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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 indicator presents the Commodity Channel Index as candles. It calculates separate CCI values from smoothed high, low, open, and close prices, then combines those four values into a candle-style display. The resulting view can be read against selected…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

The document outlines a charting tool for Volume Spread Analysis (VSA). It describes coloring price bars by interpreted volume context: green for signs of strength, red for signs of weakness, blue for equilibrium bars, and yellow for price patterns without…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

This indicator description explains a trend-envelope approach that uses price movement to decide whether a trend has changed or remains in place. In the described variant, Average True Range (ATR) replaces a fixed percentage change as the basis for measuring…

Indicadores técnicosSeguimento de tendênciasVolatilidade
MQL5 code base

The document describes the Choppiness Index as a way to characterize how price moves between directional trends and irregular, range-bound behavior. Its conceptual basis is fractal geometry: a comparatively straight, trending price path is associated with a…

Indicadores técnicosEstatística
MQL5 code base

The document describes a third-generation moving average indicator and compares it with a conventional exponential moving average. It says the third-generation version responds to price changes somewhat faster and has slightly less lag, while still remaining…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This MQL5 example demonstrates reading a text file from the terminal’s local files area and printing its contents one string at a time. It opens a named file in a specified subdirectory, using a selectable text encoding, then repeatedly calls the…

Execução
MQL5 code base

The document describes the Ahrens Moving Average, an indicator attributed to Richard D. Ahrens and introduced in a technical analysis article. It identifies one configurable input, the calculation period, and gives a recursive calculation. The update adjusts…

Indicadores técnicosAções
MQL5 code base

The document describes a simple MetaTrader trading rule that compares closing prices across bars. On each bar, it opens a sell position when the first bar’s close exceeds the third bar’s close, and opens a buy position when the third bar’s close exceeds the…

Indicadores técnicosMomentumExecução
MQL5 code base

This short description presents a KNJ ZigZag indicator that displays values at swing highs and lows. Users can configure depth, deviation, and backstep parameters, choose pivot colors, and independently show or hide the ZigZag line, pivot values, and swing…

Indicadores técnicosAções
MQL5 code base

This Expert Advisor is described as a reversal strategy based on changes in the direction of an Ergodic Ticks Volume OSMA histogram. It generates a signal when a bar closes and the histogram switches direction. The document identifies USDJPY on an eight-hour…

CâmbioIndicadores técnicosTestes históricosExecução
MQL5 code base

This brief description presents a stochastic oscillator calculated from moving averages rather than directly from price. The change is offered as a way to filter some of the noise that can occur when the oscillator is applied to raw prices. It lists simple,…

Indicadores técnicosEstatística
MQL5 code base

This document introduces ATRSmoothed, an Average True Range indicator that applies an additional averaging method to the resulting ATR curve. The added smoothing is intended to make the volatility series less jagged while retaining its basis in true range, a…

Indicadores técnicosVolatilidade
MQL5 code base

This indicator adds a three-level trend-strength display to the FineTuningMA moving average. It uses standard deviation and two configurable thresholds: when the measure falls between the thresholds, a small dot appears in the color of the current trend;…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

This document describes a chart indicator that draws expanding price ranges as filled channels, with a centerline and multiple upper and lower levels. It can issue alerts and send messages when price breaks through the expanding range. A configurable offset…

Indicadores técnicosRutura de níveisExecução
MQL5 code base

This indicator description proposes replacing fixed Aroon oscillator thresholds with levels derived from quantile bands. The stated aim is to make trend and potential overbought or oversold signals adapt to the oscillator’s observed distribution, rather than…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

This note introduces MyRsi with Noise Elimination Technology, an RSI-style indicator attributed to John Ehlers and described as appearing in a December 2020 issue of TASC. Its noise-reduction approach uses a form of Kendall autocorrelation to filter signals.…

Indicadores técnicosEstatísticaMomentum
MQL5 code base

This document describes a trading rule that smooths Commodity Channel Index (CCI) values with an exponential moving average (EMA), then uses crossovers between the two series to open and close positions. A downward cross of the EMA through CCI opens a long…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The document describes a standalone trading panel for setting take profit and stop loss levels on an open position. A trader enters a position with a mouse click, sets the target and stop prices, and enables the expert advisor to monitor the market. When the…

ExecuçãoGestão do risco
MQL5 code base

The document describes a trend indicator called SlopeDirectionLine and lists its configurable inputs. Users can select two smoothing methods and adjust their lengths or phase parameters, choose the applied price, and shift the indicator horizontally or…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This brief page describes a version of a polynomial regression indicator that allows the user to select its calculation timeframe through an input parameter. The example default is a four-hour period, indicating that the indicator can be configured to use a…

Indicadores técnicosEstatística
MQL5 code base

This indicator modifies an ADX-style trend-strength display by using the Vertical Horizontal Filter to adapt its response. The description says the adaptive version reacts more quickly to market changes than the regular version, with signals tending to…

Indicadores técnicosSeguimento de tendênciasMomentum
MQL5 code base

The document describes a chart-display indicator that renders candlesticks from a higher timeframe using the MA Rounding Candle indicator. It draws the candle bodies and shadows as filled rectangles, allowing higher-timeframe candle structure to appear on a…

Indicadores técnicos
MQL5 code base

The document describes a MetaTrader 5 indicator based on a form of Jurik-style smoothing and proposes it for assessing trends. It characterizes the smoothing as both responsive to price changes and smooth, qualities that may help reduce noisy fluctuations…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This note describes an Expert Advisor designed to test random market entries rather than implement a researched trading signal. It opens positions according to a random number generator, with stop loss and take profit configured to similar settings through a…

Testes históricosExecuçãoGestão do riscoDimensionamento de posições