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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

The document outlines an Expert Advisor that trades signals from the Extrem_N indicator. A signal occurs at a bar’s close when one colored line appears after the other color’s line disappears; the direction depends on which color replaces which. The system…

CâmbioIndicadores técnicosTestes históricosGestão do risco
MQL5 code base

The document describes an indicator that converts incoming tick data into a one-tick-period chart in MetaTrader. It adapts the platform’s period-conversion approach to store ticks in standard history files, which lets the user open the result as an offline…

Microestrutura de mercadoIndicadores técnicosExecução
MQL5 code base

The indicator creates an aggregated trade report from three inputs: a magic number, a start date, and an end date. Its report presents financial results in the account's deposit currency and also in points. Point totals do not account for position sizes, so…

EstatísticaTestes históricos
MQL5 code base

This trading system uses the MACD_Xtr indicator to generate trades. It enters at the close of a bar when a red or green bar appears, and exits either through a pending order or when the bar color changes. The document describes a test on USDCHF at the…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document describes a MetaTrader 5 indicator named Wajdyss Ichimoku Candle HTF. Its distinguishing feature is an input that lets the user select the chart period used by the indicator, with a four-hour period shown as the default. This allows the…

Indicadores técnicos
MQL5 code base

The document describes an automated strategy that buys more as a contract price falls and sells more as it rises. Despite being labeled arbitrage, the approach trades price moves in exchange contracts without requiring a corresponding commodity price…

CâmbioReversão à médiaArbitragemGestão do risco
MQL5 code base

The document describes a QQE-based approach for assessing trends with a polychromatic momentum indicator. It characterizes the underlying momentum measure as fast, which can help identify trend changes promptly but may also make its signals overly sensitive.…

MomentumIndicadores técnicosSeguimento de tendências
MQL5 code base

TrendManager is described as a trend-detection indicator that displays its readings as a colored cloud. The document identifies Matt Kennel as the author and notes that the indicator was originally written in MQL4 and published in 2007. The description does…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes an indicator that applies a moving average to a linear regression and surrounds it with two channel widths, similar in concept to Bollinger bands. It names a narrow channel for reversal signals and a wider channel for breakouts. The…

Indicadores técnicosEstatísticaRutura de níveisReversão à média
MQL5 code base

This indicator synchronizes a chosen candle’s time window across open charts of the same symbol, allowing a trader to compare that moment across different timeframes. A host chart publishes the selected candle’s open and close times, closing price, and…

Indicadores técnicosMicroestrutura de mercadoExecução
MQL5 code base

The document describes an MT4 script that totals the net imbalance across existing positions and places a trade in the opposite direction for that amount. Its examples show how the hedge changes as buys and sells accumulate: an excess of buy volume leads to…

CâmbioGestão do riscoDimensionamento de posições
MQL5 code base

The document describes a trade-history analysis that rebuilds trades from historical deals and reports metrics intended to assess entry and exit efficiency. Maximum adverse excursion (MAE) measures the largest move against a position while it is open, while…

EstatísticaGestão do riscoTestes históricos
MQL5 code base

The document introduces an L1 trend filter as a way to extract piecewise-linear trends from noisy price data while retaining major market structure. It describes a demonstration implemented in MQL5 for both float and double vectors, applied to simulated…

EstatísticaIndicadores técnicos
MQL5 code base

MarketPredictor is described as an open-source MetaTrader 5 Expert Advisor that applies mathematical tools to historical prices and future scenarios. Its stated methods include Fast Fourier Transform analysis to identify dominant frequency patterns and Monte…

CâmbioAprendizagem automáticaEstatísticaTestes históricos
MQL5 code base

The document describes a chart indicator that displays a moving average in candlestick form. Rather than presenting the usual price candles, it visualizes the calculated average as a sequence of bullish or bearish candles, providing a candle-style view of…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This indicator description combines divergence between fast and slow Momentum oscillators with a confirming candlestick combination to generate semaphore-style signals. The oscillators are assessed using extreme points from the most recent five bars, and a…

MomentumIndicadores técnicosAções
MQL5 code base

This indicator adapts the advance-decline line to the symbol being analyzed: it counts that instrument’s own advances and declines rather than aggregating other instruments. The document proposes adding floating levels to help assess trend direction because…

Indicadores técnicosAçõesEstatística
MQL5 code base

The Expert Advisor combines an initial buy or sell position with a protective stop order, then builds a grid of pending orders at set price intervals. It uses ADX on a configurable timeframe to choose the grid style: below 40 it places limit orders, while…

CâmbioNegociação em grelhaIndicadores técnicosGestão do risco
MQL5 code base

The document briefly introduces the Tim Morris moving average system, also called TMMA, and attributes its creation to Tim Morris in 2004. It says traders use the system for scalping and other short-term trades, with the 15-minute chart identified as a…

Indicadores técnicosNegociação de alta frequência
MQL5 code base

This document describes an Expert Advisor that maintains a grid of pending orders above and below the current market price. Users can configure the number of orders per side, spacing, order types, lot size, slippage allowance, take-profit distance, and a…

CâmbioNegociação em grelhaExecuçãoGestão do risco
MQL5 code base

This note introduces a smoothed variation of the range-weighted exponential moving average. It attributes the smoothing approach to a method discussed by Lee Leibfarth in work on adaptive price zones. The stated aim is to reduce noisy changes in the…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This brief indicator note describes an RSI variant whose calculation allows users to choose both the lookback length and the smoothing method. It contrasts this flexibility with the conventional RSI description given in the source, which uses exponential…

Indicadores técnicosEstatística
MQL5 code base

The document describes a short-term stock screen combining three technical conditions: price range greater than one, a gain below six percent at the 9:25 observation, and three consecutive bearish daily candles. It frames consecutive down days as a possible…

AçõesIndicadores técnicosReversão à médiaMercados da China
MQL5 code base

This document describes configuration options for a MetaTrader 4 TD Sequential indicator. It explains that the calculation can be limited to a specified number of bars or run across all available bars, with a larger calculation range taking longer. Display…

Indicadores técnicos