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
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
WonderTrader
14 份文件
Alphalens
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

Ang_Zad_C_HTF is a MetaTrader 5 indicator variant that lets the user choose the timeframe used for its oscillator through an input parameter. The example defaults to a four-hour chart period. The space between the oscillator and its signal line is filled…

技術指標趨勢追蹤
SuperMind

This equity screen combines a daily turnover range of 3% to 12%, year-over-year net profit growth greater than 20% and no more than 100%, and a candlestick pattern described as a morning star. The post presents formula and Python examples for applying these…

股票中國市場技術指標風險管理
SuperMind

This stock screen combines membership in the metaverse industry with a positive return condition and profit growth during 2021. Its formula examples express the return filter as the latest close exceeding the prior close, and compare net profit with its…

股票中國市場動能
MQL5 code base

This brief description presents an expert advisor intended to manage exits using a percentage-based threshold. It says the robot will close a position when floating profit reaches a configured level, and lists a stop-loss parameter tied to a loss amount…

風險管理部位規模交易執行
SuperMind

This post describes an A-share stock screen combining three conditions: a measure of the day’s position increase above a threshold, three consecutive sessions with falling closing prices, and a dividend ratio above a threshold for a specified past year. It…

股票中國市場動能因子投資
SuperMind

This Chinese equity screening example selects stocks whose daily high-low range exceeds 1% of the previous close, requires at least two prior limit-up events over a 500-day lookback, and ranks qualifying names by the current day’s opening-auction amount,…

股票技術指標突破中國市場
SuperMind

This Chinese stock-screening example ranks companies by capital-flow strength and combines that ranking with a historical dividend payout filter and revenue growth between 2018 and 2021. The initial criteria use a payout ratio above 25% and revenue in 2021…

股票因子投資中國市場回測
MQL5 code base

This note describes two MetaTrader 5 indicator variants that display JFatlCandle output either in a separate chart window or over the main price chart. Both provide an input to choose the timeframe used for the indicator, with a four-hour period shown as the…

技術指標
SuperMind

This proposed Chinese equity screen combines daily amplitude above 1 with a scaled activity measure: prior-day turnover multiplied by the ratio of current opening-auction volume to prior-day volume, constrained to a stated range of 0.5 to 2. The original…

股票中國市場技術指標波動率
MQL5 code base

This expert advisor is described as a multi-pair breakout system. It estimates support and resistance for selected currency pairs, places incremental orders, and manages positions after a combined profit threshold is reached by attempting to trail gains…

外匯突破風險管理部位規模
SuperMind

This screening idea combines daily amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and prior-day turnover above 8%. The author interprets the range condition as a way to find volatile stocks, the shrinking negative histogram as…

股票中國市場技術指標動能
SuperMind

This note describes a Chinese equity screen combining daily amplitude above 1, volume above 10,000 lots, a higher open than the prior close, and the sign of the product of daily return and net large-order volume. A positive product is presented as a…

股票中國市場技術指標市場微結構
SuperMind

This stock screen combines a turnover-rate range of 3% to 12% with a reversal condition and a pattern labeled a Morning Star. The accompanying indicator logic adds a large intraday range relative to the previous close, declining short-, medium-, and…

股票技術指標均值回歸統計
vn.py community

This event outline describes a quantitative study of option spread strategies, with a focus on gold options. Topics include straddles and strangles, bull and bear spreads, butterfly spreads, and put-call parity. It proposes examining the structure of these…

選擇權大宗商品回測波動率
SuperMind

This stock-selection approach combines three conditions: daily price amplitude above 1, prior-day trading value above 60 million, and a high that is the highest across two days. The accompanying explanation treats range as a sign of activity, turnover value…

股票技術指標動能
MQL5 code base

Skyscraper is described as an NRTR-type trend indicator with an additional middle line. Its inputs include an ATR period, a sensitivity factor, a setting that controls how the middle line approaches the outer lines, and a choice between calculating from…

技術指標趨勢追蹤波動率
SuperMind

The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong…

股票中國市場技術指標動能
ProRealCode

The document describes John Ehlers’s recursive median oscillator, which combines a median filter with recursive smoothing and a high-pass filter. The median of a short window of closing prices reduces the influence of extreme observations that can distort…

技術指標統計
SuperMind

This A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…

中國市場股票動能技術指標
SuperMind

This Chinese A-share screening idea combines a large daily trading range, at least one sharp daily gain within the recent 25-session window, a robotics-related classification, and a circulating market value below 10 billion yuan. The post presents these…

中國市場股票動能波動率
NautilusTrader

This documentation explains how an execution algorithm receives a primary order and can break it into spawned orders. Its built-in TWAP implementation divides an order across a configured time horizon and interval, submitting the first slice immediately and…

交易執行市場微結構風險管理回測
FMZ forum

This guide outlines an event-driven framework for monitoring and trading many Binance spot pairs quoted in a selected base currency. It recommends using the aggregated ticker WebSocket feed instead of repeatedly polling individual pairs, while noting that…

加密貨幣現貨市場交易執行市場微結構
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

外匯突破波動率技術指標