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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 smooths open, high, low, and close prices into moving-average candles, then measures the difference between the smoothed close and a moving average of that close. A linear regression of this momentum series helps classify its direction and…

技術指標動能趨勢追蹤統計
Strategy library

This daily trend-following strategy uses a fast and a slow simple moving average, with 50-day and 200-day periods as its defaults. It opens a long position when the fast average crosses above the slow average and closes positions when it crosses below. The…

趨勢追蹤技術指標風險管理回測
Strategy library

This Bitcoin strategy uses a higher-timeframe EMA as a regime filter and daily price relative to that EMA to identify bullish conditions. An ATR buffer raises the threshold for confirming the regime, while an optional RSI momentum filter can require…

加密貨幣趨勢追蹤技術指標風險管理
Strategy library

This document outlines a trend-following system that combines fast and slow Variable Index Dynamic Average (VIDYA) lines with Bollinger Bands. VIDYA adjusts its smoothing using the absolute Chande Momentum Oscillator, while the bands serve as a volatility…

趨勢追蹤突破波動率技術指標
Strategy library

This strategy uses a Decision Point oscillator built from smoothed price changes to identify directional momentum, then filters signals with a rate-of-change measure. The oscillator compares a faster and slower smoothed series: positive spread indicates a…

加密貨幣期貨趨勢追蹤動能
Strategy library

This document presents a script that repeatedly trades the same asset between two exchange accounts. After a start command, it checks each account’s asset balance, chooses which account will sell and which will buy, then places paired orders at a specified…

加密貨幣交易執行市場微結構
Strategy library

This strategy uses a fast and a slow exponential moving average to set direction. When the fast average moves above the slow one, it enters long; when it moves below, it enters short, with the reverse crossover closing or switching the position. The example…

趨勢追蹤技術指標期貨風險管理
Strategy library

This short-term trading concept uses a five-period simple moving average crossing a volume-weighted average price as its directional signal. An upward cross indicates a long entry and a downward cross indicates a short entry. The accompanying explanation…

技術指標趨勢追蹤期貨風險管理
Strategy library

This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short- and long-period moving averages of daily hashrate data. A cross of the shorter average above the longer one opens a long position, interpreted by the document…

加密貨幣技術指標趨勢追蹤鏈上資料
Strategy library

This strategy combines a 123 reversal signal with a multi-period confluence indicator and opens a position only when both point in the same direction. The reversal component uses recent price changes together with stochastic readings around a configurable…

動能均值回歸技術指標期貨
Strategy library

This long-only strategy uses the Balance of Power (BoP) indicator on a stated four-hour timeframe. BoP is calculated from the candle’s close and open relative to its high-low range. A move above 0.8 opens a long position, while a move below -0.8 closes it.…

動能技術指標部位規模風險管理
Strategy library

RISOTTO applies an Optimized Trend Tracker (OTT) style calculation to an RSI series, aiming to smooth its movement and reduce misleading oscillator signals. The script first calculates RSI from closing prices, then applies a variable moving average process…

技術指標動能期貨回測
Strategy library

The available portion describes a candlestick strategy that evaluates the previous bar’s upper and lower wicks against its ATR and against each other. It also filters out small-body candles using a minimum body size relative to ATR. A dominant upper wick is…

技術指標風險管理部位規模回測
Strategy library

This reversal system looks for three consecutive candles in one direction followed by a large-bodied candle in the opposite direction. It enters at the reversal candle’s close, using the specified 3% minimum body threshold. For exits, the article describes a…

期貨均值回歸技術指標波動率
Strategy library

This strategy combines a moving average, MACD crossovers, and ATR-based stops. It enters long when MACD crosses upward while price is below the selected moving average, and enters short when MACD crosses downward while price is above it. The moving average…

期貨均值回歸動能技術指標
Strategy library

This long-only strategy seeks pullback entries during an uptrend. It requires the close to be below the lower Bollinger Band while remaining above a 50-period simple moving average, with the Stochastic RSI K value below a configurable oversold threshold. The…

期貨均值回歸趨勢追蹤技術指標
Strategy library

This strategy looks for directional moves near four specified market opening windows. It identifies an opening bar that travels from near one extreme to near the other and also breaks beyond the range of the prior five bars. A signal is taken in the breakout…

期貨突破趨勢追蹤技術指標
Strategy library

This strategy combines fair value gap (FVG) and inverted fair value gap (IFVG) patterns with a trend filter and trade exits. The note describes identifying gaps between candle ranges, looking for a reversal or inversion signal, then using 50- and 200-period…

技術指標趨勢追蹤波動率風險管理
Strategy library

This script trades reversals toward the prior session’s final close after a sufficiently large opening gap. It records the first bar’s open and the previous session’s close, then checks whether the gap meets a configurable percentage threshold. For an upward…

均值回歸技術指標風險管理回測
Strategy library

This strategy uses an oscillator derived from the CT TTM Squeeze indicator to take directional positions. It goes long while the oscillator is above zero and short while it is below zero; the zero line therefore serves as the directional boundary. The…

技術指標趨勢追蹤期貨回測
Strategy library

This script describes a long-only momentum approach that looks for unusually high volume alongside a strong bullish candle. Entry also requires price above a trend EMA, RSI below a maximum threshold, and no extreme-volume candle with a large upper wick,…

動能技術指標風險管理部位規模
Strategy library

This document outlines a multi-indicator strategy that combines a 50-period EMA, RSI, Fibonacci retracement levels, and breakouts. It describes using the EMA for trend context, a retracement zone between 50% and 61.8% for possible turning points, and RSI…

加密貨幣期貨技術指標突破
Strategy library

This note presents a simple long-only strategy using an exponential moving average (EMA) as a trend filter. It enters when the prior candle closes above the EMA and exits when the current candle closes below it. The EMA length is configurable, and the…

技術指標趨勢追蹤回測風險管理
Strategy library

This note describes a rule-based strategy that keeps an asset allocation near a target position. It opens at the target, then adds or reduces exposure when the current position moves beyond a specified band. Each adjustment uses a fixed share of equity, and…

部位規模投資組合建構均值回歸風險管理