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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
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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
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Aulas Quantopian
45 documentos
FMZ guides
38 documentos
pysystemtrade
34 documentos
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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
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1 documentos

Pesquisar na biblioteca

7,090 documentos

MQL5 code base

The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…

Indicadores técnicosVolatilidadeGestão do riscoSeguimento de tendências
MQL5 code base

The document briefly describes a modified MACD trading indicator as a faster version of an earlier variant. It also says that the display includes multiple Bollinger stop levels, presenting the added visual levels alongside the speed improvement. It does not…

Indicadores técnicosVolatilidadeGestão do risco
MQL5 code base

The document describes a MetaTrader 4 expert advisor for managing a chart symbol’s open trade with virtual stop loss and take profit levels. It also outlines a virtual pending order that can use a trailing stop. The stated workflow initializes the levels,…

CâmbioGestão do riscoExecução
MQL5 code base

This document describes a Keltner-based candlestick indicator with an optional breakout display. Its color signals can mark either moves beyond overbought or oversold levels, or breaks through the Keltner channel boundaries, depending on the selected input…

Indicadores técnicosRutura de níveis
MQL5 code base

The Trend Analysis Index is presented as a simple trend indicator attributed to Adam White. It uses four configurable inputs: the moving average period, the moving average calculation method, the period over which trend values are assessed, and the applied…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This code excerpt describes two operations used in a cointegration-based statistical arbitrage workflow. The first multiplies each asset’s price series by the corresponding coefficient in a cointegration vector and sums across assets, producing a portfolio…

ArbitragemReversão à médiaNegociação de paresConstrução de carteiras
MQL5 code base

This document describes an Expert Advisor built around the XCCI_Histogram_Vol indicator. It generates a signal when a bar closes after crossing an overbought or oversold threshold. Two threshold levels are associated with separate order identifiers and…

CâmbioIndicadores técnicosRutura de níveisDimensionamento de posições
MQL5 code base

This trading-system description uses simple moving averages with periods of 5, 20, 40, and 60, and specifies EUR/USD on a 30-minute chart. The entry rule is based on the 40-period average crossing the 60-period average: an upward cross opens a long position,…

CâmbioSeguimento de tendênciasIndicadores técnicos
MQL5 code base

This indicator description presents a Keltner Channel whose center line can use a chosen price input and smoothing method. The upper and lower channel boundaries are based on the Average True Range (ATR), with a configurable multiplier controlling the…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes an Expert Advisor built around the CCFp, or Complex Common Frames percent, cluster indicator. It identifies the indicator as the basis for the automated system and lists controls for trade volume, stop loss, take profit, trailing…

CâmbioIndicadores técnicosExecuçãoGestão do risco
MQL5 code base

This note describes a histogram version of an adaptive moving average based on Perry Kaufman’s KAMA and an update by Vitali Apirine. The update accounts for where the close sits within the high–low range when adapting the average. The indicator combines the…

Indicadores técnicosSeguimento de tendênciasTestes históricos
MQL5 code base

The document describes a price-chart moving average using JSmooth smoothing, an approach attributed to Mark Jurik. It identifies two user inputs: the lookback period and the price series used in the calculation. The formula updates a sequence of intermediate…

Indicadores técnicos
MQL5 code base

This indicator adapts XOSMA for use on a fixed timeframe that may differ from the chart’s timeframe. It allows separate choices of averaging methods for the histogram and signal line, including standard moving averages and adaptive or nonlinear smoothing…

Indicadores técnicosMomentum
MQL5 code base

This note describes a helper function for stopping an Expert Advisor’s timer routine from running on weekends. It is intended for systems that keep the trading terminal open when markets are closed, where repeated timer events could otherwise trigger…

ExecuçãoGestão do risco
MQL5 code base

The document defines trading volume as the amount of an asset traded over a period and average volume as total traded amount divided by the length of that period. It explains that volume is commonly expressed as shares per trading day for individual stocks,…

EstatísticaMicroestrutura de mercadoExecuçãoIndicadores técnicos
MQL5 code base

This brief description introduces an oscillator formed from the ratio of two moving averages calculated with the linear regression method. The indicator compares a faster or slower regression-based average with another, offering a derived measure of their…

Indicadores técnicosEstatística
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Indicadores técnicosCâmbioAçõesGestão do risco
MQL5 code base

NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…

Indicadores técnicosSeguimento de tendênciasVolatilidade
MQL5 code base

FloatPivot is described as a chart indicator that offers an alternative to the Bollinger Bands channel. Its distinctive presentation is a colored inner area within the channel, intended to make the indicator’s regions easier to distinguish visually. The…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes an XMA Ichimoku indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small dot on the moving average; the dot…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…

Indicadores técnicosEstatísticaSeguimento de tendênciasReversão à média
MQL5 code base

The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…

CâmbioIndicadores técnicosConstrução de carteiras
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

CâmbioIndicadores técnicosGestão do riscoDimensionamento de posições
MQL5 code base

Paromon is a chart indicator that marks the start of each trading day and displays that day’s high and low prices. Its purpose is to make the daily range visible on a price chart, which can help traders orient intraday price action around the session’s…

Indicadores técnicos