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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 document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…

多資產期貨現貨市場套利
Strategy library

This simple long-only strategy aims to buy a short-term price dip and capture a possible rebound. It subtracts a multiple of 20-bar ATR from the low, smooths that adjusted series with a simple moving average, and enters when the market low crosses below the…

均值回歸技術指標風險管理回測
Strategy library

This short-term system looks for breakout conditions in a one-minute MACD histogram, using Bollinger Bands around the histogram as trigger levels. Long entries require the histogram to fall below its lower band, an RSI reading above the stated threshold, and…

加密貨幣期貨突破技術指標
Strategy library

This strategy uses Keltner Channel levels to place opposing stop entries on five-minute bars. When flat, it submits a buy stop at the upper band and a sell stop at the lower band as an OCO-style pair; when one side fills, it cancels the opposing order.…

技術指標突破趨勢追蹤風險管理
Strategy library

This TradingView paper strategy describes a long-only Turtle-style approach for daily Bitcoin prices on Bitstamp. It enters when the close rises above the previous 20 days’ high, provided price is above a 50-day simple moving average. An initial stop is set…

加密貨幣趨勢追蹤突破技術指標
Strategy library

This QuantConnect example demonstrates how a custom buying power model can change order sizing and buying-power checks in a backtest. It applies the model to hourly SPY data, rounds the maximum order quantity down to a multiple of 100 shares, and then…

股票回測部位規模風險管理
Strategy library

This strategy uses fast and slow zero-lag least-squares moving averages (ZLSMA) to describe market direction, then uses MACD behavior to time entries. The accompanying explanation proposes taking trades when the moving-average trend and a MACD crossover…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This strategy combines the Stochastic Momentum Index (SMI) and the Relative Strength Index (RSI) to generate long and short signals. An oversold SMI or low RSI can support a long entry, while the corresponding overbought conditions support a short. In…

加密貨幣期貨技術指標回測
Strategy library

This strategy draws on Elder Ray's bull and bear power concept, measuring the day's high and low relative to an exponential moving average used as a value reference. The article describes using these differences to represent buying and selling pressure, then…

加密貨幣期貨技術指標動能
Strategy library

This trend-following approach pairs a short-period EMA with a longer-period EMA and checks the crossover against RSI momentum. An upward crossover generates a long signal only when RSI exceeds a configurable level; a downward crossover generates a short…

加密貨幣期貨趨勢追蹤動能
Strategy library

This combined strategy requires agreement between a stochastic-based reversal signal and a two-period exponential moving average signal. The reversal component evaluates recent closing-price sequences alongside fast and slow stochastic values relative to a…

加密貨幣期貨均值回歸趨勢追蹤
Strategy library

This strategy uses a moving-average center line and standard-deviation bands to identify price breakouts. The basis can use several moving-average types, while the band width is set by a standard-deviation multiplier. A close crossing above the upper band…

加密貨幣期貨突破波動率
Strategy library

This strategy uses Average True Range to form adaptive long and short stop lines around the midpoint of each bar. A direction state changes when price crosses the prior opposing stop, providing trend-reversal signals. After entry, the described trailing…

加密貨幣期貨趨勢追蹤波動率
Strategy library

This document describes a crossover approach using a linear regression line, a moving average of that line, and an exponential moving average of price. The stated method treats an EMA crossing the averaged regression line as an entry or exit signal, and…

技術指標趨勢追蹤統計風險管理
Strategy library

This strategy combines prior-day price levels with moving average signals. It treats a move beyond the previous day's high or low as a breakout, then uses a fast 10-period and slow 30-period moving average crossover to confirm direction. The described…

加密貨幣期貨突破趨勢追蹤
Strategy library

This strategy applies the Fisher Transform to normalized midpoint prices over a lookback window. It smooths the normalized value, constrains it near its allowable bounds, then transforms it; the direction of change in the resulting indicator determines…

加密貨幣期貨均值回歸技術指標
Strategy library

This strategy measures momentum as the difference between the current close and the close 18 periods earlier, then measures the one-period change in that momentum. Positive values for both measures indicate a long bias; negative values for both indicate a…

加密貨幣期貨趨勢追蹤動能
Strategy library

This strategy combines MACD crossover signals with a 200-day simple moving average as a broad trend filter. It describes buying when the MACD line is above its signal line, remains below zero, and price is above the moving average. It describes short entries…

加密貨幣期貨趨勢追蹤動能
Strategy library

This strategy uses On-Balance Volume to identify an upward trend, then builds a long position through repeated entries. A signal occurs when OBV, centered by its moving average, crosses above zero while the fast EMA is above the slow EMA. The source allows…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This trend-following strategy applies a Fisher Transform to the midpoint of each bar, normalized over a configurable lookback using recent highs and lows. The calculation is smoothed and bounded before transformation. It opens a long position when the…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This educational moving-average strategy uses separate EMA crossover settings for entries and exits. It opens a long position after the entry crossover persists for a configured observation period, sizing the purchase as a fraction of available cash. While…

加密貨幣現貨市場趨勢追蹤技術指標
Strategy library

This strategy combines Bollinger Bands and Keltner Channels to identify volatility compression and subsequent breakouts. The visible script configures both indicators with 20-period lengths, uses standard deviation for the Bollinger Bands and ATR for the…

突破波動率技術指標風險管理
Strategy library

This market-making bot adjusts its orders according to the relative value of its coin inventory and cash balance. It values inventory using prices offset from the best ask and bid by a configured percentage spread. When coin value is high relative to cash,…

做市交易執行市場微結構加密貨幣
Strategy library

This Bitcoin futures strategy uses 9-period and 21-period exponential moving averages to signal trend changes. It enters long when the shorter average crosses above the longer one and short on the reverse crossover. The stop is placed at the recent…

加密貨幣期貨趨勢追蹤技術指標