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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
Quantpedia
86 documentos
TqSdk
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
Aulas Quantopian
45 documentos
Binance API docs
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 short technical note describes a version of the Impulse indicator that lets the user choose the chart timeframe used for its calculations. The example input defaults to a four-hour period, illustrating how the indicator can be applied from a selected…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This document describes an expert advisor that trades breaks of indicator-based fractal levels. In its default direction, an upward break of an upper fractal opens a buy position, while a downward break of a lower fractal opens a sell position. A reverse…

Indicadores técnicosRutura de níveisGestão do risco
MQL5 code base

This MetaTrader indicator plots a set of Murrey Math pivot levels on the price chart for traders who use support, resistance, and pivot references. It displays eight primary lines with additional levels, and can alert when a candle closes across one of them.…

Indicadores técnicosRutura de níveisFuturos
MQL5 code base

This automated trading system description outlines risk controls for an expert advisor. It calculates position size from either a chosen account-risk percentage or a fixed monetary amount, applies a maximum monetary risk cap, and can set stop losses…

Gestão do riscoDimensionamento de posiçõesVolatilidadeIndicadores técnicos
MQL5 code base

The document describes an indicator that plots up to six configurable price levels in a repeating pattern above and below an initial range. Traders can set offsets such as whole numbers and selected pip distances, then adjust each line’s visibility, color,…

Indicadores técnicosCâmbio
MQL5 code base

This article explains several ways to limit the effect of extreme observations in financial data, where outliers can distort derived features and model training. It covers percentile clipping, which caps values outside chosen quantiles, and a…

EstatísticaAprendizagem automáticaGestão do risco
MQL5 code base

The Corrected Average, also called the Optimal Moving Average, is described as a moving-average filter that adjusts its response to volatility. Its central rule is that the time series must move beyond a volatility-dependent threshold before the indicator…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

SumRSI is an indicator that averages RSI oscillator values calculated across a user-defined range of periods. Its inputs set the starting and ending lookback lengths, the applied price series, and a horizontal bar shift. The supplied defaults span periods…

Indicadores técnicosEstatística
MQL5 code base

BvsB is a trend-following indicator that combines Bears Power and Bulls Power, with one series inverted. The description proposes opening a position when the two lines intersect and reading sustained convergence as a sign that the prevailing trend is…

Seguimento de tendênciasIndicadores técnicosMomentum
MQL5 code base

A Kagi chart tracks price direction, typically using closing prices while disregarding time intervals and volume. The line extends as prices continue in their current direction. When price reverses by more than a chosen minimum amount, the chart turns and…

Indicadores técnicosSeguimento de tendênciasAções
MQL5 code base

Normalized Volume combines price movement with trading volume to help filter false signals during sideways markets. Its central premise is that strong directional moves are often accompanied by higher volume, so the indicator separates low- and high-volume…

Indicadores técnicosRutura de níveisExecução
MQL5 code base

This indicator description explains a ZigZag channel whose threshold moves with the Parabolic SAR instead of remaining fixed. It draws an analogy to trailing stops: as the Parabolic SAR level changes, the channel boundary adjusts, potentially tracking…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This indicator note describes a configurable drawing mode demonstrated with the Commodity Channel Index, while stating that the same approach can be applied to other oscillators. Its histogram mode adds a parameter specifying a number of confirmation bars,…

Indicadores técnicosEstatística
MQL5 code base

This indicator description presents a trader aid that combines two moving averages with the Relative Strength Index. It displays arrow signals intended to suggest when a pullback within the day’s prevailing trend may be ending, helping inform trading…

Indicadores técnicosSeguimento de tendênciasReversão à média
MQL5 code base

This document describes a chart indicator that summarizes account trading results. It displays profit and Buy/Sell position counts for currently open trades, closed trades over daily, weekly, monthly, and yearly periods, and the account’s full history. The…

Gestão do risco
MQL5 code base

The document describes a simple indicator that marks historical and current signals based on how far price moves over a chosen number of bars. It displays semaphore-style arrows and identifies entry points against the measured movement, adapting an idea from…

Indicadores técnicosReversão à média
MQL5 code base

This short listing describes an expert advisor whose trading approach is based on a custom ZeroLag MACD indicator. It identifies the idea’s originator and the person who implemented the MQL5 code, but does not explain the indicator settings, signal…

Indicadores técnicosAprendizagem automática
MQL5 code base

This brief description outlines a trading robot for the Hang Seng Trader listing. It combines a support and resistance indicator calculated on the active chart timeframe with Fibonacci lines derived from the high and low of daily bars. The stated…

CâmbioIndicadores técnicosExecuçãoGestão do risco
MQL5 code base

This library is designed to queue repeated MT5 Expert Advisor tests across combinations of symbols, timeframes, and date ranges. It supports both individual runs and optimization, including forward testing. The stated research uses include comparing a…

Testes históricosConstrução de carteiras
MQL5 code base

This indicator adjusts a simple moving average’s period to the chart timeframe, aiming to represent a comparable span of market activity across charts. The examples scale the lookback to the number of bars in a year or trading session: monthly and weekly…

Indicadores técnicosSeguimento de tendênciasCâmbio
MQL5 code base

This document introduces a multitimeframe version of the Donchian Channel, an indicator developed by Richard Donchian. For a selected lookback of n periods, the channel’s upper boundary is the highest high and its lower boundary is the lowest low. The space…

Indicadores técnicosRutura de níveisSeguimento de tendências
MQL5 code base

This document describes a histogram presentation of Thomas Stridsman’s Volatility Quality indicator. It says this version follows the original indicator’s approach rather than commonly used variations and differs from the regular version by plotting just one…

Indicadores técnicosVolatilidade
MQL5 code base

This short indicator description introduces a semaphore signal based on crossings between a conventional moving average and Kaufman’s Adaptive Moving Average (AMA). It identifies the indicator as an MQL4 work and notes that the original version was published…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This document outlines an automated foreign-exchange scalping strategy that uses a ZigZag indicator built from fractals. It limits the system to one open position at a time and specifies that the indicator reading should be taken from bar three, because the…

CâmbioIndicadores técnicosExecuçãoGestão do risco