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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
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 document describes an Expert Advisor that uses the current price and the current bar’s high and low to generate trades, without technical indicators. During a new bar, a move down from the high by a configured rollback distance triggers a buy signal; a…

CâmbioIndicadores técnicosGestão do riscoExecução
MQL5 code base

The document describes the Recursive Trendline (RTL), an indicator that smooths price movement using a recursive calculation. It takes a period and an applied price as inputs. The period sets the smoothing factor, while the calculation updates a smoothed…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This brief note describes a version of the XFatlXSatlMACD indicator that lets the user choose its calculation timeframe through an input parameter. The shown default is a four-hour period. The indicator is intended to use the selected timeframe, allowing its…

Indicadores técnicosMultiactivos
MQL5 code base

This educational expert advisor uses Tipu Trend signals on a 15-minute chart, confirmed by the hourly trend. It checks the distance to a swing-low or swing-high stop derived from Tipu Stops against a user-set risk limit before opening one trade per signal.…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
MQL5 code base

This expert advisor trades signals from a DEMA Range Channel indicator. It opens a position when a bar closes after breaking through the channel, then closes the position once its holding time reaches a configured limit. The described setup makes the holding…

CâmbioRutura de níveisIndicadores técnicosTestes históricos
MQL5 code base

This document introduces a Composite RSI indicator and distinguishes its purpose from conventional RSI. Despite its name, it is described as a different way of calculating RSI rather than a combination of multiple RSI readings. The author characterizes it as…

Indicadores técnicosSeguimento de tendênciasMomentum
MQL5 code base

The document explains a monitoring method for identifying stale or delayed quotes in an automated trading setup. For each incoming tick, the detector compares its timestamp with the previous tick’s timestamp and records an alert when the new tick is earlier.…

CâmbioMicroestrutura de mercadoExecução
MQL5 code base

The SRm_Cloud indicator estimates resistance and support from the smallest intrabar movement away from each bar's open. For each daily or weekly bar, it takes the smaller of the distance from the open to the high and the distance from the open to the low. It…

Indicadores técnicosEstatísticaGestão do risco
MQL5 code base

This document outlines a MetaTrader Expert Advisor built around a daily-timeframe moving average. It lists an option to reverse signals and describes controls for adding positions, including a maximum position count for the current symbol and magic number.…

Indicadores técnicosDimensionamento de posiçõesGestão do riscoSeguimento de tendências
MQL5 code base

This document describes a multi-symbol Expert Advisor that trades London-session breakouts from the pre-London Asian range. It places pending buy or sell stop orders only beyond the corresponding range boundary. Parabolic SAR swing levels anchor entries and…

CâmbioRutura de níveisIndicadores técnicosGestão do risco
MQL5 code base

This short technical note explains a variant of MACD that substitutes a triple exponential moving average (TEMA) for the standard exponential moving average (EMA). It places the change within Patrick Mulloy’s work on reducing lag in smoothed signals: longer…

Indicadores técnicosMomentumEstatística
MQL5 code base

This indicator applies a nonlinear weighting scheme to an Ehlers-style filter to track a common price trend. It is intended to signal trend direction for entries and exits, with the source claiming less delay than a linear Ehlers filter. The user can adjust…

Indicadores técnicosSeguimento de tendênciasMomentum
MQL5 code base

The document describes an indicator that places two Spearman rank correlation series from different timeframes in one chart window. The values are displayed as a cloud whose color reflects the indicated trend direction. This offers a compact visual…

Indicadores técnicosEstatística
MQL5 code base

The document describes a MetaTrader indicator that presents signals from a DeMarker-based indicator calculated on a selectable timeframe. It distinguishes a continuing trend from a trend change: continuation is shown with a colored steering-wheel graphic,…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This research article evaluates Bitcoin trading rules based on institutional and on-chain metrics, including NUPL, Puell Multiple, and MVRV-Z. It describes a common backtest setup with starting cash, trading fees, full-portfolio entries, and versions with…

CriptoativosDados on-chainTestes históricosGestão do risco
MQL5 code base

The document explains the Commodity Channel Index (CCI) and presents a variant that filters prices before calculating the indicator. Standard CCI compares typical price with its simple moving average, scales the difference by mean absolute deviation, and…

Indicadores técnicosMatérias-primas
MQL5 code base

The Float indicator analyzes a selected window of prior bars for a currency pair, marks trend swings in a separate chart pane, and draws Fibonacci retracement and DiNapoli levels on the main chart. It also shows how long ago the local high and low were…

CâmbioIndicadores técnicosSeguimento de tendências
MQL5 code base

CronexAC is described as a MACD-style indicator that applies the MACD concept to values from the Accelerator Oscillator instead of directly to price. It displays the result as a colored cloud, offering a visual way to inspect changes in the oscillator’s…

Indicadores técnicos
MQL5 code base

This note proposes calculating a stochastic oscillator from an averaged price series instead of using raw prices directly. Smoothing the input is intended to filter some false moves before the oscillator is calculated, while an adaptive lookback average is…

Indicadores técnicosEstatísticaTestes históricos
MQL5 code base

GFilter is described as a moving-average indicator that first processes the price series with a Gaussian filter. It marks the moving average’s direction using color, while dots use color to represent the direction of the moving average’s velocity. The…

Indicadores técnicosSeguimento de tendênciasAções
MQL5 code base

The document describes an MT4 utility for managing open positions rather than generating trade entries or signals. Its functions include applying missing stop-loss and take-profit levels, moving a trade to break even after a chosen profit threshold, and…

Gestão do riscoExecuçãoDimensionamento de posições
MQL5 code base

This note describes LW_Fractals, an indicator that marks fractal-like turning points with arrows. It contrasts the conventional Bill Williams fractal formation, which uses five candlesticks with the middle candle having the highest high or lowest low, with…

Indicadores técnicosRutura de níveis
MQL5 code base

ChannelsFIBO is described as a variation of a moving-average channel indicator intended to avoid redrawing, where past indicator values can change as new prices arrive. It also claims faster calculation than the earlier version, though the document gives no…

Indicadores técnicosEstatística
MQL5 code base

This indicator interprets the Three Line Break method as a way to display support and resistance levels. It derives levels from closing prices: blue lines mark support, red lines mark resistance, and dotted lines show candidate levels. The chart displays…

Indicadores técnicosRutura de níveis