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 article explains how MetaEditor’s MQL5 Wizard assembles an Expert Advisor from reusable modules without requiring the user to write the initial program. The workflow selects a trading-signal module, a trailing-stop method, and a money and risk management…

技術指標風險管理部位規模回測
MQL5 articles

The article frames trend-system design around three practical challenges: recognizing a trend after confirmation delay, setting a profit objective before entry, and deciding whether a pause signals trend failure or a temporary flat period. It then presents…

外匯趨勢追蹤技術指標回測
MQL5 articles

The article introduces a self-adaptive moving average implemented as an adaptive finite impulse response filter using normalized least mean squares (NLMS). Instead of fixed moving-average weights, the filter predicts the current price from past inputs,…

技術指標機器學習波動率動能
MQL5 articles

The article extends a Python trading simulator designed to reproduce parts of the MetaTrader 5 interface. It explains how to retrieve historical ticks and bars and describes wrapping many built-in functions for symbol data, orders, positions, account…

回測交易執行市場微結構外匯
MQL5 articles

The article explains MACD as the difference between faster and slower exponential moving averages, paired with a smoothed signal line; the histogram represents their difference. It gives the conventional default periods and walks through the calculation…

技術指標動能趨勢追蹤外匯
MQL5 articles

The article describes an MQL5 detector for double tops and bottoms that separates higher-timeframe market context from trade timing. A swing engine classifies trend and supplies confirmed swing points on a configurable swing timeframe. The detector checks…

外匯技術指標突破風險管理
MQL5 articles

This article surveys short-term forex entry and exit tactics based on price breaks, trendline crossings, support and resistance, corrections, and gaps. It discusses staging entries around a breakout and adding to positions during a pullback, while noting…

外匯技術指標突破趨勢追蹤
MQL5 articles

This installment in a market replay and simulation series explains how to separate position visualization from an Expert Advisor while maintaining communication between them. The EA provides the link to the trading server, while an indicator displays open…

交易執行市場微結構
MQL5 articles

This article outlines a pipeline for exporting custom backtest and optimization data from MetaTrader 5 to CSV, then using Python libraries to examine results beyond the platform’s standard reports. Its proposed normalized dataset includes instrument and…

回測統計多資產風險管理
MQL5 articles

This article describes extending an MQL5 optimization-results application so users can select a ranking criterion and view the corresponding balance curves together. A drop-down control chooses the criterion, and highlighting table rows adds their results to…

回測統計技術指標
MQL5 articles

The article implements temporal features in MQL5 to match a Python feature pipeline for machine-learning models. It covers Fourier encodings for hour, weekday, and day of year; flags for major forex sessions and their overlap; session-conditioned rolling…

機器學習外匯波動率技術指標
MQL5 articles

The article translates the Darvas box method into an MQL5 Expert Advisor. It defines a box from a price extreme that holds for three sessions, then requires a breakout above the box boundary with increased volume. The implementation adds filters for low…

外匯突破動能技術指標
MQL5 articles

The article describes a universal MetaTrader 4 and 5 template that runs robots for multiple symbols from one chart. It explains the motivation: simplify setup, reduce the load of many chart instances, and evaluate a combined multi-instrument equity curve.…

外匯多資產回測交易執行
MQL5 articles

The article compares neural-network optimization methods for quickly retraining feed-forward models, with an emphasis on Levenberg–Marquardt (LM) for online adaptation. It explains output-layer error calculation for different loss functions and activation…

機器學習統計回測
MQL5 articles

The article develops a recursive probability framework intended to represent price movement within symmetric, asymmetric, and one-sided corridors. It defines corridor width and midpoint, tracks the current distance from the start of a path, and accumulates…

統計風險管理選擇權回測
MQL5 articles

The article describes TrendMap, a signal-generation framework that combines swing-based Fibonacci retracement levels with VWAP. It calculates a selected bar range’s high and low, derives retracement levels, and compares VWAP with the midpoint of that range:…

外匯技術指標交易執行
MQL5 articles

The article explains how legacy and updated MQL4 tools create and update offline charts from standard chart data. Its example uses a period-conversion script on EURUSD one-minute bars to generate custom two-, three-, or four-minute history, which is then…

外匯技術指標
MQL5 articles

This installment in a replay-system series explains how a chart-trading indicator can work with a mouse indicator and update displayed values through MetaTrader 5 chart and template behavior. It shows how user-provided values are passed into the chart-trade…

交易執行市場微結構
MQL5 articles

This article explains how to move indicator calculations from a separate MetaTrader 5 indicator into an expert advisor. The motivation may include packaging the strategy in one program, controlling which calculations run, or keeping implementation details…

技術指標交易執行回測
MQL5 articles

The article describes a MetaTrader 5 expert advisor designed to manage trades across multiple currency pairs and two metals from one chart. Its entry logic combines a seven-period ADX directional movement signal with Parabolic SAR confirmation. The ADX rules…

外匯大宗商品技術指標部位規模
MQL5 articles

The document explains why principal component analysis can obscure the importance of individual features when many inputs are highly correlated. PCA can capture shared variation and suppress noise, but its components distribute influence across related…

統計機器學習
MQL5 articles

The article presents a workflow for building a transparent financial machine learning model and connecting it to MetaTrader 5. It contrasts glass-box models with black-box methods, discusses the disagreement that can arise among black-box explanation…

機器學習統計技術指標回測
MQL5 articles

The article explains how to use ZUP’s graphical interface in MetaTrader to mark market waves and attach charting tools to ZigZag extreme points. Users can create and save multiple wave layouts for a symbol, adjust wave levels and display options, and apply…

技術指標統計
MQL5 articles

The article compares an EURUSD hourly LSTM model trained on unfiltered prices with versions trained after low-pass filtering, then explores training on February data concatenated across years. It also varies the filter settings and prediction horizon across…

外匯機器學習統計回測