strategies, backtesting methodologies, Pine Script, Python, artificial intelligence, and automated trading systems.

Rather than simply applying traditional indicators with their default settings, his research focuses on modifying, combining, and redesigning trading methodologies to address practical problems such as market noise, false signals, sideways markets, unstable momentum, and changing market conditions.

Mark is also an approved NinjaTrader Ecosystem Vendor, developing NinjaScript indicators and strategies for NinjaTrader users.

Risk Disclosure: Trading futures, stocks, options and other financial instruments involves substantial risk and is not suitable for every investor. All indicators, strategies, educational materials and examples provided on this website are for educational and informational purposes only and should not be considered financial or investment advice. Past or hypothetical performance does not guarantee future results.