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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

The document describes a dynamic zigzag built around the Parabolic SAR trend state. Unlike a conventional zigzag, which waits for later bars to confirm a pivot and is mainly used to examine past swings, this design aims to show trend legs through the current…

Seguimento de tendênciasIndicadores técnicos
MQL5 code base

This indicator adapts Bollinger Band Stops for use with an RSI series. The original stops indicator can support stop-loss placement using values on the price chart; this RSI version lacks those on-chart values and is instead presented as a trend-direction…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes an Aroon-style indicator that tracks how many bars have passed since the latest price high and low. It plots Aroon Up and Aroon Down lines, alongside a histogram, to help identify possible transitions between sideways and trending…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document introduces a chart indicator that scans for sequences of candlesticks identified as bullish or bearish kicking patterns. It marks detected sequences on a price chart, allowing traders to see where each type appears. The only user controls…

Indicadores técnicos
MQL5 code base

The document describes an implementation of John Welles Wilder Jr.’s Average True Range indicator. Its distinguishing choices are the use of Wilder’s smoothed moving average, also called SMMA, and a default lookback of seven periods, following the settings…

Indicadores técnicosVolatilidadeEstatística
MQL5 code base

This community post outlines an equity screen combining three conditions: prior-day price amplitude above a threshold, appearance on the prior day’s trading activity list with buying value greater than selling value, and MACD above zero. The rationale is to…

AçõesMomentumIndicadores técnicosMercados da China
MQL5 code base

This short note proposes adding floating levels to the McClellan Summation Index to make its signals easier to identify. The rationale is that the index does not necessarily fluctuate around zero, so fixed zero-line interpretation may not provide clear entry…

Indicadores técnicosAçõesEstatística
MQL5 code base

The document describes a higher-timeframe option for the Awesome Signal indicator in MetaTrader 5. Users can choose the chart period through an input parameter, with a four-hour period shown as the default example. The accompanying setup note says to place…

Indicadores técnicosCâmbio
MQL5 code base

The document describes a modified stochastic oscillator for MetaTrader. It addresses a limitation in the built-in version, which offers only close-to-close and low-to-high price selections, by adding other standard price types. The indicator also changes its…

Indicadores técnicosAçõesCâmbio
MQL5 code base

The document describes a MetaTrader expert advisor that seeks bullish breakouts by entering at the opening of a new bar. It places the stop at the low of the breakout candle and calculates a profit target using a configurable reward-to-risk multiple. The…

Rutura de níveisSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
MQL5 code base

A Donchian Channel is built from the highest high and lowest low over a chosen lookback period, with the range between them marking the channel. The described indicator also plots the midpoint between those bounds and a moving average of that midpoint.…

Indicadores técnicosRutura de níveisVolatilidade
MQL5 code base

The document describes a volume-weighted variant of Bill Williams’s Awesome Oscillator. The standard indicator compares a short moving average of bar midpoints with a longer moving average of the same price measure. In this version, volume-weighted moving…

Indicadores técnicosSeguimento de tendênciasVolatilidade
MQL5 code base

This document describes an expert advisor that combines two moving averages with short trend lines drawn from fractals. Its stated directional rule is to buy when both lines turn upward and sell when both turn downward. It says the trend line acts as a…

Indicadores técnicosSeguimento de tendênciasCâmbioAções
MQL5 code base

This document introduces Price Headley’s Acceleration Bands as a volatility-based indicator intended to identify a move as it begins to trend. The bands are calculated over a user-selected number of bars, with a simple moving average as the midpoint and…

Indicadores técnicosVolatilidadeRutura de níveis
MQL5 code base

This document outlines a simple expert advisor based on the Commodity Channel Index (CCI). It says the advisor can trade any symbol visible in the platform’s market watch list. Its described approach uses a fixed position volume and fixed stop-loss and…

Indicadores técnicosDimensionamento de posiçõesGestão do risco
MQL5 code base

This document describes an expert advisor intended to close all open orders automatically. It presents automation as a way to make exits follow preset rules rather than decisions driven by panic or greed. It also says closing positions can help when testing…

ExecuçãoGestão do risco
MQL5 code base

The Range To Range (RTR) oscillator compares recent and longer-term volatility by dividing a fast-period Average True Range (ATR) by a slow-period ATR, then scaling the ratio by 100. Its two inputs are the periods used for the fast and slow ATR calculations.…

Indicadores técnicosVolatilidadeEstatística
MQL5 code base

This indicator adapts the Volatility Quality concept attributed to Thomas Stridsman. Rather than estimating trend with moving averages, this version uses the indicator’s slope and treats color changes as potential signals. The document gives no detailed…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

The document explains a chart indicator that aggregates tick counts across a chosen interval of multiple candlesticks, then divides that combined interval into price clusters. It presents this as a horizontal market cross-section: each cluster shows the…

CâmbioMicroestrutura de mercadoIndicadores técnicos
MQL5 code base

This document describes an expert advisor that draws an equidistant channel on a price chart and supports trading based on either channel breakouts or the prevailing trend. It includes three manual trading controls and can manage multiple positions,…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
MQL5 code base

A Donchian channel tracks the highest high and lowest low across a chosen lookback period. Its upper and lower boundaries use the prior periods, excluding the current day so that price can cross the plotted levels. The area between those boundaries forms the…

Indicadores técnicosRutura de níveis
MQL5 code base

This indicator builds a trend display by comparing a main adaptive Laguerre filter value with a signal value. The relative position of those values determines the displayed trend, colors, and alerts. The calculation uses a newer adaptive Laguerre version…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This MetaTrader 5 indicator applies an RSI calculation to a Supertrend indicator. The document identifies the Supertrend component as a separately published indicator and directs readers to its description for an explanation of how it works and how to set…

Indicadores técnicosMomentumSeguimento de tendências
MQL5 code base

The document describes a paired Decycler Oscillator based on work by John F. Ehlers. It uses two instances of the indicator with different high-pass filter periods and multipliers, then presents the pair as a way to show an expected market trend. The central…

Indicadores técnicosSeguimento de tendênciasEstatística