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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
WonderTrader
14 documentos
Alphalens
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 builds Supertrend bands around a smoothed center derived from recent high and low pivot points. It uses average true range to set the distance of the upper and lower bands, then tracks trend direction as price crosses those levels. The…

Seguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

The document explains a Volume Spread Analysis indicator that compares trading effort, represented by volume, with price result, represented by bar range. It ranks both measures against a rolling window of 100 bars, converts the ranks into deciles, and…

Indicadores técnicosEstatísticaGestão do risco
ProRealCode

This indicator overlays MACD and RSI values on a price chart to show price, momentum, and trend together. It includes trader-adjustable RSI overbought and oversold levels, and a trend feature intended to help filter trades in the direction of the broader…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

This long-only strategy for QQQ uses a three-period Relative Strength Index to identify short-term weakness and recovery. It enters when RSI falls below 10 and exits when RSI rises above 50. Position size starts at 100 shares and increases in steps as…

AçõesReversão à médiaIndicadores técnicosDimensionamento de posições
ProRealCode

This indicator applies Bollinger Bands to a MACD series. It calculates the difference between fast and slow averages, then forms an average and standard deviation band around that series. The upper and lower bands are drawn as lines, while dots mark the…

Indicadores técnicosReversão à médiaRutura de níveis
ProRealCode

This indicator compares pivot, first resistance, and first support calculated from each candle’s high, low, and close with the corresponding levels from the prior candle. Higher resistance and support are interpreted as bullish; lower levels as bearish. When…

Indicadores técnicosSentimento de mercadoVolatilidadeRutura de níveis
ProRealCode

The document explains a ProRealTime charting technique that draws a rectangle around the candle where price crosses a moving average, then extends the rectangle a chosen number of bars beyond the latest price. The rectangle uses the crossing candle’s high…

Indicadores técnicosRutura de níveisExecução
ProRealCode

The indicator identifies a two-candle pattern in which consecutive candles have opposite directions and share an extreme. A bullish signal occurs when a down candle is followed by an up candle with the same low; a bearish signal occurs when an up candle is…

Indicadores técnicosReversão à médiaTestes históricos
ProRealCode

This indicator overlays Heikin Ashi candles calculated from a higher timeframe onto a lower-timeframe price chart. The user sets the higher timeframe in minutes. Each higher-timeframe candle appears as a shaded rectangle, with smaller bars inside showing how…

Indicadores técnicosSeguimento de tendênciasMultiactivos
ProRealCode

This document explains a momentum oscillator built from a second-order high-pass filter, a second-order Super Smoother, and rolling root-mean-square normalization. The high-pass stage removes slower price movement, smoothing reduces noise, and normalization…

Indicadores técnicosMomentumReversão à médiaSeguimento de tendências
ProRealCode

This document describes a weekly-chart indicator that signals staged long or short positions for an index strategy. Long entries require price above a 50-period average, a low short-period RSI measure, and price below a five-period average; a second long…

AçõesReversão à médiaIndicadores técnicosTestes históricos
ProRealCode

This indicator calculates volume-weighted average price over weekly, monthly, and yearly periods. For each bar, it divides the sum of typical price multiplied by volume since the relevant period began by the corresponding cumulative volume. It then plots the…

Indicadores técnicosEstatística
ProRealCode

The Volume Accelerated Directional Energy Ratio combines normalized price direction with volume to estimate the strength of buying and selling pressure. Price change is scaled by a recent high-low range and bounded, then multiplied by volume in one of three…

Indicadores técnicosMomentumSentimento de mercadoEstatística
ProRealCode

This indicator identifies and labels a broad set of bullish and bearish candlestick formations on a price chart, placing colored arrows near detected patterns. Examples include doji, hammer, engulfing, morning and evening stars, three-candle formations,…

AçõesIndicadores técnicosSeguimento de tendênciasTestes históricos
ProRealCode

This indicator automatically identifies the latest price leg with a ZigZag pivot process based on rolling Donchian highs and lows, then draws Fibonacci retracement levels across the chart. A configurable depth controls swing sensitivity: shorter windows…

Indicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

This one-hour Hang Seng strategy uses RSI thresholds to enter long or short positions, with an ATR-based filter that requires volatility relative to price to exceed a set level. It also restricts entries to a specified UK-time window and disables order…

FuturosReversão à médiaIndicadores técnicosVolatilidade
ProRealCode

This document describes a long-only S&P 500 strategy that uses Bollinger %B to identify a pullback during an established uptrend. The indicator expresses the close’s position between the lower and upper Bollinger Bands. Entries require the close above its…

AçõesSeguimento de tendênciasReversão à médiaIndicadores técnicos
ProRealCode

This indicator displays the prior candle range alongside a 10-period Average True Range (ATR) and a 20-period exponential average of ATR. It changes the text color when ATR rises above its smoothed average, presenting that condition as a possible sign of…

Indicadores técnicosVolatilidadeMomentum
ProRealCode

This strategy trades the DAX using signals calculated on an hourly timeframe and entries managed on a one-minute chart. A long signal requires a bullish candle pattern, a fast EMA crossing above a slower EMA, and RSI crossing above its midpoint; the short…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

The indicator estimates the direction and strength of a trend by measuring the change in an exponential moving average over a chosen lookback. It calculates the moving average, compares its current value with an earlier value, adjusts the difference by pip…

Indicadores técnicosSeguimento de tendências
ProRealCode

The document describes a two-sided intraday strategy that enters when price crosses levels derived from Bill Williams fractals. Its example is configured for EUR/USD on a one-hour chart, with trading limited to a stated daily time window. The strategy also…

CâmbioRutura de níveisIndicadores técnicosGestão do risco
ProRealCode

The strategy proposes a long entry when price crosses above an eight-period exponential moving average while the Awesome Oscillator turns upward after declining. The oscillator is defined as the difference between five-period and 34-period averages of median…

CâmbioIndicadores técnicosMomentumTestes históricos
ProRealCode

The Donchian Volatility Indicator measures the width of a price channel in a separate panel to visualize volatility expansion and contraction. It sets the upper boundary at the highest high over a lookback period plus an ATR-based buffer, and the lower…

VolatilidadeIndicadores técnicosRutura de níveisDimensionamento de posições
ProRealCode

The Smooth Price Oscillator (SPO) compares two recursively smoothed price series: a slower line and a faster line. Their difference forms the oscillator. The described ProRealTime implementation scales that difference using the largest recent standard…

Indicadores técnicosEstatísticaReversão à médiaMomentum