Saltar para o conteúdo

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

The proposed screen selects stocks with turnover between 3% and 12%, a positive product of the daily price change and net volume attributed to very large orders, and a close above the Bollinger upper band. Its stated rationale is to combine active trading…

AçõesIndicadores técnicosMomentumMicroestrutura de mercado
MQL5 code base

This note describes a simple dollar index indicator that calculates values from closing prices. It exposes one input: the number of bars used both for calculation and for drawing the line. Once a value has been calculated, it is not recalculated unless the…

CâmbioIndicadores técnicos
MQL5 code base

This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…

CâmbioRutura de níveisDimensionamento de posiçõesGestão do risco
MQL5 code base

The document explains how MQL5’s trade-transaction event can report account changes caused by submitted requests, interface actions, pending or stop-order activation, and server-side operations. It presents a base class that receives the transaction,…

ExecuçãoMicroestrutura de mercadoNegociação de alta frequência
MQL5 code base

The document notes that MACD values may take time to settle at the beginning of a price series. Its explanation is that MACD depends on exponential moving averages, which are updated recursively from the previous estimate and the new price. As a result,…

Indicadores técnicosEstatística
MQL5 code base

The document describes a Windows message-based script for disabling automated trading on a specific Expert Advisor in MetaTrader. It opens the EA properties dialog, navigates to the Common tab using keyboard shortcuts when needed, locates the auto-trading…

ExecuçãoGestão do risco
MQL5 code base

Hurst Bands plot percentage-based levels around a central moving average of median price. The center uses a simple moving average over half the selected period, and three configurable deviation values define inner, outer, and extreme bands above and below…

Indicadores técnicosReversão à média
MQL5 code base

The document briefly describes an expert advisor that opens trades when Williams %R rises while the positive and negative directional indicators associated with ADX cross downward. It says sell-side rules are the inverse of buy-side rules, though it does not…

Indicadores técnicosMomentumGestão do risco
MQL5 code base

TRiX is a momentum indicator that measures the percentage change in a moving average smoothed exponentially three times. The document says this repeated smoothing is intended to filter out relatively insignificant price fluctuations. It also describes TRiX…

Indicadores técnicosMomentum
MQL5 code base

This document describes an Ergodic CCI Trigger indicator built from price momentum and repeated moving-average smoothing. It first calculates the close-to-close change and its absolute value, then smooths both through adjustable stages. Their resulting…

CâmbioIndicadores técnicosMomentumEstatística
MQL5 code base

This document describes an MT5 chart indicator that displays server time and the current bid price as labels in the main chart or a chosen subwindow. Its clock uses a timer event to update once per second, so the display can continue advancing when the…

CâmbioExecuçãoMicroestrutura de mercado
MQL5 code base

The document describes an Expert Advisor that trades when the Laguerre_ADX indicator’s cloud changes color. It generates a signal at the close of the bar where the color change occurs. The strategy therefore uses an indicator-state transition as its entry…

CâmbioIndicadores técnicosTestes históricosExecução
MQL5 code base

This indicator marks the previous trading day's high, low, and close on a price chart. The high and low are presented as possible resistance and support, while the close can serve as a pivot or reference point. The levels are sourced from daily data…

CâmbioIndicadores técnicosRutura de níveis
MQL5 code base

This brief indicator description explains a channel-based way to display price direction and candle alignment. Candles are assigned colors after price moves outside a gray envelope: aquamarine signals an upward trend direction, while yellow signals a…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This brief post presents a modified Damiani Volatmeter indicator for MetaTrader 5. Its author says a subtle implementation error caused the indicator to produce different values in visual backtesting, non-visual backtesting, and live charts. The stated…

VolatilidadeIndicadores técnicosTestes históricos
MQL5 code base

The document describes a higher-timeframe variant of the Boa ZigZag Arrows indicator. It says the chart period can be selected through an indicator input, with a four-hour period shown as the default in the supplied excerpt. This lets a user view the…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes an adaptive channel indicator that combines two adaptive components: an ATR-based channel width and a central value calculated as an adaptive exponential moving average. Both adjustments use Kaufman’s efficiency ratio, which allows the…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

This Expert Advisor uses four Accelerator Oscillator readings, sampled at the selected bar shift and three successive seven-bar intervals, as inputs to a weighted perceptron. It multiplies each reading by a weight derived from an optimized parameter, sums…

CâmbioIndicadores técnicosAprendizagem automáticaGestão do risco
MQL5 code base

This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…

CâmbioAçõesIndicadores técnicosReversão à média
MQL5 code base

This short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…

Indicadores técnicosAçõesFuturos
MQL5 code base

This document describes an Expert Advisor that generates a trading signal when the i4_DRF_v3 indicator histogram changes color as a bar closes. It is an indicator-driven rule: the EA reads the color transition at the completed bar and forms a signal, with…

CâmbioIndicadores técnicosTestes históricosExecução
MQL5 code base

The document describes an indicator that plots a cumulative statistical distribution of bid and ask prices. It also says the analysis can be applied to high and low prices or to open and close prices, allowing users to inspect different pairs of price series…

EstatísticaIndicadores técnicosMicroestrutura de mercado
MQL5 code base

This brief indicator description presents RSI values for the open, high, low, and close prices together as a candle display. It describes the implementation as a lighter-resource version that uses the platform’s standard RSI calculation function. The note…

CâmbioIndicadores técnicos
MQL5 code base

This document is a historical trading-platform report for an EURGBP system on daily data covering October 2021 through September 2022. It lists extensive configuration settings, including ATR, ADX, moving-average periods, spread and margin limits, trend…

CâmbioTestes históricosGestão do riscoDimensionamento de posições