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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 article advocates making trading decisions through explicit “if–then” plans rather than trying to predict market outcomes with certainty. It suggests defining actions in advance for possible price, company, and broad-market conditions, with examples…

Gestão do riscoDimensionamento de posiçõesAções
MQL5 code base

The document describes Average Percentage True Range (APTR), a volatility indicator attributed to a 2015 magazine article. It first calculates a percentage true-range value for each period using the high, low, and previous close, then applies a simple moving…

Indicadores técnicosVolatilidadeEstatística
MQL5 code base

This description outlines an automated swing-trading system using Bollinger Bands. It is presented for hourly and four-hour charts on major forex pairs and Nasdaq stocks, and can be configured for single trades or multiple trades in a hedging grid. The…

CâmbioAçõesIndicadores técnicosNegociação em grelha
MQL5 code base

This description presents a short-term Expert Advisor using Stochastic and Parabolic indicators, with a suggested 15-minute chart for EUR/USD and NASDAQ stocks. It states that the EA trades using the open candle’s price and offers stop loss and take profit…

Indicadores técnicosCâmbioAçõesMomentum
MQL5 code base

The Expert Advisor described combines a fast and a slow exponential moving average with RSI as a trend and momentum confirmation approach. It is intended to make trades from the relationship between the moving averages and RSI settings, although the document…

CâmbioSeguimento de tendênciasMomentumIndicadores técnicos
MQL5 code base

The document describes a QQE-style indicator that combines a smoothed RSI with fast and slow volatility-based trailing levels. It says the version uses RSX, a smoother RSI variant, as its momentum input, and adds fixed reference levels to help estimate trend…

Indicadores técnicosMomentumSeguimento de tendênciasVolatilidade
MQL5 code base

The TradeBreakOut indicator measures how far price is from breaking through recently established local support or resistance, with those levels derived from local lows and highs. Its period setting controls sensitivity: longer periods produce fewer signals,…

Indicadores técnicosRutura de níveis
MQL5 code base

This document explains how a ZigZag indicator identifies swings using depth-period highs and lows, while warning that its latest turning point can move as new prices arrive. A point that appears to mark a live top or bottom may therefore be provisional;…

Indicadores técnicosRutura de níveisSeguimento de tendências
MQL5 code base

The Power of JPY indicator is described as a measure of the yen’s relative strength, calculated from closing prices of seven currency pairs that contain JPY. The document proposes comparing the strength curves for the base and quote currencies of a forex…

CâmbioReversão à médiaIndicadores técnicos
MQL5 code base

This Expert Advisor runs separate long and short systems using signals from an Adaptive Renko indicator. It adds direction-specific money-management settings that examine a chosen number of recent trades and reduce the next position size when enough of those…

CâmbioSeguimento de tendênciasDimensionamento de posiçõesTestes históricos
MQL5 code base

This document describes a Bezier-weighted moving average built from prices over a chosen period. Each price is multiplied by a coefficient based on a binomial expression and a sensitivity parameter; the resulting weighted terms are summed. The user selects…

Indicadores técnicosEstatística
MQL5 code base

This indicator description explains how to mark regular and hidden divergences between price swings and the Awesome Oscillator histogram. It assigns different line styles and colors to bullish and bearish divergence types, and can display directional arrows…

Indicadores técnicosReversão à média
MQL5 code base

The document presents a modified Relative Strength Index that uses a step chart to filter small changes in the RSI reading. A user-selected step size, expressed as an RSI percentage, sets the minimum change treated as meaningful. The stated purpose is to…

Indicadores técnicosReversão à médiaEstatística
MQL5 code base

The document outlines a synthetic momentum indicator built by combining the momentum of five moving averages. It presents the concept as adapted from a forum idea, with the current version substantially changed for use across instruments. The moving averages…

Indicadores técnicosMomentum
MQL5 code base

The document describes a MetaTrader 5 script intended to close open positions in bulk. A user selects a mode from a drop-down menu and starts the script by placing it on a chart. The script iterates through open positions and is described as closing them…

ExecuçãoGestão do riscoMicroestrutura de mercado
MQL5 code base

The document describes an expert advisor for semi-automated trading from levels that a user defines manually. The trader marks a support or resistance level, or a breakout level, on the chart; the EA then places orders according to a direction chosen in…

Rutura de níveisIndicadores técnicosExecução
MQL5 code base

The indicator plots a trading account’s balance and equity as separate time series in a chart window. Balance reflects the account value excluding unrealized position changes, while equity fluctuates with those changes. Viewing both lines together can help a…

Testes históricosGestão do risco
MQL5 code base

This document describes an expert-advisor system that bases trades on the JMASlope indicator. It evaluates signals when a bar closes and lets the user select between two entry methods: a move through the oscillator’s zero line, or a change in the…

Indicadores técnicosRutura de níveisTestes históricosMatérias-primas
MQL5 code base

Range Rider compares a fast moving average of true range with a slower one, expressing the ratio as a percentage. The indicator is attributed to Larry Williams. Its purpose is to highlight periods when the price range is contracting; such compression may…

Indicadores técnicosVolatilidade
MQL5 code base

The document summarizes research using high-frequency trading data to estimate daily conditional probabilities of informed buying and selling, extending the probability-of-informed-trading approach. It applies these measures around merger announcements and…

AçõesNegociação de alta frequênciaOrientadas por eventosMicroestrutura de mercado
MQL5 code base

The document describes a watchdog for automated systems that read a daily file specifying which strategy to run or whether to remain flat. Its motivating failure occurred when a missed daily update left a prior decision in place, while a server clock moving…

Gestão do riscoExecução
MQL5 code base

The document presents the Fractal Dimension Index (FDI) as a way to distinguish directional price behavior from choppy conditions. It describes measuring the geometric roughness of a price curve over a rolling window: values nearer 1 indicate a smoother,…

Indicadores técnicosEstatísticaSeguimento de tendênciasReversão à média
MQL5 code base

The UDP indicator estimates how often prices move up or down during a chosen lookback period. It classifies each observation by comparing the selected applied price with its previous value: a rise contributes to the up series, and a fall contributes to the…

Indicadores técnicosEstatística
MQL5 code base

This document describes a DeMark TD chart indicator for traders who use TD lines. The tool marks TD points, plots the associated lines, reports their current values, and calculates target levels. Its controls let the user show or hide comments, TD points, TD…

Indicadores técnicosAções