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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
Quantopian 講座
45 份文件
Binance API docs
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 estimates dynamic support and resistance by collecting swing highs and lows detected at four configurable lookback lengths. It assigns each pivot equal, recency-based, or volume-based weight, adds those weights into price bins, and smooths the…

技術指標統計風險管理
ProRealCode

This document describes a chart overlay that combines four price-action tools: zigzag swing structure with Change of Character and Break of Structure labels, liquidity levels marked as active, broken, or swept, order block zones, and slope-filtered trend…

技術指標突破均值回歸風險管理
ProRealCode

The document describes a rule-based hourly forex strategy centered on the period around the end of the trading day. It measures the high-to-low range from 18:00 to 22:00, scales that range, and places a buy limit below and a short limit above the 22:00 close…

外匯均值回歸回測風險管理
ProRealCode

This indicator smooths a price series with a four-stage Laguerre filter and adjusts its Gamma parameter using recent average true range. The stated goal is to make the smoothing respond to current market movement. It then builds upper and lower adaptive…

技術指標波動率
ProRealCode

The document presents an indicator calculation for the previous session’s high and low and three levels across that range: 38.2%, 50%, and 61.8% retracements. It identifies the endpoints as the previous day’s low and high, calculates the midpoint directly,…

技術指標股票期貨
ProRealCode

This indicator method translates RSI threshold levels into corresponding price levels, allowing overbought and oversold boundaries to be drawn directly on a price chart. It calculates gains and losses from close-to-close changes, smooths them with Wilder…

技術指標均值回歸
ProRealCode

The document describes a simple indicator that marks a buy condition when price is above its 200-period moving average and Parabolic SAR, MACD is nonnegative, and 14-period RSI is at least 50. Its sell condition reverses those relationships. The author…

技術指標趨勢追蹤回測
ProRealCode

The document explains time-weighted average price execution as a way to divide a large order into smaller trades placed at regular intervals over a chosen period. The goal is to keep the average fill price near the period’s time-weighted average while…

交易執行市場微結構統計
ProRealCode

This note describes a short-term reversal-oriented stock screen. It selects shares with turnover between 3% and 12%, closing prices no higher than those of each of the previous seven sessions, and a current low below the prior session’s low. The proposed…

股票均值回歸技術指標中國市場
ProRealCode

The document presents an adaptive price-following indicator called AFR and a smoothed version, AvgAFR. AFR is initialized from median price, then adjusted on each bar by a proportion of the current custom close: it moves upward when that close is above AFR…

技術指標統計
ProRealCode

This indicator colors candles according to the relationship between a faster and a slower moving average, with the periods and average types configurable. When the faster average is above the slower one, candles receive a green shade; when it is below, they…

技術指標趨勢追蹤動能
ProRealCode

This document describes an oscillator built from the midpoint of the current high and low, normalized against the highest high and lowest low over a rolling window. Its recursive calculation smooths that normalized value and applies a logarithmic transform,…

技術指標動能統計
ProRealCode

The Multi Deviation Scaled Moving Average combines eight adaptive moving averages with progressively longer lookbacks. Each layer filters the close-to-close input with a Super Smoother, scales it by a rolling root-mean-square measure, and adjusts its…

技術指標趨勢追蹤動能波動率
ProRealCode

The document introduces the Fractional-Bar Quick Moving Average (QMA), a price-smoothing indicator presented as comparable to a Jurik moving average. It describes the QMA as both smooth and fast, while warning that it can overshoot substantially, which may…

技術指標股票統計
ProRealCode

The document describes the Hikkake as a price pattern that can signal a potential reversal or continuation. The included indicator logic first identifies an inside bar, then looks for a following bar that breaks the inside bar's range in one direction. For a…

技術指標突破均值回歸風險管理
ProRealCode

The document presents an Initial Balance indicator for a five-minute DAX chart. It records the session high and low during the first hour, from 08:00 to 09:00 GMT+1, draws those levels across the later session, and labels the range. The associated strategy…

期貨突破均值回歸技術指標
ProRealCode

This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited…

期貨網格交易技術指標風險管理
ProRealCode

This indicator builds a volume profile around a fitted price trend. It assigns each bar’s volume to a band based on its distance from the regression line, then smooths the distribution to show zones where trading activity has concentrated. The fit window…

技術指標波動率均值回歸趨勢追蹤
ProRealCode

Meander Bands are presented as a short-term alternative to Bollinger Bands. Instead of measuring price dispersion in absolute points using closes alone, the method calculates each bar’s open, high, low, and close as percentage changes from the preceding…

技術指標波動率統計
ProRealCode

This long-only strategy uses a modified Sharpe index to select stocks, with a moving average as a price filter. It enters when the index is above a threshold and the closing price is above the 254-period simple moving average. The author suggests applying it…

股票技術指標投資組合建構趨勢追蹤
ProRealCode

This document explains a momentum indicator built from smoothed Heikin Ashi values. It first applies configurable moving-average smoothing to open, high, low, and close data, derives Heikin Ashi values, then smooths the result again. The oscillator is the…

技術指標動能趨勢追蹤
ProRealCode

This intraday system trades Bitcoin against the US dollar using three moving averages with different lookback settings to identify directional alignment. It also checks ADX-based strength before allowing a position, and uses stop orders to enter in the…

加密貨幣趨勢追蹤技術指標風險管理
ProRealCode

The Momentum Bias Index estimates directional bias by separating positive and negative momentum, then comparing their strength. Momentum is calculated from the change in closing price over a lookback and normalized by an exponentially averaged high-low…

技術指標動能趨勢追蹤統計
ProRealCode

This long-only stock strategy enters after price crosses above a threshold based on the prior 254 bars’ high and closing-price volatility. The entry condition adds a 3% buffer above that threshold. It sets a 15% loss stop and uses Wilder’s ARC as a trailing…

股票突破趨勢追蹤技術指標