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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 document describes a version of an AMA Histogram indicator that adds a precision choice for the underlying iAMA data. The standard setting uses the indicator’s usual digit accuracy; the alternative uses one fewer digit, producing coarser values. The…

Indicadores técnicos
MQL5 code base

The document describes iExposure, an indicator that displays open trading positions in a table beneath a price chart. It presents position details such as profit and potential risk, and says the tool can show positions across multiple currencies or focus on…

CâmbioIndicadores técnicosGestão do risco
MQL5 code base

The document describes an order-management utility for closing or deleting orders associated with a multi-currency expert advisor. It uses order comments to identify which trades should be handled. If the EA comment input is empty, the tool instead follows…

ExecuçãoCâmbioGestão do risco
MQL5 code base

The document presents a smoothed variation of the Heiken Ashi indicator. Instead of feeding raw prices into its calculations, the method first uses filtered or averaged prices. The stated aim is to reduce some false signals and make the indicator easier to…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes a least squares moving average (LSMA), a price indicator calculated over a chosen period. It identifies two inputs: the calculation period and the price series used. Its calculation notes assign weights to prices across the period and…

Indicadores técnicosEstatística
MQL5 code base

This note describes an exponential moving average whose responsiveness is adjusted using the Standard Deviation Ratio (SDR), a volatility measure associated with Tushar Chande’s work on adaptive averages. The SDR is used to make the EMA adapt to changing…

Indicadores técnicosVolatilidade
MQL5 code base

This brief indicator description explains how to display Bollinger Bands calculated on multiple timeframes together on one price chart. The stated purpose is to help a trader assess potential dynamic support and resistance levels while keeping the chart on…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the ColorXdinMA moving average. A signal is formed when a bar closes and the moving average changes direction, making the closing bar the stated decision point. The advisor…

CâmbioIndicadores técnicosSeguimento de tendênciasTestes históricos
MQL5 code base

The document describes a normalized version of MACD that adds a self-adjusting signal line. Normalization is intended to give the indicator predictable bounds, while the adaptive signal line implicitly creates neutral zones. It presents the indicator as a…

Indicadores técnicosMomentum
MQL5 code base

This strategy description targets EURCAD on a five-minute chart and opens short positions using three stochastic indicators, with ATR also included in the method. If the first position does not close at a profit, the system can place up to eight additional…

CâmbioIndicadores técnicosNegociação em grelhaDimensionamento de posições
MQL5 code base

The indicator plots two Awesome Oscillator series, labeled fast and slow. Each begins with a ratio between a pair of exponential moving averages, expressed as a percentage change from one average to the next, and then applies a moving average to smooth that…

Indicadores técnicosMomentum
MQL5 code base

The indicator estimates how quickly prices are changing by measuring the elapsed time required for 100 ticks to arrive. It uses time subtraction between tick events, then displays the resulting duration as a chart comment when attached to a chart. A shorter…

Indicadores técnicosMicroestrutura de mercadoNegociação de alta frequência
MQL5 code base

This document describes a read-only MT5 expert advisor for tracing the lifecycle of orders, deals, and positions. It records trade-transaction events in arrival order in a local CSV file and can also write a compact entry to the Experts Journal. Logged…

ExecuçãoMicroestrutura de mercado
MQL5 code base

This document explains a workflow for preserving chart objects created during a backtest and viewing them on a separate chart. The described script saves the objects from the testing chart to a file, then loads them onto a new chart that has the desired…

Testes históricos
MQL5 code base

This document describes a chart template that displays six exponential moving averages alongside volume, Average True Range, RSI, Stochastic, and MACD. Its purpose is to bring several commonly used technical indicators into one view, including customized…

Indicadores técnicos
MQL5 code base

This document describes a MetaTrader 5 indicator that combines the MESA Adaptive Moving Average (MAMA) with the Following Adaptive Moving Average (FAMA) and allows their use with multiple chart timeframes. Alongside platform-supported timeframes, it offers…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This indicator is a second version of a stochastic oscillator combined with a Super Smoother treatment. Its added feature is a color-coded stochastic component plotted around a central 50 level. The author presents the visual treatment as a way to make the…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This indicator presents a MACD-style histogram calculated from the difference between two digital filters. It is an alternative way to construct and display a familiar momentum indicator, rather than a complete trading strategy: the description gives no…

Indicadores técnicosMomentum
MQL5 code base

This expert advisor combines Commodity Channel Index (CCI) and Awesome Oscillator (AO) signals with price checks across recent bars and selected daily and hourly bars. Its settings include trade volume, stop loss, take profit, trailing stop and step, plus…

CâmbioIndicadores técnicosGestão do riscoTestes históricos
MQL5 code base

The document describes an indicator that calculates a ratio between two moving averages derived from high and low prices and from opening and closing prices over a selected period. It identifies a single input: the period used in the calculations. This…

Indicadores técnicosEstatística
MQL5 code base

The document introduces the Kalman filter as a recursive state-estimation method for estimating market direction from a price feed treated as noisy observations. It contrasts this approach with fixed-window smoothing indicators, arguing that sudden price…

EstatísticaIndicadores técnicosRutura de níveis
MQL5 code base

The document explains the Momentum indicator as a measure of price change over a chosen lookback, calculated by dividing the current close by the close from n bars earlier and scaling the ratio by 100. It describes two common interpretations. As a…

Indicadores técnicosMomentumSeguimento de tendências
MQL5 code base

The document describes KRI_HTF, an indicator variant that lets users choose the chart timeframe through an input parameter. The supplied example sets the timeframe to four hours, while indicating that another timeframe can be selected in the indicator…

Indicadores técnicosMultiactivos
MQL5 code base

This document gives the calculation for John Ehlers’ Super Smoother, a recursive filter applied to a chosen price series. The filter combines the average of the current and previous applied prices with two prior filter values. Its coefficients are calculated…

Indicadores técnicosEstatística