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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
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

7,090 份文件

MQL5 code base

The document presents the Roofing Filter as an indicator developed by John Ehlers and explains a simple way to interpret its signal line. A cross above the signal is treated as evidence of a short-term uptrend, while a cross below is treated as a short-term…

技術指標趨勢追蹤
MQL5 code base

Daily Perspective is an intraday chart indicator that displays the open, close, high, and low of the previous three daily candles on hourly and shorter timeframes. It projects prior-day price levels onto the current day, giving traders a visual reference for…

技術指標突破趨勢追蹤
MQL5 code base

The document introduces the Fisher Transform as a price oscillator intended to make turning points easier to identify. It describes transforming prices toward a Gaussian distribution and says the indicator fluctuates around a zero line, with sharp changes…

技術指標統計趨勢追蹤
MQL5 code base

The document briefly defines weighted deviation as a deviation measure that applies linear weights at each calculation step. It distinguishes this construction from a built-in deviation calculation that uses a linearly weighted moving average as its…

技術指標統計
MQL5 code base

The KCI Directional Matrix is presented as an indicator with three bounded outputs: a main line for directional efficiency or trend expansion, plus and minus lines for bullish and bearish pressure. The described calculation separates upward and downward…

技術指標動能波動率統計
MQL5 code base

This indicator combines a straight-line regression to estimate trend direction with a curved regression channel to represent changing support and resistance. It measures price dispersion using root-mean-square deviation, then applies Fibonacci coefficients…

外匯技術指標趨勢追蹤波動率
MQL5 code base

The Expert Advisor described here uses a Color Schaff–DeMarker Trend Cycle indicator to generate signals around overbought and oversold conditions. It acts when a bar closes with a breakthrough of the zero level, making the close the stated signal timing.…

外匯技術指標回測
MQL5 code base

Repaint Inspector is a method for checking whether a technical indicator revises values on bars that have already closed. It records each bar’s first observed buffer value, then compares later readings, classifying revisions as changed values, newly…

技術指標統計回測
MQL5 code base

The document describes NonLag MACD, an oscillating indicator that substitutes a NonLag moving average into the familiar MACD structure. It identifies adjustable fast and slow average periods, a signal period, calculation methods, applied price, a noise…

技術指標動能回測
MQL5 code base

This short indicator note proposes a MACD-style oscillator formed by taking the difference between fast and slow momentum measures, rather than the difference between fast and slow moving averages used in conventional MACD. It suggests interpreting the…

技術指標動能
MQL5 code base

Historical volatility describes how widely an asset's returns have varied over a chosen period. The document presents standard deviation as the common calculation approach, while noting that it is not the only possible method. A higher reading indicates…

波動率統計風險管理
MQL5 code base

This indicator applies Ehlers’ nonlinear Kalman filter to deviation estimation as an alternative to standard-deviation measures based on moving averages. The description emphasizes responsiveness as an important property of volatility estimates and offers…

波動率技術指標統計
MQL5 code base

The document introduces the Widners Oscillator as a normalized two-line indicator with behavior described as similar to the Aroon indicator. It offers a basic interpretation: when the blue line is above the red line, the trend is considered to be…

技術指標趨勢追蹤動能
MQL5 code base

The document describes an alerting aid for a set-and-forget trading approach. Rather than monitor charts and time continuously, a trader can use an indicator to watch for conditions and send alerts. It presents two intended uses: preparing a watchlist and…

技術指標交易執行風險管理
MQL5 code base

The Well Martin Expert Advisor combines Bollinger Bands and ADX for trading in calmer market conditions. It buys when price breaks below the lower band and sells when it breaks above the upper band. The described setup is for EURUSD on a 15-minute chart and…

外匯均值回歸技術指標部位規模
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the ColorZeroLAG_MA indicator changes direction. The described approach uses the moving average’s change in direction as its entry trigger. Running the EA requires a separate compiled indicator…

外匯技術指標趨勢追蹤回測
MQL5 code base

The document describes a trading-platform script that displays a currency pair’s current spread, pip value, and the spread cost of opening a position. The cost is expressed in the account’s currency, and the user supplies a trade volume to calculate it. This…

外匯交易執行風險管理
MQL5 code base

This brief note describes an oscillator that measures the rate of change of an adaptive moving average (AMA), expressed in price-chart points. It identifies the indicator’s original implementation as an MQL4 tool published in 2008, but gives no formula,…

技術指標
MQL5 code base

This trading software description outlines an automated system with four selectable entry approaches: tick momentum, candlestick engulfing patterns, RSI reversals, and EMA crossovers. It supports market, stop, and limit orders, plus three variants of…

外匯動能均值回歸技術指標
MQL5 code base

The document presents a script that estimates a power factor from historical price increments and uses the estimate to characterize a market as more range-bound or more prone to volatile, heavy-tailed moves. It reports example estimates across EUR/USD,…

統計波動率均值回歸趨勢追蹤
MQL5 code base

This brief note defines a normalized intraday intensity oscillator attributed to John Bollinger. It uses one input, a calculation period, and describes the output as the period’s simple moving average of summed intraday intensity divided by average tick…

技術指標市場微結構統計
MQL5 code base

This document describes a trend indicator that tracks changes in a moving average and accumulates them until a threshold is reached. Its stated purpose is to highlight broader price movements while filtering out smaller fluctuations. The threshold controls…

趨勢追蹤技術指標統計
MQL5 code base

This indicator displays historical OANDA order-book or position-book distributions on a price chart. A selected time, marked by a vertical line, determines which histogram is shown. An accompanying download manager must run to keep data updated, although…

外匯市場微結構交易執行
MQL5 code base

This document explains quantiles as values that divide a distribution or ordered sample into groups with equal, or nearly equal, probabilities or observation counts. It distinguishes quantile cutpoints from the groups they create and names familiar examples…

統計技術指標