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
TqSdk
86 份文件
Quantpedia
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
Binance API docs
45 份文件
Quantopian 講座
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
QuantRocket
7 份文件
Lumibot strategies
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

3,012 份文件

MQL5 articles

The document explains Battle Royale Optimizer (BRO), a population-based optimization method inspired by battle royale games. Candidate solutions compete with their nearest neighbors: the fitter candidate wins, while the loser accumulates damage and moves…

機器學習統計回測
MQL5 articles

This article continues the construction of an MQL5 order-handling class for a chart-operated trading tool and a future market replay simulator. Its main lesson is that closing a position must account for the account model. In a hedging account, an…

交易執行市場微結構部位規模
MQL5 articles

The article describes an MQL5 strategy that fits a least-squares regression line over a configurable bar window and places parallel bands at a chosen standard-deviation distance. It activates a channel only when the absolute regression slope clears a…

外匯技術指標突破趨勢追蹤
MQL5 articles

In this interview, Automated Trading Championship winner Olexandr Topchylo discusses automated trading, investor accounts, and lessons from competition. He describes using neural-network-based Expert Advisors, but cautions that neural networks are complex…

外匯機器學習風險管理部位規模
MQL5 articles

This article describes the Monkey Algorithm, a population-based metaheuristic that searches a fitness landscape through repeated local improvement and broader exploration. Each candidate begins at a random position, climbs through local moves, and makes…

統計機器學習回測
MQL5 articles

The article presents the Bison Algorithm, a population-based method for optimizing a continuous single-objective function. It divides candidate solutions into a large swarm group and a smaller explorer group. Swarm members move toward a target based either…

統計機器學習回測
MQL5 articles

This article explains how to diagnose long memory in volatility and choose between two conditional variance models. It recommends applying rescaled-range Hurst analysis and the Geweke–Porter–Hudak test to absolute or squared returns, with safeguards for…

波動率統計風險管理
MQL5 articles

The article investigates whether a multi-currency Expert Advisor produces comparable backtest results on quote histories from different brokers. The EA’s entry logic uses tick volume to determine when a signal occurs, while the candle’s open and close…

外匯回測交易執行
MQL5 articles

This article develops a MetaTrader 5 library method for displaying standard indicator data from another symbol and timeframe in a custom indicator subwindow. It focuses on single-drawn-buffer indicators and changes to the library’s buffer collection and…

技術指標多資產
MQL5 articles

The article describes a MetaTrader 5 utility that lets users find and attach built-in indicators from a single searchable panel. Its modular design separates the indicator catalog, case-insensitive search, chart attachment, graphical interface, and…

技術指標
MQL5 articles

This installment develops the chart interface for an MQL5 Expert Advisor order system. It builds on earlier work distinguishing netting accounts, where an asset has a consolidated position, from hedging accounts, which can hold multiple positions with…

交易執行市場微結構風險管理
MQL5 articles

The article proposes a Chaos Attractor Oscillator that treats extreme price deviations as potential mean-reversion signals. Its outline combines a neural network trained on historical prices with an estimated dynamic attractor; the oscillator expresses the…

機器學習技術指標均值回歸統計
MQL5 articles

This programming tutorial explains how MQL5 arrays store sequences of values, covering static and dynamic arrays, indexing from zero, initialization, and multidimensional layouts. It describes resizing a dynamic array and checking its current length,…

統計
MQL5 articles

Achmad Hidayat describes Super-G, an automated Forex system built for the 2012 trading championship. It combines MACD, Stochastic Oscillator, Parabolic SAR, and Momentum signals to open positions across multiple currency pairs, with a trailing stop intended…

外匯技術指標動能風險管理
MQL5 articles

This installment outlines an architecture for two-way communication between MetaTrader 5 and spreadsheet software. It contrasts one-way Excel data links such as RTD or DDE with socket-based communication, which can transfer information in both directions.…

交易執行多資產
MQL5 articles

The article derives rolling linear regression channels from ordinary least squares fitted to closing prices. It distinguishes confidence intervals, which quantify uncertainty about the estimated mean trend, from prediction intervals, which also include the…

統計技術指標回測風險管理
MQL5 articles

The article explains how to add compact charts for several trading symbols inside one MetaTrader 5 chart, as part of a news trading Expert Advisor. It presents a reusable class for creating and managing chart tiles, resolving broker-specific symbol names,…

外匯事件驅動交易執行市場微結構
MQL5 articles

In this interview, Boris Odintsov describes an Expert Advisor built around short-term market movements, statistical analysis, and limit orders that adjust dynamically with price. He says the entry logic assesses short-term direction using a moving average…

外匯風險管理部位規模回測
MQL5 articles

The article describes an MQL5 indicator that calculates the traditional pivot point and three support and resistance levels from the previous day's high, low, and close. It lays out the standard formulas, then explains how to draw each level as a horizontal…

技術指標突破均值回歸
MQL5 articles

This tutorial covers MQL5 file operations that can support trading applications, including reading and writing text files, appending data, changing lines, handling delimited records, and working with Unicode and binary formats. It explains the open, read or…

回測交易執行
MQL5 articles

The document explains Coral Reef Optimization (CRO), a population-based search method that represents candidate solutions as corals occupying cells in a reef. It describes initializing the reef, generating candidates through crossover and mutation, letting…

統計機器學習回測
MQL5 articles

The article proposes an MQL5 indicator for identifying price zones that see brief activity followed by extended periods without revisits. It divides a historical price range into adaptive zones, examines bar-by-bar contacts and absences, and calculates…

技術指標市場微結構統計風險管理
MQL5 articles

This article presents an implementation of Brain Storm Optimization (BSO), a population-based optimizer inspired by idea generation in groups. Candidate solutions are assigned to clusters, and the algorithm forms new candidates by selecting cluster centers…

機器學習統計回測
MQL5 articles

This article explains how to build a trade journal that transfers MetaTrader order and position data to Google Sheets. The workflow uses a spreadsheet with defined trade fields, a Google Apps Script web endpoint to accept HTTP POST requests, and a MetaTrader…

交易執行統計外匯