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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 dual-factor strategy combines a short-term reversal signal from the Stochastic oscillator with a longer-term directional filter from the Relative Volatility Index (RVI). The description calls for a long when prices rise for two consecutive days while…

期貨均值回歸趨勢追蹤技術指標
Strategy library

This strategy seeks long entries near lows in oscillating markets by combining rate of change with momentum and trend indicators. The described signals include falling ROC with oversold RSI and Stochastic RSI, MACD divergence, and a falling volatility…

技術指標均值回歸動能風險管理
Strategy library

The document explains MACD as the difference between a fast and slow moving average, with a smoothed signal line used to interpret changes in momentum. Its narrative describes buying when MACD crosses above the signal line and selling when it crosses below.…

期貨動能技術指標回測
Strategy library

This strategy pairs a SuperTrend direction signal, using a 28-period ATR and 5.0 multiplier, with Gann Square of Nine levels for target placement. It describes taking profits in three portions at stated risk multiples of 1.7, 2.5, and 3.0, then moving stop…

期貨趨勢追蹤技術指標風險管理
Strategy library

The strategy identifies a bullish order block as a down candle followed by a run of up candles, and a bearish block as an up candle followed by a run of down candles. A signal also requires the move from the block to the confirmation candles to exceed a…

突破動能技術指標期貨
Strategy library

This strategy uses a short and long exponential moving average crossover to signal long or short trades. An Average Daily Range filter blocks entries when measured range is below a chosen threshold. It also restricts trading to a daily time window and sets…

趨勢追蹤技術指標波動率風險管理
Strategy library

This strategy uses Chande-Kroll stop bands, calculated from recent highs and lows adjusted by ATR, to define entry and exit levels. A long position begins when the close crosses above the lower stop band while also trading above a simple moving average. It…

趨勢追蹤技術指標波動率部位規模
Strategy library

This strategy uses Friday’s daily close as a reference for weekend trading in Bitcoin futures. On Saturday or Sunday, it opens a short if price rises above the reference by the stated threshold, or a long if price falls below it. The source also describes…

期貨加密貨幣均值回歸回測
Strategy library

This strategy combines candlestick reversal patterns with the Stochastic Oscillator to seek turning points in overbought and oversold conditions. It describes bullish patterns such as hammers and engulfing formations, and bearish patterns such as shooting…

技術指標均值回歸波動率風險管理
Strategy library

This execution method divides a large spot-market purchase into smaller buy orders. The trader sets a total budget, an average child-order size, a size variation, a price depth below the best bid, and a maximum purchase price. After a child order fills, the…

交易執行現貨市場市場微結構風險管理
Strategy library

The document presents a Pine Script backtest for scalping E-mini and Micro E-mini Nasdaq futures. Its visible settings describe several entry paths, including opening range breakouts, fair value gaps, market structure breaks, liquidity sweeps, and…

期貨回測突破技術指標
Strategy library

This strategy derives long and short signals from the Average Directional Index and the positive and negative directional indicators. It calculates directional movement and true range, smooths these series, then compares each directional indicator with ADX.…

期貨技術指標趨勢追蹤風險管理
Strategy library

The document describes a breakout strategy that uses Bollinger Bands calculated from a moving average and closing-price standard deviation. A close crossing above the upper band prompts a long position in MCL and a short position in YG; a cross below the…

配對交易突破技術指標部位規模
Strategy library

This strategy seeks long entries after price breaks above the upper Bollinger Band, with price above Parabolic SAR and an exponential moving average. It also requires ATR to exceed its own long-term average, filtering out quieter conditions. Positions are…

期貨趨勢追蹤突破技術指標
Strategy library

This reversal strategy combines a stochastic-based signal with MACD direction. It describes stochastic readings below 20 as oversold and above 80 as overbought, while MACD crossings of its signal line indicate direction. Positions are taken when the two…

加密貨幣期貨均值回歸技術指標
Strategy library

This strategy compares each candlestick's body size with an exponentially smoothed average over 30 bars. It opens long after a bearish candle whose body exceeds that average, and short after an oversized bullish candle. An open position is closed when a…

加密貨幣期貨均值回歸技術指標
Strategy library

This example demonstrates a daily equity universe selection process using fundamental data. It filters for securities with available fundamental data and a price above $1, sorts the remaining names by daily dollar volume, then ranks them by P/E ratio and…

股票因子投資投資組合建構交易執行
Strategy library

This trend-following method compares fast and slow Elastic Volume Weighted Moving Averages (EVWMAs). Each line updates using closing price weighted by current volume, with its effective volume period based on the sum of recent bars. The published settings…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This experimental strategy uses a sharp price move as a possible reversal signal. It describes entering long after a drop greater than $5, then placing small countertrend orders at specified price offsets and a trailing limit order. The short-side setup…

加密貨幣期貨均值回歸風險管理
Strategy library

This intraday strategy combines pivot levels, liquidity-sweep conditions, market-structure shifts, and fair value gap checks. It looks for long or short entries during specified London or New York session windows. A bullish setup requires price to sweep…

期貨大宗商品突破技術指標
Strategy library

This strategy uses a 20-period exponential moving average and a 20-period simple moving average to generate directional entries. It goes long when the EMA crosses above the SMA and the close is above the EMA; it goes short when the EMA crosses below the SMA…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This directional strategy combines MACD crossovers with an 18-period EMA filter. It opens a long position when MACD crosses above its signal line while price closes above the EMA, and a short when MACD crosses below while price closes below it. It permits…

動能趨勢追蹤技術指標風險管理
Strategy library

This long-only trend-following strategy enters when a fast EMA crosses above a slow EMA. Its default averages are 5 and 200 periods, with a 14-period ATR used to set a stop below the current close. The stop distance is two ATR by default, while a fixed…

現貨市場趨勢追蹤技術指標波動率
Strategy library

This strategy suite combines Ichimoku components, a 14-period RSI, a 20-period volume-weighted moving average, and ATR-based exits. It offers four selectable variants: trend following, VWMA bounce, RSI-divergence reversal, and a flat-line breakout approach.…

技術指標趨勢追蹤均值回歸波動率