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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

7,090 份文件

MQL5 code base

The document outlines an Expert Advisor that trades signals from the Extrem_N indicator. A signal occurs at a bar’s close when one colored line appears after the other color’s line disappears; the direction depends on which color replaces which. The system…

外匯技術指標回測風險管理
MQL5 code base

The document describes an indicator that converts incoming tick data into a one-tick-period chart in MetaTrader. It adapts the platform’s period-conversion approach to store ticks in standard history files, which lets the user open the result as an offline…

市場微結構技術指標交易執行
MQL5 code base

The indicator creates an aggregated trade report from three inputs: a magic number, a start date, and an end date. Its report presents financial results in the account's deposit currency and also in points. Point totals do not account for position sizes, so…

統計回測
MQL5 code base

This trading system uses the MACD_Xtr indicator to generate trades. It enters at the close of a bar when a red or green bar appears, and exits either through a pending order or when the bar color changes. The document describes a test on USDCHF at the…

外匯技術指標回測
MQL5 code base

The document describes a MetaTrader 5 indicator named Wajdyss Ichimoku Candle HTF. Its distinguishing feature is an input that lets the user select the chart period used by the indicator, with a four-hour period shown as the default. This allows the…

技術指標
MQL5 code base

The document describes an automated strategy that buys more as a contract price falls and sells more as it rises. Despite being labeled arbitrage, the approach trades price moves in exchange contracts without requiring a corresponding commodity price…

外匯均值回歸套利風險管理
MQL5 code base

The document describes a QQE-based approach for assessing trends with a polychromatic momentum indicator. It characterizes the underlying momentum measure as fast, which can help identify trend changes promptly but may also make its signals overly sensitive.…

動能技術指標趨勢追蹤
MQL5 code base

TrendManager is described as a trend-detection indicator that displays its readings as a colored cloud. The document identifies Matt Kennel as the author and notes that the indicator was originally written in MQL4 and published in 2007. The description does…

技術指標趨勢追蹤
MQL5 code base

The document describes an indicator that applies a moving average to a linear regression and surrounds it with two channel widths, similar in concept to Bollinger bands. It names a narrow channel for reversal signals and a wider channel for breakouts. The…

技術指標統計突破均值回歸
MQL5 code base

This indicator synchronizes a chosen candle’s time window across open charts of the same symbol, allowing a trader to compare that moment across different timeframes. A host chart publishes the selected candle’s open and close times, closing price, and…

技術指標市場微結構交易執行
MQL5 code base

The document describes an MT4 script that totals the net imbalance across existing positions and places a trade in the opposite direction for that amount. Its examples show how the hedge changes as buys and sells accumulate: an excess of buy volume leads to…

外匯風險管理部位規模
MQL5 code base

The document describes a trade-history analysis that rebuilds trades from historical deals and reports metrics intended to assess entry and exit efficiency. Maximum adverse excursion (MAE) measures the largest move against a position while it is open, while…

統計風險管理回測
MQL5 code base

The document introduces an L1 trend filter as a way to extract piecewise-linear trends from noisy price data while retaining major market structure. It describes a demonstration implemented in MQL5 for both float and double vectors, applied to simulated…

統計技術指標
MQL5 code base

MarketPredictor is described as an open-source MetaTrader 5 Expert Advisor that applies mathematical tools to historical prices and future scenarios. Its stated methods include Fast Fourier Transform analysis to identify dominant frequency patterns and Monte…

外匯機器學習統計回測
MQL5 code base

The document describes a chart indicator that displays a moving average in candlestick form. Rather than presenting the usual price candles, it visualizes the calculated average as a sequence of bullish or bearish candles, providing a candle-style view of…

技術指標趨勢追蹤
MQL5 code base

This indicator description combines divergence between fast and slow Momentum oscillators with a confirming candlestick combination to generate semaphore-style signals. The oscillators are assessed using extreme points from the most recent five bars, and a…

動能技術指標股票
MQL5 code base

This indicator adapts the advance-decline line to the symbol being analyzed: it counts that instrument’s own advances and declines rather than aggregating other instruments. The document proposes adding floating levels to help assess trend direction because…

技術指標股票統計
MQL5 code base

The Expert Advisor combines an initial buy or sell position with a protective stop order, then builds a grid of pending orders at set price intervals. It uses ADX on a configurable timeframe to choose the grid style: below 40 it places limit orders, while…

外匯網格交易技術指標風險管理
MQL5 code base

The document briefly introduces the Tim Morris moving average system, also called TMMA, and attributes its creation to Tim Morris in 2004. It says traders use the system for scalping and other short-term trades, with the 15-minute chart identified as a…

技術指標高頻交易
MQL5 code base

This document describes an Expert Advisor that maintains a grid of pending orders above and below the current market price. Users can configure the number of orders per side, spacing, order types, lot size, slippage allowance, take-profit distance, and a…

外匯網格交易交易執行風險管理
MQL5 code base

This note introduces a smoothed variation of the range-weighted exponential moving average. It attributes the smoothing approach to a method discussed by Lee Leibfarth in work on adaptive price zones. The stated aim is to reduce noisy changes in the…

技術指標趨勢追蹤統計
MQL5 code base

This brief indicator note describes an RSI variant whose calculation allows users to choose both the lookback length and the smoothing method. It contrasts this flexibility with the conventional RSI description given in the source, which uses exponential…

技術指標統計
MQL5 code base

The document describes a short-term stock screen combining three technical conditions: price range greater than one, a gain below six percent at the 9:25 observation, and three consecutive bearish daily candles. It frames consecutive down days as a possible…

股票技術指標均值回歸中國市場
MQL5 code base

This document describes configuration options for a MetaTrader 4 TD Sequential indicator. It explains that the calculation can be limited to a specified number of bars or run across all available bars, with a larger calculation range taking longer. Display…

技術指標