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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

This ProRealTime indicator applies the MIDAS anchored VWAP idea to rolling swing highs and lows. It uses four lookback horizons—17, 72, 305, and 1292 bars—and calculates a top VWAP from the highest high and a bottom VWAP from the lowest low in each horizon.…

技術指標均值回歸趨勢追蹤
ProRealCode

This document describes a long-only mean-reversion strategy for QQQ using Internal Bar Strength (IBS), calculated as the close’s position within the day’s high-low range. It treats a very low reading as a short-term oversold signal: enter at the next market…

股票均值回歸技術指標部位規模
ProRealCode

This ProRealTime indicator plots averages of recent swing-high and swing-low fractal prices, plus a midpoint between those averages. The parameter p sets how many detected fractals contribute to each average. BarsBefore and BarsAfter determine the…

技術指標均值回歸股票
ProRealCode

This indicator builds four rolling price levels from the highest high, lowest low, and current close over lookback periods of 23, 38, 50, and 61 bars. It averages those levels to form a primary pivot, adjusts a secondary pivot using its prior value under…

技術指標趨勢追蹤均值回歸
ProRealCode

This indicator uses the number of transactions per minute as a proxy for market participation and compares recent activity with a long moving average. Activity above the average is displayed as a high-activity phase, while below-average activity marks a…

技術指標市場微結構波動率統計
ProRealCode

This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…

技術指標趨勢追蹤波動率外匯
ProRealCode

The document describes a Swinglines indicator that connects selected bar highs and lows to represent trend direction. It classifies bars by comparing each day’s high and low with the previous day: higher highs and lows, lower highs and lows, inside days, and…

技術指標趨勢追蹤期貨
ProRealCode

This short-term strategy uses a Gann Market Model style filter to enter long positions when price is above levels derived from exponential averages of highs and lows over three lookback periods. It scores each period as bullish or not, then buys when all…

趨勢追蹤技術指標部位規模
ProRealCode

The Echo Forecast indicator searches recent price history for a similar earlier pattern, then uses the price changes that followed that historical match to project a possible path forward. It compares a reference window against candidate windows in a…

技術指標統計回測
ProRealCode

The indicator estimates which side has more unconsumed volume stored in surviving supply and demand zones. It identifies a zone after three consecutive candles in one direction when at least one has volume above its rolling average, then anchors the zone to…

技術指標市場微結構風險管理
ProRealCode

The document explains a Stochastic RSI indicator for ProRealTime. It calculates a current RSI value, compares it with the lowest and highest RSI readings across a recent lookback, and scales the result to a range from zero to one. The example uses a…

技術指標統計
ProRealCode

The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…

大宗商品技術指標動能部位規模
ProRealCode

This proposed breakout strategy enters long after a bullish candle closes above the prior eight-bar high, or short after a bearish candle closes below the prior eight-bar low. In either direction, the candle’s body must exceed the 24-period average true…

期貨突破波動率技術指標
ProRealCode

The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…

期貨趨勢追蹤技術指標部位規模
ProRealCode

The document explains a trend-following indicator that applies two stages of moving-average smoothing to Heikin Ashi price components. It aims to reduce short-term price noise and presents color-coded candles whose smoothed open, high, low, and close values…

技術指標趨勢追蹤
ProRealCode

This indicator method estimates a desired-period RSI on a chart whose bars are shorter than the target timeframe. It infers the chart bar duration and the number of lower-timeframe closes needed to form each higher-timeframe change, then separates gains and…

技術指標統計
ProRealCode

The TTI ATR Extreme is an oscillator-style channel built from price deviations around moving averages and scaled by recent average true range. It uses a 14-period ATR relative to closing price and compares the close with a 40-period exponential average to…

技術指標波動率突破均值回歸
ProRealCode

This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…

趨勢追蹤技術指標波動率風險管理
ProRealCode

This indicator builds a linear regression channel whose starting point is set by a chosen date and time. As new bars arrive, the lookback grows from that anchor, so the fitted trend line and its upper and lower bands update over an expanding period. The user…

技術指標突破統計
ProRealCode

This document describes a trend-following line calculated using Average True Range (ATR), the Commodity Channel Index (CCI), and adjustable parameters. The line is plotted over price and changes color with its direction: green indicates an upward regime and…

技術指標趨勢追蹤波動率
ProRealCode

The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…

期貨趨勢追蹤技術指標風險管理
ProRealCode

This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…

技術指標趨勢追蹤波動率部位規模
ProRealCode

This is a long-only reversal strategy described for the DAX or GER30 on an hourly chart. It calculates a lower band from a 100-period moving average minus one 10-period standard deviation. A position is opened when price falls below 97.5% of that band, RSI…

期貨均值回歸波動率技術指標
ProRealCode

The document describes a Double Smoothed Stochastic derived from work on market cycles and presents it as an oscillator for identifying overbought and oversold areas. Its calculation first normalizes the close within a recent high-low range, smooths that…

技術指標均值回歸動能風險管理