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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.

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SuperMind
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MQL5 code base
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QuantStart
246 documentos
Stratmill research code
219 documentos
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191 documentos
Hummingbot docs
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175 documentos
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164 documentos
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Biblioteca de cursos de quant
157 documentos
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144 documentos
Systematic trading blog (Rob Carver)
132 documentos
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116 documentos
TqSdk
86 documentos
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Awesome Systematic Trading
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backtrader
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quant-trading
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FinRL
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Zipline
22 documentos
FMZ live strategies
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Jesse
17 documentos
pyfolio
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WonderTrader
14 documentos
Alphalens
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
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8 documentos
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7 documentos
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1 documentos

Pesquisar na biblioteca

7,090 documentos

MQL5 code base

This indicator combines a volatility squeeze measure with a separate reading of trend direction and strength. A squeeze is identified when the Bollinger Bands sit inside the Keltner Channel, which the description treats as a sideways phase. The histogram…

Indicadores técnicosVolatilidadeRutura de níveisMomentum
MQL5 code base

The document describes a basic signal based on a closing price moving beyond the upper or lower Bollinger Band. Such a breach can be interpreted in two different ways: as evidence of a reversal or as the start of a trend. The proposed use is to display…

Indicadores técnicosRutura de níveisSeguimento de tendências
MQL5 code base

This document compares several common rate-of-change measures: raw momentum, percentage change, and ratio forms. It gives the corresponding formulas and maps several variants to names used in TA-Lib, TradeStation, and MetaStock. These definitions help…

Indicadores técnicosMomentumEstatística
MQL5 code base

The document describes a Kalman Filter indicator intended to smooth price noise and extract an underlying trend. It distinguishes this recursive approach from filters that rely on a history of observations: each update uses the prior state estimate and its…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

The document introduces the Psychological Index as an overbought and oversold indicator, noting that it was described in Futures Magazine in June 2000. Its calculation starts by marking each period as an up day when the close is higher than the preceding…

Indicadores técnicosSentimento de mercadoEstatística
MQL5 code base

This indicator displays the opening price level of a candlestick from a user-selected higher timeframe on the chart. The timeframe is an input parameter, with twelve-hour candles shown as the default in the provided setting. The idea is to make a…

Indicadores técnicos
MQL5 code base

TDSGlobal is described as an Expert Advisor that combines MACD, OsMA, and Williams Percent Range (WPR) indicators. It is configured for daily charts and four currency pairs: USDCHF, GBPUSD, USDJPY, and EURUSD. The document identifies the idea’s collector…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

This document describes a trend indicator derived from previously published work and updated with user-requested changes. The listed improvements include terminal, email, and push alerts, independent controls for each alert type, a simpler color scheme, an…

Indicadores técnicosSeguimento de tendênciasGestão do risco
MQL5 code base

This document describes a chart indicator that displays weekly and monthly price levels. Users can set the calculation lookback in days and customize the color, line width, and line style separately for weekly and monthly levels. A further setting chooses…

Indicadores técnicosAções
MQL5 code base

This note describes M2_MACandle, an indicator that displays the output of the M2_MA moving average as a sequence of candlesticks. It argues that this visual form can make the processed price series more informative for analysis, though it does not specify…

Indicadores técnicos
MQL5 code base

The DZP Trend indicator aims to show price movement after accounting for the underlying trend. It compares the percentage change in the applied price over a chosen shift with the percentage change in an exponential moving average over the same shift. The…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

The Wilson Relative Price Channel is an RSI-based indicator that divides readings into overbought, oversold, and neutral zones. Its configurable inputs include the channel and smoothing periods, RSI price source, overbought and oversold thresholds, and the…

Indicadores técnicosReversão à médiaMomentum
MQL5 code base

This indicator applies the Ehlers Fisher Transform to RSI calculated from a moving average of price. The transformation is intended to normalize RSI values and make changes in market conditions easier to see. Price smoothing can use simple, exponential,…

Indicadores técnicosMomentumEstatística
MQL5 code base

This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…

ExecuçãoGestão do riscoDimensionamento de posiçõesCâmbio
MQL5 code base

This MetaTrader 4 tool places pending buy and sell limit orders at a retracement distance from the Parabolic SAR value. For a sell limit, the reference is the bid price; for a buy limit, it is the ask price. The retracement distance, position size, stop…

CâmbioIndicadores técnicosExecuçãoGestão do risco
MQL5 code base

This note describes combining Bollinger Bands with a squeeze signal to identify market consolidation and possible breakouts. It treats an uncolored middle band as a consolidation state in which price may eventually break in either direction. The middle line…

Indicadores técnicosVolatilidadeRutura de níveis
MQL5 code base

This document describes an Expert Advisor that trades signals from the Color TSI oscillator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA depends on a separately compiled indicator file, and the text mentions a…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document describes a chart indicator that colors the background during a chosen intraday period. Its inputs let a user name the session, set its start hour and minute, specify its duration in minutes, and choose the highlight color. The supplied defaults…

Indicadores técnicos
MQL5 code base

The Fractal Dimension Index is presented as a way to characterize market behavior and volatility. The document identifies 1.5 as a reference value associated with random price action and suggests that departures from this level may indicate more structured…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…

Indicadores técnicosVolatilidadeEstatística
MQL5 code base

This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
MQL5 code base

This document describes an MT5 chart indicator that displays broker-provided information about the selected symbol and market. It covers live prices, spread, market status, contract size, lot limits, tick value, margin details, swap values, trading mode, and…

ExecuçãoMicroestrutura de mercadoGestão do risco
MQL5 code base

XMA is described as a moving average whose output is filtered by a minimum price step. It first calculates a moving average using a selected period, calculation method, and applied price. The displayed value updates only when the difference from the prior…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…

Indicadores técnicosVolatilidadeSeguimento de tendências