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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
Binance API docs
45 documentos
Aulas Quantopian
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

68 documentos

Freqtrade

This Freqtrade strategy uses the hour of each one-hour candle as its sole entry and exit signal. It enters long when the candle hour falls within an optimized buying interval and exits when it falls within a separately optimized selling interval. The…

CriptoativosIndicadores técnicosTestes históricosGestão do risco
Freqtrade

This Freqtrade strategy computes a normalized MACD-like measure as the ratio of the 12-period exponential moving average to the 26-period exponential moving average, minus one. On a five-minute timeframe, it enters long when this value falls within…

CriptoativosMercados à vistaIndicadores técnicosMomentum
Freqtrade

This Freqtrade strategy is designed for spot cryptocurrency trading on five-minute candles. It defines parameterized entry and exit rules using comparisons between recent closing prices and closes from earlier bars, with separate adjustable parameters for…

CriptoativosMercados à vistaMomentumTestes históricos
Freqtrade

This example outlines a short-term strategy that combines a 20-period exponential moving average with On-Balance Volume. It enters long when price crosses above the average and OBV rises, and enters short when price crosses below the average and OBV falls.…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco
Freqtrade

This sample hourly strategy calculates a broad set of indicators, including RSI, ADX, stochastic readings, MACD, money flow, Bollinger Bands, Parabolic SAR, TEMA, and a Hilbert-transform cycle measure. Its actual entry and exit rules use RSI crossings around…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Freqtrade

This five-minute long-only strategy is presented as an attempt to avoid pump-and-dump conditions. It calculates short, medium, and long exponential moving averages, 20-period Bollinger Bands, and rolling price extremes. An entry is signaled when the close is…

CriptoativosIndicadores técnicosGestão do riscoTestes históricos
Freqtrade

This strategy defines a long entry when the close reaches or falls below 98% of the lower Bollinger Band. The bands use a 20-period window and two standard deviations; the strategy is configured for a one-minute timeframe. It also calculates MACD values,…

Indicadores técnicosReversão à médiaGestão do risco
Freqtrade

This Freqtrade strategy combines WaveTrend line crosses with Stochastic K and a difference filter. It enters long when the first WaveTrend line crosses above its signal line and all three indicator values fall within tunable ranges. It exits on the reverse…

CriptoativosIndicadores técnicosAprendizagem automáticaTestes históricos
Freqtrade

This Freqtrade strategy defines long entries on a five-minute timeframe by combining four signals: RSI below 30, stochastic %K below 20, the close below the lower Bollinger Band, and a detected hammer candle. The conjunction is intended to identify a…

Indicadores técnicosReversão à médiaGestão do riscoExecução
Freqtrade

The strategy demonstrates time-weighted average price execution by splitting entries and exits into equal-sized portions spaced at fixed time intervals. It configures the number of slices and spacing, and uses an RSI indicator on a 15-minute timeframe to…

ExecuçãoMicroestrutura de mercadoIndicadores técnicosDimensionamento de posições
Freqtrade

This Freqtrade strategy combines MACD crossovers with Commodity Channel Index thresholds to time long trades on a five-minute chart. It enters when MACD moves above its signal line while CCI is at or below a negative threshold, and exits when MACD crosses…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Freqtrade

The document presents a basic long-only strategy that enters when a shorter exponential moving average crosses above a longer one and exits when the longer average crosses above the shorter. It calculates multiple EMA periods so the short and long lookbacks…

Indicadores técnicosMomentumSeguimento de tendênciasTestes históricos
Freqtrade

This Freqtrade example calculates a five-period and a 200-period simple moving average alongside relative strength index values on the base timeframe and on two resampled, longer intervals. It enters long when the base-timeframe RSI falls at least 20 points…

Indicadores técnicosReversão à médiaTestes históricosGestão do risco
Freqtrade

Heracles is a four-hour crypto strategy that computes a Donchian channel percentage band and Keltner channel width, then enters long when a ratio of their shifted values falls within tunable bounds. The indicator shifts and ratio limits are exposed as…

CriptoativosIndicadores técnicosTestes históricosVolatilidade
Freqtrade

This note warns that several strategies in a folder contain lookahead bias and presents them as exercises for identifying the problem. It points to normalization procedures that calculate minimum and maximum values using an entire dataset. When those…

Testes históricosAprendizagem automáticaEstatística
Freqtrade

This Freqtrade strategy creates long entry and exit signals from ratios among three simple moving averages. It computes separate buy-side and sell-side averages, then checks whether adjacent-average ratios fall between configurable minimum and maximum…

Indicadores técnicosAprendizagem automáticaTestes históricosGestão do risco
Freqtrade

This Freqtrade strategy trades five-minute candles using a volume surge and several momentum and price filters. It enters long when volume exceeds four times its rolling average, price is below a 40-period simple moving average, and fast stochastic, RSI, and…

CriptoativosIndicadores técnicosMomentumGestão do risco
Freqtrade

This Freqtrade strategy computes TA-Lib candlestick pattern indicators and enters a long position when a selected pattern returns a chosen signal value. Its example parameters select the high-wave pattern and a negative signal, while the daily timeframe…

Indicadores técnicosTestes históricosGestão do riscoAções
Freqtrade

This Freqtrade hyperoptimization module searches for rule-based long entries and exits using a catalog of price, volume, volatility, trend, and momentum series. For each rule, the search space selects an indicator, a second indicator or comparison target, a…

Aprendizagem automáticaTestes históricosIndicadores técnicosMomentum
Freqtrade

This Freqtrade strategy is designed to compare its backtest with a corresponding strategy run on another platform for the same coin, period, and resolution. It calculates fast and slow simple moving averages over 14 and 28 periods on hourly candles. A long…

CriptoativosIndicadores técnicosTestes históricosExecução