Saltar para o conteúdo

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

7,090 documentos

MQL5 code base

The document describes an adaptive Kalman trend filter as an indicator for reducing noise in market prices. It adjusts how quickly the filter responds as market conditions change, aiming to balance a smoother trend estimate with responsiveness to price…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

The document describes an oscillator modeled on Williams Percent Range, with a variable lookback chosen according to price movement rather than a fixed number of bars. For each bar, the period is selected so that the price interval covered exceeds a…

Indicadores técnicosCâmbio
MQL5 code base

This MetaTrader expert advisor places a sell-stop entry below the current bid, then manages the pending order and any resulting position. It exposes settings for stop loss, take profit, spread and slippage limits, trading hours, and a magic number. Its…

CâmbioExecuçãoDimensionamento de posiçõesGestão do risco
MQL5 code base

This document describes an expert advisor built around three simple moving averages, evaluated on every market tick. It opens a buy when the first average is above the second and the second is above the third by a specified spread threshold. It opens a sell…

Indicadores técnicosSeguimento de tendênciasExecuçãoGestão do risco
MQL5 code base

The document describes a configurable Elliott oscillator, conventionally formed by subtracting a longer simple moving average from a shorter one and displaying the difference around a zero line. This version lets users choose the averaging method, periods,…

Indicadores técnicosMomentumEstatística
MQL5 code base

The described expert advisor places buy-stop and sell-stop pending orders at specified times, using a set distance from the current price and attaching a stop-loss. Instead of submitting a take-profit order to the broker, it monitors open positions and…

CâmbioExecuçãoGestão do risco
MQL5 code base

This mechanical strategy sets a reference price at the start of a chosen period, then places upper and lower breakout levels at a user-defined distance from that price. An upward break can trigger a buy-stop or sell-limit order, while a downward break can…

Rutura de níveisCâmbioDimensionamento de posiçõesGestão do risco
MQL5 code base

The scanner displays two normalized measures for each candle: its body size relative to the average body and its high-to-low range relative to the average range, with both averages based on the previous 100 candles. It arranges readings from the current…

VolatilidadeIndicadores técnicosCâmbio
MQL5 code base

This indicator adapts a conventional pivot tool by placing pivot levels in a separate pane rather than overlaying them on the main price chart. It also displays the position of an averaged price relative to those levels, making it possible to inspect how the…

Indicadores técnicos
MQL5 code base

Aroon Filter is described as a modified Aroon oscillator that omits the ratio to the calculation period and applies a filter to reduce minor fluctuations. It uses two adjustable inputs: the period over which recent highs and lows are located, and the filter…

Indicadores técnicosSeguimento de tendências
MQL5 code base

Fast Stochastic is presented as a variation of Lane’s stochastic oscillator for assessing where the current close sits within a recent high-low range. Its %K line expresses that relative position, while %D is a moving average of %K. The document describes…

Indicadores técnicosMomentum
MQL5 code base

This document describes a chart dashboard that brings several technical readings together: current and higher-timeframe trend, RSI, ATR relative to its average, a recent high-low channel, average daily range usage, and spread. A combined bias label is…

Indicadores técnicosRutura de níveisSeguimento de tendênciasVolatilidade
MQL5 code base

The document describes a way to estimate the relative strengths of RTS, the US dollar, and the Russian ruble using synthetic instruments built from FORTS futures. It names futures contracts linked to RTS in rubles, RTS in dollars, the dollar-ruble exchange…

FuturosCâmbioIndicadores técnicos
MQL5 code base

This indicator colors chart candles according to the close relative to the most recent upper and lower fractal levels. A close above the last upper fractal is shown in green, while a close below the last lower fractal is shown in red. The description says…

Indicadores técnicosRutura de níveis
MQL5 code base

RSI_X20 is an indicator that displays twenty Relative Strength Index readings together in one chart window. Its inputs specify a starting RSI period, a period increment, and the applied price; the excerpt shows the close as the default price source. The…

Indicadores técnicosMomentum
MQL5 code base

This note describes a MACD variation that calculates its moving averages with the triple exponential moving average (TEMA) instead of the conventional exponential moving average (EMA). It also replaces the usual single signal line with two discontinued…

Indicadores técnicosMomentumTestes históricos
MQL5 code base

This indicator displays filled regions to show when a selected MACD line is above or below its zero line. Its setting lets the user choose between the MACD main line and the signal line, so the chart can emphasize either series’ relationship to zero. The…

Indicadores técnicosMomentum
MQL5 code base

This document explains a MetaTrader library for accessing trading transaction data throughout a program, rather than only inside the transaction event handler. It presents this as a way to make asynchronous order workflows easier to build: a program can…

ExecuçãoMicroestrutura de mercadoNegociação de alta frequência
MQL5 code base

This document describes a MetaTrader 5 version of the Super Trend indicator. It identifies the version as the first of two variants and says its calculation is based on Commodity Channel Index (CCI) values. It also supports a configurable Average True Range…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

This Expert Advisor uses the iFractals indicator to place pending stop orders in the direction of developing price structure. A buy stop is considered when the two most recent upper fractals show the latest one above the preceding one. Its initial stop loss…

Indicadores técnicosRutura de níveisGestão do riscoDimensionamento de posições
MQL5 code base

The document describes a stochastic oscillator whose lookback period adapts to the observed frequency of price swings rather than remaining fixed. It defines swing highs and lows through short sequences of rising and falling highs or lows, counts how many…

Indicadores técnicosVolatilidadeReversão à médiaMomentum
MQL5 code base

The document describes a chart indicator that draws one vertical line each month at a user-specified time. It uses indicator buffers with a two-part histogram drawing style. The line can be shown in the main price chart, and the text recommends placing it…

Indicadores técnicosMultiactivos
MQL5 code base

The document explains alert options for the XXDPO_Candle indicator. It can notify users when the indicator crosses zero, changes direction, breaks through an overbought or oversold threshold, or leaves one of those regions. Inputs control which bar triggers…

Indicadores técnicosVolatilidade
MQL5 code base

The document describes a variance calculation intended to avoid repeated loops after initial values are established, making it potentially useful where execution speed matters. It contrasts this approach with Welford’s method, which processes observations in…

Estatística