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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
Quantpedia
86 documentos
TqSdk
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

3,012 documentos

MQL5 articles

The article describes a proposed analysis of consecutive Forex price movements for Fibonacci relationships in both price size and elapsed time. Its method filters small fluctuations into directional moves, compares adjacent moves with Fibonacci ratios or…

CâmbioEstatísticaIndicadores técnicosTestes históricos
MQL5 articles

The article presents a reusable MQL5 swing engine designed to provide higher-timeframe context for chart pattern detection. It identifies swing highs and lows on H4 using a configurable symmetric lookback, then labels highs as higher or lower and lows as…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
MQL5 articles

The article explores whether US and Japanese 10-year government bond data can help forecast USDJPY. It compares three predictor sets: currency OHLCV alone, bond OHLCV, and a combined set. The target is a future USDJPY close, and the workflow includes joining…

CâmbioRendimento fixoAprendizagem automáticaTestes históricos
MQL5 articles

The article surveys MQL5’s 18 indicator drawing styles and contrasts them with the smaller MQL4 set. It explains the Plot concept and introduces a Buffer-Pattern notation: data buffers and color buffers are arranged in index order, with the number and order…

Indicadores técnicos
MQL5 articles

This article proposes a custom MQL5 money-management class that combines a KD-tree over historical log-return and ATR coordinates with an Echo State Network (ESN) processing recent return sequences. The KD-tree is intended to identify whether current…

Aprendizagem automáticaGestão do riscoDimensionamento de posiçõesVolatilidade
MQL5 articles

This article explains how to create non-standard charts in MetaTrader 4 by generating and updating offline history files with MQL4. Its examples cover an offline chart on a custom period, Renko bricks formed from incoming quotes, and a synthetic USD index…

CâmbioIndicadores técnicos
MQL5 articles

This article describes replacing per-chart input edits with a shared JSON configuration file that an MQL5 Expert Advisor can reload while running. It defines a typed configuration structure for trade volume, stop and target distances, a spread limit, a magic…

ExecuçãoGestão do riscoDimensionamento de posições
MQL5 articles

This article describes a multi-pattern signal tool that combines pin bars and engulfing candles with RSI divergence. A detected candle pattern is treated as a candidate reversal signal; the tool checks whether price and RSI show corresponding bullish or…

Indicadores técnicosMomentumTestes históricos
MQL5 articles

This tutorial develops multivariate probability concepts for analyzing how market variables behave together. It defines joint cumulative distributions and densities, explains how marginal distributions are derived, and distinguishes independence from…

EstatísticaMultiactivosGestão do risco
MQL5 articles

The document explains the Dolphin Echolocation Algorithm (DEA), a population-based optimization method inspired by how dolphins use echoes to search. Candidate solutions act as agents, and their fitness information is spread across nearby alternatives in an…

Aprendizagem automáticaEstatísticaConstrução de carteiras
MQL5 articles

The document describes an MQL5 system for identifying support and resistance trendlines from price swing points using a least squares fit. It proposes treating lines with a minimum number of touches as candidates, checking their integrity and inclination,…

Seguimento de tendênciasIndicadores técnicosEstatísticaTestes históricos
MQL5 articles

The document presents an MQL5 architecture that centralizes broker-facing trade operations in an execution gateway, separating strategy decisions from order handling. Its components normalize requested volume to symbol minimum, maximum, and step constraints;…

ExecuçãoMicroestrutura de mercadoGestão do riscoDimensionamento de posições
MQL5 articles

The document explains a basic MQL5 Expert Advisor that uses Parabolic SAR to choose trade direction. It compares the prior completed candle’s close with the indicator: a close above SAR prompts a buy, and a close below prompts a sell. The EA checks that no…

CâmbioSeguimento de tendênciasIndicadores técnicosTestes históricos
MQL5 articles

The article explains how to convert exchange price files into a format that MetaTrader 5 can import as custom symbols, enabling strategy testing on Moscow Exchange instruments. It describes configurable parsing for date and time formats, field positions,…

FuturosTestes históricosExecuçãoMicroestrutura de mercado
MQL5 articles

The article develops an online linear regression estimator for tracking price slope and producing a one-bar-ahead forecast. Recursive Least Squares (RLS) updates the coefficient estimate and inverse covariance state with each new observation, avoiding the…

Indicadores técnicosEstatísticaSeguimento de tendênciasMomentum
MQL5 articles

The article tests random-entry forex strategies that exit with a trailing stop, then interprets how performance differs across EURUSD, GBPUSD, and USDJPY. It scales stop distances to recent daily candle ranges and averages results over many random entry…

CâmbioSeguimento de tendênciasTestes históricosVolatilidade
MQL5 articles

The article describes rules for constructing a non-redrawing micro-trend indicator from bar highs and lows. Rising or falling sequences define directional swings; inside bars are excluded, while outside bars are handled according to direction. Reversals mark…

Indicadores técnicosCâmbioEstatísticaSeguimento de tendências
MQL5 articles

This installment describes changes needed to adapt a MetaTrader 5 market replay system, originally built around Brazilian exchange data, to Forex. It contrasts exchange feeds that provide last-trade prices and volume with Forex data that may lack both and…

CâmbioMicroestrutura de mercadoTestes históricos
MQL5 articles

This article presents a reproducible DSP pipeline for adapting trading signals to changing market rhythms. A Hilbert-transform homodyne discriminator estimates the dominant cycle period from in-phase and quadrature components, then clamps and smooths the…

Indicadores técnicosAprendizagem automáticaTestes históricosSeguimento de tendências
MQL5 articles

The article explains how to automate support and resistance lines from the two nearest upper and lower fractals, comparing implementations in MQL4 and MQL5. It describes finding fractal bars, retrieving their prices and times, refining daily-chart extremes…

Indicadores técnicosRutura de níveisCâmbio
MQL5 articles

This article presents GPT as a decoder-only Transformer trained first on large unlabeled sequences and then fine-tuned with labeled examples for specific tasks. It explains causal self-attention: each token can use information from itself and earlier tokens,…

Aprendizagem automáticaIndicadores técnicos
MQL5 articles

The article explains UniTraj, a framework designed to handle trajectory prediction and reconstruction by treating input as a sequence with visible and missing observations. A mask marks which agent states are known, and the model aims to reconstruct observed…

Aprendizagem automáticaEstatísticaTestes históricos
MQL5 articles

This article describes an MQL5 Expert Advisor for detecting, charting, and trading bullish and bearish Cypher harmonic patterns. It defines five alternating swing points, X through D, and validates their geometry with Fibonacci relationships: B retraces part…

CâmbioIndicadores técnicosTestes históricosExecução
MQL5 articles

This article explains how to build an MQL5 dashboard that displays Relative Strength Index readings for multiple Market Watch symbols and timeframes. It outlines a layout with a main control, timeframe buttons, symbol buttons, and a footer, then describes…

CâmbioIndicadores técnicos