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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 rebuilds a volume profile around a fitted linear or quadratic regression curve rather than fixed horizontal price levels. It assigns each bar's volume to a bin based on its distance from the curve, producing a profile of trading activity…

Indicadores técnicosEstatísticaMicroestrutura de mercadoVolatilidade
ProRealCode

This document presents an Ichimoku-based way to screen for bullish and bearish trends and display them on a chart or histogram. The bullish screen requires price to be above both cloud spans, above the prior period's high, and above lagged cloud, Tenkan, and…

Indicadores técnicosSeguimento de tendências
ProRealCode

The indicator scores price against a range of moving averages and tracks whether those averages are rising or falling. It combines these counts into a value on a zero-to-100 scale, then smooths the result with another moving average. The document describes…

Indicadores técnicosSeguimento de tendências
ProRealCode

The document explains volume-weighted average price as the average traded price weighted by volume over a chosen period. It describes VWAP as an execution benchmark for investors seeking to trade in line with market volume. The text distinguishes guaranteed…

ExecuçãoMicroestrutura de mercadoIndicadores técnicosEstatística
ProRealCode

This indicator calculates a moving average from daily closing prices while a chart is displayed on a shorter timeframe. It loops over the requested number of daily observations, sums their closes, and divides by the period count. The intended use is to…

Indicadores técnicosReversão à médiaTestes históricos
ProRealCode

This indicator estimates directional price pressure from candlestick bodies and wicks. It separates bullish, bearish, and neutral candles, then aggregates their body and wick measurements over short and longer rolling windows. The resulting components are…

Indicadores técnicosMomentumEstatísticaGestão do risco
ProRealCode

The RedOrBlue indicator separates each bar’s open-to-close change into positive and negative components. It calculates rolling means and standard deviations for each component over a 14-period window, then standardizes the current values relative to those…

Indicadores técnicosEstatística
ProRealCode

This indicator combines the Commodity Channel Index with a price overlay and a separate oscillator panel. A CCI move above an upper threshold sets a bullish state, while a move below a lower threshold sets a bearish state. In the bullish state, the overlay…

Matérias-primasSeguimento de tendênciasMomentumIndicadores técnicos
ProRealCode

This indicator adaptation describes a crossover method for trading in either direction. A long entry follows an upward cross of the red line over the blue line, while a long exit follows the gold line crossing upward over the red line above the blue line.…

Indicadores técnicosMomentumCâmbio
ProRealCode

This ProRealTime adaptation of a Money Flow Index indicator adds visual markers for crossings of configurable overbought and oversold thresholds, plus alerts for those events. It also plots 40 and 60 reference levels. The author interprets readings above 60…

Indicadores técnicosMomentumGestão do risco
ProRealCode

HODAR estimates the historical average high-low range separately for each hour of the day. On an hourly chart, it uses the average for the current hour to draw bands around a chosen price series, or to show a shaded candle, or both. A multiplier controls the…

Indicadores técnicosVolatilidade
ProRealCode

The document explains an indicator that estimates buying and selling pressure by dividing each bar’s volume according to where its close falls between the high and low. It subtracts estimated selling volume from estimated buying volume, then displays the…

Indicadores técnicosMicroestrutura de mercadoEstatísticaRutura de níveis
ProRealCode

The document explains the LBR RSI, an oscillator calculated by applying a three-period Relative Strength Index to the one-period rate of change in closing prices. Here, the one-period change is the difference between today’s close and the previous close, so…

Indicadores técnicosMomentum
ProRealCode

This indicator translates stochastic oscillator readings into price levels so they can be viewed directly on a price chart. It centers the display on a moving average of price and scales the oscillator by an average true range calculated from daily data over…

Indicadores técnicosVolatilidadeAções
ProRealCode

This swing method uses Parabolic SAR to identify the prevailing direction and manage exits. A candle closing above SAR is treated as long-side and colored blue, while a candle below SAR is treated as short-side and colored red. The accompanying description…

Indicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

This indicator fits a linear regression to closing prices from the most recent segmentation point through the current bar. It estimates residual standard deviation and uses a configurable multiplier to place upper and lower bands around the regression line.…

Indicadores técnicosEstatísticaVolatilidade
ProRealCode

This indicator aims to mark possible transitions into and out of range-bound conditions using the directional indicators DI+ and DI− alongside Parabolic SAR. It compares the SAR position with the close and checks which directional indicator is greater,…

Indicadores técnicosSeguimento de tendênciasReversão à médiaEstatística
ProRealCode

The Dynamic Indicator compares estimated price volatility with directional movement amplitude to classify market phases. It constructs fast and slower range estimates, combines them into a trend reference and upper and lower ranges, then measures how far…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

The B-indicator estimates trend strength by comparing the absolute smoothed trend with a noise estimate and scaling the ratio to a 0–100 oscillator. It is designed to show whether price movement is more trend-like or noise-dominated, without indicating…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

This indicator combines a price action channel built from exponential averages of highs, lows, and closes with a faster EMA ribbon and longer-period averages. It also marks local peaks and troughs as higher highs, lower highs, higher lows, or lower lows,…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
ProRealCode

This document describes an indicator that overlays Heikin-Ashi style candles on range bars. It calculates a synthetic close from the bar's total price and a synthetic open from the current bar's open and close initially, then from the prior synthetic open…

Indicadores técnicosSeguimento de tendênciasTestes históricos
ProRealCode

The document presents an adaptive envelope indicator built around a moving average of closing prices. It estimates a changing band width from half the recent high-low range, smooths that range over a lookback window, and adds and subtracts the result from…

Indicadores técnicosVolatilidade
ProRealCode

This indicator description presents a one-minute scalping signal based on two modified, smoothed oscillators. Each oscillator filters the change in closing price over a lookback, then normalizes its output by a decaying estimate of its absolute peak. The…

Indicadores técnicosMomentumNegociação de alta frequênciaExecução
ProRealCode

This indicator compares buying and selling pressure using candle movement relative to the prior close, scaled by recent averages and weighted by volume. It presents three readings: a histogram measuring the difference between regression-smoothed buying and…

Indicadores técnicosMomentumEstatística