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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 short-term strategy combines an EMA trend filter with two-candle reversal patterns. It looks for long setups above the EMA and short setups below it, using the reversal candle’s range to define a stop and placing a stop-entry just beyond that candle.…

期貨趨勢追蹤均值回歸技術指標
Strategy library

This strategy estimates realized volatility from the standard deviation of log returns, annualizes the estimate using a trading-calendar assumption and chart timeframe, then converts it into an expected move for the next interval. It adds and subtracts that…

期貨波動率突破風險管理
Strategy library

This strategy uses the ordering of several moving averages to classify a market as bullish, bearish, or partly aligned. It combines that assessment with recent highs and lows to set a directional state, then enters in the direction of the trend when price…

期貨趨勢追蹤技術指標突破
Strategy library

This stock strategy uses the Relative Strength Index to time long trades. It opens a position when RSI falls below a configurable oversold threshold, provided the symbol has no current position and is outside a post-entry holding window. It closes a long…

股票均值回歸技術指標風險管理
Strategy library

The HLHB system seeks short-term trends with a fast and slow EMA crossover, an RSI crossing the midpoint in the same direction, and an ADX threshold to screen for trend strength. It describes long and short entries, exits on an opposing signal, trailing…

外匯趨勢追蹤動能技術指標
Strategy library

This strategy uses prior-bar highs and lows from a selected higher timeframe to identify repeated extreme levels. Its rules place stop entries around those levels: a repeated high can trigger a long when the prior chart high is below it, while a repeated low…

期貨技術指標均值回歸風險管理
Strategy library

This BTC-USDT futures strategy uses a fast QQE line, derived from a smoothed RSI, and a slower line built from RSI volatility bands. A cross above the slow line signals a long; a cross below signals a short. The description adds ATR-based stop and profit…

期貨趨勢追蹤技術指標風險管理
Strategy library

This strategy uses the direction of a 40-period exponential moving average to define trend changes and combines that direction with an ADX threshold to permit trades. Its base long entry follows an upward EMA slope flip when ADX is strong enough. An optional…

趨勢追蹤動能技術指標風險管理
Strategy library

This script outlines an intraday opening-range breakout strategy that uses an anchored VWAP retest as part of its setup. Its inputs define a session timezone, a range-building window, a breakout timeframe, and a final time for new entries. It can enable long…

突破技術指標風險管理部位規模
Strategy library

This strategy turns a nine-period Rate of Change reading into a relative momentum measure by comparing it with the highest ROC over a 200-period lookback. A 10-period simple moving average smooths that measure. The rules enter long when the smoothed value…

動能技術指標期貨回測
Strategy library

Vantage Protocol is a configurable trading strategy that combines market-regime classification, momentum, volume, and price bands. Its inputs show a regime engine based on an R-squared measure, a chop threshold, and an H-infinity setting, alongside Laguerre…

技術指標動能風險管理波動率
Strategy library

This script combines Supertrend direction changes with two market-state filters: ADX must exceed a threshold and the Choppiness Index must remain below one. Users can permit long trades, short trades, or both. On entry, the strategy records ATR as a…

趨勢追蹤突破技術指標風險管理
Strategy library

This strategy combines a 123-style reversal signal with a Bull Power indicator and takes a position only when both agree. The reversal component looks for two consecutive closes in one direction alongside a Stochastic condition; the accompanying Bull Power…

均值回歸動能技術指標回測
Strategy library

This strategy combines the relationship between short and long simple moving averages with RSI thresholds to select entries. It proposes going long when the shorter average is above the longer one while RSI is below its oversold threshold, and short when the…

技術指標動能風險管理回測
Strategy library

This strategy treats a narrow-range day as a possible precursor to a volatility expansion. It identifies a day whose high is below the high from a reference period and whose low is above that period's low, then places buy-stop and sell-stop orders at the…

突破波動率部位規模風險管理
Strategy library

This hourly EUR/USD strategy assigns a short position during the specified morning window, when Europe is open and the US is described as closed, then a long position during the following window, described as Europe closed and the US open. Outside those…

外匯現貨市場交易執行回測
Strategy library

This strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. A move crossing upward through the lower band triggers a long position, while a move crossing downward through the upper band closes it. Position…

技術指標均值回歸波動率部位規模
Strategy library

The note introduces a dual exponential moving average method: a shorter EMA crossing above a longer EMA triggers a long entry, while crossing below triggers a short entry. The example uses periods of 12 and 26, with an additional MACD calculation based on…

技術指標趨勢追蹤動能回測
Strategy library

This strategy combines the Relative Strength Index with relative volume to seek strong moves. It enters long when RSI crosses above its overbought threshold while volume exceeds a multiple of its recent average. It enters short when RSI crosses below its…

加密貨幣期貨動能技術指標
Strategy library

This strategy uses the Williams VIX Fix, a proxy measure derived from price, to identify potential volatility spikes and reversals. It compares the measure with Bollinger Bands and a rolling percentile threshold. A signal follows when a previous extreme…

波動率均值回歸技術指標期貨
Strategy library

This note describes a trend-following approach based on Richard Dennis’s Turtle trading ideas. It enters long when the close exceeds the previous 20-day high and short when it falls below the previous 20-day low. After entry, it sets a stop using a multiple…

加密貨幣期貨趨勢追蹤突破
Strategy library

This strategy calculates Williams Accumulation/Distribution from changes in the close relative to the prior close and the current bar’s high or low. It smooths that running indicator with a simple moving average, using the indicator’s position above or below…

期貨加密貨幣均值回歸技術指標
Strategy library

This strategy builds on Supertrend by using ATR to set its changing bands and infer trend direction. A reversal in the Supertrend state can trigger an entry, subject to optional filters: RSI boundaries, price relative to a selectable moving average, minimum…

趨勢追蹤波動率技術指標風險管理
Strategy library

This trend-following method combines price-range volatility measurements with Williams Percent Range (WPR). It calculates a recent high-low range and its moving average, then counts unusually large bar moves and multi-bar price changes. Those counts select…

期貨加密貨幣趨勢追蹤波動率