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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

3,012 documentos

MQL5 articles

The article introduces DeMarker, an oscillator based on changes in successive highs and lows. It explains the calculation using moving averages of upward and downward price extensions and describes the indicator’s scale from zero to one. The proposed…

Indicadores técnicosReversão à médiaMomentumEstatística
MQL5 articles

Momentum Pinball uses a daily LBR/RSI reading to set the likely direction for the next session, then uses the first hourly bar to define an entry and initial stop. A reading below 30 signals a potential buy day; a reading above 70 signals a potential sell…

CâmbioMatérias-primasMomentumIndicadores técnicos
MQL5 articles

The article describes a MetaTrader workflow for running an Expert Advisor on several symbols at once and consolidating the outcomes for visual comparison. It configures multiple terminal instances with separate tester settings, synchronizes their account and…

Testes históricosMultiactivos
MQL5 articles

The article treats preprocessing as a tunable part of a machine-learning trading pipeline and compares transformations in a feedback-controlled strategy. Its baseline uses twelve input features without scaling; after an initial 90-day period, the controller…

Aprendizagem automáticaTestes históricosIndicadores técnicosGestão do risco
MQL5 articles

The article introduces pending trading requests as a way to retry failed trade operations without blocking an expert advisor with a timed pause. A trading class can store a request, resume its normal work, and retry when the wait period ends. The same…

ExecuçãoMicroestrutura de mercado
MQL5 articles

The article explains Extralonger, a neural network architecture designed to combine spatial relationships and temporal patterns in long-horizon forecasting. It motivates the method through an analogy between traffic networks and financial markets, where…

Aprendizagem automáticaEstatística
MQL5 articles

The article describes maintenance work on a MetaTrader replay and simulation system after a new application exposed performance and reliability issues. Its main design change is to improve encapsulation: buffer-writing logic is moved out of a general mouse…

ExecuçãoTestes históricosMicroestrutura de mercado
MQL5 articles

The article explains how an associative array, or dictionary, stores objects under unique keys so a program can retrieve information by a value such as text or an enumeration instead of a numeric array index. It reviews arrays, nodes, and linked lists to…

ExecuçãoMicroestrutura de mercado
MQL5 articles

The article presents a reusable structure for automated strategy logic by separating four actions: initiating long positions, initiating short positions, supporting existing longs, and supporting existing shorts. A moving-average example illustrates why…

CâmbioIndicadores técnicosExecução
MQL5 articles

This MQL5 tutorial describes a custom indicator that identifies swing highs and lows, classifies higher highs and higher lows or lower highs and lower lows, and uses those sequences to represent bullish or bearish structure. The example detects pivots by…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
MQL5 articles

This article discusses how to assess Expert Advisors beyond attractive marketplace claims or a single optimized backtest. It flags warning signs such as sparse track records, asymmetric stop and target sizes, and position schemes that add exposure during…

Testes históricosGestão do riscoEstatísticaExecução
MQL5 articles

This technical guide introduces MQL5’s vector and matrix types as tools for representing ordered numerical data and expressing linear algebra operations. It explains how to initialize vectors with preset values or a filling function, resize and copy them,…

Aprendizagem automáticaEstatística
MQL5 articles

The article introduces Fibonacci retracement as a charting method for marking potential support or resistance after a price move. It describes common retracement levels and the usual drawing direction: low to high after an uptrend and high to low after a…

CâmbioIndicadores técnicosRutura de níveis
MQL5 articles

The article explains four ways to measure information in the sequence of trade directions within a bar: Shannon entropy for symbol frequencies, plug-in entropy for repeated blocks, Lempel-Ziv complexity for compressibility, and Kontoyiannis entropy for…

Aprendizagem automáticaEstatísticaMicroestrutura de mercadoExecução
MQL5 articles

This article explains how to combine discretionary chart analysis with automated monitoring in MetaTrader 5. A trader draws trendlines and explicitly synchronizes selected lines with an Expert Advisor, which tracks their changing price as time advances and…

Indicadores técnicosRutura de níveisExecução
MQL5 articles

The article describes an MQL5 system for identifying bullish and bearish Bat harmonic patterns from five swing points, labeled X, A, B, C, and D. It defines the pattern through their sequence and Fibonacci relationships: B retraces about half of XA, C…

CâmbioIndicadores técnicosTestes históricosExecução
MQL5 articles

The article explains momentum as a measure of price-change speed and trend strength, then shows two common calculations: subtracting a prior close from the current close, or dividing the current close by a prior close and multiplying by 100. It focuses on…

CâmbioMomentumIndicadores técnicos
MQL5 articles

The document treats encoded candlestick types as symbols in an ordered sequence, then explains how permutations can enumerate possible multi-candle patterns. It distinguishes arrangements without repetition, counted by selecting and ordering distinct…

Indicadores técnicosEstatísticaTestes históricos
MQL5 articles

The article investigates whether Visa’s monthly Spending Momentum Index series can help classify future EUR/USD direction. It combines headline, discretionary, and non-discretionary spending measures with monthly price data, examines plots and correlations,…

CâmbioAprendizagem automáticaEstatísticaTestes históricos
MQL5 articles

The document describes how to connect a MetaTrader 5 Expert Advisor to a Discord channel through a webhook. It covers enabling platform web requests, configuring a Discord webhook, preparing JSON messages, escaping special characters, converting text to…

ExecuçãoCâmbio
MQL5 articles

The document explains a genetic algorithm that represents each candidate solution as a chromosome of real-valued genes. It describes a population split between parent and offspring groups, fitness-based sorting, selection, crossover, mutation, and…

Aprendizagem automáticaEstatísticaTestes históricos
MQL5 articles

The article turns several short-term price observations associated with Larry Williams into independently testable strategies. Setups include buying at the open as a baseline, buying after one or several down closes, buying a measured pullback in an…

Testes históricosIndicadores técnicosRutura de níveisMomentum
MQL5 articles

The article introduces Bollinger Bands as a moving average surrounded by volatility-scaled upper and lower bands. Unlike fixed-percentage envelopes, the bands widen when price variability rises and narrow when it falls. It explains their use in assessing…

Indicadores técnicosVolatilidadeReversão à médiaSeguimento de tendências
MQL5 articles

This article presents a method for reducing sampling noise in correlation matrices used by multi-symbol trading systems. It explains that estimating many pairwise relationships from a limited return window can produce unstable eigenvalues and weights. The…

EstatísticaConstrução de carteirasGestão do riscoMultiactivos