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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
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

1,976 份文件

TradingView scripts

This strategy standardizes the closing price against its rolling mean and standard deviation. When the Z-score rises above a positive threshold, it closes long positions and opens a short; when it falls below the corresponding negative threshold, it closes…

均值回歸統計波動率回測
TradingView scripts

This document presents a composite indicator intended to summarize several dimensions of trading-system quality in one figure. Its components include profit-taking efficiency, the ratio of favorable to adverse open-trade excursions, a measure of how…

統計回測風險管理
TradingView scripts

This strategy tracks confirmed pivot highs and lows using configurable left- and right-bar lookbacks. It enters a long position when the closing price rises above the previous bar’s stored pivot high, and closes all positions when price falls below the…

突破技術指標趨勢追蹤回測
TradingView scripts

This script combines swing failure pattern (SFP) signals with a 200-period EMA direction filter and optional London, New York, and Asia session filters. It enters long when price moves below the prior ten-bar low and closes back above it, or short when price…

技術指標風險管理回測市場微結構
TradingView scripts

This strategy combines swing structure, liquidity sweeps, and a break of structure to define directional setups. A sweep occurs when price moves beyond a recent swing extreme and closes back inside; a break of structure in the same direction must follow…

技術指標突破風險管理交易執行
TradingView scripts

This indicator estimates where stop orders may cluster around swing highs and lows, then displays active and previously violated clusters as potential breakout areas. Its absorption-extremes model identifies price swings using an ATR-based reversal threshold…

技術指標突破市場微結構波動率
TradingView scripts

This strategy uses the sign of a benchmark’s long-window log return to set a directional regime for a US equity index instrument. With the default eighteen-month lookback, positive momentum calls for a long position; negative momentum either leaves the…

股票美國市場動能趨勢追蹤
TradingView scripts

This SOL perpetual-futures strategy opens a short when a three-minute RSI(9) crosses down through 80, using the signal as a possible overbought reversal. It starts with a base order and can add up to three equally sized averaging orders as price rises…

加密貨幣永續期貨均值回歸技術指標
TradingView scripts

This TradingView script adds an on-chart table of common strategy backtest statistics, designed to be copied into an existing strategy. It displays trade count, win rate, starting and ending capital, average winning and losing trade amounts, profit factor,…

回測風險管理統計
TradingView scripts

This indicator calculates Sharpe and Sortino ratios from sampled returns for the chart instrument. Users select a return timeframe and maximum sample length, then choose either a fixed annual benchmark rate or the returns of a comparison instrument. In the…

風險管理統計回測
TradingView scripts

This indicator modifies classic directional movement by first comparing changes in highs and lows. It retains positive or negative movement only when that side’s move is larger and positive, then takes the difference between the two directional movement…

技術指標趨勢追蹤統計
TradingView scripts

This TradingView indicator lets users plot selected company fundamentals over time, drawing from income statements, balance sheets, cash flow statements, and financial statistics. The available measures include items such as revenue, debt, cash flow,…

股票技術指標統計
TradingView scripts

This indicator uses lower-timeframe data within each chart bar to estimate up and down volume and their delta. It can recolor candles according to selected volume-balance measures, add volume-based tops and bottoms, highlight divergences between price-bar…

市場微結構技術指標統計
TradingView scripts

This strategy standardizes closing price against its recent simple moving average and standard deviation, then smooths the resulting Z-score over short and long windows. A higher short-term smoothed value than the long-term value enables a long entry; the…

統計技術指標均值回歸回測
TradingView scripts

This intraday strategy combines moving-average alignment with RSI and CCI thresholds to identify two opposing formations during a specified trading session. When a formation occurs, it tracks candle highs and lows and waits for price to cross a boundary…

技術指標動能突破風險管理
TradingView scripts

This strategy looks for unusually large candle bodies relative to a recent range. It measures the highest open or close and lowest open or close across a configurable lookback, then enters long on a bullish candle or short on a bearish candle when the…

突破技術指標風險管理回測
TradingView scripts

This strategy uses an SSL channel derived from moving averages of highs and lows, alongside a baseline calculated from closing prices. A smoothed SSL line crossing the baseline generates directional signals, with an optional higher-timeframe baseline filter.…

趨勢追蹤技術指標風險管理突破
TradingView scripts

This Pine library collects streaming methods for processing market observations incrementally, with many updates designed to use constant work per observation. Its stated tools cover recursive filters and extrema, rolling sums, quantile and expectile…

統計技術指標波動率市場微結構
TradingView scripts

This document presents a configurable trading strategy that combines trend direction, volatility conditions, breakout and mean-reversion signals, and Fibonacci retracements. Its filters include moving-average alignment, a higher-timeframe trend check, volume…

技術指標趨勢追蹤突破均值回歸
TradingView scripts

This strategy labels conditions as range bound when ADX is below its ceiling, RSI stays inside a middle band, and Bollinger Band width remains below a threshold. When all three filters agree, it enters a long position, presented as a proxy for timing credit…

技術指標波動率風險管理回測
TradingView scripts

This chart indicator normalizes bar volume by the high-low range to show volume per point, then marks changes in that measure with colored columns. It identifies divergence-like conditions when volume and candle range move in contrasting ways, and…

技術指標市場微結構統計
TradingView scripts

This backtest template uses autocorrelation to detect repeating behavior in closing prices, then applies a linear regression of recent percentage returns to form a forecast component. When the autocorrelation exceeds a fixed threshold, the latest regression…

統計回測趨勢追蹤部位規模
TradingView scripts

This indicator and strategy script estimates European call and put values with Black-Scholes formulas, using a normal cumulative distribution approximation. Inputs cover option type, strike, expiry, the underlying price source, risk-free rate source, and…

選擇權衍生品定價波動率風險管理
TradingView scripts

This TradingView strategy enters long or short when the Supertrend direction changes, subject to optional agreement from a configurable set of six timeframes. Each timeframe is classified by whether its close is above or below an exponential moving average,…

技術指標趨勢追蹤風險管理交易執行