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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 document presents a basic DAX breakout strategy for a one-hour chart. It enters long when price closes above the upper 20-period Bollinger Band and volume reaches the stated threshold; it enters short when price closes below the lower band with the same…

期貨突破技術指標回測
ProRealCode

This indicator selects regression channels by comparing multiple lookback periods instead of relying on one fixed window. For each candidate, it fits a linear regression to closing prices and sets upper and lower bands using standard deviation. A composite…

技術指標趨勢追蹤統計均值回歸
ProRealCode

The indicator blends moving averages of highs and lows with shifted Bollinger Bands to define adaptive upper and lower reference levels. A short moving average and OsMA sign changes are then used alongside price tests of those levels to mark potential…

技術指標波動率均值回歸
ProRealCode

The AI Trend Navigator is a ProRealTime indicator that applies a nearest-neighbor approach to price-derived series. It compares a current target value with values in a historical window, selects the closest matches, and averages them into a smoothed…

機器學習技術指標趨勢追蹤統計
ProRealCode

The Fibonacci Opening Range indicator uses the high and low recorded during a chosen opening-session window to define a price range. It projects levels above and below that range by multiplying its width by extension ratios, including 1.618, 2.618, and…

技術指標突破波動率風險管理
ProRealCode

The document presents a relative strength ranking indicator for comparing stocks, ETFs, or futures within a chosen universe. It combines short- and long-term price movement relative to moving averages, averages those components, and divides by a 10-day…

多資產動能技術指標波動率
ProRealCode

The document presents a price-following indicator built from a percentage envelope around the close. A recursive reference line, initialized at the first close, is constrained by the upper and lower bounds of that envelope: it rises when the lower bound is…

技術指標趨勢追蹤波動率
ProRealCode

This indicator averages upper and lower Keltner bands calculated over four lookback periods: 50, 100, 150, and 200. The difference between the averaged bands is displayed as a histogram, intended to show volatility with less abrupt variation than a…

技術指標波動率風險管理
ProRealCode

The Three Step Future-Trend indicator divides candle volume into three consecutive blocks and assigns each bar positive volume when it closes above its open, or negative volume otherwise. For each block, it sums this delta volume alongside total volume, then…

技術指標統計趨勢追蹤
ProRealCode

This document introduces the Keltner Channel as a moving-average line surrounded by upper and lower bands. It describes the bands as the central moving average plus or minus a volatility measure, and compares the concept with Bollinger Bands, which use…

技術指標波動率統計
ProRealCode

This ProRealTime indicator divides the price range over a selected lookback into equal bands and estimates how much traded volume belongs to each band. The user can anchor the calculation around the period’s highest high or lowest low, or use a fixed…

技術指標市場微結構統計
ProRealCode

This document presents a fractal-dimension calculation proposed by John Ehlers and Ric Way as a way to characterize whether price movement is trending or cycling. It starts with median price, applies a short weighted smoothing filter, and compares the price…

技術指標統計趨勢追蹤
ProRealCode

This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…

大宗商品趨勢追蹤技術指標部位規模
ProRealCode

This indicator overlays candles from a chosen higher timeframe onto a chart using a lower default timeframe. It aggregates lower-timeframe bars into higher-timeframe open, high, low, and close values, detecting when a new higher-timeframe bar begins. A shift…

技術指標多資產
ProRealCode

This indicator seeks breakout entries by requiring several conditions to align. A long signal uses a bullish candle whose body exceeds half its range, a close above the prior two highs, a 20-period average above a 50-period average, and RSI below 70. The…

突破動能技術指標趨勢追蹤
ProRealCode

This strategy uses Heiken Ashi candle color changes as entry signals and a moving average as a trend filter. It buys when the calculated Heiken Ashi close moves above its open after the prior bar showed the reverse relationship, provided the market is above…

期貨趨勢追蹤技術指標回測
ProRealCode

This example explains a simple single-layer perceptron that combines several time-lagged readings of a smoothed RSI. Each selected reading is multiplied by a parameter-specific weight, and the weighted values are added to produce a raw score. The inputs can…

機器學習技術指標回測
ProRealCode

This strategy applies an ADX regime filter to DAX trading, using breakout rules when ADX is above a chosen threshold and mean-reversion rules when it is below. The accompanying 30-minute example uses ATR-scaled candle bodies to trigger entries. In the…

期貨突破均值回歸技術指標
ProRealCode

The document introduces the Hodrick–Prescott filter as a way to decompose a time series and produce a smooth estimate that emphasizes longer-term movement over short-term fluctuations. It includes a ProRealTime implementation that applies the calculation to…

統計技術指標回測
ProRealCode

This indicator estimates the angle of a moving average, smooths that measure, and uses its direction and magnitude to describe trend conditions. Rising readings are presented as strengthening trends, while falling readings suggest weakening momentum and…

技術指標趨勢追蹤動能
ProRealCode

The document explains the Intraday Intensity Index (III), a volume-based indicator intended to estimate buying or selling pressure from a security's close within its daily high-low range. It describes an underlying calculation that weights the close's…

技術指標均值回歸回測
ProRealCode

This indicator identifies a broad set of candlestick formations, including reversal patterns such as engulfing candles, stars, hammers, and multi-candle formations, as well as price gaps. It labels detected patterns on a chart and uses green or red arrows to…

技術指標統計趨勢追蹤
ProRealCode

This indicator combines a faster WaveTrend oscillator for entry and exit timing with a slower oscillator that provides a broader momentum bias. Both are calculated from median price using channel and averaging lengths; the fast line also has a moving average…

技術指標動能