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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
WonderTrader
14 份文件
Alphalens
14 份文件
backtesting.py
11 份文件
Technical Analysis
9 份文件
QTPyLib
8 份文件
Lumibot strategies
7 份文件
QuantRocket
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

1,507 份文件

ProRealCode

This document explains a daily Smart Money Index calculation based on the S&P 500’s early-session and late-session price changes. Each day, the prior index value is reduced by the gain or loss during the opening interval and increased by the gain or loss…

股票技術指標美國市場市場微結構
ProRealCode

The document describes the Corrected Average, also called the Optimal Moving Average, as a smoothed price indicator. It starts from a simple moving average and compares the gap between that average and the prior corrected value with recent price volatility.…

技術指標波動率趨勢追蹤
ProRealCode

This indicator combines an ATR-based trailing level with the Commodity Channel Index (CCI) to mark bullish and bearish states. When CCI is above its configurable threshold, the bullish level is set below the low by an ATR amount and is prevented from falling…

技術指標趨勢追蹤波動率
ProRealCode

The indicator marks recent price highs and lows at two scales: major swings use a longer lookback, while minor swings use a shorter one. The stated purpose is to help identify trend structure and periods when prices are ranging, drawing on Dow theory. Both…

技術指標趨勢追蹤波動率
ProRealCode

This indicator adapts Bollinger %b by using a Heikin-Ashi close and TEMA smoothing. It calculates a zero-lag style smoothed price series, then positions that series relative to a weighted average and standard-deviation bands. The output is a bounded…

技術指標波動率均值回歸
ProRealCode

This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…

期貨趨勢追蹤技術指標風險管理
ProRealCode

The document presents a chart indicator that combines a MACD histogram, a volatility squeeze condition, and RSI-based coloring. It defines a squeeze using Bollinger Bands contained within Keltner Channels, then colors the MACD histogram according to whether…

技術指標波動率動能回測
ProRealCode

This tool graphs cumulative simulated outcomes after consecutive runs of bullish or bearish candles, considering run lengths from one to twelve. For each qualifying pattern, it records a one-candle return in the direction of a hypothetical long position and…

技術指標統計回測交易執行
ProRealCode

The document explains an indicator that marks bullish and bearish breaks of market structure using price pivots. A configurable lookback period identifies swing highs and lows; a close above a stored high or below a stored low triggers a breakout line and a…

技術指標突破風險管理
ProRealCode

This document presents a Holt-style exponential moving average that smooths price while updating an estimate of its local trend. It describes two indicator variants: a single-color average and one that colors the line according to the angle of its slope. The…

技術指標趨勢追蹤統計
ProRealCode

The indicator looks for possible exhaustion in price movement by identifying repeated long wicks near RSI-defined oversold or overbought zones. For a bullish signal, it checks three candles for lower wicks extending below their bodies, with wick depth…

技術指標均值回歸波動率回測
ProRealCode

The SSL Channel uses two moving averages, one calculated from highs and one from lows, to form a channel. A state variable changes direction when the close rises above the high-based average or falls below the low-based average; otherwise, it retains its…

技術指標趨勢追蹤股票
ProRealCode

This indicator combines two HalfTrend series with different amplitudes. Their difference forms a histogram, and a six-period average of that difference serves as a signal line. The post describes MACD-style interpretations: a histogram crossing the zero line…

技術指標趨勢追蹤動能期貨
ProRealCode

This charting indicator highlights a historical series of option expiration dates by drawing vertical lines in the chart background. The listed dates cover quarterly expirations from 2004 through 2019, and the author suggests these sessions may coincide with…

選擇權股票事件驅動技術指標
ProRealCode

This concept indicator builds upper and lower trigger lines from rolling sums of open, high, and close prices, divided by three times the lookback length. A signal line crosses the upper level to indicate a possible buy and the lower level to indicate a…

技術指標風險管理
ProRealCode

This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…

期貨技術指標動能部位規模
ProRealCode

Real Motion expresses an equity’s closing price as a percentage deviation from a reference moving average. The calculation divides the close by the average, subtracts one, and scales the result by 100. This centers the indicator at zero when price matches…

股票技術指標統計
ProRealCode

The document describes an upper and lower price channel built from the typical price, defined using high, low, and close. The upper boundary takes the highest value over a lookback window of a transformed price expression; the lower boundary takes the lowest…

技術指標波動率突破動能
ProRealCode

The document presents a price-smoothing indicator that combines a smoothed estimate with a velocity term. It updates the estimate from the difference between current price and the prior prediction, then uses the velocity’s sign to indicate a long or short…

技術指標趨勢追蹤動能
ProRealCode

The indicator described here tracks three definitions of an unfilled price gap and displays the remaining distance to closure as histogram bars. Daily gaps measure the space between a session’s close and the next open. Intraday gaps compare the shadows of…

技術指標股票統計
ProRealCode

The indicator rescales price candles using recent summed highs and lows, then plots them against fixed overbought and oversold thresholds. Its purpose is to flag short-term conditions where price may revert toward its mean. Candle color marks whether the…

技術指標均值回歸選擇權
ProRealCode

The Relative Bias Filter is a bounded signal intended to help avoid trades against strong directional conditions. Its signal is based on RSI applied to an average of typical price. A move toward the upper threshold indicates bullish strength and discourages…

技術指標趨勢追蹤風險管理
ProRealCode

This indicator measures the change in a Triangular Moving Average relative to Average True Range, producing a volatility-normalized slope. With the stated default settings, it uses a 20-period average, a 100-period ATR, and upper and lower slope thresholds…

技術指標趨勢追蹤波動率
ProRealCode

The document describes a ZigZag indicator that identifies candidate swing highs and lows from rolling price extremes, stores pivot prices, directions, and bar indices in arrays, and connects the pivots. It classifies highs and lows as higher or lower…

技術指標突破統計