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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
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

This indicator compares the current close with the latest detected upper and lower fractals and assigns a directional label. A close above the latest upper fractal receives a positive label, while a close below the latest lower fractal receives a negative…

Indicadores técnicosRutura de níveis
MQL5 code base

The document describes an implementation of the Tillson T3 indicator. It highlights an implementation detail: the calculation uses six exponential moving averages internally while avoiding separate auxiliary indicator buffers for those intermediate values.…

Indicadores técnicos
MQL5 code base

This document describes an alert-enabled DeMarker histogram indicator. It can notify a trader when the histogram crosses zero, changes direction, breaks an overbought or oversold threshold, or exits one of those regions. The alert options include sound,…

Indicadores técnicosExecução
MQL5 code base

The PricePosition indicator is described as a rule-based display that compares price with an angle section line. It marks a buy when price rises above the line and a sell when price falls below it. It also displays current open, high, low, and close values,…

Indicadores técnicosMomentum
MQL5 code base

The document describes an expert advisor that tracks open-order profit and applies a virtual trailing stop. The stop level is calculated from a per-minimum-lot profit allowance, scaled according to the order’s lot size. For example, the stated settings leave…

CâmbioGestão do riscoExecução
MQL5 code base

This document describes a version of the MAMA indicator that lets the user select the timeframe used for its calculation through an input parameter. It presents the indicator as either two lines or a colored cloud, allowing higher timeframe information to be…

Indicadores técnicos
MQL5 code base

This indicator description outlines a volatility breakout method using two envelopes around a moving-average baseline. The inner envelope is treated as a filter for ordinary price movement: a move beyond it can signal momentum ignition. The outer envelope…

Rutura de níveisVolatilidadeIndicadores técnicosGestão do risco
MQL5 code base

The document describes a configurable version of an average-penetration technical indicator, referring to an earlier article by Markos Katsanos. It says the original approach uses closing prices to assess penetration, while this version also lets the user…

Indicadores técnicos
MQL5 code base

Moving Slope Rate of Change (MSROC) replaces the simple price difference used by conventional Rate of Change with the slope of a least-squares regression line. The document presents this as a way to smooth the signal and reduce false signals relative to…

Indicadores técnicosSeguimento de tendênciasMomentumEstatística
MQL5 code base

This document describes a helper for identifying confirmed swing highs and lows, intended as a starting point for studying price structure in MQL5. Its listed settings include the number of bars considered on each side of a pivot and an optional minimum…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

The document explains an ICT charting concept that treats daily, weekly, and monthly opening prices as reference levels. It describes the Power of Three sequence as accumulation around an open, a manipulation move beyond it intended to trap traders, and…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

This Chinese-language tutorial outlines a data collection workflow for studying cryptocurrency prices and the relationship between mining hashrate changes and prices. It first retrieves a list of coins from F2Pool, then requests chart data for each coin and…

CriptoativosEstatística
MQL5 code base

This document describes a script for analyzing the structure of a strategy’s drawdowns from daily profit-and-loss data. It rebuilds an equity curve from a starting capital value, derives an underwater curve, and separates that curve into individual drawdown…

Gestão do riscoEstatísticaTestes históricos
MQL5 code base

This MetaTrader 5 indicator plots upper and lower price bands around a moving average. Its ATR mode scales the bands using the symbol’s average volatility, while an optional standard Envelopes mode displays percentage-based bands. Users can show either type…

Indicadores técnicosVolatilidade
MQL5 code base

This note presents an extended Bollinger Bands indicator. It describes the familiar construction around a simple moving average using a standard-deviation measure, and adds an option to calculate sample standard deviation instead of the usual version. It…

Indicadores técnicosVolatilidadeRutura de níveis
MQL5 code base

This note describes a Williams %R indicator adjusted for simple volatility. It also adds optional low-lag smoothing to reduce the indicator’s rapid fluctuations. The smoothing can be disabled by setting its period to one or less. The indicator shifts…

Indicadores técnicosVolatilidade
MQL5 code base

The Chaos vs Movement indicator is described as a volatility-based filter for distinguishing active price movement from flat or choppy conditions. Its intended role is to keep traders out of range-bound periods while allowing participation near the…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

Natural market slope is presented as an indicator that combines linear regression slopes calculated over multiple periods. The component slopes are weighted by coefficients and combined into one measure intended to summarize the market's directional…

Indicadores técnicosMomentumSeguimento de tendênciasEstatística
MQL5 code base

This brief description presents an indicator that combines a Donchian channel with Fibonacci retracement levels. It identifies the two tools but does not explain how their signals interact, define entry or exit rules, or provide performance evidence, so it…

Indicadores técnicosRutura de níveis
MQL5 code base

MultiX2MASignal presents trend information from four X2MA indicators, each calculated on a different time frame. It displays one line per indicator: blue when the indicator is rising and orange when it is falling. Colored points mark changes in the bar for…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This educational MetaTrader 5 strategy trades continuation after a qualifying gap between the prior Nikkei 225 cash-session close and the new session open. It builds an opening range from one-minute bars, calculates session VWAP, and considers a long after…

FuturosRutura de níveisIndicadores técnicosGestão do risco
MQL5 code base

This document presents a technical indicator that combines the Chaikin Oscillator, Commodity Channel Index, and iMomentum into a smoothed value displayed as a two-color histogram. Its formula multiplies the three component series, dividing the Chaikin value…

Indicadores técnicosMomentum
MQL5 code base

The document describes an account-level risk management tool for MetaTrader 5. It outlines controls for equity drawdown, daily losses, trailing drawdown from peak equity, trading hours, spreads, position counts, total lot exposure, and daily order counts.…

Gestão do riscoDimensionamento de posiçõesExecução
MQL5 code base

The document introduces a percent-based volatility bands indicator, referring to a proposal by David Rooke. It first characterizes Bollinger Bands as a simple moving average surrounded by bands set at multiples of price standard deviation. It then highlights…

VolatilidadeIndicadores técnicosEstatística