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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 trend-following strategy calculates 21-period EMAs of high, close, and low prices, plus a second 21-period EMA applied to the close EMA. It generates a long signal when the close EMA crosses above its smoothed version and a short signal when it crosses…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This prototype scans Binance TradFi perpetual contracts for price shocks associated with the minute-by-minute roll-off of the prior day's price path. It calculates five-minute and thirty-minute shock measures, selects candidate contracts, and submits a…

期貨永續期貨交易執行市場微結構
Strategy library

This BTC/USDT futures strategy uses a short-period RSI for entries and a daily RSI as a trend filter. It opens a long position when the short RSI rises after being below 40 while daily RSI is above 55. If price falls below the first entry price, another long…

期貨加密貨幣均值回歸技術指標
Strategy library

This long-only strategy combines a 50-period and 200-period EMA trend filter with VWAP and Bollinger Bands. It looks for the faster EMA above the slower EMA, a rising candle closing above VWAP but below the upper band, and a recent dip below the lower band…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This strategy uses Williams %R threshold crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above its lower threshold while ATR is rising; a short signal occurs when it crosses below its upper threshold…

外匯均值回歸動能技術指標
Strategy library

This strategy description proposes combining fast and slow exponential moving averages, RSI, volume, and ATR to trade strong breakouts. The source’s actual entry rule requires the close to exceed the previous high and fast EMA, volume to be more than 1.5…

加密貨幣期貨趨勢追蹤動能
Strategy library

This long-only daily strategy combines a moving-average trend filter with an ATR-based breakout level, a bullish candle, and above-average volume. Entry requires the 50-day EMA to exceed the 100-day EMA, the close to clear the 10-day EMA plus one ATR, the…

加密貨幣期貨趨勢追蹤突破
Strategy library

This long-only strategy combines daily trend, breakout, candle, and volume conditions. It requires the 50-day EMA to exceed the 100-day EMA, the close to rise above the 10-day EMA plus one ATR, a bullish daily candle, and volume above its 12-day EMA. On…

趨勢追蹤突破技術指標風險管理
Strategy library

This strategy compares a volatility index with its 10-day simple moving average and seeks trades after large deviations. A long signal requires the index’s low to remain above the average and its close to be at least 10% higher; a short signal applies the…

波動率均值回歸技術指標市場情緒
Strategy library

The strategy uses a 21-period RSI to identify overbought and oversold conditions, then waits a configurable number of bars before entering. Its stated defaults are RSI levels of 60 and 40 and a 15-bar delay. In the normal direction, it shorts after an…

加密貨幣期貨技術指標風險管理
Strategy library

This trend-following system enters when price crosses a Bollinger Band, using RSI and ADX filters to screen for conditions intended to support a breakout. The described setup uses a 20-period band at two standard deviations, a 14-period RSI constrained to a…

技術指標突破趨勢追蹤波動率
Strategy library

This automated strategy maps four candlestick patterns to directional entries: bullish engulfing and hammer patterns trigger longs, while bearish engulfing and shooting star patterns trigger shorts. The document explains the usual candle shapes and frames…

期貨技術指標均值回歸風險管理
Strategy library

The described approach uses a fast and slow moving average to identify direction, then applies RSI thresholds as a momentum filter. A fast average crossing above the slow average permits a long when RSI is above its overbought threshold; a downward cross…

期貨趨勢追蹤動能技術指標
Strategy library

This strategy combines a fast and slow exponential moving average crossover with RSI and MACD checks to identify directional trades. Long entries require the fast average to cross above the slow average, RSI to be above its oversold threshold, and the MACD…

加密貨幣趨勢追蹤動能技術指標
Strategy library

This trend-following method compares 100- and 200-period simple moving averages. A cross above the longer average opens a long position and closes a short; a cross below opens a short and closes a long. The source calculates both averages on a four-hour…

趨勢追蹤技術指標期貨回測
Strategy library

This method transforms RSI readings into a bounded oscillator and uses threshold crossings to generate trades. It starts with a 14-period RSI, smooths a centered version with a five-period weighted moving average, then applies a hyperbolic tangent mapping. A…

技術指標均值回歸回測期貨
Strategy library

This strategy seeks reversals when price moves beyond bands around a 255-period exponential moving average. The bands are offset by a multiple of the 100-period ATR, and MACD crossovers provide the timing signal: a bullish crossover beyond the lower band…

技術指標均值回歸波動率風險管理
Strategy library

This strategy compares price swing highs and lows with pivots in a weighted moving average to identify regular and hidden bullish or bearish divergences. A bullish signal occurs when price and the average make contrasting lows; bearish signals use…

技術指標均值回歸回測期貨
Strategy library

This strategy combines pivot-based swing levels, a volume spike filter, and RSI to generate breakout-style entries. It records recent swing highs and lows, compares current volume with its moving average, and uses RSI as an additional condition. The…

突破技術指標市場微結構風險管理
Strategy library

This document presents a five-minute scalping strategy built around Williams Fractals, with optional long and short trading. Its visible settings show fractal periods, fast and slow exponential moving averages, and optional filters for the gap between those…

技術指標突破動能風險管理
Strategy library

This strategy uses RSI threshold crossovers to enter both long and short positions: it buys when RSI crosses up through an oversold level and sells when RSI crosses down through an overbought level. The document describes a Martingale overlay that increases…

技術指標均值回歸部位規模風險管理
Strategy library

This example algorithm trades a bull put spread on weekly SPX index options. It requests minute-resolution index and option data, filters for contracts expiring that day within a specified range of strikes, then selects the nearest expiry and sorts its puts…

選擇權衍生品定價交易執行回測
Strategy library

This strategy applies moving averages to three RSI series with different lookback periods to identify longer-term trend conditions. For each RSI series, it calculates averages over several horizons, then treats a broadly rising configuration as bullish and a…

技術指標趨勢追蹤加密貨幣期貨
Strategy library

This document describes a long-only grid strategy for volatile markets. It divides a price range into evenly spaced levels, opens positions as price falls below grid lines, and closes them as price rises through the next line. Users can set the bounds…

網格交易加密貨幣期貨風險管理