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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 price smoother whose calculation period can be fractional and whose adaptation is based on standard deviations. It distinguishes the method from a true Jurik moving average, while noting that it resembles versions often labeled as…

Indicadores técnicosEstatística
MQL5 code base

The document introduces EVWMA, a moving average that weights price updates by trading volume. Its sole stated input is a calculation period. The described recurrence combines the prior EVWMA value, weighted by the period’s volume excluding the current…

Indicadores técnicosEstatística
MQL5 code base

The document explains that standard MetaTrader 4 candles are built from Bid prices, while the Ask price may be visible only as a live line and is not retained in ordinary historical chart data. Because sell positions can be stopped out when the Ask rises,…

CâmbioMicroestrutura de mercadoExecuçãoGestão do risco
MQL5 code base

The document explains point-and-figure charting as a way to display price movement while ignoring elapsed time. A new X or O is added only after price moves by a chosen box size; the chart changes direction after an opposite move reaches a specified reversal…

Indicadores técnicosCâmbioCriptoativosMicroestrutura de mercado
MQL5 code base

The document describes a Center of Gravity Channel indicator that plots two bands around a central line: a deviation channel and a true range channel. When the bands narrow and intersect, the indicator marks the Center of Gravity line, highlighting a…

Indicadores técnicosVolatilidade
MQL5 code base

The document describes a variation of Parabolic SAR that allows the calculation to use a selected price series rather than relying only on high and low prices. It also permits an average of price values to be used in place of raw prices. This changes the…

Indicadores técnicosSeguimento de tendênciasEstatística
MQL5 code base

This document describes an automated trading system that uses the 2XMA Ichimoku Oscillator. It generates a signal when a bar closes and the indicator changes direction, then uses that change to determine trading actions. The text also notes dependencies for…

CâmbioIndicadores técnicosSeguimento de tendênciasTestes históricos
MQL5 code base

This document describes a chart indicator that represents candles from a larger timeframe as filled rectangles on the current chart. It colors candle bodies and shadows according to trend direction, with the color values determined by the Fisher CG…

Indicadores técnicosSeguimento de tendências
MQL5 code base

This document describes an Expert Advisor that places Buy Stop and Sell Stop orders at user-defined distances from the current price, with stop-loss and take-profit levels. When one side triggers, the other pending order is removed; after the resulting…

CâmbioRutura de níveisExecuçãoDimensionamento de posições
MQL5 code base

The document explains cumulative volume delta (CVD) as a running total of estimated aggressive buying volume minus aggressive selling volume. It describes classifying volume within each bar by its price distribution, then accumulating the difference to show…

Microestrutura de mercadoIndicadores técnicosExecuçãoEstatística
MQL5 code base

The document describes a Fast Stochastic oscillator with a K line based on the current close's position within a recent high-low range. It defines that range using the highest and lowest prices over a lookback period, then smooths the K value with a simple…

Indicadores técnicosMomentum
MQL5 code base

This short indicator description explains a calculation that identifies intersections involving the previous bar’s high and low prices. It says the indicator updates when a new bar appears and does not recalculate within a forming bar. This makes its output…

Indicadores técnicosMicroestrutura de mercado
MQL5 code base

The document describes a MetaTrader 5 utility that manages existing positions by moving stop losses as trades become profitable. It does not select instruments, open trades, or generate entry signals. Traders set a profit threshold for activation, a trailing…

ExecuçãoGestão do riscoDimensionamento de posições
MQL5 code base

This document explains how MetaTrader 5 strategy tester cache files for individual test runs can be read, saved, and inspected without rerunning the tester. Example scripts convert real account trading history into a tester-compatible file and retrieve the…

Testes históricosEstatísticaConstrução de carteirasExecução
MQL5 code base

This Expert Advisor generates a trading signal when a bar closes and the JBrainTrend1Stop NRTR indicator changes color. The description says the EA depends on compiled indicator files being installed in the platform’s indicator directory. It also mentions a…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

This indicator defines the Asian session range, then looks for a London or New York wick through one boundary followed by a close back inside. A signal requires a later close beyond the opposite end of the sweep bar within four bars. It enters at the next…

CâmbioIndicadores técnicosTestes históricosGestão do risco
MQL5 code base

This forum post describes an early automated trading system tested on EURUSD at the one-minute frequency. The author reports a very large gain over much of 2007 from an initial deposit of 3,000 USD, but says the system lost the deposit over 2005–2006 and in…

CâmbioGestão do riscoTestes históricosDimensionamento de posições
MQL5 code base

The document explains the SSL indicator, which builds a channel from two moving averages with matching periods: one calculated from highs and the other from lows. When price moves beyond a channel boundary, the indicator signals a possible trend change and…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
MQL5 code base

This indicator calculates a central pivot and three support and resistance levels from the prior daily high, low, and close. The pivot is the average of the high, low, and close, with the close counted twice. The first, second, and third levels are then…

Indicadores técnicosFuturos
MQL5 code base

The document outlines a tick-based algorithm for finding uninterrupted price movement. It looks for a sequence in which price rises or falls across multiple consecutive ticks without a pullback, then compares the resulting movement with price. The…

Negociação de alta frequênciaIndicadores técnicosEstatística
MQL5 code base

The document describes an indicator that draws a channel using the highs and lows of daily candlesticks. Alongside the plotted channel, it displays selected values from the current bar in the chart’s comment area. The description identifies the indicator as…

Indicadores técnicosAções
MQL5 code base

This chart indicator labels each candle with two position counts: its distance from the current candle and its index from the beginning of the chart. The relative count appears above the candle, while the absolute count appears below it; absolute numbering…

Indicadores técnicosExecução
MQL5 code base

This trading system enters when a colored arrow from the Chandelier Exit indicator appears at bar close. It follows the indicator’s trend signal and can increase the volume of an open position when the latest deal’s profit exceeds a user-set threshold. The…

CâmbioSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
MQL5 code base

This expert advisor trades changes in the cloud color of a Stochastic Chaikin Volatility indicator. It checks for a change when a bar closes and uses that event to form a trading signal. The document describes the signal rule but does not explain the…

CâmbioVolatilidadeIndicadores técnicosTestes históricos