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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
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

7,090 documentos

MQL5 code base

The document describes an implementation of William Blau’s Ergodic MDI Oscillator, an indicator associated with momentum, direction, and divergence analysis. Its output is presented as a colored histogram, with the signal line represented by a colored cloud.…

Indicadores técnicosMomentum
MQL5 code base

This indicator combines the Relative Strength Index with STARC-style channels. A moving average smooths the RSI to form the center line, while upper and lower bands are offset by multiples of an average true range. The band multipliers can differ above and…

Indicadores técnicosVolatilidade
MQL5 code base

This automated strategy places three buy stops and three sell stops when the current close is inside the Bollinger Bands and there are no pending orders. The orders are arranged in steps, with separate take-profit settings for each buy and sell pair. A stop…

CâmbioVolatilidadeRutura de níveisExecução
MQL5 code base

This document describes an indicator that combines XPeriodCandle with Bollinger Bands. It highlights candles in a bright color when they move beyond the bands, making those excursions easier to spot on a chart. The stated concept is visual: candle color…

Indicadores técnicosVolatilidade
MQL5 code base

The document describes a double weighted moving average as an indicator that applies the calculation loop for a linear weighted moving average twice. It says this produces smoother values than a standard linear weighted moving average, though it does not…

Indicadores técnicosSeguimento de tendências
MQL5 code base

MACD-2 presents the MACD indicator with two visual elements: a colored cloud and a histogram showing the difference between the MACD line and its signal line. This describes a display format for viewing MACD relationships; it does not specify trading rules…

Indicadores técnicos
MQL5 code base

This document explains an implementation approach for a ZigZag indicator that identifies swing peaks using a channel. The channel width can be set in points or as a percentage. For peak lookup, it replaces repeated bar searches with a binary search over…

Indicadores técnicosExecuçãoMicroestrutura de mercado
MQL5 code base

This indicator modifies the stochastic oscillator by displaying the difference between its smoothed %K and %D lines as a histogram. The calculation first derives fast %K from the applied price's position within the recent high–low range, then applies a…

Indicadores técnicosMomentum
MQL5 code base

The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. Its stated purpose is to identify whether a trend is present and determine its direction, helping traders avoid holding positions against the…

Indicadores técnicosSeguimento de tendênciasMomentum
MQL5 code base

This document explains a MetaTrader 5 function for retrieving the highest price recorded for a symbol during a chosen daily time interval. The function accepts start and end hours and minutes, uses the current date to construct the interval’s timestamps,…

ExecuçãoIndicadores técnicos
MQL5 code base

This trading system enters when a bar closes after a channel breakout, using signals from an external indicator. It can also close an open position after a preset holding period, with time-based exits enabled by default and the holding limit specified in…

CâmbioRutura de níveisIndicadores técnicosTestes históricos
MQL5 code base

This document describes a MetaTrader 5 expert advisor that monitors the combined profit or loss of open positions and closes them when user-set thresholds are reached. Traders can enable profit-triggered closing, loss-triggered closing, or both, and choose…

Gestão do riscoDimensionamento de posiçõesExecuçãoFuturos
MQL5 code base

WPRslow is described as a semaphore-style signal indicator built from Williams’ Percent Range oscillator. Its stated purpose is to identify slower-moving trends, distinguishing it from an approach aimed only at short-term price fluctuations. The document…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This document describes a smoothed Simple Trend Detector displayed as a histogram. It outlines two coloring modes: one marks breaks beyond overbought or oversold levels, while the other marks changes in the indicator’s direction. The display is centered…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
MQL5 code base

The document describes a utility for saving the historical OHLCV data available on a MetaTrader 5 chart to a CSV file in the platform’s common data directory. It is presented as an alternative when the standard Symbols request tool fails to return all…

ExecuçãoTestes históricosEstatística
MQL5 code base

This indicator description outlines an enhanced Heikin Ashi tool for chart analysis. It offers five configurable smoothing approaches: simple, exponential, double-smoothed exponential, smoothed, and weighted moving averages. A multi-timeframe option maps…

Indicadores técnicosSeguimento de tendênciasCâmbio
MQL5 code base

The document describes a short-term news trading setup for a four-digit forex broker. Before a high-impact release, such as a central bank decision or employment report, the script places both a buy-stop and a sell-stop order. The proposed logic aims to…

CâmbioOrientadas por eventosExecuçãoGestão do risco
MQL5 code base

The described Expert Advisor applies Bill Williams-style indicators in three stages. It first seeks bullish or bearish divergence as a possible trend reversal signal. It may add to a winning position when the Awesome Oscillator prints a specified sequence of…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
MQL5 code base

This document describes a charting tool that constructs Renko charts using a custom symbol created automatically by an expert advisor. The chart is built from tick history and can include tick volume and real volume when those data are available. Users can…

Indicadores técnicosTestes históricosMicroestrutura de mercado
MQL5 code base

This note outlines a nonlinear Kalman-style filtering method attributed to John Ehlers. It first smooths price with an exponential moving average or a three-pole filter, calculates the difference between price and that smoothed baseline, and smooths the…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This document describes a moving-average indicator that applies five rounds of exponential moving-average smoothing. It displays the latest indicator value as a price label and lets the user round indicator levels to a chosen number of digits. The digit…

Indicadores técnicos
MQL5 code base

This Expert Advisor generates signals from the Derivative indicator crossing its zero level. It evaluates the signal when a bar closes, triggering on a move through zero in either direction. The description also notes that the advisor depends on a compiled…

Indicadores técnicosRutura de níveisTestes históricos
MQL5 code base

This document outlines a simple entry logic combining two moving averages with a recent price range break. A buy signal requires the first moving average to be above the second on the prior bar while the current bid reaches or falls below the lowest low…

Indicadores técnicosRutura de níveis
MQL5 code base

The ZigZag Moving Average (ZMA) uses ZigZag reference points to define where its averaging window begins. From a reference point, it calculates the mean of closing prices from that point through the current bar, so the averaging window expands as bars…

Indicadores técnicos