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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
WonderTrader
14 份文件
Alphalens
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

1,507 份文件

ProRealCode

This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…

技術指標趨勢追蹤動能風險管理
ProRealCode

The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…

技術指標波動率突破風險管理
ProRealCode

This indicator draws the current daily candle on a chart running at another timeframe. It reads the daily open, high, low, and close, then uses colored rectangles to show the candle body and its upper and lower ranges. Green represents a close at or above…

技術指標
ProRealCode

The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…

期貨趨勢追蹤技術指標風險管理
ProRealCode

This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…

技術指標動能回測
ProRealCode

This example presents a two-sided strategy for the S&P 500 and says its Bollinger Band period and moving-average period are the two optimized variables. It buys when both the open and close are at or below the lower Bollinger Band, and sells short when both…

股票美國市場均值回歸技術指標
ProRealCode

This indicator recreates an Ichimoku-like display using moving averages. It assigns three average periods, described as Fibonacci-based, to replace the original components: a fast average, a slower average, and a third average used for the cloud. The…

技術指標趨勢追蹤
ProRealCode

The document describes a lag-reduction adjustment applied to a simple moving average. It first calculates a moving average over a configurable period, then uses the ratio between its current and prior values, raised through a logarithmic and exponential…

技術指標趨勢追蹤統計
ProRealCode

The document explains the Acceleration/Deceleration Oscillator (AC) as the Awesome Oscillator (AO) minus a five-period simple moving average of AO. AO itself is calculated as the five-period simple moving average of median price minus its 34-period simple…

技術指標動能趨勢追蹤
ProRealCode

This document presents a chart indicator for marking selected Ichimoku events directly on the price chart. It calculates the Tenkan-sen, Kijun-sen, and the two Senkou spans, then uses symbols to identify periods when Tenkan-sen and Kijun-sen remain equal for…

技術指標趨勢追蹤外匯
ProRealCode

The indicator measures how far the current close sits above or below the intraday volume-weighted average price, expressed in units of a calculated standard deviation. VWAP resets each trading day. Once a minimum number of bars has elapsed, the…

技術指標均值回歸統計交易執行
ProRealCode

This document introduces John Ehlers’ Voss Predictive Filter, an indicator intended to identify cyclical turning points with signals that may appear earlier than those from other indicators. Its calculation first applies a band-pass filter to price changes,…

技術指標統計
ProRealCode

This document explains an indicator that draws horizontal levels at round prices around the current close. Two configurable intervals define major and minor levels, expressed in points or pips and scaled using the instrument’s point size. A separate setting…

技術指標
ProRealCode

This document describes an indicator that turns unusually long candle wicks into supply and demand zones. It measures each upper and lower wick relative to price, scales the measurement against the largest wick in a rolling window, and uses a threshold to…

技術指標均值回歸突破風險管理
ProRealCode

This indicator applies Bollinger-style calculations to confirmed swing highs and lows. BarsBefore and BarsAfter define the neighboring bars used to recognize a fractal; the selected fractal prices are then averaged over a configurable period, with bands…

技術指標統計
ProRealCode

This document explains an indicator that marks potential support and resistance around historical swing highs and lows. It detects pivots over a configurable lookback, defines each zone using either the candle wick area or its full range, and tracks price…

技術指標市場微結構統計
ProRealCode

This indicator identifies bullish and bearish fair value gaps from three-bar price relationships, then monitors whether price later moves back through the gap. A gap is retained only when its size exceeds a threshold scaled by average true range, making the…

技術指標波動率均值回歸突破
ProRealCode

The document presents a two-sided trading strategy based on crossovers between short and long moving averages of RSI. A downward crossover opens a long position and closes a short; an upward crossover closes a long and opens a short. The example uses a…

股票技術指標動能回測
ProRealCode

The document introduces Chaikin Volatility as an indicator derived from the difference between a period’s high and low. It describes comparing moving averages of that range to show how volatility changes, and gives default settings of 10 and 10 along with an…

波動率技術指標統計
ProRealCode

This document presents a visual version of the Commodity Channel Index (CCI). It calculates CCI from typical price using a 14-period setting, plots the indicator, and changes the bar color according to its value. Readings above 100 use one color, values…

技術指標動能
ProRealCode

The indicator builds upper and lower price channels around a moving average, using standard deviations measured over three lookback periods inspired by Ichimoku. It averages the three estimates to form the main bands and also plots secondary bands using…

波動率技術指標統計
ProRealCode

The study outlines China’s convertible bond market and develops a screening factor intended to identify bonds with relatively low embedded-option valuations. It decomposes convertible bond value into a discounted bond component and an option component. Under…

固定收益選擇權衍生品定價波動率
ProRealCode

The Alf Winner oscillator combines a price measure based on close, high, and low with volume. It normalizes that volume-weighted price against its recent range and applies two weighted moving average smoothing steps, whose periods can be adjusted. The…

技術指標動能風險管理