跳至內容

知識圖書館

這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。

Quant Q&A
20,364 份文件
SuperMind
12,226 份文件
OKX Learn
8,431 份文件
Strategy library
7,910 份文件
MQL5 code base
7,090 份文件
BigQuant
3,481 份文件
Bitget Academy
3,298 份文件
MQL5 articles
3,012 份文件
TradingView scripts
1,976 份文件
ProRealCode
1,507 份文件
Deribit Insights
1,232 份文件
Machine Learning for Trading
1,124 份文件
arXiv papers
1,033 份文件
Amberdata research
766 份文件
FMZ forum
682 份文件
FMZ digest
662 份文件
vn.py community
560 份文件
QuantInsti blog
511 份文件
Galaxy Research
340 份文件
QuantStart
246 份文件
Stratmill research code
219 份文件
Robot Wealth
195 份文件
NautilusTrader
191 份文件
Hummingbot docs
181 份文件
Paradigm research
175 份文件
Lumibot
164 份文件
Kraken Learn
163 份文件
量化課程圖書館
157 份文件
OctoBot
152 份文件
Cryptohopper blog
144 份文件
Systematic trading blog (Rob Carver)
132 份文件
Qlib
116 份文件
Quantpedia
86 份文件
TqSdk
86 份文件
Hyperliquid docs
79 份文件
Freqtrade
68 份文件
Hudson & Thames
62 份文件
Awesome Systematic Trading
61 份文件
backtrader
54 份文件
vn.py
50 份文件
Quantopian 講座
45 份文件
Binance API docs
45 份文件
FMZ guides
38 份文件
pysystemtrade
34 份文件
Freqtrade docs
32 份文件
quant-trading
31 份文件
FinRL
28 份文件
Zipline
22 份文件
FMZ live strategies
21 份文件
Jesse
17 份文件
pyfolio
16 份文件
Alphalens
14 份文件
WonderTrader
14 份文件
backtesting.py
11 份文件
Technical Analysis
9 份文件
QTPyLib
8 份文件
Lumibot strategies
7 份文件
QuantRocket
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

3,012 份文件

MQL5 articles

This article explains polynomial regression as linear regression on features formed by raising inputs to different powers. That lets a model fit curved relationships while remaining linear in its coefficients. It walks through forming the normal-equation…

機器學習統計回測
MQL5 articles

This article introduces conformal prediction and MAPIE as tools for adding uncertainty estimates to existing machine-learning forecasts. A model is trained on one dataset, then conformity scores from a separate calibration set are used to form prediction…

機器學習統計風險管理
MQL5 articles

The article presents an automated volume-profile approach built around the Point of Control, high- and low-volume nodes, and the Value Area. It treats high-volume regions as areas where price may meet support or resistance, low-volume regions as possible…

均值回歸突破市場微結構風險管理
MQL5 articles

This article explains how to organize an MQL5 expert advisor around the platform’s event model instead of placing all work in OnTick. It assigns market updates, periodic background tasks, user-interface actions, trade lifecycle changes, and order-book…

事件驅動交易執行市場微結構
MQL5 articles

This article experimentally examines ways to improve bagged neural-network classifiers built from market data. It prepares indicator and OHLC-derived predictors, ranks features, and compares three treatments for noisy training examples: correcting their…

機器學習統計回測
MQL5 articles

The article argues that limited market history can leave a trading system exposed to only one realized path, then proposes generating synthetic price series to examine a rebuy algorithm across many independent instruments. Its price model uses discrete…

多資產均值回歸波動率回測
MQL5 articles

The article adapts the immune-inspired Dendritic Cell Algorithm (DCA), originally developed for anomaly detection, into a population-based optimization method. It maps candidate fitness to danger and safety signals, which dendritic cells accumulate over…

統計機器學習回測
MQL5 articles

This installment explains why a basic Python echo server accepts only one client and why blocking socket calls can make Excel unresponsive when Python runs through Excel. It introduces threads as a way to handle client connections concurrently, with each…

