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Biblioteca de conhecimento

Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.

Quant Q&A
20,364 documentos
SuperMind
12,226 documentos
OKX Learn
8,431 documentos
Strategy library
7,910 documentos
MQL5 code base
7,090 documentos
BigQuant
3,481 documentos
Bitget Academy
3,298 documentos
MQL5 articles
3,012 documentos
TradingView scripts
1,976 documentos
ProRealCode
1,507 documentos
Deribit Insights
1,232 documentos
Machine Learning for Trading
1,124 documentos
arXiv papers
1,033 documentos
Amberdata research
766 documentos
FMZ forum
682 documentos
FMZ digest
662 documentos
vn.py community
560 documentos
QuantInsti blog
511 documentos
Galaxy Research
340 documentos
QuantStart
246 documentos
Stratmill research code
219 documentos
Robot Wealth
195 documentos
NautilusTrader
191 documentos
Hummingbot docs
181 documentos
Paradigm research
175 documentos
Lumibot
164 documentos
Kraken Learn
163 documentos
Biblioteca de cursos de quant
157 documentos
OctoBot
152 documentos
Cryptohopper blog
144 documentos
Systematic trading blog (Rob Carver)
132 documentos
Qlib
116 documentos
TqSdk
86 documentos
Quantpedia
86 documentos
Hyperliquid docs
79 documentos
Freqtrade
68 documentos
Hudson & Thames
62 documentos
Awesome Systematic Trading
61 documentos
backtrader
54 documentos
vn.py
50 documentos
Aulas Quantopian
45 documentos
Binance API docs
45 documentos
FMZ guides
38 documentos
pysystemtrade
34 documentos
Freqtrade docs
32 documentos
quant-trading
31 documentos
FinRL
28 documentos
Zipline
22 documentos
FMZ live strategies
21 documentos
Jesse
17 documentos
pyfolio
16 documentos
Alphalens
14 documentos
WonderTrader
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

54 documentos

backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

AçõesIndicadores técnicosTestes históricosExecução
backtrader

This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…

Testes históricosIndicadores técnicos
backtrader

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

MultiactivosExecuçãoDimensionamento de posiçõesTestes históricos
backtrader

This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…

AçõesMercados da ChinaIndicadores técnicosSentimento de mercado
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

AçõesIndicadores técnicosSeguimento de tendênciasTestes históricos
backtrader

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

AçõesRutura de níveisTestes históricosExecução
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

CâmbioExecuçãoTestes históricosIndicadores técnicos
backtrader

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

MultiactivosIndicadores técnicosTestes históricos
backtrader

This Backtrader example demonstrates how to monitor portfolio drawdown while running a simple moving-average crossover strategy. It calculates a 15-period simple moving average and uses a crossover between closing price and the average to generate buy and…

AçõesIndicadores técnicosGestão do risco
backtrader

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

ExecuçãoDimensionamento de posiçõesTestes históricosIndicadores técnicos
backtrader

This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…

Testes históricosSeguimento de tendênciasIndicadores técnicosGestão do risco
backtrader

This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…

Indicadores técnicosAçõesFuturos
backtrader

This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…

Indicadores técnicosSeguimento de tendênciasTestes históricos
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

Testes históricosSeguimento de tendênciasIndicadores técnicosExecução
backtrader

This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…

FuturosTestes históricosExecução
backtrader

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

Indicadores técnicosSeguimento de tendênciasTestes históricosExecução
backtrader

This example shows how to load daily market data from a delimited text file into a pandas DataFrame and pass it to Backtrader as a Pandas data feed. It uses a basic Backtrader strategy, runs the engine over the data, and plots the result. Optional…

Testes históricosFuturos
backtrader

This Backtrader example shows a simple strategy that counts changes in calendar date and alternates between opening and closing a position when its counter reaches two. Orders use the close execution type, so the intended fill is at a bar’s closing price.…

ExecuçãoTestes históricos
backtrader

This example shows how to compare two long-only signal strategies in Backtrader. One strategy enters based on a crossover between 10-period and 30-period simple moving averages; the other uses a crossover between the closing price and a 10-period simple…

AçõesIndicadores técnicosTestes históricos
backtrader

This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…

Testes históricosExecuçãoEstatística
backtrader

This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…

Testes históricosIndicadores técnicosSeguimento de tendênciasDimensionamento de posições
backtrader

This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…

MultiactivosAçõesIndicadores técnicosTestes históricos
backtrader

This sample Backtrader strategy demonstrates how to connect Interactive Brokers data and broker components, inspect incoming data, and optionally submit test orders. It prints bar fields and a simple moving average, reports data, order, and trade…

ExecuçãoIndicadores técnicosAções
backtrader

This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…

Testes históricosSeguimento de tendênciasIndicadores técnicosGestão do risco