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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
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 presents a short-term reversal strategy attributed to Larry Connors. For long entries, price must be above its 200-period moving average, below its 5-period average, and the 2-period RSI must be under 10. The position exits when price rises…

均值回歸技術指標股票回測
ProRealCode

This strategy idea for GBP/USD on the hourly chart combines a five-period and ten-period simple moving-average crossover with stochastic momentum and RSI filters. Long entries require the faster average to cross above the slower one, stochastic momentum to…

外匯技術指標動能回測
ProRealCode

The document describes a trend indicator that combines a modified On-Balance Volume series with Supertrend levels and a volatility-based adjustment. OBV supplies the input used to make the trend calculation more responsive, while a volatility factor changes…

技術指標趨勢追蹤波動率加密貨幣
ProRealCode

This document explains a chart indicator based on the 2B reversal idea: a price pushes beyond a prior support or resistance area, then fails to sustain the move, creating a possible reversal signal. The indicator first locates swing highs and lows over a…

技術指標突破均值回歸回測
ProRealCode

Williams Percent R is presented as a bounded overbought and oversold indicator. It compares the latest close with the highest high and lowest low over a lookback window, then scales the close’s position within that range to a negative percentage scale. The…

技術指標均值回歸
ProRealCode

The Relative Volatility Index (RVI) estimates whether volatility is associated with rising or falling prices. It calculates price standard deviation over a chosen period, assigns that volatility to an upward or downward component based on the close-to-close…

技術指標波動率趨勢追蹤
ProRealCode

This indicator note describes the Sell Relative Strength Index, also called the sell gravitation index, attributed to Howard Wand and featured in a February 2019 TASC issue. For each bar in a configurable lookback, it divides the candle body’s open-to-close…

技術指標波動率風險管理
ProRealCode

This document presents a simplified implementation of the Jurik RSX indicator and states that it is equivalent to the original. The calculation applies repeated exponential smoothing stages to close-to-close price changes and to their absolute values, then…

技術指標動能波動率
ProRealCode

This indicator estimates buying and selling volume from tick-by-tick price changes. It adds volume to a positive accumulator when price rises relative to the previous observed price, and to a negative accumulator when it falls. The difference between the…

市場微結構技術指標交易執行
ProRealCode

The document explains KDJ as a three-line oscillator derived from the Stochastic: K, D, and J. It describes J as an extrapolation from the relationship between K and D, giving it greater sensitivity to the shorter-term K line and allowing it to move beyond…

技術指標統計
ProRealCode

The document outlines an Ichimoku system that combines a Tenkan-sen/Kijun-sen crossover with a price move through the Kumo cloud. Long entries require an upward crossover and a close above the cloud within four periods; short entries use the reverse…

技術指標趨勢追蹤突破回測
ProRealCode

The document explains how to identify an inside bar, where the current candle’s high and low stay within the previous candle’s range, and presents an indicator for marking those formations. It describes the pattern as a possible breakout setup, with stop…

技術指標突破
ProRealCode

The indicator creates price levels when RSI crosses its own moving average in a filtered region: bullish crosses below 50 and bearish crosses above 50. For each event, it scans back up to ten bars for the first candle opposing the expected move. It uses that…

技術指標動能風險管理
ProRealCode

This document presents a daily long-short strategy for JPMorgan Chase shares, based on accumulated changes in candle-body size and direction. It calculates each candle body as the close minus the open, takes the change from the prior body, and sums those…

股票技術指標動能回測
ProRealCode

This indicator rescales each open, high, low, and close using the highest high and lowest low over a rolling lookback, expressing candle values on a zero-to-one-hundred scale. The example uses a 50-period window and displays reference levels at 20, 50, and…

技術指標動能突破
ProRealCode

This indicator identifies potential RSI divergences by comparing successive excursions into overbought or oversold territory. It uses a 14-period RSI with levels at 70 and 30. During each excursion, it records the RSI extreme and corresponding price extreme;…

技術指標均值回歸外匯回測
ProRealCode

This indicator uses a monthly reference price and a band derived from recent monthly price ranges to help classify market context. Its accompanying explanation treats prices above the upper band as bullish, below the lower band as bearish, and movement…

技術指標趨勢追蹤均值回歸突破
ProRealCode

This indicator combines a moving average filter with three soldiers and three crows candlestick patterns to generate directional trend signals. Its long condition requires three rising bullish candles and the current low above the moving average. Its short…

趨勢追蹤技術指標動能
ProRealCode

This indicator identifies candidate swing highs and lows, then marks levels as protected after price action confirms them. It uses recent high and low prices to detect pivots and an Average True Range based distance to adjust confirmation sensitivity.…

技術指標市場微結構突破波動率
ProRealCode

The Rainbow Oscillator is presented as a trend indicator built from a sequence of smoothed price averages and a recent high-low range. It plots an oscillator measuring price relative to the average of the smoothed lines, alongside bands representing the…

技術指標趨勢追蹤波動率股票
ProRealCode

The document describes a price-band indicator built from an exponential moving average and average true range. With a configurable period of 20 as the example, it centers the bands on the EMA and sets four upper and four lower levels by adding or subtracting…

技術指標波動率
ProRealCode

The Correlation Cycle indicator, attributed to John Ehlers, compares recent price data with fixed-period cosine and negative-sine waves. These normalized correlations form real and imaginary components, which are used to calculate a phase angle and a…

技術指標趨勢追蹤統計
ProRealCode

The Trend Function combines simple moving averages with periods of 8, 13, 21, 34, 55, and 64 into three lines intended to represent longer, medium, and faster price behavior. Their spacing is used to interpret volatility and trend strength: the author…

技術指標趨勢追蹤動能
ProRealCode

This rule-based, long-only system aims to participate in broad equity-market advances while moving out of stocks during major declines. Its described signal compares a shorter moving average with a 200-day simple moving average: buy when the shorter average…

股票趨勢追蹤技術指標風險管理