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 SEFormer, a Transformer design for 3D point-cloud detection that adds spatial structure to attention. Standard convolution encodes direction and distance through its kernels but aggregates neighbors uniformly; ordinary self-attention can…

機器學習外匯回測統計
MQL5 articles

The article explains why price indicators based on the mean, standard deviation, and least-squares slope can be distorted by a small number of extreme observations. It presents median and median absolute deviation (MAD) as more resistant alternatives for a…

統計技術指標風險管理
MQL5 articles

The article introduces Quarters Theory as a way to divide a major price interval into four equal large-quarter segments, which are treated as potential support, resistance, pause, or acceleration areas. It describes an MQL5 chart script that locates the…

外匯技術指標
MQL5 articles

The article describes pivot points as daily reference levels that traders may interpret as directional guides: price above a pivot is associated with upward bias, and price below it with downward bias. It outlines a classical calculation using the previous…

外匯技術指標
MQL5 articles

This article presents MetaTrader 5 scripts for building custom symbols and generating synthetic market histories for testing indicators and Expert Advisors. It describes creating symbols either with manually specified properties or based on an existing…

回測統計技術指標
MQL5 articles

This article describes how to build a traditional Point and Figure indicator in MetaTrader 5, where price movement rather than elapsed time determines when chart marks appear. A user-selected fixed box size converts price changes into X columns for advances…

技術指標突破趨勢追蹤
MQL5 articles

The article outlines a multi-currency carry approach that seeks positive swap income while offsetting exchange-rate exposure through opposing positions in correlated currency pairs. It proposes using least-squares regression on historical daily prices to…

外匯Carry(套息)配對交易統計
MQL5 articles

This installment extends an MQL5 library for handling market tick data. It proposes maintaining a tick-object list for each symbol, with a configurable history depth that defaults to the current day, and combining symbol lists into a collection for…

多資產市場微結構交易執行
MQL5 articles

The article introduces Mamba4Cast, a time-series forecasting framework that combines state-space sequence modeling with Prior-data Fitted Networks. Instead of pretraining on one instrument’s historical prices and then fine-tuning, the approach learns from…

機器學習統計外匯波動率
MQL5 articles

This interview describes an Expert Advisor built around changes in the Bulls Power indicator. The trader looks for a significant shift in its trend and magnitude as a signal of a possible new market direction, then opens a position in that direction. The…

外匯趨勢追蹤動能技術指標
MQL5 articles

The article examines how to reduce false and delayed signals from a conventional moving average crossover strategy. Its baseline uses fast and slow averages for direction, with ATR-based stop-loss and take-profit levels. A manual refinement adds a…

外匯技術指標趨勢追蹤機器學習
MQL5 articles

This article presents an automated grid scalping approach that adds buy or sell orders at set price intervals and increases position size after losses in an effort to recover prior losses. The MQL5 implementation is described as using configurable grid…

外匯網格交易風險管理部位規模
MQL5 articles

The article outlines an MQL5 Expert Advisor that scans multiple currency pairs for potential trend reversals using the Commodity Channel Index and Awesome Oscillator. It describes using one timeframe for signals and a higher timeframe for trend confirmation,…

外匯技術指標回測風險管理
MQL5 articles

This article explains how to add a chart panel to an MQL5 Expert Advisor so selected settings can be changed while it is running. Its example EA trades in the direction of a JMA indicator on completed bars, with configurable indicator period, stop loss, take…

外匯交易執行風險管理
MQL5 articles

The article describes a method for estimating the changing value of individual currencies from a set of forex pairs. It first normalizes each pair by its average close over a sample, then combines direct and inverted cross rates to derive currency series.…

外匯統計技術指標
MQL5 articles

This article explains how to display standard indicators from a higher timeframe on a lower-timeframe chart when their lines have a shift. A shift measured in source-chart bars must be converted into recipient-chart bars: for example, one higher-timeframe…

技術指標多資產
MQL5 articles

The article explains Combinatorially Symmetric Cross Validation (CSCV) as a way to estimate the Probability of Backtest Overfitting (PBO) after trying multiple strategy parameter sets. It starts from consistent, granular performance data for every trial,…

回測統計風險管理
MQL5 articles

The article presents an Expert Advisor signal that turns RSI, Stochastic, and price context into seven directional scores. Each score is bounded around a neutral midpoint, then isotonic regression maps its ranking to an empirical probability. An optional…

機器學習技術指標統計回測
MQL5 articles

The article describes a Forex portfolio approach that combines Markowitz allocation with a Value at Risk constraint. Markowitz optimization is used to seek allocations with low risk for a target return, while the VaR limit is intended to keep estimated…

外匯投資組合建構風險管理回測
MQL5 articles

The article explains Decision Transformer as an offline reinforcement learning method that frames action selection as autoregressive sequence modeling. Its trajectory representation interleaves return-to-go, state, and prior action tokens; at inference, a…

機器學習統計回測外匯
MQL5 articles

The document presents an MQL5 tool for testing a chosen price level against historical bars. It classifies touches using a configurable pip tolerance and assigns direction by the bar close. A breakout requires a close beyond the level by a separate margin,…

外匯統計技術指標突破
MQL5 articles

The article describes a resource manager for Expert Advisors that creates indicator handles only when requested and reuses them for matching requests. Cache identity combines symbol, timeframe, indicator type, and serialized parameters, so distinct…

技術指標交易執行風險管理
MQL5 articles

This replay-system installment addresses slow processing when a one-minute bar contains a very large number of ticks. It changes the simulation design to cap tick counts, including for replayed or externally supplied data, and describes distributing…

期貨回測市場微結構交易執行
MQL5 articles

This article explains two ways to move market data between MetaTrader 5 and Python. One uses a TCP socket server in Python and an MQL5 client: the terminal sends recent closing prices, Python fits a linear regression against time, and the client receives the…

機器學習統計交易執行外匯