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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

The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…

CâmbioIndicadores técnicosReversão à médiaDimensionamento de posições
MQL5 code base

This short MT4 expert-advisor note explains how Boolean buy and sell conditions can be passed into a Direction function. Its example checks whether Bollinger Band status indicates a valid green or red state, then uses those conditions to set the canBuy and…

Indicadores técnicosExecução
MQL5 code base

This document describes a chart indicator that marks the Sydney, Tokyo, London, and New York trading sessions. Users can set each session’s start and end hours and choose its display color. Other controls set the session area height, whether session names…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

The XMA_BBx5_Cloud indicator displays two Bollinger Band channels derived from a single moving average. The channels are drawn as a colored cloud, and the latest values can also appear as price labels. This offers a visual way to compare price with multiple…

Indicadores técnicosVolatilidade
MQL5 code base

The document briefly introduces the Ulcer Index as a measure related to price volatility and possible drawdowns or recoveries over a selected period. It names three configurable inputs: the calculation period, an inverse-calculation option, and the price…

Indicadores técnicosVolatilidadeGestão do risco
MQL5 code base

This document describes a multi-timeframe version of the ChannelsFIBO indicator. A source timeframe setting controls which chart interval supplies the channel data, so the indicator can show the same market situation on lower-period charts. For example,…

Indicadores técnicos
MQL5 code base

Dynamic Zone RSI modifies the Relative Strength Index by setting its overbought and oversold boundaries dynamically with Bollinger Bands. Rather than relying on fixed RSI levels, the indicator uses the bands to define zones that can adapt to the RSI series.…

Indicadores técnicosVolatilidade
MQL5 code base

This document describes a modified exponential moving average that follows a proposal by Bob Fulks and Alex Matulich, originally used as part of an improvement to the T3 calculation. The alteration changes how the EMA is calculated, with the stated aim of…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The indicator presents trend information from the VolatilityPivot indicator on a fixed timeframe. It uses the colors of the underlying indicator lines as the signal source, displaying colored dots when a bar in the corresponding timeframe changes. This gives…

Indicadores técnicosVolatilidadeSeguimento de tendências
MQL5 code base

This indicator uses a simple moving average whose calculation period increases over time. When price crosses the moving average, the period resets and a new calculation begins. A chart label marks each new period, and the indicator has no user-configurable…

Indicadores técnicos
MQL5 code base

This document describes a smoothed Commodity Channel Index oscillator displayed as a histogram. Its colors can indicate either a break through overbought or oversold levels, or a change in the histogram’s direction. The selected coloring behavior depends on…

Indicadores técnicosMomentumRutura de níveis
MQL5 code base

This document describes a synthetic RSI indicator built from three RSI calculations. The combined value is calculated using a method that differs from a simple average, although the exact formula and settings are not supplied. Before the RSI calculations,…

Indicadores técnicosReversão à médiaEstatística
MQL5 code base

This document describes an indicator that presents a moving-average-based trend filter as a colored cloud. It identifies the tool’s general form and attributes its original implementation to Luis Guilherme Damiani, noting that it was first published in 2008.…

Indicadores técnicosSeguimento de tendências
MQL5 code base

Williams Thrust is a directional indicator that compares two Williams Percent Range readings, each calculated over a separately chosen lookback period. It also computes a moving average for each reading, with the averaging method and periods supplied as…

Indicadores técnicosMomentum
MQL5 code base

The document presents a variation of a “triple” indicator that replaces the Hull Moving Average with a double-smoothed exponential moving average (DSEMA). The stated motivation is to avoid overshooting that can occur with the Hull average, while retaining a…

Indicadores técnicosSeguimento de tendênciasReversão à média
MQL5 code base

The document describes a script that estimates where a third Elliott wave may end, following an approach attributed to Bill Williams. It uses a Fibonacci expansion object: for a bullish setup, the user places its three points at the first wave’s starting…

Indicadores técnicosMatérias-primas
MQL5 code base

This indicator compares the unmodified closing price with a transformed price calculated from the close and a shifted historical close. The user selects how many bars back to obtain the shifted close. The transformed series applies a base-10 logarithm to the…

Indicadores técnicosEstatística
MQL5 code base

This indicator marks the high and low reached during two user-selected intraday time intervals. It takes start and end times for each interval, finds the extremes within both, and draws them as horizontal levels. The example settings use two windows during…

Indicadores técnicosRutura de níveisReversão à médiaTestes históricos
MQL5 code base

The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…

CâmbioNegociação em grelhaGestão do riscoDimensionamento de posições
MQL5 code base

The document describes an enhanced Time Segmented Volume (TSV) indicator. It lets users select the price input instead of relying only on closing prices, and choose among volume weighting, a true-range-based pseudo-volume, or no volume weighting. These…

Indicadores técnicosEstatística
MQL5 code base

The document describes a stochastic MACD oscillator displayed in a separate chart window. It identifies the indicator as a combination of MACD and stochastic calculations, but does not explain the calculation sequence, signal interpretation, or how traders…

Indicadores técnicosMomentumEstatística
MQL5 code base

The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…

CâmbioSeguimento de tendênciasIndicadores técnicosTestes históricos
MQL5 code base

The indicator identifies candidate support and resistance from rolling price extremes. Support is defined as the lowest low over a chosen period when it matches the lowest low over that period plus an additional lookback. Resistance applies the corresponding…

Indicadores técnicosReversão à médiaRutura de níveis
MQL5 code base

The Schaff Trend Cycle (STC) is presented as a trend indicator that combines exponential moving averages with a stochastic cycle calculation. Its purpose is to make MACD-style trend signals respond earlier by adding a cycle component intended to account for…

Indicadores técnicosSeguimento de tendênciasCâmbio