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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

This MetaTrader indicator displays a candle's high-to-low range in pips when the cursor is placed over the candle. An optional setting adds the open-to-close body size, while another switches from the ordinary range to true range, which includes the gap…

Indicadores técnicosCâmbioVolatilidade
MQL5 code base

This document describes a non-lag moving average with adjustable calculation period, method, applied price, noise filter, and price deviation. The filter is presented as a way to alter noise handling, while the deviation shifts the indicator line vertically…

Indicadores técnicosVolatilidade
MQL5 code base

This note describes a higher-timeframe variant of the geTrendOsc indicator. A user-selected timeframe determines the period from which the indicator calculates, with H4 given as the default example. This allows a chart to display geTrendOsc information based…

Indicadores técnicos
MQL5 code base

This page describes an Expert Advisor that uses a moving average as a reference for opening trades. With its default signal rules, it opens a buy when the current ask is above the moving average value from the prior bar, or a sell when the current bid is…

Indicadores técnicosSeguimento de tendênciasExecuçãoGestão do risco
MQL5 code base

This short description introduces John Ehlers’s reverse EMA indicator as a causal approach that combines forward and backward EMA processing for use in live trading. It says the method applies double smoothing at the high-frequency end to reduce aliased…

Indicadores técnicosEstatísticaSeguimento de tendênciasVolatilidade
MQL5 code base

The document explains an on-chart variant of MACD in which the slow exponential moving average serves as the zero baseline on the main price chart. Users can adjust the fast EMA period, slow EMA period, signal period, and applied price. The raw difference is…

Indicadores técnicosAçõesEstatística
MQL5 code base

Volume Rate of Change (VROC) compares current trading volume with volume from a chosen number of sessions earlier. The document presents it as a way to gauge whether participation is rising or falling, then combine that reading with price levels such as…

Indicadores técnicosRutura de níveisEstatística
MQL5 code base

This indicator replaces fixed-width RSI envelopes with bands whose width is based on the standard deviation of the calculated RSI, adjusted by a multiplier. That makes the envelope width responsive to variation in the RSI rather than keeping it at a constant…

Indicadores técnicosVolatilidade
MQL5 code base

The document explains that the exponential moving average (EMA) and smoothed moving average (SMMA) use recurrent formulas that become identical when their periods satisfy a particular relation: the EMA period is twice the SMMA period minus one. This offers a…

Indicadores técnicosEstatística
MQL5 code base

This document describes a MetaTrader 5 ledger for evaluating an Expert Advisor’s trade setups separately. Each setup receives a persistent identifier encoded in the order’s magic number. When positions close, the ledger groups history by position so partial…

EstatísticaTestes históricosGestão do riscoCâmbio
MQL5 code base

The FX Trend oscillator is described as a measure of market status and wave behavior built from the closing price's position within three price ranges: small, middle, and large. For each range, the calculation compares the close with the range low and scales…

CâmbioIndicadores técnicosEstatística
MQL5 code base

This document describes an automated trading program based on two custom indicators: colored CCI levels and a smoothed RSI. The expert advisor checks for trading signals only when a new bar appears, can hold an unlimited number of positions, and offers an…

Indicadores técnicosAçõesGestão do risco
MQL5 code base

This expert advisor combines the Commodity Channel Index with fast and slow moving averages to open and close positions. For a buy, the slow average must have risen between the two referenced bars, the fast average must be rising on the current bar, and the…

Indicadores técnicosCâmbioSeguimento de tendências
MQL5 code base

This brief entry identifies GannSwingsVIII as a semaphore indicator combined with a ZigZag. It gives the indicator’s original publication context and names its author, but does not explain the signal rules, parameters, or how the two components interact. The…

Indicadores técnicos
MQL5 code base

The document describes an AMMA smoothing calculation that recursively combines the current close with the prior AMMA value, weighted by a configurable period. It then outlines a 25-day Average Modified Moving Average filter: multiply the AMMA value by 24,…

Indicadores técnicosFuturos
MQL5 code base

This indicator calculates daily pivot points from a selected hourly bar’s close on the preceding trading day. Its adjustable UTC close time lets traders align the calculation with a chosen market session, such as the New York close, rather than relying on…

Indicadores técnicosCâmbio
MQL5 code base

The document explains how a Constant Range Size indicator reports the fixed high-to-low range used by synthetic range bars. It gives a simple calculation from a bar’s high minus its low, with a gold-chart example, and clarifies that the indicator is intended…

Indicadores técnicosExecução
MQL5 code base

This Expert Advisor generates a signal when the i-SpectrAnalysis_Chaikin indicator changes direction at a bar close. Running it requires a separately compiled indicator file. The document also notes that the indicator's averaging method redraws values across…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The Vortex Oscillator is described as a histogram derived from the Vortex indicator. It plots the difference between the positive and negative Vortex lines, VI+ and VI−, turning their relative values into a single series that can be viewed as an oscillator.…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This indicator changes a moving average’s color according to whether the MACD value is above or below zero. It presents the zero line as a simple trend filter: readings above zero indicate an uptrend, while readings below zero indicate a downtrend. The…

CâmbioIndicadores técnicosSeguimento de tendências
MQL5 code base

TangoLineCloud is described as an indicator that visualizes rapid changes in market direction as a cloud formed within a channel. Its stated purpose is to help identify possible reversals and support earlier market entries. The cloud’s interior is…

Indicadores técnicosReversão à média
MQL5 code base

The document introduces a leading indicator attributed to John Ehlers and describes a basic signal rule: buy when its line is green and sell when it is red. It says the indicator aims to signal direction changes early and notes that users can adjust its…

Indicadores técnicosCâmbio
MQL5 code base

This trading-system description outlines an expert advisor using signals from a sliding-range channel indicator. It opens a trade when a bar closes with a channel breakout and can close the position after a configured maximum holding period, measured in…

CâmbioRutura de níveisIndicadores técnicosExecução
MQL5 code base

This stock-selection approach combines technical signals with a profitability filter for Chinese A-shares. It looks for positive net profit growth of more than 20% and up to 100%, an RSI below 65, and a newly formed KDJ golden cross. The example SQL also…

Mercados da ChinaAçõesIndicadores técnicosMomentum