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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 indicator seeks bullish and bearish divergences between price swings and a zero-lag MACD. It builds the MACD and its signal line from double-smoothed exponential averages, then tracks price highs or lows and corresponding MACD extremes around…

技術指標動能回測
ProRealCode

The document presents a ProRealTime indicator for estimating how many ticks occur per second from bars built from a specified number of ticks. It converts each bar’s open-time value into elapsed seconds, takes the difference between successive bar times, and…

市場微結構交易執行高頻交易
ProRealCode

This indicator estimates buying and selling pressure from each bar’s price range and volume. A bull-bear balance calculation allocates volume between the two sides, then smoothed averages produce pressure series. The indicator compares buying pressure with…

技術指標動能市場微結構統計
ProRealCode

This indicator marks recent fractal highs and lows with rectangles, presenting them as support and resistance zones whose breaks can inform trading decisions. It identifies a fractal using a two-bar offset and rolling high and low comparisons, then carries…

技術指標突破
ProRealCode

The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…

期貨突破技術指標部位規模
ProRealCode

This document describes a long-only trend-following setup for the DAX40 on a 30-minute chart. It checks whether the close is above a short exponential moving average, then enters at a specified late-lunch time in the Europe/Berlin time zone. The position is…

期貨趨勢追蹤技術指標回測
ProRealCode

The document presents a code implementation of Wilder’s Accumulative Swing Index (ASI), a cumulative price-movement indicator. It calculates the day’s swing from current high, low, open, and close alongside the previous bar’s prices. Intermediate values…

技術指標大宗商品股票
ProRealCode

The document explains the Darvas Box idea: after a price advance, a consolidation range forms a ceiling and floor, and a close above the ceiling is treated as a possible long entry. The box floor serves as a stop reference; if price rises and new boxes form,…

股票趨勢追蹤突破技術指標
ProRealCode

This indicator method searches for bullish and bearish divergences between price swings and RSX, an RSI-derived oscillator. It calculates an RSX-like series from changes in a price measure smoothed with Wilder averages, then compares that series with a short…

技術指標均值回歸統計
ProRealCode

The indicator estimates the likely size of the current price leg from recent completed swings. It detects swing turns using a rolling high or low, records each leg’s percentage move and duration, and uses a weighted average, ordinary average, or median of…

技術指標統計風險管理趨勢追蹤
ProRealCode

This indicator gauges market conditions with three horizons based on exponential averages of highs and lows over 50, 100, and 200 periods. For each horizon, it compares a supplied closing price with the prior period’s averages, selects one of those averages…

技術指標趨勢追蹤股票
ProRealCode

The indicator plots a fast and a slow moving average and fills the space between them. Its color depends on whether the fast average is above or below the slow average and whether the fast average is rising or falling. This produces four visual states that…

技術指標趨勢追蹤
ProRealCode

The document presents a translated Ehlers-style indicator that estimates a composite cyclical wave from closing prices. It first differences price with a two-bar lag, then applies band-pass filters at a base period and its second and third harmonics. Each…

技術指標統計股票
ProRealCode

This indicator calculates a separate historical average daily high-low range for each weekday and displays that weekday’s range around a chosen price on charts at daily or faster intervals. A multiplier widens or narrows the bands; the center can use close…

技術指標波動率統計
ProRealCode

This note describes a small addition to an Ichimoku Kinko Hyo indicator for ProRealTime: plotting the Chikou span, which the author says is missing from the platform’s original setup. The Chikou is represented by a moving average of closing prices shifted…

技術指標
ProRealCode

RSIV-1 is presented as a modified Relative Strength Index that responds more quickly to changes in direction. It first measures closing price relative to a linear regression of price, then separates rising and falling changes over a rolling period. The…

技術指標動能統計
ProRealCode

This document presents a ProRealTime adaptation of a Weis Wave Volume indicator. It classifies price movement into rising and falling waves, accumulates volume while each wave continues, and displays the totals as separate colored histograms. The…

技術指標市場微結構統計
ProRealCode

Zone Shift is a channel indicator that combines two moving-average-style calculations into a middle line and places upper and lower bands around it using the average high-low range over 200 bars. A bullish regime begins when the current low moves above the…

技術指標趨勢追蹤突破均值回歸
ProRealCode

The document describes a rule-based indicator for identifying two candlestick shapes. It assigns one signal to a bullish-bodied candle with its low at the open and an upper wick at least three times the candle body; the opposite signal marks a bullish-bodied…

技術指標股票
ProRealCode

The document describes a Dynamic Momentum Index (DMI) that adjusts its calculation period as volatility changes. It estimates volatility from price variability, smooths that estimate, and scales a base period accordingly, subject to configurable lower and…

技術指標動能波動率統計
ProRealCode

The indicator divides the price range over a selected lookback window into horizontal zones and estimates bullish and bearish volume in each zone. It assigns volume to a zone using each bar’s closing price, then classifies the bar as bullish when its close…

技術指標市場微結構統計
ProRealCode

This custom oscillator combines ZigZag-based price bounds with a stochastic-style calculation. It smooths the resulting value to form a zero-lag line and a slower signal line, then compares oscillator turning points with recent price extremes to mark…

技術指標動能
ProRealCode

MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…

技術指標趨勢追蹤動能風險管理
ProRealCode

This indicator overlays Bollinger Bands and moving averages with color zones intended to classify price action into market phases. The described states include bearish movement below the 200-period average, rebounds below that average, emerging bearish or…

技術指標趨勢追蹤波動率