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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
WonderTrader
14 份文件
Alphalens
14 份文件
backtesting.py
11 份文件
Technical Analysis
9 份文件
QTPyLib
8 份文件
Lumibot strategies
7 份文件
QuantRocket
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

7,910 份文件

Strategy library

This teaching strategy measures price deviation from a recent regime using the median of past log closes and the median absolute deviation (MAD) as a robust scale. Instead of entering as soon as price reaches an extreme, it records the event and waits for…

均值回歸統計風險管理期貨
Strategy library

This strategy looks for a directional reversal or continuation signal from the relationship among the current candle and the prior two candles. A bullish signal requires an up candle closing above the prior two candles’ body extremes, along with lower lows…

突破技術指標風險管理期貨
Strategy library

This long-only strategy uses Bollinger Bands for entry and the Ichimoku cloud as a trend filter. It considers a long when a candle closes above the upper band, provided price is above both cloud spans. The bands use a default configuration and the midpoint…

技術指標突破趨勢追蹤風險管理
Strategy library

This strategy combines an ATR-sized Renko channel, the CHOP index, and an 8-period EMA to identify trades. The description proposes using CHOP levels 38.2 and 61.8 to distinguish market conditions, then confirming direction with the channel and EMA before…

趨勢追蹤波動率技術指標期貨
Strategy library

The strategy uses the rate of change of an exponential moving average of the high-low range as its Chaikin Volatility measure. It compares that value with a trigger: the implementation holds long when the measure is below the threshold and short when it is…

波動率技術指標期貨加密貨幣
Strategy library

This strategy combines the KDJ J-to-K crossover with short and longer RSI readings. Its rules allow entries from several conditions: a KDJ crossover paired with an RSI comparison or crossover, or an RSI(6)/RSI(24) crossover when RSI(6) is below 40 for a long…

技術指標動能期貨加密貨幣
Strategy library

This strategy uses Ichimoku components calculated from Donchian channel midpoints. The conversion line uses a 9-period range, the base line a 26-period range, and Leading Span B a 52-period range; Leading Span A is the average of the first two lines. It…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This example shows how to subscribe to options on an equity, narrow the available contracts by strike and expiration, inspect the resulting option chain, and submit an order for a selected contract. It uses an underlying stock benchmark and logs bar and…

選擇權股票交易執行
Strategy library

This script calculates floor-trader pivot levels from the selected resolution’s high, low, and close. It derives a central pivot and three support and resistance levels, then lets the user choose which support and resistance level will act as thresholds. A…

技術指標突破回測
Strategy library

This trend-trading framework combines moving-average positioning, a pullback filter, MACD confirmation, and volatility-based risk controls. It identifies direction by comparing the 20-period EMA with the 250-period EMA. In the stated long setup, the 2-period…

趨勢追蹤均值回歸技術指標波動率
Strategy library

This strategy combines a moving-average trend filter, a pullback zone, and MACD crossovers to time trades in the direction of the broader trend. The stated rules compare a 20-period EMA with a 250-period EMA for trend direction. For long entries, the…

趨勢追蹤均值回歸技術指標波動率
Strategy library

This strategy uses moving averages with 20-, 50-, 100-, and 200-period lengths to frame trend direction and generate crossover signals. Its description gives priority to crosses involving the 20-period average and longer averages, with the 20/50 pair taking…

趨勢追蹤技術指標動能回測
Strategy library

This strategy checks whether a market’s closing price is above or below its 200-day simple moving average on a designated month-end signal day. It enters a fully invested long position at the next session’s open when price is above the average, and exits to…

股票趨勢追蹤技術指標突破
Strategy library

This long-short strategy combines linear regression, ATR, and a pair of exponential moving averages. It calculates a regression value and slope over a lookback, then defines a volatility buffer as ATR multiplied by a configurable factor. A bullish setup…

期貨趨勢追蹤突破波動率
Strategy library

This script describes a rules-based options-selling signal system built around a UT Bot ATR trailing stop. A close crossing above the stop signals a put-side sale, while a cross below signals a call-side sale. Each signal also needs to pass an RSI range…

選擇權技術指標波動率風險管理
Strategy library

This strategy trades post-earnings announcement drift by pairing an earnings-per-share surprise with the stock’s price reaction. It calculates the surprise relative to the absolute analyst estimate and considers reports significant when the surprise meets a…

股票事件驅動動能回測
Strategy library

This trend-following approach generates a long signal when price crosses above a configurable EMA, set to 35 periods by default, and a short signal when price crosses below it. An accompanying ribbon of eight EMAs, spanning periods 20 through 55 in the…

期貨趨勢追蹤技術指標動能
Strategy library

This compact indicator-and-trading rule defines upper and lower channel levels from exponential moving averages. It uses the typical price, calculated from the high, low, and close, as the EMA input. A second EMA is calculated from the difference between the…

加密貨幣突破趨勢追蹤技術指標
Strategy library

This strategy combines RSI, Bollinger Bands, and MACD to generate long and short signals. It looks for RSI below 45 alongside price near or below the lower band and a MACD bullish crossover for a buy; the sell setup uses RSI above 55, price near or above the…

技術指標趨勢追蹤動能風險管理
Strategy library

This strategy uses Bollinger Bands built from a 55-period simple moving average and bands one standard deviation above and below it. A close above the upper band marks a bullish condition, while a close below the lower band marks a bearish one. The signal…

突破趨勢追蹤技術指標期貨
Strategy library

This strategy combines a smoothed range filter with a MACD-derived momentum condition and a Bollinger Band width comparison. A new long or short setup begins when price moves beyond the range filter in the matching direction, with the filter’s direction…

期貨加密貨幣突破動能
Strategy library

This strategy smooths two RSI series and uses their moving average crossover to time long entries and exits. It calculates RSI with lengths of 100 and 40, then applies 21-period simple moving averages; a crossover of the faster RSI average above the slower…

期貨加密貨幣均值回歸技術指標
Strategy library

This trend-following strategy pairs a 50-period and 200-period EMA crossover with a volatility gate. An upward crossover opens a long position and a downward crossover opens a short position, but new entries are allowed only when 14-period ATR divided by…

趨勢追蹤波動率技術指標風險管理
Strategy library

This futures-oriented strategy looks for pullbacks toward an EMA while higher and intermediate timeframes agree on trend direction. Long setups require price above the EMA on both specified higher timeframes, a touch of the current-timeframe EMA, and a…

期貨趨勢追蹤技術指標交易執行