跳至內容

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

7,910 份文件

Strategy library

This trend strategy scores three conditions: RSI above 45, an EMA of RSI above its SMA, and an EMA of price above its SMA. The source uses a 50-period RSI smoothed over 24 periods, and 50-period averages for price. The described rule buys when at least two…

期貨加密貨幣動能趨勢追蹤
Strategy library

The document describes a time-based anomaly strategy that is said to enter long near Thursday’s close and exit near Friday’s close, using a fixed holding period and 10% of capital per trade. Its rationale is a recurring pattern in market behavior across that…

期貨加密貨幣事件驅動回測
Strategy library

This strategy trades breakouts from support and resistance levels derived from confirmed price fractals. Its fractal rule identifies local highs and lows using a sequence of neighboring bars, so the levels become available with a two-bar confirmation lag.…

加密貨幣期貨突破技術指標
Strategy library

This Bitcoin strategy combines a long-term exponential moving average (EMA) trend filter with a shorter EMA entry trigger. It enters long when price is above the trend EMA and crosses above the entry EMA; it enters short when price is below the trend EMA and…

加密貨幣趨勢追蹤技術指標波動率
Strategy library

This strategy uses the Relative Strength Index to time long entries and exits. It enters when RSI crosses above a configurable buy threshold, set to 60 by default, and closes the long position when RSI crosses below a sell threshold, set to 80 by default.…

期貨動能技術指標回測
Strategy library

This strategy uses three simple moving averages to frame short-, medium-, and long-term price direction. Its main long entry occurs when the 20-period SMA crosses above the 50-period SMA while price is above the 200-period SMA. The described exit requires a…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This trend-following method compares a faster EMA with a slower EMA and requires their relative spread to exceed a threshold before entering. It opens long positions when the faster EMA is above the slower one and price is above the fast EMA; it opens short…

期貨加密貨幣趨勢追蹤突破
Strategy library

This simple allocation routine estimates the portfolio share held in stock by valuing the stock position at the latest ticker price and comparing it with total account value, including cash. It uses a target stock allocation and a tolerance band: when the…

部位規模投資組合建構交易執行風險管理
Strategy library

This moving-average strategy uses a faster and a slower simple moving average to define long-term direction. Its stated defaults are 50 and 200 periods: crossing above the slower average triggers a long entry, while crossing below triggers the opposite…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This simple pivot strategy calculates daily levels from the prior day’s high, low, and close. Their average forms the central pivot, and the script derives first resistance and support levels from it. When the current close rises above resistance, it takes a…

突破技術指標期貨
Strategy library

This strategy enters on breaks of recent pivot highs or lows, with several filters intended to confirm direction. Long entries require price above a main EMA, a faster EMA above a slower EMA, and volume above its moving average; short conditions reverse…

期貨加密貨幣突破趨勢追蹤
Strategy library

This strategy uses the T3 moving average to classify price direction and take long or short positions. T3 is built by applying a generalized double exponential moving average three times. Its volume factor controls responsiveness: the document describes zero…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This strategy combines volume profile levels with two types of trade setup. For a fade, price moves outside the current value area and closes back inside on the same bar; the trade aims toward the point of control. A fade can also use an RSI condition, with…

均值回歸突破技術指標風險管理
Strategy library

This strategy uses Average True Range (ATR) to set a trailing stop that adapts to price volatility. The described defaults use a five-period ATR and a stop distance of 3.5 times ATR. As price moves, the stop is adjusted to follow it; crossovers of price and…

期貨加密貨幣趨勢追蹤波動率
Strategy library

The Follow Line indicator turns Bollinger Band breakouts into a directional trailing line. A close above the upper band sets the line below price, while a close below the lower band places it above price; an optional ATR adjustment widens the offset. During…

技術指標突破趨勢追蹤波動率
Strategy library

This short-term strategy uses MACD calculated on a selectable timeframe, with entries requiring both a MACD crossover and a sufficiently strong change in its histogram. An ATR threshold filters out periods considered too quiet, and an optional 200-period EMA…

技術指標動能波動率趨勢追蹤
Strategy library

This strategy combines exponential moving averages, a modified Squeeze Momentum measure, and a money-flow confirmation to generate trades across timeframes. The fast and slow EMAs indicate direction, while the squeeze calculation uses linear regression of…

加密貨幣期貨趨勢追蹤突破
Strategy library

This strategy uses a weighted moving average as the Bollinger Band center, with upper and lower bands offset by a multiple of standard deviation. A price move above the upper band triggers a short entry, while a move below the lower band triggers a long…

技術指標突破均值回歸風險管理
Strategy library

This document describes a five-minute RSI strategy for the Litecoin–USDT pair. With RSI length set to 3 and thresholds at 47 and 56, it opens a long position when RSI crosses above the lower threshold and a short position when RSI crosses below the upper…

加密貨幣技術指標動能回測
Strategy library

The Triple Dragon System combines an extended price volume trend measure, Donchian Channels, and Parabolic SAR to frame trend direction and trade timing. Its stated trend filter looks for the volume trend measure above its baseline while price is above the…

趨勢追蹤突破技術指標期貨
Strategy library

This strategy uses crossovers between the positive and negative Directional Movement Index lines to signal direction, then requires the Detrended Price Oscillator to agree. A positive DPO is required for a long entry after +DI crosses above -DI; a negative…

趨勢追蹤動能技術指標期貨
Strategy library

This strategy uses Heikin-Ashi prices to smooth the input series for a MACD-style trend signal. It calculates fast and slow double exponential moving averages from the Heikin-Ashi close, subtracts them to form the MACD line, and compares that line with a…

期貨加密貨幣趨勢追蹤動能
Strategy library

This short term strategy uses confirmed pivot highs and lows as resistance and support references, then places orders in the opposite direction when price breaks those levels. A break above a pivot high prompts a short entry, while a break below a pivot low…

突破均值回歸技術指標風險管理
Strategy library

This strategy combines a volatility envelope with a momentum oscillator to seek short term reversals when the market is moving sideways. It uses a 20 period simple moving average with bands two standard deviations away, alongside a 14 period RSI. A long…

均值回歸技術指標波動率風險管理