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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

1,507 documentos

ProRealCode

This indicator identifies thirteen common candlestick formations and marks them on a chart with labels and, for many patterns, directional arrows. The listed formations include doji, morning and evening stars, shooting star, hammer variants, harami,…

Indicadores técnicosAçõesEstatística
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
ProRealCode

The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…

Matérias-primasFuturosTestes históricosGestão do risco
ProRealCode

The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…

AçõesIndicadores técnicosMomentumTestes históricos
ProRealCode

The document explains an Ergodic oscillator derived from William Blau’s True Strength Index. It smooths price momentum and absolute momentum through two exponential moving-average stages, forms a normalized momentum measure, then applies additional smoothing…

Indicadores técnicosMomentumEstatística
ProRealCode

The document describes a forex strategy that combines the Awesome Oscillator, Accelerator Oscillator, and Parabolic SAR. It enters long after price crosses above the SAR and both oscillators rise, or short after price crosses below the SAR and both fall. A…

CâmbioIndicadores técnicosTestes históricosGestão do risco
ProRealCode

The indicator identifies candidate liquidity zones from repeated wick tests that fail to close through a candle-body reference level. It maintains separate upside and downside references, counts contacts only when tests are sufficiently spaced, and confirms…

Indicadores técnicosMicroestrutura de mercadoExecução
ProRealCode

Momentum Pinball adapts the relative strength index to track changes in daily price movement rather than relying directly on the current close. It compares the change between consecutive daily closes with the prior change, separates upward and downward…

Indicadores técnicosMomentum
ProRealCode

This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…

Indicadores técnicosRutura de níveisSeguimento de tendências
ProRealCode

The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…

AçõesSeguimento de tendênciasIndicadores técnicosTestes históricos
ProRealCode

This note presents a third-generation moving average attributed to Dr. Manfred G. Dürschner. It calculates a short-period average, then averages that result over a longer period, and combines the two with a coefficient derived from their relative lengths.…

Indicadores técnicosEstatística
ProRealCode

The indicator maps the direction of Heikin Ashi candles from a chosen higher timeframe onto a lower-timeframe chart. It colors a histogram according to whether the higher-timeframe candle is rising or falling, marks new higher-timeframe bars, and emits a…

Indicadores técnicosSeguimento de tendênciasTestes históricos
ProRealCode

The document presents an indicator implementation for plotting Weis Wave, also called Wyckoff Wave, on a price chart and labeling the volume accumulated during rising and falling legs. It tracks directional moves using price thresholds, then updates swing…

Indicadores técnicosVolatilidadeMicroestrutura de mercado
ProRealCode

This indicator derives yearly pivot levels from the prior year’s high and low, together with price inputs that vary by calculation mode. It offers three stated pivot formulas, using combinations of the yearly range, the prior close, and the current open.…

Indicadores técnicos
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Indicadores técnicosEstatísticaVolatilidadeSeguimento de tendências
ProRealCode

This document explains a price-overlay indicator that marks supply zones at confirmed swing highs and demand zones at confirmed swing lows. Zone thickness scales with average true range, and the midpoint serves as a point of interest. A zone remains active…

Indicadores técnicosVolatilidadeRutura de níveisGestão do risco
ProRealCode

This post adapts the DeMarker oscillator into an on-chart display of possible reversal points. The indicator compares averaged upward high changes with averaged downward low changes and scales the result to a range from zero to one hundred. In the chart…

Indicadores técnicosReversão à médiaFuturos
ProRealCode

This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco
ProRealCode

The document explains Murrey Math levels as a set of price zones derived from the high-low range over a lookback period. It describes the outer 0/8 and 8/8 levels as major support and resistance, the 4/8 midpoint as a key pivot, and the 3/8 and 5/8 levels as…

Indicadores técnicos
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Indicadores técnicosGestão do riscoTestes históricosSeguimento de tendências
ProRealCode

This ProOrder indicator draws a zigzag by identifying local highs and lows over a symmetric window and connecting alternating turning points. Its configurable depth parameter determines how many bars are considered around a candidate fractal: increasing the…

Indicadores técnicosEstatística
ProRealCode

The document presents a logarithmic Garman–Klass estimator that uses open, high, low, and close prices to estimate realized or historical volatility. It forms log returns for close-to-close, close-to-open, open-to-previous-close, and high-to-low moves. The…

VolatilidadeEstatísticaIndicadores técnicos
ProRealCode

The document presents an indicator framework that combines nested swing detection, structural trend changes, Fibonacci retracements, and engulfing candlestick patterns. Short-, intermediate-, and long-term swings are used to identify increasingly significant…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
ProRealCode

This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…

Indicadores técnicosSeguimento de tendênciasGestão do risco