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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

The Vostro indicator is presented as a potential turning-point tool intended for scalping. It marks overbought readings above +80 and oversold readings below −80. Its stated long setup occurs after the oscillator falls below the lower threshold and forms a…

技術指標趨勢追蹤
ProRealCode

This intraday strategy for DAX five-minute bars fades moves beyond a Donchian channel, aiming to profit when an apparent breakout fails. A close below the lower band opens a long position, while a close above the upper band opens a short. The channel is…

期貨均值回歸突破技術指標
ProRealCode

The document describes a simple long-only trend-following system inspired by the Turtle approach. It enters when the day’s high exceeds the highest high of the preceding 100 days, then exits when the day’s low falls below the lowest low of the preceding 100…

股票期貨趨勢追蹤突破
ProRealCode

The document presents a custom oscillator intended as an alternative to a traditional stochastic indicator. It calculates two exponentially smoothed lines: one based on lows on days when the low falls from the prior day, and another based on highs on days…

技術指標統計回測
ProRealCode

This document describes an experimental indicator that plots divergences between the Positive Volume Index (PVI) and its exponential moving average, alongside the equivalent divergence for the Negative Volume Index (NVI). The two series are intended to help…

技術指標趨勢追蹤股票
ProRealCode

The TAT indicator combines a normalized Parabolic SAR distance with the difference between the MACD line and its signal average. The components are scaled with separate multipliers, then combined into a main series whose exponential moving average serves as…

技術指標趨勢追蹤期貨
ProRealCode

The Anderson Regression Line Stretch (ARLS) is an oscillator measuring the percentage gap between the current price and its 30-period linear regression line. It plots the oscillator against positive and negative bands at two and three standard deviations,…

技術指標均值回歸統計
ProRealCode

This indicator calculates a Fisher transform from the midpoint of each bar’s high and low. It first locates that midpoint within the rolling range of recent lows and highs, rescales the position to a bounded interval, and smooths it. The value is clipped…

技術指標統計
ProRealCode

This indicator smooths Heikin-Ashi open, high, low, and close values with exponential averages, then plots the resulting candles alongside price averages. It describes common candle interpretations: runs of rising or falling bodies suggest direction, large…

技術指標趨勢追蹤回測
ProRealCode

The document presents a ProRealTime implementation of Martin Pring’s Special K indicator, a composite intended to represent price movement across short, medium, and long horizons. It combines twelve smoothed rate-of-change series, each using a different…

技術指標動能股票
ProRealCode

The document presents the SafeZone stop method attributed to Alexander Elder. It estimates average downside and upside price penetration over a configurable lookback period, then scales each average by a chosen factor. For a bullish stop, the scaled downside…

技術指標風險管理波動率
ProRealCode

The document describes an indicator for studying whether prices break the prior lookback window’s high or low during the next window of equal length. It reports breakout counts and closing-price outcomes, compares those outcomes with the share of test…

突破回測統計交易執行
ProRealCode

The Simple Harmonic Index (SHI) is presented as a time cycle oscillator, with bullish signals when it crosses above zero and bearish signals when it crosses below zero. Its calculation starts with the change in closing price from the previous bar, then…

技術指標動能統計
ProRealCode

The document explains the Market Facilitation Index (MFI), calculated as a bar’s high-low range divided by volume. It compares each bar’s MFI and volume with the prior bar to classify activity into four states: Green, Fade, Fake, and Squat. The accompanying…

期貨技術指標市場微結構突破
ProRealCode

This indicator defines an initial balance (IB) from the high and low recorded during a configurable opening window. The example uses the period from 08:00 to 09:00 and is intended for chart timeframes below one hour; the schedule can be changed to fit a…

技術指標突破風險管理
ProRealCode

The strategy applies a daily Harami-style candle pattern to EUR/USD, defined here as a bar whose high is below the previous bar’s high and whose low is above the previous bar’s low. A bearish candle above the 50-day moving average triggers a long entry at…

外匯技術指標均值回歸回測
ProRealCode

The document describes an intraday futures oscillator that adapts the proportional, integral, and derivative structure of a PID controller to price movement around session VWAP. The proportional term measures the current close-to-VWAP gap, the integral term…

期貨技術指標波動率趨勢追蹤
ProRealCode

This indicator uses the Commodity Channel Index (CCI) to set a trend line on a price chart. When CCI is nonnegative, the line is placed below the current low by an Average True Range (ATR) amount; when CCI is negative, it is placed above the high by an ATR…

技術指標趨勢追蹤波動率
ProRealCode

The document presents Jurik RSX as a smoothed variant of the Relative Strength Index, translated from an MT4 indicator for use in ProRealTime. It describes the indicator as intended to reduce lag and noise, and gives a default calculation length of 14…

技術指標動能統計
ProRealCode

This indicator description combines volatility bands for trend classification with swing-anchored VWAP signals. A double exponential moving average forms the centerline, and bands are placed three ATRs above and below it. A close beyond a band changes the…

技術指標趨勢追蹤突破波動率
ProRealCode

The indicator builds a separate volume profile for each completed price swing, plus a live profile for the swing still forming. It identifies swing highs and lows with a configurable lookback, then divides each leg’s price range into bins sized using half of…

技術指標市場微結構波動率
ProRealCode

This ProRealTime indicator adapts a range filter and adds trend coloring, candle coloring, and plotted channel levels. It estimates a range from smoothed changes in closing prices, then moves the filter line according to price relative to that range. Upper…

技術指標趨勢追蹤
ProRealCode

The indicator adjusts its moving-average period according to how many recent bars it takes for the high-to-low range to reach a chosen percentage of the current price. A wider move reached quickly produces a shorter period and a more responsive average;…

技術指標波動率