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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

NonLagAMA is described as a heavily processed moving-average indicator with configurable smoothing and price inputs. Its displayed color changes when the direction of the trend changes, making the indicator a visual way to follow directional movement. The…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This MetaTrader Expert Advisor uses changes in the Waddah Attar Trend indicator’s histogram color to generate signals. A signal is recognized when a bar closes with a different histogram color, making the method a bar-close trend indicator trigger. The…

CâmbioSeguimento de tendênciasIndicadores técnicosTestes históricos
MQL5 code base

XprofuterDD is described as an indicator that attempts to anticipate price behavior several bars ahead. Its forward display distance is controlled by a shift input, while separate inputs set the signal period and moving-average period. The document supplies…

Indicadores técnicosTestes históricos
MQL5 code base

Renko 2.0 ATR is described as a non-trading MetaTrader 5 utility that generates custom symbol data on a one-minute chart. Its generated Renko bars can be configured using Average True Range, moving averages, and/or a percentage of ATR. The resulting custom…

Indicadores técnicosVolatilidadeTestes históricos
MQL5 code base

This brief indicator note describes a higher-timeframe variant of i4_DRF_v2 for MetaTrader 5. It exposes the chart period as an input parameter, with a four-hour period shown as the default, so users can select the timeframe from the indicator settings. The…

Indicadores técnicos
MQL5 code base

This document describes a chart indicator that displays three ATRSmoothed readings from different timeframes together. It assigns each timeframe a distinct visual treatment to make their relative values easier to distinguish: a histogram for the lower…

Indicadores técnicosVolatilidade
MQL5 code base

This indicator identifies breaks of price levels and ranks their significance by how long each level went unbroken. The description suggests that a break may mark the start of a reversal. A noise filter and a significance filter aim to suppress weak levels…

CâmbioIndicadores técnicosRutura de níveisReversão à média
MQL5 code base

The indicator combines three fast, smoothed Hull moving averages calculated from closing, high, and low prices. Their slopes provide a view of trend direction: the suggested approach is to wait until all three instances show the same slope color, then use…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This Expert Advisor description outlines a fixed-lot strategy using Ichimoku cloud values and candle direction to generate trades. A buy condition requires Span A to be above Span B, a bullish candle, and the close to fall between the two spans. A sell…

CâmbioIndicadores técnicosSeguimento de tendências
MQL5 code base

This tutorial explains how to prepare data and use Alphalens to evaluate cross-sectional alpha factors. It distinguishes factor research, which tests whether relative signal values predict later returns, from trading strategy evaluation, which also needs to…

EstatísticaTestes históricosInvestimento em fatoresConstrução de carteiras
MQL5 code base

The document describes an Expert Advisor that opens trades when the HighsLowsSignal indicator displays a star with the corresponding color and direction. It identifies the indicator file needed for the EA and notes that a supporting library is used for…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document explains Renko Line Break charts and compares their construction with standard Renko and Three Line Break charts. Unlike fixed-size Renko boxes, Renko Line Break boxes can vary in size but must meet a minimum pip threshold. Continuation requires…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This description covers a MetaTrader 5 expert advisor for managing trades from a chart. Traders can drag entry, stop-loss, and take-profit lines, with changes updating the setup. It supports market orders and pending orders, and offers fixed-point or…

ExecuçãoGestão do riscoDimensionamento de posiçõesVolatilidade
MQL5 code base

The document outlines a simple reversal approach using Williams %R. It treats a reading of -20 as overbought and suggests watching for a possible downward reversal and sell entry. It treats -70 as oversold and suggests a possible upward reversal and buy…

Indicadores técnicosReversão à média
MQL5 code base

MUV_DIFF is a trend indicator built from two XMUV moving averages. It displays two Momentum lines calculated from the moving average using SMA and EMA smoothing. A crossover between the lines is presented as a signal that the trend may be changing. The…

Indicadores técnicosMomentumSeguimento de tendências
MQL5 code base

This indicator measures high and low prices during configurable Asian, London, and New York trading windows, then freezes each range when its session ends. It flags a sweep only when a later bar penetrates a locked boundary by a minimum amount and closes…

CâmbioIndicadores técnicosRutura de níveisMicroestrutura de mercado
MQL5 code base

This chart indicator groups several Inner Circle Trader concepts into optional display modules. It identifies market structure shifts and breaks of structure from swing points, marks fair value gaps and implied gaps, and locates order blocks from candles…

Indicadores técnicosMicroestrutura de mercadoVolatilidadeExecução
MQL5 code base

This short indicator description compares the upper and lower shadows of each candlestick and marks a candle when one shadow is sufficiently larger than the other. The user sets a multiplier threshold; for example, a threshold of two marks a candle when…

Indicadores técnicosEstatística
MQL5 code base

This indicator guide explains volume profile as a histogram of trading activity across price levels within a chosen time range. Depending on the data available, it can count estimated trades or aggregate real volume, and it can display distribution modes,…

Indicadores técnicosMicroestrutura de mercadoEstatísticaExecução
MQL5 code base

VTS_HTF is presented as a version of the VTS indicator with a timeframe selection input. The user can specify the indicator’s chart period, with the example showing a four-hour period. This allows the indicator to reference a chosen timeframe while being…

Indicadores técnicos
MQL5 code base

UltraFatl_HTF is described as a version of the UltraFatl indicator that can calculate on a timeframe fixed independently of the chart’s timeframe. This lets the indicator be displayed on a chart while referring to a selected higher or otherwise different…

Indicadores técnicos
MQL5 code base

The Delta indicator plots two series: the bar’s average price, calculated from its open, high, low, and close, and a second series derived from the decimal logarithm of the ratio between the previous average price and the current one. Its stated formula adds…

Indicadores técnicosEstatística
MQL5 code base

This Expert Advisor concept combines MACD calculated on an adjustable, higher timeframe with a Stochastic oscillator on the chart’s current timeframe. The described setup uses the timeframe relationship as a core design choice, but the document does not…

CâmbioIndicadores técnicosDimensionamento de posiçõesGestão do risco
MQL5 code base

The document describes a CCI_Histogram_Vol indicator variant that allows the user to choose the timeframe through an input parameter. It gives a four-hour period as the default example, indicating that the indicator can be configured to use a chart interval…

Indicadores técnicos