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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
Quantpedia
86 份文件
TqSdk
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

The MCDX indicator presents two RSI-derived histograms as proxies for institutional strength (“Banker”) and short-term speculative activity (“Hot Money”). Each RSI is adjusted by a base value, multiplied by a sensitivity factor, and clipped to a 0–20 range.…

技術指標動能股票
ProRealCode

This post presents a Turtle Soup-style strategy for forex on a 30-minute chart. It looks for a close beyond the preceding five-bar low or high, while using the relative position of two exponential moving averages to filter trades by trend. Entries are…

外匯均值回歸技術指標回測
ProRealCode

This indicator design replaces the stochastic oscillator’s rolling high-low range with standard-deviation bands around a smoothed least-squares moving average. It computes a linear-regression endpoint, smooths it with an EMA, and adds and subtracts a…

技術指標波動率趨勢追蹤
ProRealCode

The Purple Cloud indicator combines ATR-based volatility bands, a SuperTrend trend filter, and 20-, 50-, and 200-period exponential moving averages. It marks potential reversals when price crosses a band and the indicator’s trend state changes. SuperTrend…

技術指標波動率趨勢追蹤回測
ProRealCode

The Line Regression Intercept (LRI) fits an ordinary least-squares line to a rolling window of closing prices, then plots the fitted value at the window’s oldest bar. Because this is not the fitted value at the current bar, the baseline trails price and is…

技術指標統計趨勢追蹤風險管理
ProRealCode

The document describes an elastic volume-weighted moving average (eWMA) and a band intended to mark possible support or resistance and help identify trend changes. The average updates using current volume relative to the sum of volume over a chosen period,…

技術指標趨勢追蹤統計
ProRealCode

This strategy waits for a configurable run of bullish or bearish candles, then opens a position at the next candle. A direction setting chooses whether the position follows the run or trades against it. The described controls include position size, stop…

技術指標動能均值回歸風險管理
ProRealCode

The document proposes an indicator that measures price extremes relative to a moving average. It calculates the largest high-side and low-side deviations from the average over a lookback window, then combines those extremes into a threshold using a divisor.…

均值回歸技術指標統計
ProRealCode

This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…

期貨技術指標趨勢追蹤波動率
ProRealCode

The ATR Worm indicator is presented as a visual aid for scalping entries under two setups: confirmation of a price pattern by the next candle, or a horizontal breakout. Blue dots mark the pattern-validation scenario and red dots mark the breakout scenario,…

技術指標波動率風險管理
ProRealCode

CoeffofLine is described as an indicator intended to estimate likely price direction over the next two or three bars. Its output depends on the market symbol, chart timeframe, and indicator period. The accompanying rules treat a rising indicator as a…

技術指標動能風險管理
ProRealCode

The document describes a stochastic oscillator calculated from the Directional Movement Index (DMI) oscillator rather than a security’s closing price. It outlines a 10-period DMI calculation, then applies a short stochastic lookback and signal average. The…

技術指標動能統計
ProRealCode

This document outlines an automated DAX strategy on a two-hour chart. It calculates an oscillator from the percentage change between the current open and an earlier open, transformed with arctangent and sine functions. During a stated intraday trading…

期貨趨勢追蹤技術指標風險管理
ProRealCode

This note adapts MACD, the difference between fast and slow exponential moving averages, with discontinued signal lines. Rather than comparing the oscillator with one continuously smoothed signal, it updates separate upper and lower lines when the oscillator…

技術指標動能
ProRealCode

This indicator system combines a Delphic-style moving-average setup with a smoothed RSI filter to mark potential long and short phases. For a long signal, the fast simple moving average crosses above the slow average, price remains above the fast average,…

技術指標動能趨勢追蹤
ProRealCode

This indicator replaces fixed-rate moving average crossovers with two adaptive lines: one tracks the simple moving average, while the other tracks closing price. Each line adjusts according to the squared gap from its reference value relative to recent price…

技術指標趨勢追蹤動能統計
ProRealCode

This indicator identifies bullish and bearish engulfing patterns and draws a rectangle using the first candle’s range as an order-block zone. A preceding candle must have a body larger than a fraction of the 10-period average true range, and the engulfing…

技術指標趨勢追蹤突破風險管理
ProRealCode

The document describes a ProBuilder implementation of detrended fluctuation analysis for estimating a Hurst exponent from log returns. It centers and cumulatively sums returns, divides the resulting series into blocks at multiple scales, removes a linear…

統計技術指標波動率
ProRealCode

This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…

期貨均值回歸突破波動率
ProRealCode

The indicator uses Bollinger Band width as a proxy for volatility. It calculates upper and lower bands from closing prices, takes their difference as momentum, and compares that value with a moving average of the difference. A histogram marks values at or…

技術指標波動率突破
ProRealCode

This ProRealTime indicator fits a linear regression line to closing prices over a configurable lookback window. It calculates the regression coefficients from sums of the time index and price, then draws the line across the window. A channel width is…

技術指標統計波動率趨勢追蹤
ProRealCode

This indicator combines five RSI series to flag possible shifts in momentum and trend strength. It compares the ordering of the RSI values across adjacent bars and checks threshold levels to mark early buy or sell signals. Separate confirmation conditions…

技術指標動能風險管理
ProRealCode

The Relative Volatility Measure (RVM) is an oscillator that places recent volatility on a 0–100 scale, making volatility easier to compare across changing market conditions. It combines the average of three short-period Average True Range (ATR) readings with…

波動率技術指標突破
ProRealCode

This stock screen combines a 14-period RSI threshold below 65 with an industry filter for beverage and alcohol import-export companies and a date filter for 2021. The stated aim is to narrow a stock universe using a technical indicator alongside industry and…

股票技術指標均值回歸回測