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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 document outlines a simple long-only strategy for the IBEX 35 on a daily timeframe. It enters when the close is above a 100-period closing-price average but below a 5-period average, alongside four consecutive rising lows when read from the oldest to…

股票均值回歸技術指標回測
ProRealCode

This document presents a ProRealTime adaptation of a TradingView indicator based on Larry Connors’ short-term RSI-2 system. It calculates a two-period Wilder-smoothed RSI and displays reference levels at 0, 10, 90, and 100. The indicator colors the RSI green…

技術指標均值回歸股票
ProRealCode

The indicator identifies candidate support and resistance levels by finding repeated ZigZag troughs or peaks near the same price. A swing is defined using a configurable percentage move; the described default is 3%. Within a recent lookback window, the…

技術指標回測
ProRealCode

This indicator adapts a stochastic oscillator by combining a signed measure of recent standard deviation with average true range. The sign of the standard deviation depends on whether the close is above or below its 14-period average. The method then…

技術指標波動率
ProRealCode

The document describes a linear regression channel with upper and lower boundaries set at a percentage distance from its center line. The center is derived from a regression and slope calculation applied to a price series adjusted using the detrended price…

技術指標統計回測
ProRealCode

The Danger Zones indicator is designed to flag possible weakening within an existing trend. It classifies direction by comparing the close with both the Hull Moving Average and Parabolic SAR. For an uptrend warning, it combines slowing buying-volume momentum…

技術指標趨勢追蹤動能風險管理
ProRealCode

Zeiierman Bands are an indicator and reclaim-signal method built around an envelope whose upper and lower widths can differ. The centre line blends a moving average with a volume-and-range-weighted price estimate adjusted for candle rejection. Each side’s…

技術指標波動率均值回歸風險管理
ProRealCode

The document explains an indicator that combines a closing-price reference average with a scaled Average True Range (ATR) to draw two resistance levels above the average and two support levels below it. The reference average moves when price exceeds it by…

技術指標波動率突破均值回歸
ProRealCode

The indicator measures how often price exceeds a level derived from ATR, then compares a recent breach frequency with its longer history. Its default method tests today’s high and low against bands set using the previous bar’s ATR, so the threshold is fixed…

波動率技術指標統計風險管理
ProRealCode

The Range Action Verification Index (RAVI) is described as a trend-identification oscillator based on the percentage difference between fast and slow moving averages. The document gives conventional directional rules: a rising cross above a 3% threshold…

技術指標趨勢追蹤統計
ProRealCode

The document describes NonLagDot, a chart indicator intended to represent the prevailing direction of market pressure. It displays bullish conditions with green dots and bearish conditions with red dots, and says the returned values should be plotted as…

技術指標趨勢追蹤股票
ProRealCode

This document explains the fair value gap (FVG) indicator as a way to mark price areas where adjacent candles leave an uncovered range. It classifies gaps as bullish or bearish according to the direction of the middle candle, then treats the marked area as a…

技術指標風險管理
ProRealCode

This indicator adapts the Sharpe ratio as a proposed input to a future trading strategy. It calculates log returns over a selected lookback, sums those returns, annualizes return volatility using a trading-day factor, and then divides the return measure…

技術指標波動率風險管理回測
ProRealCode

The document proposes a calendar-based strategy for US equity indices such as the Dow Jones or S&P 500. It buys during the third year of a four-year presidential cycle, around late September, and sells in the following year around late December. The provided…

股票美國市場事件驅動回測
ProRealCode

This indicator uses volume and price behavior to highlight possible institutional buying or selling pressure. A pocket pivot is an up day whose volume exceeds the volume on recent down days; the display distinguishes five-day and ten-day comparisons.…

股票技術指標市場微結構風險管理
ProRealCode

The document describes a long-only index strategy that begins buying after a down bar, then adds to the position when price falls sufficiently below the last purchase and a short-term volatility measure signals a pause. It uses a near-zero profit threshold…

均值回歸部位規模風險管理技術指標
ProRealCode

The normalized volume oscillator expresses current volume as a percentage deviation from a rolling average. Values below zero indicate volume below that average; positive values indicate higher activity. The displayed histogram assigns colors to ranges:…

技術指標統計市場微結構外匯
ProRealCode

This short indicator description counts consecutive bars in which the high is at least as high as the previous bar's high, and consecutive bars in which the low is at most the previous bar's low. Each count resets to zero when its respective comparison…

技術指標統計趨勢追蹤
ProRealCode

The indicator marks support at a local low when the pivot is lower than the lows in the surrounding bars, and resistance at a local high under the corresponding comparison with surrounding highs. Its stated settings use four earlier bars and two later bars…

技術指標突破
ProRealCode

This document presents a modified RSI indicator with thresholds that adapt to the recent range of RSI values. It calculates a standard RSI over a 14-period window, then uses the highest and lowest RSI readings from a 60-period lookback to construct a central…

技術指標均值回歸統計
ProRealCode

This document describes a Forex strategy that uses two custom oscillator lines, calculated by the StocEvo indicator. It proposes entering long when the green line crosses above the red line and its value is above 36, and entering short when the red line…

外匯技術指標風險管理動能
ProRealCode

This short-term CAC 40 strategy combines a moving-average filter with a daily range condition and a fixed weekday schedule. It checks whether the prior daily close is below the 65-day moving average, and whether the current day’s low or high is above the…

股票期貨技術指標趨勢追蹤
ProRealCode

This weekly strategy adapts a two-period RSI approach attributed to Larry Connors. It combines a 50-period simple moving average with extreme RSI readings to enter in the direction of the broader trend: it starts a long position when price is above the…

期貨均值回歸技術指標部位規模
ProRealCode

The Trend Direction and Force (TDF) indicator is presented as a normalized measure ranging from -1 to 1, intended to show trend direction and strength. Its calculation compares two smoothed moving-average series, combines their separation with the cube of…

技術指標趨勢追蹤動能