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
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 surveys ways to restrict use of MQL5 Expert Advisors and indicators, from checking a password in the interface to validating generated keys, broker account details, and expiration dates. It explains the basic logic of each approach and discusses…

交易執行風險管理
MQL5 articles

ConserWeightive Behavioral Cloning (CWBC) is presented as a way to make offline, return-conditioned behavior-cloning policies more reliable when training trajectories vary in quality. The method has two parts: weight trajectories to give higher-return…

機器學習統計回測
MQL5 articles

ConserWeightive Behavioral Cloning (CWBC) is presented as a way to make offline, return-conditioned behavior-cloning policies more reliable when training trajectories vary in quality. The method has two parts: weight trajectories to give higher-return…

機器學習統計回測
MQL5 articles

This article explains how to build a chart-based dashboard for viewing economic calendar events in MQL5. It proposes a table where each event has a name, scheduled time, affected currency, importance level, and brief description. Contrasting visual styles…

事件驅動外匯
MQL5 articles

The article describes an MQL5 Market Depth display that combines an order book with a chart of recent ticks and trades. It explains the CPanel graphics library’s reusable elements, which pair a configurable interface class with different chart primitives,…

期貨市場微結構交易執行
MQL5 articles

The document presents an MQL5 Expert Advisor design that tracks a daily trading-session range and evaluates breakouts using ATR-based volatility thresholds. The stated motivation is to filter brief moves beyond range boundaries that may reverse in…

突破波動率技術指標風險管理
MQL5 articles

This programming guide explains how MQL5 represents trading operations through request, check, result, and transaction structures. It describes the request fields used for market and pending orders, position changes, and order removal, along with OrderCheck…

交易執行市場微結構風險管理
MQL5 articles

The article explains the Janus factor as a framework for interpreting market behavior through feedback between price changes and trader reactions. Positive feedback can sustain trends as participants add to rising or falling moves, while early profit-taking…

外匯股票動能趨勢追蹤
MQL5 articles

This final installment in a retail statistical arbitrage series explains why larger cointegrated stock portfolios can strain a workflow built around SQLite. It distinguishes SQLite’s role in transactional tasks from an OLAP database’s role in analytical…

套利配對交易統計投資組合建構
MQL5 articles

The document surveys example automated strategies built around seven bullish and bearish candlestick patterns, including engulfing, harami, hammer, and morning or evening stars. Each pattern set is paired with one of four oscillators—CCI, MFI, RSI, or…

技術指標回測趨勢追蹤
MQL5 articles

This article introduces candlestick anatomy and describes how body and shadow shapes are commonly interpreted as evidence of buying pressure, selling pressure, or indecision. It surveys long and short candles, marubozu, doji, spinning tops, hammer and…

技術指標動能統計
MQL5 articles

The article describes an MQL5 chart indicator that derives fast and slow pivot lines from recent high and low ranges, colors them by trend direction, and marks trend changes with arrows. Price relative to the slow line supplies the main directional context,…

技術指標趨勢追蹤動能
MQL5 articles

This article explains an MQL5 trade filter that uses online logistic regression to estimate whether a base signal will win. It constructs scaled features from RSI, EMA distance, relative ATR, candle shape, MACD, and volume, then scores an EMA crossover…

機器學習技術指標回測風險管理
MQL5 articles

The article describes a trading-oriented implementation of ACEFormer, combining adaptive empirical mode decomposition with a Transformer forecasting architecture. ACEEMD is used to reduce high-frequency noise while retaining turning points; the resulting…

機器學習統計回測
MQL5 articles

The article examines how time-based bars represent market prices and argues that fixed-interval sampling can distort a process whose changes are driven by trading and order-book activity rather than time itself. It contrasts the convenience, storage…

市場微結構統計技術指標
MQL5 articles

This primer covers practical MQL4 Expert Advisor tasks: checking free margin before opening a trade, reading historical price arrays, copying data from another symbol or timeframe, and reporting errors. It describes Alert, Comment, and Print for diagnostics,…

交易執行市場微結構
MQL5 articles

Runs bars close when the larger of the cumulative buy-side or sell-side metric crosses an adaptive threshold. Unlike imbalance bars, which net opposing flow, runs bars accumulate each side separately. This can keep bars forming during choppy periods when…

市場微結構統計交易執行
MQL5 articles

In this interview, Automated Trading Championship participant Alexandr Artapov discusses the design and operation of a multicurrency Expert Advisor. He describes applying a common indicator-based strategy across selected currency pairs, grouping symbols into…

外匯多資產部位規模風險管理
MQL5 articles

This article turns Bill Williams’ trading framework into a MetaTrader Expert Advisor and describes signals from the Alligator, Fractals, Awesome Oscillator, and Accelerator Oscillator. Entries combine fractal breakouts filtered by the Alligator with…

外匯股票趨勢追蹤技術指標
MQL5 articles

In this interview, Automated Trading Championship participant Egidijus Bockus describes a simple trend-following Expert Advisor built for the contest. It uses open and close prices and volume rather than technical indicators, and the participant says this…

外匯趨勢追蹤風險管理
MQL5 articles

This article describes creating an SQLite database from MQL5 Economic Calendar data so that event information can be queried and later used in news-strategy testing. It discusses why stored calendar history is useful when the calendar itself is unavailable…

事件驅動回測外匯
MQL5 articles

The article explains how to decouple MQL5 analytics from terminal history by having consumers depend on an ITradeRepository interface. A live implementation retrieves closed trades and metrics through the MetaTrader history API; a mock implementation…

回測風險管理
MQL5 articles

The article explains how four entropy measures—Shannon, Plug-In, Lempel-Ziv, and Kontoyiannis—can describe the distribution and ordering of price-direction changes within a bar. It turns bid movements into a three-symbol sequence, then computes each measure…

統計機器學習市場微結構技術指標
MQL5 articles

The article describes a proposed automated system for cryptocurrency CFDs across separate MetaTrader 5 accounts. Its architecture assigns each account an independent Python process and terminal, with shared configuration values and trade execution handled by…

加密貨幣機器學習技術指標風險管理