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
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
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

Freqtrade docs

The document explains lookahead bias: a backtest can accidentally use future candle data because the full historical dataframe is loaded before indicators and signals are calculated. This can make results appear unrealistically strong. It describes an…

回測風險管理機器學習統計
vn.py community

This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…

交易執行風險管理
SuperMind

This Chinese-language forum exchange discusses excluding special-treatment, suspended, and delisted shares from a stock universe. A reply provides two approaches based on historical name-change records: retrieve securities available around the relevant date,…

股票中國市場風險管理交易執行
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

外匯突破趨勢追蹤技術指標
Freqtrade

This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…

技術指標動能風險管理回測
MQL5 code base

The Value Chart is presented as a detrended price oscillator: readings farther above or below its center are framed as possible reversal zones. The indicator offers adjustable bar and wick display, overbought and oversold bands, alerts, and external access…

技術指標均值回歸波動率選擇權
SuperMind

This screening concept combines three conditions: intraday range greater than 1, at least one daily gain of 10% or more during the preceding 25 trading days, and a current gain between -5% and 2.6%. It aims to find shares that have shown a sharp prior move…

股票中國市場波動率動能
SuperMind

This stock-screening idea targets mainboard equities with turnover between 3% and 12%, a daily gain above 1%, and large-order net volume above 0.05 for at least three consecutive days. It combines trading activity, recent price strength, and a measure of…

股票中國市場動能市場微結構
MQL5 code base

The Trend Trigger Factor (TTF) is attributed to M. H. Pee and a 2004 publication in a technical analysis magazine. This version applies Jurik Moving Average (JMA) smoothing, with the stated aim of reducing false signals and making the trend-trigger state…

技術指標趨勢追蹤
MQL5 code base

This document describes a timeframe-selection feature for the FloatPivot indicator. A user can choose the period used for the indicator through its input settings, with a four-hour period given as the example. This lets the indicator’s calculation period…

技術指標
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range (ATR). It classifies zones as weak, untested, verified, proven, or broken, based on their relationship to price turns and prior tests. The description…

技術指標風險管理
ProRealCode

The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…

技術指標回測
vn.py community

The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…

交易執行風險管理
BigQuant

This Chinese-language report summary reviews the history and practice of machine learning in quantitative investing. It says that machine learning was used in the field during the early-1990s boom and that its applications continued in algorithmic trading…

機器學習統計回測交易執行
ProRealCode

This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…

現貨市場風險管理部位規模交易執行
MQL5 code base

This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

外匯趨勢追蹤網格交易動能
SuperMind

This stock screen requires turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%, and a share price above its 250-day moving average. It combines a trading-activity range and a…

中國市場股票動能技術指標
ProRealCode

This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…

大宗商品技術指標動能回測
SuperMind

This stock-selection proposal combines three filters: membership in the metaverse sector, positive institutional activity, and a positive share-price return during 2021. It frames institutional buying as a potentially useful signal and past gains as evidence…

中國市場股票動能市場情緒
MQL5 code base

This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…

技術指標交易執行風險管理部位規模
SuperMind

This post proposes a rules-based screen for Chinese A-share stocks in a designated metaverse sector. It combines a recent trading-activity condition with a profitability filter requiring return on equity above a stated threshold across five consecutive…

股票因子投資動能中國市場