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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
WonderTrader
14 documentos
Alphalens
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

7,090 documentos

MQL5 code base

The document describes a multi-timeframe version of the ChannelsFIBO_v2 indicator. Its distinguishing setting is a source-data timeframe parameter: the indicator can display the situation associated with a chosen chart period even when the user’s active…

Indicadores técnicosMultiactivos
MQL5 code base

The document outlines an extended Wilder double-smoothed exponential moving average that adapts its responsiveness using a volatility ratio. According to the description, the adaptation is intended to make the indicator react more quickly to market changes…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

This MetaTrader 5 Expert Advisor trades reversals in the direction of the FatlMacd indicator. It forms a signal at bar close when the indicator changes direction. Running the advisor requires the compiled FatlMacd indicator file in the platform's Indicators…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document describes an indicator that plots relative strength or correlation across eight currencies and gold. Users choose one of several technical measures as the basis for the calculation: moving average, MACD, stochastic oscillator, RSI, CCI, Relative…

CâmbioMatérias-primasIndicadores técnicos
MQL5 code base

This document explains an MT5 indicator for placing an alert at a chosen price directly on a chart. A trader selects an alert type and time zone, then clicks the chart to set the price threshold. The alert can appear in a window, arrive as a mobile push…

Indicadores técnicosExecução
MQL5 code base

This Expert Advisor variant adds a configurable weekly trading window to an EA based on a Spearman rank correlation histogram. Inputs set whether interval-based trading is enabled and define the start and end by weekday, hour, minute, and second. The example…

Indicadores técnicosEstatísticaTestes históricosGestão do risco
MQL5 code base

LaguerreVolume applies a Laguerre filter to smooth volume data. The document identifies the indicator’s creators as Emerald King and t_david and notes that it was first implemented in MQL4 and published in 2007. The description offers no equations, parameter…

Indicadores técnicosEstatística
MQL5 code base

This indicator adapts Bollinger Bands using recursive smoothing based on the Laguerre-style equations described in the document. It estimates a central line from the median of each bar’s high and low, then builds upper and lower bands from a smoothed measure…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes an expert advisor that uses an unusual filter involving the intersection of two moving averages. The user can set a price type for the current bar and choose a signal filter based on the fast average, the slow average, or that bar's…

CâmbioIndicadores técnicosExecução
MQL5 code base

This document describes a MetaTrader expert advisor built around signals from Fractals and Stochastic indicators. Traders can choose to require both indicators or use either one on its own. The listed inputs also allow configuration of position volume, stop…

Indicadores técnicosGestão do riscoDimensionamento de posições
MQL5 code base

The document describes momentum deviation as a variation of standard deviation that applies the calculation to price momentum rather than to price itself. It says the method is designed to use minimal CPU resources and produces values similar to standard…

Indicadores técnicosVolatilidadeEstatística
MQL5 code base

This indicator defines a trend reversal by comparing a bar’s close with the extremes of a preceding window. An upward reversal occurs when the current close exceeds the highs of the previous x minus one bars; a downward reversal occurs when it falls below…

CâmbioSeguimento de tendênciasRutura de níveisIndicadores técnicos
MQL5 code base

The indicator implements a moving average attributed to Buff Dormeier. It first calculates volume multiplied by closing price, then takes a simple moving average of that value and divides it by a simple moving average of volume over the same configurable…

Indicadores técnicos
MQL5 code base

Rainbow Clouds is described as a collection of moving averages presented together as cloud indicators. The concept is to display multiple averages as a grouped visual overlay, rather than a single moving-average line. The text does not explain the averaging…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes a signal engine for detecting when price approaches a channel boundary and then reverses away from the extreme. It distinguishes this two-stage condition from treating mere proximity as an entry signal. A state machine applies…

Indicadores técnicosRutura de níveisReversão à média
MQL5 code base

The Simple Decycler is described as a price indicator based on John F. Ehlers’s Decyclers article. It has configurable settings for the high-pass filter period and applied price. The stated purpose is to remove low-frequency directional components while…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This MetaTrader 5 indicator displays two colored rectangular zones derived from the Bollinger channel levels of an XMA_BBx5_Cloud indicator. The levels are calculated for a selected chart timeframe and shown on a bar, allowing a trader to view bands from a…

Indicadores técnicosVolatilidade
MQL5 code base

This example compares a grid market-making strategy in HftBacktest using CME market-by-order Level-3 data and Level-2 depth reconstructed from that same feed. Quotes are arranged around a reservation price that shifts with inventory, with position limits,…

FuturosNegociação em grelhaCriação de mercadoTestes históricos
MQL5 code base

This document describes a Balance of Power indicator displayed as a colored histogram. It presents the histogram as a way to view the strength and direction of the current trend, with colors determined by configured overbought and oversold levels and by…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This document describes a chart indicator that marks candles extending beyond a sliding channel formed from recent highs and lows. Candles outside the channel receive different fill colors depending on whether their movement agrees with or opposes the…

Indicadores técnicosRutura de níveis
MQL5 code base

This Chinese community post describes a basic stock screen for shares whose codes begin with 60. It combines a daily high to low range threshold with a previous day turnover ratio between 3% and 28%. The post presents the conditions as a way to find stocks…

AçõesIndicadores técnicosMercados da China
MQL5 code base

TMACD Divergence is an indicator that searches for divergences involving a Triangular Moving Average Convergence/Divergence oscillator and displays the detected patterns. Its configurable inputs are the fast moving-average period, the slow moving-average…

Indicadores técnicosMomentumReversão à média
MQL5 code base

The document introduces four digital filters intended to appear directly on a price chart: the Fast Adaptive Trend Line (FATL), Slow Adaptive Trend Line (SATL), Reference Fast Trend Line (RFTL), and Reference Slow Trend Line (RSTL). It describes them as a…

Indicadores técnicos
MQL5 code base

CandlesticksBW_x10 is a MetaTrader 5 indicator that displays candlestick colors from ten configurable timeframes alongside the chart bar selected by the user. The listed defaults span hourly intervals through daily, weekly, and monthly periods. A signal-bar…

Indicadores técnicosMultiactivos