跳至內容

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 short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…

交易執行風險管理市場微結構
SuperMind

This post proposes a technical screen for Chinese A-share stocks. It selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a KDJ stochastic K reading below 20. The accompanying code sketch describes…

中國市場股票技術指標均值回歸
BigQuant

This guide explains how to obtain and read monthly partitioned stock bar data at four intraday frequencies, then align the local compressed tables with corresponding cloud tables used for prediction. It describes the Feather file layout, recommends loading…

股票機器學習市場微結構統計
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

技術指標趨勢追蹤統計
vn.py community

This brief VeighNa forum exchange asks how to adjust bar construction for the morning futures market break from 10:15 to 10:30. A respondent explains that the BarGenerator currently divides data according to timestamps and asks which kind of bar the user…

期貨回測
SuperMind

This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…

股票中國市場技術指標動能
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

技術指標趨勢追蹤動能回測
Lumibot

This bot aims to mirror a named member of Congress’s reported stock holdings. A research agent checks House disclosure filings, using annual reports as the starting portfolio and applying later trade reports to update it. It excludes options, real estate,…

股票投資組合建構交易執行美國市場
SuperMind

This note outlines a chart-based stock screen using at least five converging moving averages, a rounded or arc-shaped price pattern, and a focus on stocks associated with 2021. It illustrates possible moving-average periods of 5, 10, 20, 50, and 200 days,…

股票技術指標趨勢追蹤回測
SuperMind

This note presents a Chinese equity screen combining turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and a closing price above the previous day’s low. It includes example formula and Python references for…

股票中國市場技術指標風險管理
MQL5 code base

This document explains an MT5 indicator that tracks runs of consecutive rising and falling bars. Separate plots show upward and downward runs, and each count resets when a bar prints in the opposite direction. A trader can set a threshold around commonly…

技術指標統計趨勢追蹤
MQL5 code base

This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…

外匯技術指標趨勢追蹤回測
SuperMind

This note proposes screening metaverse-related stocks for elevated recent turnover and a low KDJ reading, then adds valuation and leverage constraints. Its final selection logic combines sector membership, a turnover condition, KDJ below a threshold,…

股票技術指標動能風險管理
BigQuant

This report reviews factor performance across the broad market, sectors, industries, and indices during the first half of 2018, then examines factor selection in a market with sharply different outcomes across stocks and sectors. It reports that most factors…

股票因子投資投資組合建構回測
SuperMind

This note outlines a stock screen for companies in the metaverse theme whose average price is above its five-day moving average and that show a rebound after a recent decline. It frames the setup as a way to find stocks recovering from weakness, but does not…

股票技術指標動能中國市場
SuperMind

This document outlines a stock screen requiring price amplitude above a threshold, a current-day control measure above a threshold, and a MACD value below zero from two days earlier. It frames the inputs as measures of price movement, trading control or…

股票技術指標中國市場
MQL5 code base

The document presents an experimental stochastic oscillator that changes the averaging method used in its calculation while leaving the price inputs unchanged. It offers four variants based on simple, exponential, smoothed, and linearly weighted averages.…

技術指標統計
SuperMind

This document describes an equity screening rule combining a metaverse industry label, a close above the previous day’s low, and a KDJ %K reading at or below 20. Its stated rationale is that the industry label identifies potential growth exposure, the price…

股票技術指標中國市場
MQL5 code base

This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…

外匯股票均值回歸技術指標
Binance API docs

This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…

交易執行市場微結構現貨市場期貨