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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

This intraday index strategy trades breaks of the overnight high or low during a morning entry window. It uses recent highs and lows to define levels, adds a configurable spread to some stop or limit orders, and uses the Parabolic SAR to shape entries and…

期貨突破技術指標部位規模
ProRealCode

This strategy proposal combines four trend measures on four-hour EURUSD bars to filter weaker signals: an ATR-based Andrew Abraham trend method, a simplified price-based Supertrend, an adaptive Supertrend whose period responds to an R-squared calculation,…

外匯趨勢追蹤技術指標風險管理
ProRealCode

This document describes a NonLag moving average whose line color indicates its estimated trend direction. Green marks an upward trend, red a downward trend, and yellow a bar on which the direction has just changed. The method derives the moving-average value…

技術指標趨勢追蹤
ProRealCode

This ProRealTime indicator marks candidate price imbalance zones by comparing candle ranges two bars apart. A support candidate is recorded when the high from two bars earlier is below the current low; a resistance candidate is recorded when the current high…

技術指標突破回測
ProRealCode

This short note defines historical volatility as the standard deviation of regularly sampled logarithmic price changes, following Sheldon Natenberg’s description in an options-pricing text. Its indicator recipe calculates close-to-close log returns, takes…

選擇權波動率統計
ProRealCode

This indicator draws monthly, weekly, or daily candlesticks over the current price chart. It detects the end of each selected period, then uses that period’s open, close, high, and low to draw a candle body and wicks. Separate switches let users choose which…

技術指標
ProRealCode

This document describes a chart indicator that attempts to identify the first two waves of an Elliott Wave impulse and map potential levels for a subsequent move. It finds swing highs and lows with a ZigZag-style pivot process, then checks whether the second…

技術指標趨勢追蹤突破風險管理
ProRealCode

This indicator places the Commodity Channel Index (CCI) and Relative Strength Index (RSI) in one oscillator window. It rescales and clips CCI to a 0–100 range, leaves RSI on its usual scale, and plots moving averages of both series. The example uses…

技術指標動能均值回歸
ProRealCode

This price-chart indicator combines RSI-derived support and resistance with swing-pool sweeps and a volume filter. It detects pivots in the RSI series, anchors resistance to the pivot bar’s price high and support to its low, and retains a rolling set of…

技術指標均值回歸動能風險管理
ProRealCode

The indicator marks opening ranges for the London or US session and projects price levels beyond each range. It measures the high-to-low span of two consecutive opening windows, then plots upper and lower targets at multiples of that span. The first window’s…

期貨突破技術指標風險管理
ProRealCode

The Detrended Ehlers Leading Indicator (DELI) is described as a cycle-based tool for anticipating possible turning points in price. It begins with a synthetic price intended to stay in phase with the dominant market cycle. The document explains this as the…

技術指標統計均值回歸
ProRealCode

Ahoora Trend adapts the relative strength index by calculating it from a value derived from moving averages of candle highs and lows, rather than directly from closing prices. It uses a lookback of 25 periods for those averages and for the RSI and average…

技術指標波動率均值回歸
ProRealCode

This indicator strategy treats a failed breakout beyond a recent swing high or low as a liquidity sweep. A move above the lookback high that closes back below it can signal a short; a move below the lookback low that closes back above it can signal a long.…

外匯技術指標波動率風險管理
ProRealCode

The document presents a long-only strategy derived from a gap-detection indicator. It uses a configurable lag to compare the close with a prior close and checks for a gap between the current high and the previous bar's low to trigger an entry. A…

股票期貨突破回測
ProRealCode

The Mean Reversion Channel combines a selectable moving average with volatility-scaled bands to frame price deviations from a central value. Inner bands mark smaller departures, while wider outer bands identify more extreme readings. The indicator can use…

均值回歸波動率技術指標
ProRealCode

The Projection Oscillator expresses the closing price as a percentage of a range formed by projected high and low bands. The described calculation estimates linear regression slopes for highs and lows over a 14-period lookback, projects earlier observations…

技術指標股票統計
ProRealCode

The Ehlers Decycler estimates trend by filtering cyclical movement from price. The document distinguishes the first-order Simple Decycler from the second-order version: the first responds more quickly but leaves more cycle noise, while the second rejects…

技術指標趨勢追蹤
ProRealCode

This document describes a chart indicator that applies linear regression separately to open, high, low, and close prices to create smoothed candles. Candle color reflects whether the adjusted close is above or below the adjusted open. A signal line,…

技術指標統計趨勢追蹤均值回歸
ProRealCode

The LRLR indicator aims to flag sustained directional phases by tracking the slope of a moving average. It averages typical price, measures the change in that average relative to ATR, and detects when the slope crosses between positive and negative. A signal…

技術指標趨勢追蹤波動率
ProRealCode

This indicator identifies bullish and bearish order blocks after market structure breaks, then attaches a probability derived from a supervised classifier trained on recent chart data. Its inputs are RSI, money-flow index, relative ATR, and a volume z-score;…

股票技術指標機器學習市場微結構
ProRealCode

The document describes an opening-range breakout approach for the FDXS on a five-minute chart. It tracks the high and low formed from 9 to 10 a.m., then enters long or short when price breaks beyond that range. The proposed stop is at the range midpoint,…

期貨突破風險管理技術指標
ProRealCode

The document explains a linear regression moving average (LRMA) constructed from two smoothed versions of a price series: a linearly weighted moving average and a simple moving average. It combines them by multiplying the weighted average by three and…

技術指標趨勢追蹤統計
ProRealCode

The document describes a reversal setup it calls a confirmed engulfing pattern. It identifies a prior candle whose high and low extend beyond those of the candle before it, followed by a candle closing in the same direction. A bullish signal suggests buying;…

外匯技術指標均值回歸風險管理
ProRealCode

The document introduces the Klinger Oscillator as a volume-based indicator intended to track both short-term turning points and longer-term flows of money into and out of a security. Its underlying interpretation treats price range as movement and volume as…

技術指標股票趨勢追蹤