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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
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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
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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
Awesome Quant
1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This indicator combines the conventional MACD and signal line with a polynomially fitted center of gravity. The center is calculated from historical values of the midpoint between MACD and its signal line, while standard-deviation bands measure how far those…

Indicadores técnicosMomentumVolatilidade
ProRealCode

This indicator note combines MACD momentum, price trend, and the Elder Impulse System to help identify possible entry and exit conditions. The author describes using it on the DAX at one- and five-minute intervals, while suggesting it might also apply on…

FuturosIndicadores técnicosMomentumSeguimento de tendências
ProRealCode

This indicator description combines structural order-block detection with a Fibonacci grid. A bullish block is defined as a bearish candle followed by a configurable run of bullish candles; bearish blocks use the opposite pattern. Optional filters require a…

Indicadores técnicosSeguimento de tendênciasVolatilidadeTestes históricos
ProRealCode

Boxes Trail combines rolling price extremes with a modified Hull moving average to plot dynamic support and resistance levels and identify trend direction. Its entry logic uses crossings between trailing levels, with separate long and short signals. The…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
ProRealCode

This indicator builds upper and lower range boundaries from recent price fractals. It uses a volatility-cycle measure derived from rolling standard deviation, then smooths and bounds that measure. The boundaries update only in the low-volatility state, and…

Indicadores técnicosVolatilidadeReversão à médiaRutura de níveis
ProRealCode

The document describes a simple two-candle rule for labeling bullish and bearish Harami patterns. It compares the prior candle’s open and close with the current candle’s open and close: a bearish prior candle followed by a bullish candle whose body lies…

Indicadores técnicosAções
ProRealCode

This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

This indicator method applies a linear regression channel to RSI values and treats excursions beyond the channel as potential mean-reversion signals. When RSI rises above the upper band, it marks a possible sell; when RSI falls below the lower band, it marks…

Reversão à médiaIndicadores técnicosTestes históricosEstatística
ProRealCode

The Aroon oscillator is defined as the difference between Aroon Up and Aroon Down. Each component measures how recently the market reached a high or low over a chosen lookback period; subtracting the two provides a single indicator intended to express which…

Indicadores técnicosEstatística
ProRealCode

This indicator combines chart annotations and signals intended to support intraday analysis. It can show the previous candle’s range, ATR and its exponential average, current session high and low, the midpoint of that range, and the previous day’s high and…

Indicadores técnicosVolatilidadeMomentum
ProRealCode

This document describes an indicator that locates visible price peaks and troughs in historical bars and plots them as support and resistance levels. Users can choose how many levels to show and where to begin, or link supports and resistances by matching…

Indicadores técnicosGestão do risco
ProRealCode

The Dynamic Zone Elasticity indicator is an oscillator intended to signal short-term price direction, especially for scalping or automated trading. It plots a smoothed signal line alongside adaptive upper and lower zones and a midpoint. The lookback period…

Indicadores técnicosVolatilidadeTestes históricos
ProRealCode

This document shares a chart indicator based on pivot points. It lets the user select a price input, such as weighted close, typical price, median price, or close, and includes a rewind setting to shift the referenced bars. From a prior price and earlier bar…

Indicadores técnicos
ProRealCode

This document explains a chart indicator intended to flag periods of volatility compression and subsequent expansion. It derives a volatility measure from ATR and a smoothed reference, then scales that measure relative to a smoothed high-low range. A moving…

VolatilidadeIndicadores técnicosRutura de níveisGestão do risco
ProRealCode

The document presents a fixed-box Renko indicator designed to make Renko-like signals usable in ProRealTime backtests. It initializes upper and lower levels around the closing price, then shifts both levels by one box when the close crosses beyond the next…

Indicadores técnicosTestes históricosFuturosCâmbio
ProRealCode

This document describes a volume indicator that aggregates volume over a selectable lookback period. Each bar's volume is assigned to the up or down side according to whether the close is above the previous close; the two sums can be displayed as a net…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

This indicator calculates daily pivot points from the prior trading session’s high, low, and close. It derives a central pivot as their average, then plots three resistance and three support levels using the session’s high–low range. The author explains that…

CâmbioIndicadores técnicos
ProRealCode

The document describes Alexandre Elder’s Thermometer indicator as a way to gauge market strength, with the suggested display being a daily histogram that distinguishes upward from downward movement. Its calculation takes the larger of the current bar’s…

Indicadores técnicos
ProRealCode

The Kase Peak Oscillator measures price movement over a configurable lookback period and compares current behavior with the distribution of recent values. Its calculation normalizes a range and high-low movement measure by average true range and the square…

Indicadores técnicosEstatísticaVolatilidade
ProRealCode

This indicator combines momentum readings from exponential moving averages across five horizons into one synthetic curve. The component averages use different periods and staggered historical offsets; their percentage differences are weighted by period…

Indicadores técnicosMomentumEstatística
ProRealCode

This rule-based swing system uses Monday’s first session open as the weekly reference. It places a limit buy one percent below that level and, after entry, sets a one percent profit target beginning on the next day. If price falls half a percent below entry,…

Reversão à médiaAçõesFuturosTestes históricos
ProRealCode

Smart NR2-NR20 identifies a two-candle contraction whose total range is smaller than the ranges of recent 20-candle blocks across a comparison window. It arms a pattern only at the start of a run of qualifying setups and draws a box using the high and low of…

Indicadores técnicosRutura de níveisSeguimento de tendênciasVolatilidade
ProRealCode

The document explains a QQE oscillator that smooths RSI and surrounds it with fast and slow adaptive trailing bands. It describes three selectable RSI inputs: Wilder’s RSI, Jurik RSX, and Rapid RSI. The band widths derive from a twice-smoothed measure of…

Indicadores técnicosMomentumSeguimento de tendênciasVolatilidade
ProRealCode

This daily CAC 40 strategy takes the opposite side of a signal from a three-line-break reversal indicator: it buys when the indicator signals a sell and sells short when it signals a buy. It only enters when the prior daily candle has a small body relative…

FuturosReversão à médiaIndicadores técnicosTestes históricos