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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 document presents John Ehlers’s Super Bandpass Filter as a nearly zero-lag method intended to reduce noise at high and low frequencies in market data. Its filter output is compared with positive and negative root-mean-square bands calculated from recent…

技術指標趨勢追蹤波動率
ProRealCode

This note describes an Alligator-style trading method using simple, weighted, and endpoint moving averages calculated from a pivot price. It proposes buying when the three averages cross upward and selling when they cross downward. The endpoint average may…

技術指標趨勢追蹤部位規模
ProRealCode

This indicator calculates Fibonacci-style pivot levels from the prior period’s high, low, and close. It supports daily, weekly, monthly, and four-hour periods, with a custom-session option for daily calculations. Users specify session start and finish times…

技術指標期貨外匯波動率
ProRealCode

This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…

期貨趨勢追蹤技術指標波動率
ProRealCode

This document describes an intraday breakout system for the French CAC 40 using the early-session high and low as reference levels. It tracks the range from the opening period, then places stop entries beyond those levels when the range and the price’s…

期貨突破技術指標風險管理
ProRealCode

This document describes a recursive channel indicator that produces upper and lower price bands and their midpoint. It contrasts conventional channels, which combine a central tendency estimate with a volatility measure, with a method that updates each band…

技術指標統計
ProRealCode

The document presents a chart indicator that marks the active hours of European, US, and Asian trading sessions, including configured lunch intervals. It creates separate vertical bands for each session and labels the session when it begins. The returned…

技術指標市場微結構
ProRealCode

The indicator calculates the midpoint of the highest high and lowest low observed over a rolling 50-period window. This creates a smoothed reference level based on the range extremes rather than an average of closing prices. The source presents it as a…

技術指標趨勢追蹤
ProRealCode

This intraday system takes short positions in the DAX using a Repulse-style candle indicator and several filters. Entries are considered at scheduled times on a four-hour chart. The rules also require a short-term exponential-average relationship, a…

期貨技術指標趨勢追蹤風險管理
ProRealCode

The document presents VWAP percent as a more reactive alternative to Bollinger Bands percent for spotting possible reversals or the start of a trend. It describes a normalized measure built from the close relative to VWAP-based bands formed using a standard…

技術指標均值回歸趨勢追蹤交易執行
ProRealCode

This document presents a long-only strategy that compares the daily close with a price from roughly six months earlier. It enters when the close crosses above a level 44% higher than that reference price, then exits after about one year, described as…

股票動能趨勢追蹤回測
ProRealCode

This document describes a ProRealTime adaptation of the Carbon Double WAM indicator. It calculates two smoothed measures from closing prices, using primary periods of 21 and 3, and plots each measure alongside its inverse. The longer-period line is intended…

技術指標趨勢追蹤
ProRealCode

This indicator combines a cascaded fractional EMA with two adaptive Kalman filters to create a base line and a faster line. Setting EMA lengths below one makes the EMA extrapolate rather than smooth, reducing apparent lag while amplifying price fluctuations.…

技術指標趨勢追蹤波動率風險管理
ProRealCode

This document presents a swing-line indicator based on the Clear method for visualizing short-term price movement. It tracks rising and falling phases by updating local high and low reference levels. During an upswing, the line follows the evolving low; a…

技術指標趨勢追蹤
ProRealCode

This indicator modification expands the TTM Squeeze from a single compression state to low, middle, and high levels. It compares Bollinger Bands with several Keltner Channel widths: the relationship between the bands identifies the compression state, while a…

技術指標波動率動能
ProRealCode

This document outlines a MetaTrader expert advisor built around a zero-lag momentum indicator. Its stated trade conditions require the fast and slow trends to align and the fast trend to change direction. The setup uses a higher timeframe to display the…

外匯趨勢追蹤動能技術指標
ProRealCode

This indicator displays five dots that summarize price direction across five progressively slower candle intervals derived from the chart’s current time frame. For each interval, it compares the current close with a selected reference, such as the open,…

技術指標趨勢追蹤部位規模
ProRealCode

The document describes a chart indicator that derives support, resistance, intermediate levels, and a center line from the maximum and minimum of a daily range. It takes the difference between the endpoints, places an inner level at a stated fraction of that…

技術指標
ProRealCode

The document presents a Yang–Zhang extension of the Garman–Klass volatility estimator as an ex-ante volatility measure that can support position sizing in time-series and dual-momentum strategies. Its calculation combines squared overnight gaps, intraday…

波動率部位規模技術指標動能
ProRealCode

The document describes a chart indicator that displays several commonly used moving averages and Ichimoku levels together as potential support or resistance. It calculates simple moving averages at the 20, 50, 100, and 200 periods, along with Tenkan, Kijun,…

技術指標
ProRealCode

This proposal applies the Fisher Transform to daily DAX prices and uses threshold crossings to switch between long and short positions. It normalizes the typical price within a rolling high–low range, smooths the resulting value, and transforms it into an…

期貨技術指標趨勢追蹤回測
ProRealCode

This indicator combines fast and slow Parabolic SAR calculations with price extremes to generate bullish and bearish signals. When price crosses the fast SAR, it records a recent low or high; a qualifying position relative to the slow SAR then triggers a…

技術指標趨勢追蹤風險管理
ProRealCode

The indicator combines three readings of Williams %R across short, intermediate, and long horizons. Its reactive pulse blends the short-range reading with a stochastic transformation, while its slower trend line weights the longest horizon most heavily.…

技術指標趨勢追蹤動能波動率
ProRealCode

This strategy adapts Larry Williams’ three-bar approach to trade pullbacks within a trend. It forms a channel from moving averages of highs and lows, then uses the sign of a linear regression slope as a directional filter. When the slope is positive, it…

趨勢追蹤技術指標回測交易執行