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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

RVIDiff is an indicator that displays the smoothed difference between the main and signal lines of the Relative Vigor Index as a colored histogram. The description establishes what the plotted values represent, but does not specify the smoothing formula,…

Indicadores técnicosEstatística
MQL5 code base

This document describes a moving average indicator that combines a digital low-pass filter with conventional averaging. The digital filter coefficients are generated using a filter-design program, and the resulting values are further smoothed with an…

Indicadores técnicosEstatística
MQL5 code base

This document describes an informational MetaTrader 5 chart indicator for reviewing account and position risk before placing an order. It displays balance or equity, margin figures, bid and ask, spread, broker volume constraints, open positions, and floating…

Gestão do riscoDimensionamento de posiçõesExecução
MQL5 code base

The Choppiness Index is presented as an oscillator for classifying market conditions as trending, flat, or undergoing unstable consolidation. Its histogram uses colors to distinguish established trends, trend transitions, flat conditions, and unstable…

Indicadores técnicosSeguimento de tendênciasVolatilidadeEstatística
MQL5 code base

The document introduces EMA deviation as an alternative to standard deviation for measuring volatility. Standard deviation is described as a measure of dispersion, commonly used in technical analysis to quantify current volatility. The usual calculation uses…

VolatilidadeIndicadores técnicosEstatística
MQL5 code base

The document describes an MT4 utility for estimating a proposed trade’s risk and potential reward before entry. Inputs include entry, stop-loss and take-profit prices, position size, and an account-value basis selected from balance, equity, or a custom…

Gestão do riscoDimensionamento de posiçõesExecução
MQL5 code base

This post outlines a Chinese equity screen based on capital strength and company scale. It proposes ranking stocks by a capital-flow measure and selecting firms above a stated size threshold, using 2021 data. The suggested measure relates net inflow to…

Mercados da ChinaAçõesInvestimento em fatoresGestão do risco
MQL5 code base

This document describes SSIFT, an indicator that combines a stochastic calculation with an inverse Fisher transform and Rainbow Smoothing. It identifies three configurable inputs: the calculation period, the slowing setting, and the price series used in the…

Indicadores técnicosEstatística
MQL5 code base

This brief description presents an Expert Advisor designed only for hedge accounts. It opens two positions in opposite directions, then waits until both positions have closed through their stop-loss or take-profit levels. Once both are closed, it opens…

CâmbioExecuçãoGestão do risco
MQL5 code base

This brief description introduces an Expert Advisor based on fast DeMarker and Stochastic indicators. It says the system uses hidden stop-loss and take-profit levels, with the stop loss set after a minimum take-profit level has been reached. The author…

CâmbioIndicadores técnicosGestão do riscoExecução
MQL5 code base

This document outlines a trading system based on the UltraWPR indicator. It generates a trade signal at bar close when the indicator cloud changes color. A position can be closed by a pending order or when the cloud switches to a color opposite to the…

CâmbioIndicadores técnicosTestes históricosSeguimento de tendências
MQL5 code base

This document describes a Chinese equity screen combining a turnover range of 3% to 12%, at least one limit-up event within the preceding 25 days, and a current control-plate reading above 21. It presents the idea as a way to find active shares with recent…

Mercados da ChinaAçõesMomentumIndicadores técnicos
MQL5 code base

This document introduces the Trend Intensity Index as an oscillator displayed in a color histogram. It identifies the indicator and notes that its implementation relies on a smoothing library for intermediate calculations. The source offers no formula,…

Indicadores técnicos
MQL5 code base

This document describes a MetaTrader expert advisor that uses a moving average as a reference for opening and adding positions. It opens buys when price is above the average by a configured distance and sells when price moves below it by that distance.…

CâmbioIndicadores técnicosDimensionamento de posiçõesGestão do risco
MQL5 code base

ForexLine is a trend indicator that displays a moving-average line in different colors according to the detected trend direction. It determines direction by comparing the relative positions of a fast smoothed average and a slower smoothed average, using…

CâmbioSeguimento de tendênciasIndicadores técnicos
MQL5 code base

The document explains how a mutex can prevent concurrent trading scripts or terminals from accessing shared data at the same time. Without synchronization, one process may read data while another is still writing it, potentially producing inconsistent…

ExecuçãoMicroestrutura de mercado
MQL5 code base

This document describes an Expert Advisor that trades signals from the PPO Cloud oscillator. It enters when a bar closes with a crossover between the indicator’s main and signal lines, together with a change in the cloud’s color. The description identifies…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The i-DRProjections indicator forecasts a trading day’s price range using data from the preceding day. Its calculations are described as based on Thomas R. DeMark’s book New Science of Technical Analysis. The accompanying usage guidance says the projection…

Indicadores técnicosEstatísticaGestão do risco
MQL5 code base

This document explains a volatility indicator based on a GARCH(1,1) recursion. The model estimates conditional variance from a constant term, the latest shock, and persistence in earlier variance. Its displayed forecast line rises after large return changes…

VolatilidadeEstatísticaIndicadores técnicos
MQL5 code base

This document describes a simple signal module that compares the selected price with a moving average. It issues a buy signal when price is above the average and a sell signal when price is below it; an optional reverse setting swaps those outputs. The…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document explains the Bollinger Band squeeze as a way to identify periods when price volatility has contracted. It describes the conventional bands as a 20-period simple moving average with upper and lower boundaries set two standard deviations away.…

Indicadores técnicosVolatilidadeRutura de níveis
MQL5 code base

The document describes a tool for assessing portfolios of expert advisors (EAs) across three dimensions: correlation between daily profit-and-loss series, the hours and weekdays when strategies trade, and diversity across asset classes. It combines dimension…

MultiactivosConstrução de carteirasGestão do riscoEstatística
MQL5 code base

The document describes a MetaTrader 5 replay trainer for practicing trades on Renko charts. Users choose a historical interval and brick size, load available broker tick data, then advance the replay manually or one brick at a time. Virtual buy and sell…

Testes históricosIndicadores técnicosGestão do risco
MQL5 code base

This indicator description presents an all-in-one version of Woodies CCI. It emphasizes correct implementation of the system’s trend-change rules, including the required yellow bar, and adds colored slope lines for an exponential moving average and a linear…

Indicadores técnicosFuturosMomentumTestes históricos