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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

1,507 份文件

ProRealCode

The article examines a z-score indicator whose automatic lookback selection is described as machine learning. It selects among ten fixed windows using price-trend fit, then trades z-score extremes as mean-reversion signals. The audit identifies problems in…

均值回歸技術指標機器學習回測
ProRealCode

The document presents an array-based ZigZag indicator for plotting alternating swing highs and lows. A configurable threshold can be expressed in pips or as a percentage; the percentage mode uses the previous day’s close as its reference, which the author…

技術指標外匯波動率
ProRealCode

This indicator combines three components to distinguish smaller moves within a trend from possible directional changes. A recursive Kalman filter smooths closing prices; SuperTrend applied to that filtered series supplies directional bias; and bands around…

技術指標趨勢追蹤突破波動率
ProRealCode

The document discusses ICT and Smart Money Concept interpretations of market structure, contrasting a fractal view of price action with static pivot levels and Donchian channel boundaries. Donchian channels use the highest high and lowest low over a chosen…

技術指標突破趨勢追蹤市場微結構
ProRealCode

This indicator displays nested daily-range zones derived from average high-to-low movement over several lookback windows, including a 20-day measure. It draws rectangles around the current day’s range and marks levels offset from the current daily high and…

技術指標波動率風險管理期貨
ProRealCode

The document describes a cyclically smoothed Relative Strength Index (CRSI), intended to adapt RSI signals to market cycles. It begins with upward and downward price changes, smooths them exponentially using a period derived from the estimated dominant…

股票技術指標統計風險管理
ProRealCode

This document describes an indicator that applies John Ehlers’ inverse Fisher transform to either RSI or RSX. The transform is presented as a way to reshape an indicator’s probability distribution and produce a smoother oscillator for timing buy and sell…

技術指標均值回歸統計
ProRealCode

The Arnaud Legoux Moving Average (ALMA) is described as a price-smoothing method that applies Gaussian weights across a rolling window. Its offset parameter shifts the weight distribution and adjusts the balance between smoothness and responsiveness, while…

技術指標統計回測
ProRealCode

This indicator aims to separate trading volume into estimated buying and selling components and display them as a two-color histogram. Its description associates green bars with buyer activity and red bars with seller activity. The calculation uses bar…

技術指標市場微結構交易執行統計
ProRealCode

The document describes an intraday DAX opening range breakout approach for five- and fifteen-minute charts. It records the session high and low during the opening window, then uses a five-period TEMA crossing those levels as the entry signal. Long and short…

期貨突破技術指標風險管理
ProRealCode

This indicator applies Bollinger-style bands to an RSI series. It smooths RSI with an exponential moving average, estimates dispersion using a rolling standard deviation, and defines a narrower zone around the basis. An upward RSI cross through the upper…

技術指標均值回歸波動率
ProRealCode

The Market Thermometer is an indicator described in Alexander Elder’s trading book. It estimates intraday volatility by measuring how far the current high or low extends beyond the previous bar’s range. It compares this measure with an exponential moving…

波動率技術指標
ProRealCode

The document describes a two-panel indicator for identifying bullish and bearish divergences between closing prices and the MACD line. One version draws divergence segments on the price chart, while a second plots corresponding segments in a separate MACD…

技術指標動能股票
ProRealCode

This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…

技術指標美國市場趨勢追蹤風險管理
ProRealCode

The document proposes an Ichimoku-based classifier for market regime and trade setup. It compares price with the cloud and checks whether the current and forward clouds share the same direction. It assigns positive or negative values to bullish or bearish…

技術指標趨勢追蹤均值回歸回測
ProRealCode

This indicator measures the current candle’s open, high, low, and close relative to the close from 60 bars earlier. It expresses each log price change on a scale adjusted by average true range, framing the result as a way to compare recent movement with…

技術指標波動率均值回歸選擇權
ProRealCode

This document describes a corridor approach built from two Bollinger Band envelopes: inner bands at one standard deviation and outer bands at two standard deviations around a 20-period exponential moving average. It presents the indicator as applicable to…

外匯趨勢追蹤技術指標
ProRealCode

This indicator displays Commodity Channel Index readings across a range of lookback periods as a colored heatmap. It varies the period from a starting value to a maximum using a fixed step, then plots each reading at its corresponding period. Red and green…

技術指標趨勢追蹤均值回歸
ProRealCode

This document describes a chart indicator for visualizing a planned trade’s entry, stop, and reward targets at one, two, and three times the distance between entry and stop. Users supply entry and stop prices along with the number of bars over which to draw…

風險管理部位規模交易執行
ProRealCode

This long-only Dow Jones strategy on an hourly timeframe combines a close crossing above a 600-period moving average with a close above the Ichimoku cloud. It opens a two-contract position only when both entry conditions hold and no position is already open.…

期貨突破趨勢追蹤技術指標
ProRealCode

This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…

技術指標趨勢追蹤動能波動率
ProRealCode

The Balance of Power (BoP) indicator is presented as a way to compare buyers’ and sellers’ ability to move price. Its basic form divides the close-to-open change by the high-to-low range; the document also describes a variant that uses the prior close as the…

技術指標統計動能
ProRealCode

This document explains a fixed-range volume profile that maps traded volume across price levels over a configurable lookback window. It divides the high-to-low range into channels, estimates each candle’s volume allocation across its body and wicks, and…

技術指標市場微結構統計回測