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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.

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682 documentos
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560 documentos
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QuantStart
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Stratmill research code
219 documentos
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191 documentos
Hummingbot docs
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175 documentos
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164 documentos
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163 documentos
Biblioteca de cursos de quant
157 documentos
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152 documentos
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144 documentos
Systematic trading blog (Rob Carver)
132 documentos
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116 documentos
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86 documentos
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61 documentos
backtrader
54 documentos
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22 documentos
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Jesse
17 documentos
pyfolio
16 documentos
Alphalens
14 documentos
WonderTrader
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
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7 documentos
Lumibot strategies
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1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This indicator combines Stochastic RSI with Heikin Ashi style candles calculated from smoothed oscillator values. It first computes RSI, scales it against its recent high and low, smooths the resulting %K and %D series, then centers them around zero.…

Indicadores técnicosMomentum
ProRealCode

This indicator pairs ATR-based SuperTrend regime changes with a relative-volume confirmation filter. It estimates buying and selling volume from each bar’s close within its high-low range, then compares a fast EMA of each side’s volume with a slower EMA…

Indicadores técnicosSeguimento de tendênciasVolatilidadeTestes históricos
ProRealCode

This forum post presents a rule-based strategy for Japan 225 cash on an hourly chart. It checks for entries at 02:00, skips Fridays, and uses the direction and absolute range of a bar four periods earlier to choose a long or short trade. The position size is…

FuturosIndicadores técnicosGestão do riscoTestes históricos
ProRealCode

This ProRealTime indicator is designed for price-action charting with few overlays. It calculates Fibonacci retracement levels from the current session's high and low, changes their orientation according to whether price is behaving bullishly or bearishly,…

Indicadores técnicosAçõesFuturos
ProRealCode

The document introduces Kagi charts, a price-focused representation in which the horizontal time spacing is not uniform. Vertical segments track price movement, while horizontal inflection segments connect changes. Direction and color reflect whether price…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
ProRealCode

This indicator is designed to add context to bullish and bearish engulfing patterns. At a bearish engulfing, it counts the consecutive prior closes above a moving average; at a bullish engulfing, it counts consecutive prior closes below the average and…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

This DAX trading idea opens a long position on Monday at the specified morning entry time if the current price is more than 50 points above the previous day’s close. It exits at a preset time later that morning and sets a 50-point loss stop. The code also…

FuturosSeguimento de tendênciasRutura de níveisGestão do risco
ProRealCode

The Fearzone indicator is presented as a visual signal for periods of unusually weak price action. It marks a candle below the price when two conditions coincide: a drawdown measure from a recent high exceeds its longer-term average by one standard…

Indicadores técnicosReversão à médiaGestão do risco
ProRealCode

This ProRealTime indicator compares current volume with its moving average to highlight unusually large or small activity. It divides volume by a configurable average, with a default lookback of 60 bars, then caps the displayed ratio at an upper limit.…

CriptoativosIndicadores técnicosEstatística
ProRealCode

The document presents a price range detector that tests three nested lookback windows and selects the longest window satisfying a set of structural filters. These include volatility compression ranked against the instrument’s own history, repeated closes…

Indicadores técnicosEstatísticaVolatilidadeRutura de níveis
ProRealCode

This short indicator description presents a simple version of the Belkhayate Iceberg display. It calculates a linear regression center from total price over a chosen length, then compares the current center with its prior value. A falling center is marked…

Indicadores técnicosSeguimento de tendências
ProRealCode

The GRaB indicator colors candles by comparing closing price with three moving averages of the same configurable period: one each for highs, lows, and closes. The described default uses a 34-period exponential moving average. Candles are green when the close…

Indicadores técnicosSeguimento de tendênciasMomentum
ProRealCode

This indicator overlays simple moving averages and standard deviation bands from slower time frames onto a faster chart. It supports monthly, weekly, daily, hourly, and minute inputs, with configurable averaging periods and deviation multipliers. For hourly…

Indicadores técnicosVolatilidade
ProRealCode

The indicator measures how far the closing price lies above or below a chosen moving average in standard-deviation steps. Users configure the averaging period and type, plus the first and maximum deviation levels and the increment between levels. Its signed…

Indicadores técnicosEstatísticaReversão à média
ProRealCode

This indicator colors candles according to whether the close is above or below a selected moving average. Candles above the average receive a bullish color, while those below receive a bearish color. A candle moving against the prevailing side of the average…

Indicadores técnicosSeguimento de tendências
ProRealCode

The document describes a trend-following indicator built from a moving average of the prior day’s typical price. It plots five fixed-distance bands above and below that average; the user sets the period and band increment, with 20 periods and an increment of…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

This indicator plots end-of-day pivot levels for cash-market indices using prior market data. Its central floor pivot is the average of the prior close, high, and low. It derives three support and three resistance levels around that pivot, and also plots the…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
ProRealCode

The document describes a technical indicator that tracks three RSI-style readings based on the current high, close, and low relative to the previous close. It presents the high-based reading as a view of upward price movement, the close-based reading as a…

Indicadores técnicosMomentum
ProRealCode

This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

This document explains a trend indicator that combines an FDI-based adaptive window, a triangular moving average, and a Jurik filter. Its averaging period contracts in cleaner trends and expands in noisier conditions; Jurik smoothing is then applied to…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
ProRealCode

This document explains a rolling volume profile that estimates the Point of Control (POC), the price bin with the greatest accumulated volume over a recent lookback window. It divides the window’s high-to-low price range into bins, assigns each bar’s volume…

Indicadores técnicosMicroestrutura de mercadoEstatística
ProRealCode

This post presents an indicator for comparing volume in the first one to ten intraday bars with the corresponding opening-period volumes from recent sessions. It plots each period’s observed volume alongside its recent average and maximum, with a…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

This indicator identifies a three-swing formation that may signal a change in trend. It tracks successive local highs and lows, using a lookback window to confirm pivot points. In a bearish setup, a high is followed by a low and a lower high; the pattern is…

Indicadores técnicosRutura de níveisSeguimento de tendências
ProRealCode

This scalping indicator combines moving-average alignment with candle retracement levels to generate long and short signals. It identifies a broader direction from several simple and exponential moving averages, then looks for a bar that retraces by a…

Indicadores técnicosGestão do riscoVolatilidadeExecução