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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 opens a long position and adds further buys as price falls below the initial entry by configured increments. Later order sizes are scaled from the prior safety order, while the spacing between triggers can also be scaled. It caps the number of…

加密貨幣期貨均值回歸部位規模
Strategy library

This strategy builds Renko-like price steps using ATR as the brick size, adapting the step threshold as volatility changes. It manually calculates Renko open and close series to seek non-repainting signals: a cross of the Renko open and close triggers a long…

期貨趨勢追蹤均值回歸波動率
Strategy library

This document presents a stochastic crossover example and explains how TradingView alerts can pass calculated trade values to an external execution connector. A long signal occurs when the smoothed %K line crosses above %D below the upper threshold; a short…

外匯技術指標交易執行風險管理
Strategy library

This intraday strategy defines an opening range from the first five minutes of the US session. It waits for a candle to sit fully above or below that range, then places a limit order at the relevant boundary in anticipation of a retest. The opposite range…

股票突破交易執行風險管理
Strategy library

This strategy seeks to enter when a closing price breaks beyond recent closing-price highs or lows. It confirms a long breakout by requiring price to be above both a simple moving average and an ATR-based Alpha Trend line; short entries require price below…

期貨突破趨勢追蹤技術指標
Strategy library

This document describes a rule-based trend strategy that combines the Ichimoku Cloud, RSI, and MACD. It treats price above or below both cloud spans as the directional filter, checks that RSI is outside the relevant extreme zone, and uses MACD crossovers to…

期貨趨勢追蹤動能技術指標
Strategy library

This document describes an intraday forex breakout approach built around the transition from Tokyo to London trading. It records the high and low during the final Tokyo hour, then watches the first 30 minutes after the London open for a move beyond either…

外匯突破回測風險管理
Strategy library

This short example defines a changing resistance level from an earlier high that follows a lower high. It plots that level and uses the previous bar’s close relative to resistance to choose direction: a close at or above the level leads to a long order,…

股票突破技術指標回測
Strategy library

This generic backtesting script accepts user-provided long and short input series and turns changes in those series into entry signals. It permits a new position only when flat, sizes orders from a chosen fraction of equity and the configured stop distance,…

回測部位規模風險管理交易執行
Strategy library

This QuantRocket pipeline example builds a daily screen for common stocks. It first limits the starting universe to common shares, then retains securities in the upper decile of 30-day average dollar volume, trading above their 20-day simple moving average,…

股票技術指標波動率美國市場
Strategy library

This daily strategy uses Internal Bar Strength, calculated from the previous session’s close relative to its high-low range, to identify potential short-term reversals. A low IBS reading triggers a long entry when price is above a configurable EMA; a high…

均值回歸技術指標股票美國市場
Strategy library

This strategy looks for closes at recent closing-price extremes while average candle ranges are contracting. It compares the highest close over a short lookback and the lowest close over a longer one, then checks whether the average high-low range over five…

期貨突破波動率技術指標
Strategy library

This configurable strategy trades MACD momentum signals while offering optional trend filters based on moving averages, ADX, or Parabolic SAR. Its core trigger is the MACD histogram crossing zero. Users can select long, short, or both directions, and choose…

動能技術指標風險管理回測
Strategy library

This strategy compares an asset’s return over a lookback period with the return of a chosen market index. It smooths the two return series with a configurable moving average and enters long when the asset’s smoothed return exceeds the index’s; it closes the…

加密貨幣期貨動能技術指標
Strategy library

This trend-following method uses the Supertrend indicator, based on ATR, to detect possible changes in market direction. It adds a candle-body filter: a Supertrend direction change is treated as a potential reversal, and the signal is confirmed when the…

趨勢追蹤技術指標期貨加密貨幣
Strategy library

This strategy uses the difference between a fast and a slow exponential moving average to track price direction. It doubles the EMA calculated over half the chosen period, subtracts the EMA over the full period, then smooths that difference with another EMA.…

趨勢追蹤技術指標期貨加密貨幣
Strategy library

This strategy searches for potential reversals when daily candles extend beyond Bollinger Bands and have a sufficiently large wick relative to the candle body. A lower-band breach with a qualifying lower wick sets up a long entry; an upper-band breach with a…

加密貨幣期貨均值回歸技術指標
Strategy library

This BTC strategy combines moving averages, oscillators, and volume to filter trade signals. It uses the 20-period and 200-period exponential moving averages as directional filters, with MACD crossovers as the trigger. Long entries also require RSI below its…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

The document describes an EMA-based trading approach with short-, medium-, and long-period averages, plus RSI and candle-based filters. Its overview says a fast EMA crossing a slower EMA triggers directional signals, while candle-body comparisons and a close…

技術指標動能期貨加密貨幣
Strategy library

This strategy looks for unusually deep price declines as potential mean-reversion entries. It measures the current close’s percentage drawdown from the highest high in a rolling lookback, then calculates the recent mean and standard deviation of those…

加密貨幣期貨均值回歸統計
Strategy library

This strategy builds a trailing trend reference from the average true range and a momentum condition. With volume data, it uses the money flow index; when volume data is unavailable, it can use RSI instead. A multiplier controls the distance of the reference…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

The strategy combines moving-average alignment, a short-timeframe stochastic reading labeled SRI, and candle opening gaps to generate long and short entries. The daily 5-, 10-, 50-, and 100-period averages describe trend direction and price context, while…

技術指標動能趨勢追蹤風險管理
Strategy library

This trend-following system uses a 50-period Kaufman Adaptive Moving Average as its price trend reference and MACD as a momentum confirmation. A long entry occurs when price crosses above KAMA while MACD is bullish; a cross below KAMA with bearish MACD…

技術指標趨勢追蹤動能波動率