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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

7,910 份文件

Strategy library

This short-term reversal approach combines Trend Magic, Squeeze Momentum, and Cumulative Delta Volume. Trend Magic uses CCI and ATR to classify directional conditions; the squeeze component identifies periods when Bollinger Bands contract inside Keltner…

期貨均值回歸動能技術指標
Strategy library

The strategy uses a Donchian midpoint with a lookback of 52 periods as its Lagging Span 2 reference, shifts that line by 26 periods, then enters long when price crosses above the shifted line and short when it crosses below. Separate profit targets and stop…

期貨突破趨勢追蹤技術指標
Strategy library

The document outlines a basic trend strategy that uses simple moving average crossovers to signal long and short positions. It describes using averages with several lookback periods to represent trends at different horizons, with a 20-period average crossing…

期貨趨勢追蹤技術指標回測
Strategy library

This code example monitors the best bid and ask on two exchanges and compares the two possible buy-on-one, sell-on-the-other spreads. It estimates a trade size from displayed order quantities and available balances, then proceeds only when the spread exceeds…

加密貨幣套利交易執行市場微結構
Strategy library

This script outlines a long-side statistical arbitrage approach for a pair of instruments. It retrieves the second instrument’s price series, standardizes each instrument’s price against its own rolling mean and standard deviation, and subtracts the…

配對交易套利統計均值回歸
Strategy library

This strategy combines three simple moving averages with a short exponential moving average to screen long entries. Its description treats price below the three averages as a downtrend and looks for a move back above them; the supplied rules further require…

期貨趨勢追蹤技術指標風險管理
Strategy library

This utility collects exchange candlesticks and serves them to a custom data source for backtesting. In collection mode, it reads bars from the exchange, stores completed records in MongoDB, and checks timestamps to avoid duplicate inserts. An HTTP endpoint…

回測交易執行統計
Strategy library

This strategy combines an RSI-adjusted T3 moving average with a squeeze and momentum filter. RSI determines the T3 smoothing length: lower RSI produces a longer, smoother average, while higher RSI shortens it. Bollinger Bands and Keltner Channels identify…

加密貨幣趨勢追蹤動能突破
Strategy library

This example shows how to send portfolio targets from a QuantConnect algorithm to Collective2 when a fast and slow exponential moving average cross. It initializes a set of equity, forex, futures, and options targets, disables scheduled automatic exports,…

股票外匯期貨選擇權
Strategy library

This strategy pairs RSI threshold crossovers with price crossing the outer Bollinger Bands. A long setup occurs when RSI crosses upward through its lower threshold as price crosses upward through the lower band; a short setup uses a downward RSI crossover…

期貨加密貨幣技術指標突破
Strategy library

This strategy combines Fibonacci retracement levels, candlestick patterns, and volume as trade filters. It derives levels from a rolling range, then looks for a pin bar or engulfing pattern while price is above or below the 38.2% level. A signal also…

期貨加密貨幣技術指標突破
Strategy library

This BTC/USDT futures strategy combines 8- and 20-period exponential moving average crossovers with a volume-price measure, divergence signals, and engulfing candlestick patterns. It enters long on a bullish divergence or upward EMA crossover, and short on a…

期貨加密貨幣技術指標趨勢追蹤
Strategy library

This strategy compares a fast and a slow simple moving average (SMA). It enters a long position when the fast average crosses above the slow average and closes that position when the fast average crosses below it. The listed default lengths are 10 and 30…

期貨趨勢追蹤技術指標風險管理
Strategy library

This document describes a data collection utility for monitoring perpetual futures funding rates across several exchanges. It starts a worker for each configured exchange, periodically retrieves market funding data, and stores results by symbol for later…

加密貨幣期貨永續期貨Carry(套息)
Strategy library

This strategy enters long when the closing price crosses above a simple moving average, then sets a stop below entry and a take-profit level above it. The published example uses a 200-day SMA, a 2% stop and a 1% target. The position closes when either…

加密貨幣趨勢追蹤技術指標風險管理
Strategy library

This long-only strategy looks for bullish divergence after an oversold RSI reading. It identifies two RSI pivot lows within a configurable bar range: the second RSI low must be higher, while the corresponding price low is lower. Once RSI closes above its…

技術指標突破均值回歸風險管理
Strategy library

This trend-following method applies a logarithm to closing prices, calculates short- and long-period weighted moving averages in that transformed space, then converts the averages back before generating crossover signals. An upward cross opens a long…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

The overview describes a trend-following approach that uses a higher-timeframe exponential moving average (EMA). It signals a long position when price crosses above the average and a short position when price crosses below it. The text presents a 200-period…

期貨趨勢追蹤突破技術指標
Strategy library

This trend-following system combines a simple moving average (SMA) with fast and slow exponential moving averages (EMAs). It enters when price is on the corresponding side of the SMA and the EMAs cross, or when price crosses the SMA after several bars have…

趨勢追蹤技術指標風險管理回測
Strategy library

This strategy tracks recent pivot highs and lows to calculate Fibonacci price levels, then uses a selected level as a long-entry trigger. Once an order is placed, the strategy updates its level and can cancel and replace the pending order as levels move. The…

期貨技術指標突破部位規模
Strategy library

This short-term trend-following method uses a 9-period exponential moving average (EMA) as its directional reference. A candle opening below and closing above the EMA signals a long setup; a candle opening above and closing below signals a bearish setup. The…

期貨加密貨幣趨勢追蹤突破
Strategy library

The Follow Line strategy uses Bollinger Band breakouts to update a directional trend line. A close above the upper band sets the line from the bar’s low, while a close below the lower band sets it from the high. With the ATR filter enabled, the line is…

期貨趨勢追蹤突破波動率
Strategy library

This document presents a two-sided reversal strategy using crossovers between 5-period and 11-period RSI lines. A long entry follows an upward crossover when the 6-period RSI is below 30; a short entry follows a downward crossover when it is above 70. The…

期貨趨勢追蹤技術指標回測
Strategy library

This strategy uses a fast and a slow RSI to identify crossovers, then applies a third RSI as an overbought or oversold filter. The stated defaults are periods of 5 and 11 for the crossover lines and 6 for the filter. A fast RSI cross above the slow RSI is…

期貨趨勢追蹤動能技術指標