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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 note describes a modification to an existing Expert Advisor that lets users set RSI and Momentum parameters. Its concrete example is an RSI buy restriction: when the configured limit is 70, the system will not place a pending buy order while RSI…

Indicadores técnicosMomentumExecução
MQL5 code base

This indicator identifies swing highs and lows by comparing each candidate bar with a fixed number of bars on either side. A high must exceed the highs to its left and meet or exceed those to its right; lows use the mirrored rule. The indicator waits until…

Indicadores técnicosTestes históricos
MQL5 code base

This brief description presents a configurable-timeframe version of the classic zigzag indicator. It lets a trader display zigzag swings calculated from a selected higher timeframe on a chart using a lower timeframe. The stated purpose is visual analysis…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

The document explains a MetaTrader class for calculating and accessing MACD values through a ring buffer. Initialization options cover fast, slow, and signal periods; their moving-average methods; buffer capacity; and array indexing orientation. The class…

Indicadores técnicosSeguimento de tendênciasAções
MQL5 code base

The document describes a configurable Triple Exponential Moving Average indicator intended as a lower-lag alternative to conventional moving averages. It explains that the indicator combines single, double, and triple smoothing stages, and exposes separate…

Indicadores técnicosAçõesSeguimento de tendências
MQL5 code base

The document briefly introduces Murrey levels as a charting framework for interpreting possible changes in price movement. It attributes the method to ideas derived from Gann theory, specifically an eight-by-eight square used to relate price movement to…

Indicadores técnicosTestes históricos
MQL5 code base

This document describes an MT5 footprint indicator that breaks higher-timeframe bars into price-level activity using lower-timeframe tick or real-volume data. It calculates buy-versus-sell volume delta and displays features including point-of-control…

Microestrutura de mercadoExecuçãoFuturosIndicadores técnicos
MQL5 code base

This document explains how to estimate a broker's server time zone and daylight-saving status from historical quote data. The method examines the distribution of weekly market opening times, using recurring peaks in inferred offsets to distinguish standard…

CâmbioEstatísticaExecuçãoTestes históricos
MQL5 code base

This brief note describes an extended version of a deviation-scaled moving average. It says the earlier formulation uses a filter based on the difference between the current close and the close two bars earlier. The extension changes that filter so the…

Indicadores técnicosEstatística
MQL5 code base

This indicator displays the trend state or trade direction generated by a companion ForexProfitBoost signal indicator. It represents continuation with a horizontal arrow and a changed trend with a diagonal arrow; color and direction convey the bias. The…

CâmbioIndicadores técnicosSeguimento de tendências
MQL5 code base

This read-only tool estimates how far an averaging or grid position chain can move against an account before broker stop-out. It accounts for cumulative floating losses across the legs, margin locked by open trades, the broker’s stop-out threshold, and the…

Negociação em grelhaGestão do riscoDimensionamento de posiçõesEstatística
MQL5 code base

This Expert Advisor is a configurable framework for studying trade management around a moving-average bias. It can switch between long and short positions, restrict trading to one direction, or add positions as price moves either with or against the existing…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
MQL5 code base

This tutorial explains four pending-order types used in an Expert Advisor: buy limit and sell limit orders placed away from the current price for a potential reversal, and buy stop and sell stop orders placed beyond the current price for a potential move…

ExecuçãoCâmbioDimensionamento de posições
MQL5 code base

The document describes ADXm as a variation on the Average Directional Index intended to communicate market direction as well as trend strength. It distinguishes this from standard ADX, whose value indicates trend conditions but does not itself show whether…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document introduces an indicator built from a deviation-scaled moving average, described as an extension of the exponential moving average. It adds self-adjusting levels that can either be recalculated or inherit previously computed values, creating…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This note describes a variation of the Commodity Channel Index that uses exponential moving averages in place of the simple moving averages used in the original formulation. The change is the central methodological detail; the document does not explain how…

Indicadores técnicosMatérias-primas
MQL5 code base

This expert advisor uses the Ichimoku Kinko Hyo system. It opens a long or short position when the Chikou Span crosses price, then requires confirmation from price and Chikou Span relative to the Kumo cloud. It also filters entries by a user-set minimum…

CâmbioIndicadores técnicosDimensionamento de posiçõesGestão do risco
MQL5 code base

This document describes an MQL5 Expert Advisor signal module that combines bullish or bearish reversal candlestick patterns with the Stochastic oscillator. It proposes entering long after a bullish pattern with the oscillator’s signal line below 30, and…

Indicadores técnicosReversão à médiaTestes históricosCâmbio
MQL5 code base

This indicator description explains how a moving average can display trend direction and relative strength through colored dots. It calculates the standard deviation of the ColorXPWMA_Digit indicator and compares that value with two configurable thresholds.…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This document describes a simple automated strategy using a fractal RSI oscillator. It opens a short position when the oscillator crosses downward through an overbought threshold and opens a long position when it crosses upward through an oversold threshold.…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document describes a Fractal Keltner indicator that expands the width of a Keltner channel. Its stated purpose is to reduce false entry and exit signals by requiring price movement to clear a wider channel boundary. This makes it a channel-based…

Indicadores técnicosVolatilidade
MQL5 code base

This expert advisor closes open positions for the chart’s symbol when price reaches or crosses the Kijun Sen. In Stealth Mode, a buy closes when Bid is at or below the line, while a sell closes when Ask is at or above it; a price gap triggers closure at the…

ExecuçãoIndicadores técnicosGestão do risco
MQL5 code base

The document explains the T3 moving average, attributed to Tim Tillson, as a smoother intended to reduce lag while filtering price noise. Its calculation cascades six exponential moving averages, then combines the final stages using coefficients derived from…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This brief description presents XDPOCandle, an indicator that displays the output of the XDPO algorithm as a sequence of candlesticks. The indicator processes a relevant price time series and renders the resulting values in candle form, which the document…

Indicadores técnicos