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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
QuantRocket
7 份文件
Lumibot strategies
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

7,910 份文件

Strategy library

This strategy combines a 50/200 EMA trend filter with ATR-based exits and risk-based position sizing. It opens long or short positions according to the EMA relationship, provided a 20-candle range test does not classify the market as consolidating. Stops are…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This short-term strategy combines RSI, two simple moving averages, and a trailing exit. Its described long-entry conditions are RSI above 50, the 9-period SMA above the 100-period SMA, and a stated short-term price-to-average change threshold. Once in a…

技術指標動能趨勢追蹤風險管理
Strategy library

This is a long-only trend-following method built around the relationship between price and an exponential moving average. It enters when price crosses above the EMA and closes the position when price crosses back below. The described setup uses a 30-period…

趨勢追蹤突破技術指標期貨
Strategy library

This strategy combines a smoothed RSI reading with a weighted moving average to guide long trades. It enters when RSI falls below an oversold threshold, then exits when RSI exceeds an overbought threshold or price crosses below the WMA. An upward price cross…

技術指標趨勢追蹤期貨風險管理
Strategy library

This strategy builds a set of price zones around a central moving average and scales the spacing using either ATR multiples or fixed percentages. It opens successive long entries as price falls through lower zones, then closes those entries in sequence as…

期貨網格交易趨勢追蹤波動率
Strategy library

This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…

網格交易波動率永續期貨多資產
Strategy library

This strategy scans traditional finance perpetual contracts and ranks them by average daily high-low range as a percentage of closing price. It selects the most volatile eligible markets, then builds proportional price grids around current prices. Grid…

期貨永續期貨網格交易波動率
Strategy library

This trading-terminal plugin checks the spread between a perpetual swap and a dated future, with Deribit as its stated default venue. It calculates the difference between the future’s best bid and the swap’s best ask, then compares that difference with a…

期貨永續期貨套利交易執行
Strategy library

This long-only strategy enters when price crosses above the upper Bollinger Band and exits when it crosses below the lower band. The source calculates both bands around a 100-period simple moving average, using three standard deviations above the basis and…

期貨突破波動率技術指標
Strategy library

This simple trend-following method opens long positions when price crosses above either a 20-period or a 60-period simple moving average, then closes the corresponding position when price crosses back below that average. The averages are presented as…

期貨趨勢追蹤技術指標回測
Strategy library

This system combines a moving-average trend signal with a volatility expansion filter and Chandelier-style exits. A fast moving average crossing above or below a slower one establishes long or short direction. A trade is opened only when the rate of change…

期貨趨勢追蹤波動率技術指標
Strategy library

This long-only trend-following system requires four EMAs, spanning short to long horizons, to align in ascending order. It also requires the close to be above the shortest EMA and a 14-period RSI reading no higher than 60 before entering. A downward…

期貨趨勢追蹤技術指標風險管理
Strategy library

This strategy combines the velocity of Chaikin Money Flow with a long-term exponential moving average. CMF velocity is calculated from changes in the money-flow measure and smoothed; crossing above zero signals a long entry, while crossing below zero signals…

加密貨幣期貨趨勢追蹤動能
Strategy library

This trading-system example adapts Almgren–Chriss optimal execution to position entries and exits. It estimates a time-varying execution parameter from rolling price volatility, candle range, and volume, then uses that parameter to choose the fraction of…

交易執行市場微結構風險管理部位規模
Strategy library

This stock strategy records the high and low of the 9:45–10:15 interval using 30-minute data. It signals a long when price crosses above that interval’s high and a short when price crosses below its low. The author recommends applying it to five-minute…

股票突破技術指標
Strategy library

This intraday Sensex strategy sets upper and lower thresholds around the opening price at 9:45, using 500-point increments. It enters long when a later close reaches the upper threshold or short when a close reaches the lower one, during the specified…

股票突破動能風險管理
Strategy library

This strategy pairs a phase crossover with a set of exponential moving averages. Its leading phase is a simple moving average shifted upward by an offset, while its lagging phase is an exponential moving average shifted downward. A cross of the leading phase…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

ESSMA is an indicator concept that combines simple, exponential, weighted, smoothed, and running moving averages into a configurable line, then compares it with a further smoothed version. Crosses between the two lines mark upward or downward signals. The…

期貨趨勢追蹤技術指標突破
Strategy library

This long-oriented trend strategy uses 9-period and 21-period simple moving averages. It opens a long position when the shorter average crosses above the longer one and closes on a downward crossover. The rules also specify a 1% stop loss and a 1%…

趨勢追蹤技術指標風險管理回測
Strategy library

This strategy uses a 100-period simple moving average as a baseline and a channel whose width scales with 14-period ATR. It signals a long entry when price crosses above the upper channel while also trading above a 200-period moving average. The described…

加密貨幣期貨趨勢追蹤突破
Strategy library

This strategy combines a 123 reversal signal with the Percentage Volume Oscillator (PVO), taking a position only when both components point in the same direction. The reversal component uses recent closing-price patterns and stochastic conditions; the PVO…

期貨均值回歸技術指標動能
Strategy library

This strategy uses daily VWAP as a directional signal: a close crossing above it opens a long, while a cross below opens a short. For a long, the stop uses the prior candle’s low when that low is below VWAP, otherwise VWAP itself; the short rule mirrors this…

期貨技術指標趨勢追蹤風險管理
Strategy library

This BTC-focused strategy combines three simple moving averages with an ADX filter and a trend cloud to generate long and short signals. The listed moving-average lengths are 14, 28, and 55, while the description also refers to a different set of lengths.…

加密貨幣趨勢追蹤技術指標風險管理
Strategy library

This breakout setup uses the previous completed 15-minute candle's high and low as reference levels and a faster two-minute close to time entries. A close above the high triggers a long with a stop at the reference low; a close below the low triggers a short…

期貨突破動能風險管理