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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

79,386 份文件

MQL5 code base

This indicator combines five-candle fractal detection with a Commodity Channel Index filter. It displays a signal only when CCI meets a configurable threshold on the candle associated with the fractal, aiming to screen out some signals during sideways…

技術指標動能均值回歸回測
ProRealCode

This document defines Wilder’s channel as two volatility-adjusted boundaries. The upper line adds a scaled Average True Range value to a Wilder average of highs, while the lower line subtracts the same volatility adjustment from a Wilder average of lows. Its…

技術指標波動率
SuperMind

This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, three consecutive declining sessions, and afternoon net inflows from large orders. It presents the screen as a way to combine price action, trading activity, and…

股票中國市場技術指標市場微結構
MQL5 code base

The document introduces a basic MetaTrader 5 version of a trend direction and force indicator, adapted from an older MetaStock indicator. It says the tool aims to show both which way a trend is moving and how intense it is. The suggested signal is the first…

技術指標趨勢追蹤
MQL5 code base

This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…

突破均值回歸技術指標回測
SuperMind

This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a minimum listing age. The example implementation specifies more than 120 days since listing and evaluates the RSI and recent candle conditions to form…

股票技術指標均值回歸
ProRealCode

This ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…

技術指標均值回歸風險管理回測
SuperMind

This stock-selection proposal combines a technical filter with a profitability screen: choose main board stocks with RSI below 65, a daily gain above 1%, and return on equity above 15% in each of the previous five years. The author presents RSI as a way to…

股票中國市場技術指標動能
BigQuant

This brief BigQuant Q&A addresses whether to exclude stocks listed on China’s ChiNext and STAR Market boards when building an AI trading strategy. Its central recommendation is to apply the exclusion during both model training and prediction, so the model is…

中國市場機器學習回測
ProRealCode

This indicator builds five nested ZigZag levels: the first uses a configurable lookback, and each higher level is derived from turning points in the level below. It is designed to condense price action into progressively larger swings and can optionally…

技術指標趨勢追蹤統計
ProRealCode

The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…

大宗商品股票趨勢追蹤技術指標
BigQuant

The document presents Follow-the-Leader, a factor-based method for constructing a smaller portfolio that tracks a broad equity index. Instead of selecting stocks only by index weight or correlation with index returns, the method estimates the number of…

股票因子投資投資組合建構回測
BigQuant

This brief help note answers how to test Python code with breakpoints, including whether a workflow similar to PyCharm’s breakpoint debugging is available. It suggests using Python’s built-in pdb debugger to pause execution and inspect a program while it…

統計
SuperMind

The document describes a Chinese equity screen that combines daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and a day-over-day increase in volume above 5%. It explains the intended rationale: price movement may…

股票中國市場波動率技術指標
Amberdata research

This weekly market recap reviews Bitcoin and Ether derivatives conditions, including realized volatility, implied-volatility term structure, skew, option flows, and dealer gamma. It describes weak spot prices alongside subdued realized volatility, while…

加密貨幣選擇權波動率衍生品定價
MQL5 code base

This document describes an automated trading system that uses a Trend Intensity Index oscillator. A signal is generated at the close of a bar when the indicator moves into an overbought or oversold zone, shown by a change in its color. The system is…

外匯技術指標回測風險管理
MQL5 code base

The document describes a third-generation moving average indicator for MetaTrader 4 and identifies the applied-price setting, which defaults to typical price. It compares the indicator visually with a conventional exponential moving average, claiming that…

外匯技術指標趨勢追蹤
MQL5 code base

The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…

外匯技術指標波動率風險管理
ProRealCode

This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…

期貨美國市場趨勢追蹤技術指標
SuperMind

The screen targets Chinese stocks with a daily amplitude above 1%, appearance on the prior day's 龙虎榜 (top trading list), and more than two limit-up days in the previous ten sessions. It combines recent price movement, reported trading attention, and repeated…

股票中國市場波動率動能
vn.py community

The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because…

回測交易執行期貨