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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
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 strategy compares the current daily close with the previous daily close, divides the difference by the previous close, and uses a positive or negative threshold to determine direction. When the ratio exceeds the positive threshold it signals long; when…

期貨加密貨幣動能回測
Strategy library

This strategy combines an ATR-based trailing stop with moving-average trend checks, price relative to the daily open, and unusual-volume confirmation. Its described defaults include a 10-period ATR multiplied by two, JLines Cloud averages of 72 and 89…

技術指標趨勢追蹤波動率風險管理
Strategy library

The QFL approach seeks long entries after sharp selloffs, using a historical base level and ATR-based movement criteria to distinguish panic from ordinary price fluctuation. It also defines a rebound level for profit taking and a cooldown period to limit…

加密貨幣期貨均值回歸波動率
Strategy library

This strategy uses RSI threshold crossings to enter and exit long and short positions. It opens a long when RSI rises above the oversold threshold and a short when RSI falls below the overbought threshold. Longs close when RSI falls below the overbought…

技術指標動能均值回歸期貨
Strategy library

This strategy combines five Relative Momentum Index signals with a Chande Momentum Oscillator. A long setup requires the oscillator to cross its buy threshold, four RMI readings to be below their buy lines, and a fifth RMI to be above its buy level. The…

期貨加密貨幣動能技術指標
Strategy library

This strategy pairs a 200-period simple moving average with a 14-period RSI. It opens a long when price is below the moving average and RSI crosses upward through the oversold threshold of 30. It closes that long when price is above the moving average and…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This strategy identifies candidate support and resistance using pivot highs and lows confirmed by a configurable number of bars on each side. It tracks whether a level has been broken, then looks for a return toward that level within a tolerance. A break…

加密貨幣突破技術指標回測
Strategy library

R-Breaker derives six intraday trigger levels from the prior session’s high, low, and close. These levels define breakout entries as well as observation and reversal thresholds. When flat, the strategy opens a long above the upper breakout level or a short…

期貨突破均值回歸趨勢追蹤
Strategy library

This strategy tracks the high and low formed during the first 15 minutes of the London and New York sessions, using New York time. Once each range is set, it can enter long on a break above the high or short on a break below the low. A minimum range size…

期貨突破動能技術指標
Strategy library

This intraday strategy defines an opening range from the early session high and low, then looks for trades after that range is established. A long requires a close above the range high, price above VWAP and the 9-period EMA, and a candle low that reaches…

股票期貨突破動能
Strategy library

This long-only method builds modified Heiken Ashi candles by first applying an EMA to open, high, low, and close, then smoothing the resulting candle open and close with another EMA. A color change from bearish to bullish triggers a long entry; a change back…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…

加密貨幣永續期貨網格交易部位規模
Strategy library

This multi-signal strategy describes three trade ideas: mean reversion after a price gap, momentum entries when price crosses VWAP, and breakouts following a volatility compression. It uses moving averages, RSI, VWAP, and ATR to characterize trend and…

股票突破均值回歸動能
Strategy library

This system combines a volume and ATR weighted strength oscillator, a trend persistence measure, and a modified ATR to estimate trend strength, duration, and volatility. Dynamic length calculations adjust the indicators to market conditions. Their weighted…

期貨加密貨幣趨勢追蹤均值回歸
Strategy library

This BTC futures strategy combines Bollinger Band crossings with MACD momentum signals and moving average context. It describes long entries after price crosses back above the lower band, including cases where the MACD difference also crosses above its…

期貨加密貨幣突破動能
Strategy library

This document outlines a long-only setup that combines a moving-average trend filter with a support-level false-breakout signal. It defines an uptrend when the 50-period simple moving average is above the 200-period average. Support is calculated from the…

加密貨幣期貨趨勢追蹤突破
Strategy library

This breakout-style indicator estimates trend direction by comparing the current close with averages of recent pivot highs and pivot lows. It calculates pivot points using a configurable left-and-right bar period, retains a chosen number of pivots, and…

加密貨幣期貨突破趨勢追蹤
Strategy library

This trend-following method smooths On-Balance Volume with two exponential moving averages. A crossover of the faster average above the slower one signals a long position; a cross below signals a short position. The document describes periods of 6 and 24 for…

加密貨幣技術指標趨勢追蹤回測
Strategy library

The document presents a crypto trading concept that combines VWAP, order-book conditions, volume changes, staged entries, and hedging. Its stated rationale is to use liquidity and market-participant behavior to time trades, while averaging into positions…

加密貨幣做市市場微結構風險管理
Strategy library

This strategy uses four exponential moving averages, calculated over 20, 50, 100, and 200 bars, to filter directional trades. A long entry requires the close to be above all four averages and to exceed the previous bar’s high; a short entry requires the…

技術指標突破趨勢追蹤風險管理
Strategy library

This short example describes a cross-exchange arbitrage loop for ETH. It reads the second bid level on one exchange and the second ask level on another, then compares their prices. When the bid-to-ask ratio reaches a configurable minimum, it buys on the…

加密貨幣套利市場微結構交易執行
Strategy library

This strategy seeks long entries around a potential double bottom near support, using oversold readings from RSI, RVI, and MFI alongside upward breaks of SAR and a long moving average. Its description frames the setup as a blend of reversal and trend…

技術指標均值回歸突破風險管理
Strategy library

This cryptocurrency strategy combines RSI and Stochastic RSI signals with a higher-timeframe RSI filter. It treats low RSI and Stochastic RSI readings as oversold conditions, then uses the weekly RSI to screen for long entries when the broader trend meets a…

加密貨幣技術指標趨勢追蹤回測
Strategy library

This document explains how to make a strategy's backtest start time configurable. A user supplies a year, month, day, hour, and minute; the script converts those inputs into a timestamp and allows strategy conditions to trigger only once the current bar time…

回測統計