交易執行市場微結構
MQL5 articles

This tutorial outlines an MQL5 Expert Advisor that detects standard and inverse Head and Shoulders formations, marks their swing points on a chart, and places trades after a neckline breakout is confirmed by a candle close. For an inverse setup, the…

技術指標突破風險管理
MQL5 articles

This article refines a symbolic candlestick classification system by splitting previously unclassified candles into bullish and bearish categories. It retains symbols for several candle shapes and assigns a direction-specific fallback when a candle matches…

技術指標統計外匯大宗商品
MQL5 articles

This article explains how to build an MQL5 script that reconstructs closed trades from deal history and displays them in their original chart context. Entry and exit times, stop-loss and take-profit levels, and a trade annotation are drawn as chart objects.…

回測風險管理統計
MQL5 articles

This article describes a MetaTrader 5 indicator that combines multiple built-in oscillators behind a chart-based graphical interface. The interface lets a trader switch indicators and adjust the selected indicator’s parameters while viewing the result,…

技術指標
MQL5 articles

The document explains how Heikin Ashi candles smooth traditional OHLC data to make trends easier to inspect. The close is the average of the current bar’s open, high, low, and close; the open is derived from the prior Heikin Ashi open and close. High and low…

技術指標趨勢追蹤
MQL5 articles

The article reframes technical analysis as a control problem in which analysis and position management operate together. Rather than focusing mainly on predicting turning points, it asks how positions should change as market conditions and the account’s…

風險管理部位規模統計
MQL5 articles

This article describes a MetaTrader 5 market replay design that separates one-minute bar construction from the expert advisor. A service reads tick data and updates a custom symbol, while a script starts the service and an EA is intended for later simulation…

回測市場微結構交易執行
MQL5 articles

This article presents a UT Bot indicator and an automated trading implementation aimed at quick entries and exits. The indicator calculates a volatility-adjusted trailing stop using average true range, then tracks whether price is above or below that stop.…

技術指標波動率交易執行風險管理
MQL5 articles

This implementation guide describes a MetaTrader 5 Expert Advisor that combines a short-period RSI with a simple moving average to generate buy and sell decisions. The moving average is used as a trend filter, while RSI thresholds indicate potential…

外匯技術指標風險管理回測
MQL5 articles

This article outlines an enhanced Chaos Optimization Algorithm intended to search complex, multimodal objective functions. Its three phases combine a broad search driven by chaotic maps, a weighted-gradient search that accounts for constraints, and a local…

機器學習統計回測
MQL5 articles

The article presents a file-based method for passing bar data between MetaTrader 4 and MATLAB. An MT4 indicator writes recent OHLCV bars to a semicolon-separated file when a new bar arrives. MATLAB monitors the file’s modification time, reads and processes…

交易執行回測技術指標
MQL5 articles

This implementation guide shows how to bundle sound files inside a MetaTrader 5 Expert Advisor and play them for selected events. It distinguishes terminal alerts, which use configured sounds and display a message, from custom playback through PlaySound. The…

交易執行
MQL5 articles

The article describes a unidirectional gold trading workflow that combines K-Means clustering with CatBoost classifiers. Rolling standard deviations of closing prices form both the main model’s features and separate meta-features used to identify market…

大宗商品趨勢追蹤機器學習回測
MQL5 articles

The article explains how to use MQL5’s Alglib classes to build a basic perceptron for testing trading ideas in an Expert Advisor. It outlines the roles of network setup, training data, training routines and forward processing, and describes normalizing input…

機器學習回測統計
MQL5 articles

This article presents a MetaTrader indicator for examining a trading signal’s historical deals across the symbols it traded. Its goals include comparing activity by symbol, estimating simultaneous exposure, distinguishing overlapping positions that hedge…

外匯風險管理投資組合建構
MQL5 articles

The article describes the Artificial Searching Swarm Algorithm (ASSA), a population-based method for optimizing difficult, potentially discontinuous or mixed-type objective functions. Each agent can move toward a recently improved agent in response to a…

機器學習統計回測