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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
Lumibot strategies
7 份文件
QuantRocket
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

1,507 份文件

ProRealCode

This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…

期貨市場微結構技術指標波動率
ProRealCode

This indicator colors volume according to how each bar’s high and low compare with the prior bar. Bars that make a higher high without a lower low receive one color; bars that make a lower low without a higher high receive another. Bars extending both sides…

技術指標趨勢追蹤市場微結構
ProRealCode

The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…

技術指標部位規模風險管理
ProRealCode

This indicator adjusts an exponential moving average using an R-squared measure calculated from price observations over a chosen period. The measure compares a linear fit of recent prices with their variation, then changes the EMA period through a formula so…

技術指標統計趨勢追蹤
ProRealCode

This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…

趨勢追蹤網格交易風險管理部位規模
ProRealCode

Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…

技術指標動能波動率
ProRealCode

This forum post describes a Chinese equity backtest comparison between standard regression models and a platform stock ranking model. The author trained XGBoost, LightGBM, and CatBoost regressors on five-day returns using rolling historical periods, then…

股票機器學習回測中國市場
ProRealCode

The Wave Period Oscillator (WPO) is presented as a time-cycle oscillator, attributed to a 2018 article in the IFTA Journal. Its described calculation derives a signed period-like value from price and a preceding close, then smooths that value with an…

技術指標動能統計
ProRealCode

This indicator first smooths a selected price series using a configurable moving-average period and method, then calculates RSI on that smoothed series. It adds floating overbought and oversold levels derived from the recent minimum and maximum RSI values…

技術指標均值回歸統計
ProRealCode

The indicator converts a fan of moving averages into three bounded readings: price versus the fan, the fan’s ordering around a reference average, and the fan’s position relative to its slowest active average. Each score divides signed differences by their…

技術指標趨勢追蹤均值回歸統計
ProRealCode

This indicator marks each bar according to whether its close is above or below the previous close. It draws a point at the close in green for an increase and magenta for a decrease, and returns the close alongside two values associated with the upward and…

技術指標動能
ProRealCode

This document describes a chart overlay that displays recent daily market data for a selected instrument. It gathers open, high, low, close, and volume values for a configurable number of prior days, and calculates each close’s percentage change relative to…

技術指標交易執行股票期貨
ProRealCode

The document presents a recursive smoother that updates an initial price series toward the current close by a fixed fraction of the difference. It initializes a chain of intermediate values from median price, then propagates smoothing through the chain so…

技術指標趨勢追蹤
ProRealCode

The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…

股票波動率部位規模風險管理
ProRealCode

The document describes a pivot oscillator intended for scalping the S&P 500 on tick charts. For each bar, it defines a pivot value as the average of the open, high, low, and close, then applies an exponential moving average with a period of 14. The indicator…

期貨技術指標交易執行
ProRealCode

The document describes John Ehlers’ MESA Stochastic, a modified stochastic oscillator designed to reduce noise and spectral dilation. It combines a high-pass filter, a SuperSmoother filter, and normalization over a lookback window, then smooths the resulting…

技術指標均值回歸風險管理
ProRealCode

This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…

技術指標波動率外匯
ProRealCode

This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…

外匯技術指標趨勢追蹤回測
ProRealCode

This text introduces Volume Spread Analysis as an approach that interprets price and volume together to infer the activity of large, coordinated market participants. It presents the ideas of strong and weak hands, accumulation, distribution, and pooled…

市場微結構技術指標統計
ProRealCode

This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…

期貨突破技術指標部位規模
ProRealCode

This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…

技術指標趨勢追蹤波動率風險管理
ProRealCode

The document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…

股票技術指標趨勢追蹤風險管理
ProRealCode

This post outlines a daily long-short strategy for the S&P 500 using a two-period RSI. It opens a long position when RSI falls below a parameter and a short position when RSI exceeds a mirrored threshold. Long exits require RSI to recover to a separate…

股票美國市場均值回歸技術指標