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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 proposes a modified Laguerre smoothing filter called the Carnazzi filter. It first estimates the filter’s gamma parameter from a chosen period length, using a correction term called delta, then applies a four-stage recursive Laguerre calculation…

技術指標統計
ProRealCode

This indicator method draws trendlines through successive pivot highs and lows in a 14-period RSI, then marks crossings beyond those lines as possible momentum shifts. A pivot is identified using a configurable lookback window; lines are drawn when…

技術指標動能突破風險管理
ProRealCode

The document presents a Coral T3 indicator built from six successive exponential averages and a coefficient-based combination of later averages. It applies the same calculation separately to close, high, and low prices, producing a central line and upper and…

技術指標趨勢追蹤
ProRealCode

This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…

期貨趨勢追蹤技術指標回測
ProRealCode

SwiftTrend Structure adapts a trailing trend line to average candle-body size rather than ATR. It builds bands around the prior bar’s midpoint body and constrains the baseline to move only in the trend’s favor. A close beyond a tolerance margin creates a raw…

趨勢追蹤技術指標突破風險管理
ProRealCode

This document presents an Ichimoku dashboard that condenses relationships among price, Tenkan-sen, Kijun-sen, the Senkou spans, and the lagging Chikou span into labeled columns. It describes how the display tracks price relative to the conversion and base…

技術指標趨勢追蹤外匯市場情緒
ProRealCode

The report outlines a fixed-income-plus approach that reserves some capital for options margin and option buying strategies, while investing most remaining funds in government bonds. It combines directional index exposure, short volatility, and event-driven…

選擇權固定收益波動率投資組合建構
ProRealCode

This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…

技術指標趨勢追蹤外匯股票
ProRealCode

This indicator note adapts the moving average convergence divergence calculation by substituting Hull-style weighted moving averages for the usual averages. It describes a fast and a slow moving average, forms their difference as the MACD series, and smooths…

技術指標動能
ProRealCode

Twiggs Money Flow is presented as a variation of Chaikin Money Flow that combines trading volume with the closing price's position inside a range. The calculation uses the current high and low together with the prior close to define the range, then weights a…

技術指標動能統計
ProRealCode

This indicator marks turning points at two scales. Major highs and lows use a configurable lookback, set to 20 periods by default; minor points use half that lookback. It compares a lagged bar’s high or low with the surrounding range, then draws alternating…

技術指標突破波動率回測
ProRealCode

This excerpt introduces a rule-based strategy built around the Ichimoku indicator and begins a buy condition: price must be above the Kumo cloud. The author describes the approach as suitable for automation and reports personal observations of favorable…

技術指標外匯期貨回測
ProRealCode

This indicator tracks the latest confirmed swing high and swing low as stepped resistance and support levels. A pivot is confirmed using bars on both sides, so the displayed level appears only after the specified right-side confirmation period. Break signals…

技術指標突破動能風險管理
ProRealCode

This ProRealTime indicator estimates a directional move from the latest p candles and draws a line from the current close, projecting the estimate both backward and forward by p bars. The move is based on the sum of close-minus-open changes, calculated…

技術指標趨勢追蹤統計
ProRealCode

The Market Structure RSI applies the familiar RSI calculation to counts of broken swing points rather than to bar-by-bar price changes. It identifies simple three-bar pivot highs and lows, then checks whether price has crossed the stored levels. Each broken…

技術指標突破動能趨勢追蹤
ProRealCode

The Synthetic Oscillator constructs a smooth sine wave from an estimated market cycle rather than smoothing the output of a conventional oscillator. It first applies a Hann window and band-pass filtering to price, then uses normalized cycle components to…

技術指標均值回歸統計
ProRealCode

The document describes John Ehlers’ MADH oscillator, an extension of the moving average difference indicator intended to improve cycle and trend analysis. It forms two price filters with different lengths, applies Hann-window weighting to their inputs, and…

技術指標統計趨勢追蹤
ProRealCode

This intraday indicator sets upper and lower reference lines from the session’s first-hour extremes. After the first hour, it adds a historical average distance from the daily open to the first-hour high to the current first-hour high; it subtracts the…

技術指標股票波動率
ProRealCode

This indicator adapts volume spread analysis by multiplying price levels by volume, then tracking the midpoint of the resulting high and low range. It compares a rolling average of the volume-adjusted highs with a threshold formed by adding a multiple of…

技術指標波動率股票
ProRealCode

This oil example describes a trend-following setup that combines moving averages with hammer-shaped candles. It defines bullish and bearish regimes using the direction of several moving averages and the close relative to them. In a bullish regime, a bearish…

大宗商品趨勢追蹤技術指標突破
ProRealCode

The document describes an adaptive moving average whose lookback grows from a base length as a counter advances, up to a configurable cap. A selected market condition resets or changes the counter, allowing the smoothing window to respond to a trend or…

技術指標趨勢追蹤動能波動率
ProRealCode

This note describes a long-and-short trend-following model inspired by Andreas Clenow’s book. It uses the 50-period and 100-period exponential moving averages to define trend direction, then enters on a breakout beyond a 50-period channel based on prior…

趨勢追蹤突破技術指標回測
ProRealCode

The document describes a Donchian channel indicator built from the highest high and lowest low over a chosen lookback period. Its example uses a period of 20 and calculates a midpoint halfway between the upper and lower bands. The calculations use prior…

技術指標趨勢追蹤突破
ProRealCode

This indicator constructs price levels corresponding to RSI thresholds of 70 and 30 by reverse engineering the RSI calculation. A smoothed price average serves as the channel’s middle reference. When price crosses above the upper level or below the lower…

技術指標突破均值回歸統計