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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 pairs-trading model ranks available asset pairs by the Pearson correlation of their recent log-price changes and selects the pair with the highest correlation, provided it meets a minimum threshold. It retrieves historical closing prices at a…

配對交易統計均值回歸股票
Strategy library

The strategy builds an Extended Price Volume Trend (EPVT) series by cumulatively adding volume weighted by each period’s percentage price change. It centers that series using the midpoint of its rolling high and low, then derives a reference price from the…

加密貨幣期貨動能技術指標
Strategy library

This long-and-short strategy looks for pullbacks toward a short EMA, then checks whether price is moving back across that average. A higher-timeframe comparison of short and long EMAs can restrict longs to an uptrend and shorts to a downtrend. The setup also…

技術指標趨勢追蹤動能風險管理
Strategy library

This long-only setup combines a 20-period exponential moving average with a stochastic oscillator. It enters when the bar's low is above the EMA, the stochastic %K is above %D, and the current EMA is higher than its value 20 bars earlier. The first condition…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This reversal strategy uses RSI threshold recoveries and failures to define candidate long and short signals. A move back above the oversold level produces a long trigger, while a drop below the overbought level produces a short trigger. The strategy then…

期貨均值回歸技術指標風險管理
Strategy library

This example demonstrates how an algorithm can request an equity’s option chain, inspect contract quotes and open interest, and access theoretical values, implied volatility, and option Greeks. It configures an option subscription for GOOG with a strike and…

選擇權股票衍生品定價
Strategy library

This long-only breakout system enters when the closing price rises above the upper Bollinger Band and closes the position when price falls below the lower band. The middle band can use several moving-average methods, while the upper and lower bands are set…

現貨市場突破技術指標風險管理
Strategy library

This trend-following method averages two groups of exponential moving averages to create smoother short- and long-term trend measures. The short group uses periods 3, 5, 8, 10, 12, and 15, while the long group uses periods 30, 35, 40, 45, 50, and 60. A cross…

期貨趨勢追蹤技術指標風險管理
Strategy library

This strategy uses two smoothed WaveTrend lines to identify short-term momentum shifts. It calculates the oscillator from typical price, an exponential moving average, and a smoothed deviation; a second EMA forms the main line, which is compared with a…

期貨動能技術指標風險管理
Strategy library

This strategy enters long when closing price crosses above a short simple moving average and short when it crosses below, provided ADX exceeds a trend-strength threshold. The defaults are a three-period SMA and a 15-period ADX with a threshold of 15. The…

技術指標趨勢追蹤風險管理交易執行
Strategy library

This strategy uses a 20-period moving average with bands set two standard deviations away, alongside a 14-period RSI. The source enters long when price crosses above the upper band and RSI is above the oversold threshold of 20; it closes the long when price…

加密貨幣期貨突破技術指標
Strategy library

This strategy seeks long entries when price falls below the lower Bollinger Band while a 60-period RSI is below 40. The bands use a 20-period simple moving average and a two-standard-deviation width, making the lower band a reference for a possible pullback…

加密貨幣期貨均值回歸技術指標
Strategy library

This strategy combines fast and slow smoothed price ranges into a single range filter, then uses price crossings of that filter to signal long or short entries. The described process also tracks filter direction and maintains dynamic upper and lower bands as…

加密貨幣期貨動能趨勢追蹤
Strategy library

This example shows how to implement a custom simple moving average as a Python indicator and register it for automatic updates at minute resolution. The indicator stores recent input values in a fixed-length queue, calculates their mean on each update, and…

技術指標統計股票
Strategy library

This strategy combines a configurable moving average with ATR to create a PMax stop line. The average’s direction relative to the prior stop helps define the trend state: the stop trails below the average in an upward state and above it in a downward state.…

趨勢追蹤技術指標波動率期貨
Strategy library

This algorithm demonstrates a VIX weekly call calendar spread paired with short positions in VXZ and SPY. It selects an at-the-money strike, sells the nearest-expiring call, buys the furthest-expiring call in the filtered chain, and submits the option and…

選擇權波動率多資產交易執行
Strategy library

This document describes an ATR-based trailing stop whose distance expands or contracts with measured market volatility. The stop distance is formed by multiplying ATR by a configurable factor, then updated using recent highs, lows, and the prior stop level.…

波動率技術指標風險管理期貨
Strategy library

This strategy calculates Hull moving averages on three timeframes and uses the crossover between the shorter and medium timeframe averages to generate long and short signals. A longer timeframe HMA is plotted as a broader trend reference, but the described…

趨勢追蹤技術指標部位規模期貨
Strategy library

This cryptocurrency strategy computes MACD from Bitcoin prices, then applies a stochastic calculation to the MACD series to generate signals. It buys when the resulting oscillator crosses above a lower threshold and sells when it crosses below an upper…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This strategy uses three exponential moving averages to identify an uptrend: the fast average must be above the medium one, which must be above the slow one. It opens long positions when that alignment appears and no position is open. A trailing stop follows…

趨勢追蹤技術指標風險管理期貨
Strategy library

This strategy combines RSI, MACD, and Stochastic crossovers, with the user able to disable individual indicators. A long entry requires every enabled indicator to produce a bullish crossover and the close to be above a 50-period simple moving average. The…

加密貨幣期貨技術指標趨勢追蹤
Strategy library

This Pine Script strategy combines a Bollinger Band based power oscillator with a volatility squeeze filter. It calculates bullish and bearish power from price’s distance beyond the oscillator’s bands, then detects when Bollinger Bands move out of a narrower…

動能突破波動率技術指標
Strategy library

This strategy seeks trend reversals by combining Hull moving average direction, Schaff Trend Cycle (STC) signals, and UT Bot confirmation. It enters long when Hull turns bullish and STC turns bullish below 25, provided UT Bot also indicates a bullish state.…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This short-term strategy combines SuperTrend direction changes, SSL Hybrid band breaks, and the Improved QQE momentum state. A long entry requires SuperTrend to turn bullish, the close to cross above the upper SSL band, and QQE to show bullish; short entries…

加密貨幣期貨技術指標趨勢追蹤