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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

1,976 份文件

TradingView scripts

This indicator displays price updates as they arrive on the current real-time bar. In tick up/down mode, it places a dot at each update’s sequence number; in tick progression modes, it marks updates on the candle with symbols that shift horizontally. Colors…

技術指標市場微結構高頻交易
TradingView scripts

This indicator applies a nearest-neighbor classification approach to market features, using a Lorentzian-style distance measure. Rather than summing raw feature differences as in Euclidean distance, its distance function sums logarithms of one plus the…

機器學習統計技術指標回測
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover to generate directional entries, with volume or short-term price direction as additional confirmation. A trend filter accepts conditions when ADX exceeds a threshold or the positive and…

技術指標趨勢追蹤期貨風險管理
TradingView scripts

This Ethereum strategy combines Aroon crossover signals with an Absolute Strength Histogram concept. It uses separate lookback settings for long and short signals: a long begins when the long-side Aroon lines cross upward, subject to a lower-line threshold,…

加密貨幣技術指標趨勢追蹤回測
TradingView scripts

This TradingView indicator builds separate bullish and bearish volume profiles across price swings identified by a Zigzag. It assigns volume from bars in each swing to price levels, then plots the profiles in configurable layouts: centered, on the same side,…

技術指標市場微結構統計
TradingView scripts

This strategy enters when a candle closes beyond a Bollinger Band, using an optional long-term exponential moving average to align trades with trend. A volume filter can require volume above its moving average, while a time window, optional weekend closure,…

突破技術指標波動率部位規模
TradingView scripts

This Bitcoin strategy seeks long positions when several measures support an advancing trend. It scores a bullish stack of smoothed moving averages, their separation and slopes, path efficiency, momentum persistence, volatility conditions, breakout strength,…

加密貨幣趨勢追蹤動能突破
TradingView scripts

This reversal strategy combines recent pivot highs and lows, average true range, volume, and candle direction. It treats price as exhausted when its distance from a stored pivot exceeds an ATR-based threshold, then requires price to be near a pivot and…

均值回歸波動率技術指標部位規模
TradingView scripts

This strategy compares a charted asset with a user-selected ticker to estimate a cointegrating relationship. It fits linear regressions across several rolling lookback lengths, tests changes in the residual series for stationarity with a Dickey–Fuller…

配對交易均值回歸統計回測
TradingView scripts

This intraday futures strategy enters when a closing price breaks above the prior Donchian upper band or below the prior lower band. The bands use the highest high and lowest low over a configurable lookback, shifted back one bar to avoid using the current…

期貨突破趨勢追蹤技術指標
TradingView scripts

This strategy calculates Heikin-Ashi open and close values from ordinary candle data, then treats their relationship as a directional state. A change from a non-green Heikin-Ashi bar to a green one triggers a long entry; a change from green to red triggers a…

技術指標趨勢追蹤回測
TradingView scripts

This strategy uses the previous week’s high and low as reference levels, then compares each current bar’s high and low with those boundaries. In one signal mode, a bar fully below the prior weekly low sets a short state, while a bar fully above the prior…

技術指標突破回測期貨
TradingView scripts

This document explains how the script estimates Ralph Vince’s Optimal F from a strategy’s closed trades. It records profit or loss per contract, scales each result by the largest loss, then evaluates a grid of sizing fractions from zero to one. For each…

部位規模風險管理回測統計
TradingView scripts

This indicator scans multilevel zigzag pivots for reversal chart patterns and draws detected formations on the price chart. Its selectable pattern families include double taps and triple taps, with cup-and-handle and head-and-shoulders patterns also…

技術指標趨勢追蹤風險管理
TradingView scripts

This indicator combines short-volume data from selectable sources with total volume to calculate short-volume ratios. It compares current short volume, total volume, and their ratio with moving averages, and draws labeled ranges around selected activity. The…

股票美國市場統計技術指標
TradingView scripts

This indicator builds a chart-side tape showing the time, price, and volume associated with realtime feed updates. It estimates volume delta by assigning each update's volume a positive or negative sign according to price movement since the previous update;…

市場微結構技術指標交易執行
TradingView scripts

This script combines simple and exponential moving averages with periods including 50, 100, 236, 500, 764, and 1000. It plots configurable averages and colors selected pairs to show their relative ordering. The names refer to the chosen lookback periods; the…

技術指標趨勢追蹤回測
TradingView scripts

This overlay combines a logarithmic regression trend line with an oscillator drawn directly across the price chart. It fits a straight regression to log-transformed closing prices over a lookback period, converts the endpoints back to price values, and…

技術指標動能統計
TradingView scripts

This indicator builds a volume profile over a configurable historical window by dividing the observed price range into rows and assigning each bar’s volume to those rows. The user can choose among allocation approaches, including uniform distribution across…

技術指標市場微結構統計
TradingView scripts

This example uses a random binary result to choose a long or short trade on a selected weekday. It sizes entries inversely to average true range and places a take-profit and stop level one ATR from the trade’s reference price, creating a nominal one-to-one…

外匯回測風險管理部位規模
TradingView scripts

This indicator estimates buy and sell volume within each chart bar by requesting lower-timeframe data, then divides the bar’s price range into rows. Each lower-timeframe candle’s volume is classified by whether its close rose or fell from its prior close and…

技術指標市場微結構統計
TradingView scripts

This FX-oriented strategy combines weekly, daily, and 4-hour price levels with a 50-period simple moving average, short-term break-of-structure conditions, and a fair-value-gap flag. Long signals require price above the moving average, bullish positioning…

外匯技術指標風險管理部位規模
TradingView scripts

This strategy defines a daily premarket range from 9:00 to 9:30 Eastern time for SPY or QQQ, then waits for the first break above or below that range. A break above sets a long bias, while a break below sets a short bias. Rather than entering immediately, it…

股票美國市場突破技術指標
TradingView scripts

This entry-only setup tracks the high and low formed during the noon-to-1 p.m. New York lunch session, then watches for the first sweep during the 1–4 p.m. window on a 5-minute NQ chart. A move above the lunch high that closes back below it signals a short;…

期貨美國市場突破市場微結構