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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

The indicator combines the difference between fast and slow weighted moving averages with a ratio of average true ranges, then scales the result and applies a Fisher-style transformation. The default inputs use a fast length of 4 and a slow length of 49. The…

技術指標期貨加密貨幣趨勢追蹤
Strategy library

This trend-following method builds a linear regression centerline and offsets it by a channel width based on ATR. The line’s slope sets the direction: in an uptrend, the strategy buys when price approaches the lower channel; in a downtrend, it sells near the…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This strategy adjusts trade size according to whether the account's equity curve appears to be declining. It offers two detection methods: compare fast and slow simple moving averages of equity, or compare equity with its longer-period average. When the…

部位規模風險管理技術指標期貨
Strategy library

This strategy uses a fast and a slow exponential moving average to signal changes in trend direction. The example uses periods of 29 and 86: a fast average above the slow average leads to a long position, while a fast average below it leads to a short.…

趨勢追蹤技術指標期貨部位規模
Strategy library

This strategy places an upper and lower threshold around a simple moving average (SMA). The thresholds are formed by multiplying the SMA by one plus or minus a chosen band percentage. A close above the upper band triggers a buy, while a close below the lower…

技術指標趨勢追蹤突破
Strategy library

This account-monitoring script estimates net asset changes for a trading account that may borrow cash or coin. It starts from balances adjusted for frozen funds, borrowed principal, and accrued interest, then values the net coin balance using the latest…

加密貨幣風險管理統計投資組合建構
Strategy library

This script excerpt outlines a configurable momentum strategy. It measures price change over a selected lookback, derives a one-bar change in that momentum series, and scales momentum by its rolling standard deviation. An optional EMA filter restricts long…

動能技術指標趨勢追蹤風險管理
Strategy library

This algorithm example explains how to customize security setup in a trading engine. A security initializer runs when a security object is created, making it a place to set properties such as data normalization and to configure security models. The example…

股票回測交易執行
Strategy library

The document shows the opening portion of a three-minute ES strategy script. Its configurable chart studies include short and long exponential moving averages, a linear-regression mean-reversion channel, VWAP, an initial-balance display, Keltner channels,…

期貨技術指標均值回歸突破
Strategy library

This intraday strategy combines a 15-minute trend check with a bullish engulfing pattern on a 1-minute chart. A rising 15-minute close series supplies the directional filter; the pattern triggers a long entry. The method also excludes specified periods near…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

The document outlines a moving-average approach using 20-, 60-, and 120-period simple averages to classify aligned trends. It describes entering long when the shorter average crosses above the medium average and short when it crosses below, with the…

期貨趨勢追蹤技術指標風險管理
Strategy library

This strategy trades breakouts beyond the Bollinger Bands, using RSI thresholds to filter entries. It goes long when price crosses above the upper band with RSI between 60 and 70, and short when price crosses below the lower band with RSI between 35 and 40.…

期貨加密貨幣動能突破
Strategy library

The described method combines an EMA direction filter with engulfing-candle entries, round-number levels, and London or New York trading sessions. Long signals are intended to require a bullish engulfing pattern above the EMA; short signals use a bearish…

期貨趨勢追蹤突破技術指標
Strategy library

This long-only strategy scores potential volatility breakouts using volume relative to its average, the daily price change, alignment between short and medium EMAs, price above the short EMA, Bollinger Band width, and five-bar momentum. A trade can open when…

股票突破動能波動率
Strategy library

This strategy combines a fast moving average crossing a first slow average with price position relative to a second slow average. A positive MACD histogram confirms long entries, while a negative histogram confirms shorts. The code offers several moving…

期貨趨勢追蹤動能技術指標
Strategy library

This two-sided trend strategy gauges direction from the slope angles of a Jurik moving average and an EMA, with angles normalized by ATR. It also calculates a rate of change over a configurable recent window and smooths that measure; the stated logic uses…

期貨趨勢追蹤動能技術指標
Strategy library

This strategy combines fast and slow EMA crossovers with Fibonacci retracement levels calculated from the recent high and low over a configurable lookback. A confirmed upward crossover triggers a long entry and a downward crossover triggers a short entry.…

期貨趨勢追蹤技術指標風險管理
Strategy library

This educational example combines the Awesome Oscillator (AO), a smoothed stochastic oscillator, and RSI to define contrarian entry conditions. It enters long when stochastic is below 20 and RSI below 30 while AO is rising; it enters short when stochastic is…

技術指標均值回歸動能波動率
Strategy library

This document describes an execution tool for BTCUSDT perpetual futures that receives trade instructions and submits them through an exchange API. Its Python logic reads account balance, leverage, price, and current long and short positions, then scales the…

加密貨幣期貨永續期貨交易執行
Strategy library

This strategy combines moving-average crossovers with momentum and trend-strength filters. A 20-period average crossing above or below a 50-period average sets the direction; a 14-period RSI must agree by being above or below 50, and a 14-period ADX must…

期貨趨勢追蹤動能技術指標
Strategy library

This strategy adapts the RSI lookback according to the rolling correlation between price and a momentum series. It maps the correlation into a configurable minimum-to-maximum period range: stronger positive correlation leads to a shorter RSI period, while…

期貨動能均值回歸技術指標
Strategy library

This strategy trades closing-price crossovers of a rolling VWAP, using RSI thresholds to qualify entries and exits. A move above VWAP can open a long when RSI is above its oversold threshold; a move below VWAP can open a short when RSI is below its…

期貨突破技術指標回測
Strategy library

This strategy combines fast and slow EMA crossovers with trend checks from 5-minute and 15-minute simple moving averages. It calculates rolling swing highs and lows over 50 bars and supply and demand reference levels over 20 bars. Entries require an EMA…

期貨技術指標突破風險管理
Strategy library

This Pine strategy uses two Supertrend indicators with the same ATR lookback but different multipliers to identify directional changes. It signals a long when both indicators point upward and at least one has just changed direction; the short condition…

趨勢追蹤技術指標波動率交易執行