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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 brief document identifies an indicator called SessionRangeBreakout and says its author uses breakouts from the Asian trading range when trading gold. It provides a little context for the indicator’s intended market and general approach: define a session…

Matérias-primasRutura de níveisIndicadores técnicos
MQL5 code base

The document presents a variation on MACD signals that uses Bollinger Band Stops in place of the conventional signal line. It also describes a risk-percentage setting that affects how quickly the stops respond: a smaller risk percentage makes them react…

Indicadores técnicosVolatilidadeGestão do risco
MQL5 code base

This MetaTrader 5 indicator adapts an earlier MetaTrader 4 tool that searches price history for candle sequences resembling a selected recent pattern. It uses dynamic time warping (DTW) to identify candidate matches and presents possible future price paths…

Indicadores técnicosEstatísticaTestes históricos
MQL5 code base

ColorMFI_X20 is a chart indicator that displays twenty Money Flow Index lines in one window, using sequential periods that begin at a configurable starting period and advance by a configurable step. Each line can be colored according to its position relative…

Indicadores técnicosAçõesEstatística
MQL5 code base

The document identifies logarithmic Garman–Klass volatility as one possible method for estimating volatility. It offers no derivation, formula, input requirements, comparison with other estimators, or empirical results, so it serves only as a brief pointer…

VolatilidadeEstatística
MQL5 code base

This document describes a modified variable moving-average indicator that can replace its averaging method, display the latest value as a price label, and round channel levels to a chosen number of digits. Its main analytical feature is a three-level…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

The document explains a correlation indicator for comparing price changes in two symbols. It describes values from positive one to negative one: positive values indicate prices tending to move together, negative values indicate movement in opposite…

Indicadores técnicosEstatísticaNegociação de pares
MQL5 code base

This MetaTrader Expert Advisor trails the stop loss of an open position along the boundary of a channel formed by an ATR_Trailing indicator. It updates the stop only when a new bar forms, using data from the newly closed bar, and only when the resulting stop…

Indicadores técnicosVolatilidadeGestão do riscoExecução
MQL5 code base

The document describes a short-term signal method that combines Stochastic direction with price crossing a moving average and an ADX-based trend assessment. A long setup requires Stochastic to rise, price to break the moving average, and the trend to…

Indicadores técnicosRutura de níveisSeguimento de tendências
MQL5 code base

The Vertical Horizontal Filter (VHF), introduced by Adam White in 1991, is designed to assess whether prices are trending or moving sideways. The document presents it as a way to guide the choice between trend following and range oriented indicators. It…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The post introduces a custom simulator intended to provide trade-event notifications in MQL4, where the author says the built-in OnTrade event was not yet supported in the referenced build. The proposed event categories cover opening an instant order,…

ExecuçãoGestão do risco
MQL5 code base

This document describes a MetaTrader 5 version of the TDI-2 indicator that can use a selected chart timeframe, with a higher-timeframe setting shown as an example. It also explains how the repeater variant is compiled with the original custom indicator…

Indicadores técnicosExecução
MQL5 code base

This note describes a MACD-style indicator built around the difference in responsiveness between an exponential moving average and a simple moving average. Its central idea is to use that speed difference with a single period, instead of the separate fast…

Indicadores técnicosMomentum
MQL5 code base

The Notis oscillator uses the distances from the close to the intraday high and low to form two smoothed series. In its default, non-cumulative mode, the gap between the Plus and Minus lines is presented as a measure of volatility; their crossing is…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes a MetaTrader indicator for MT4 and MT5 that calculates a breakeven price level from open positions and displays it as a horizontal chart line. It also reports the number of trades, total lots, and distance from the breakeven level in…

Gestão do riscoDimensionamento de posiçõesExecução
MQL5 code base

This document explains how to add notifications to the BrainTrend2Sig semaphore indicator in MetaTrader. It introduces inputs for selecting the signal bar, enabling sound, email, or mobile push alerts, and setting an alert limit. Buy and sell routines…

Indicadores técnicosExecução
MQL5 code base

This description presents a chart indicator that classifies volume bars into categories such as buying climax, selling climax, churn, climax churn, weak candle, and ordinary volume. It displays those categories with colors and adds a moving average of…

Indicadores técnicosMicroestrutura de mercadoExecução
MQL5 code base

This brief indicator description explains a simple way to display Fibonacci levels on a MetaTrader chart. The levels are calculated from the most recent bar on a user-selected timeframe, then redrawn whenever a new bar appears. User-configurable settings…

Indicadores técnicosFuturosCâmbio
MQL5 code base

The Channel Balance indicator measures where the median price, defined as the average of the high and low, sits within the highest-to-lowest price range over a chosen period. It first normalizes that position: subtract the period low from the median price…

Indicadores técnicosEstatísticaFuturos
MQL5 code base

The document outlines an automated grid approach that places equally spaced pending limit orders around the current market price. It places sell limits above price and buy limits below, with the trading range derived from weekly highs and lows. Once orders…

Negociação em grelhaExecuçãoGestão do riscoCâmbio
MQL5 code base

This short-term forex strategy combines a 34-period exponential moving average, a 50-period Commodity Channel Index, and the default MACD settings. It is presented as having been tested on EUR/USD and as best suited to a 15-minute chart. The proposed buy…

CâmbioIndicadores técnicosMomentum
MQL5 code base

The document defines a Hurst oscillator using two smoothing steps. First, it calculates a centered moving average by offsetting a simple moving average of median price by half the selected period. Separately, it assigns a flow value based on the close’s…

Indicadores técnicosEstatística
MQL5 code base

The document describes two interpretations of the Chaikin volatility indicator. One view associates rising volatility with nervousness near market tops and falling volatility with the late stages of market bottoms, when participation may have waned.…

VolatilidadeIndicadores técnicosGestão do risco
MQL5 code base

The document briefly describes a Rapid RSI indicator variant that applies T3 price prefiltering before presenting its RSI output. It also explains an MT5 display feature: the indicator line can change color across user-defined value steps, with 20 steps…

Indicadores técnicos