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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 transforms RSI thresholds into a price-overlay line intended to move around the market price like a supertrend. It uses a 14-period RSI basis and upper and lower limits of 90 and 10, respectively. The described use is to generate entry signals…

Indicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

The document explains the Correlation Trend Indicator (CTI), which compares a price series with an ideal straight trend line using a correlation measure. It describes short- and long-period CTI values as distinct views of trend rather than simply smoothed…

Indicadores técnicosEstatísticaCâmbioReversão à média
ProRealCode

The document presents BlackFlags FTS as a chart indicator for distinguishing directional phases from consolidations. Its narrative describes colored bullish and bearish zones, range boundaries, and potential breakouts from those boundaries. It also discusses…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
ProRealCode

MegaFX Profit is a smoothed oscillator that measures the median price's position within the recent highest-high and lowest-low range. It transforms that normalized position and applies smoothing, which the description says makes signals clearer but delayed.…

Indicadores técnicosSeguimento de tendênciasRutura de níveisEstatística
ProRealCode

The indicator defines an opening range over a user-selected intraday window, then projects three target levels above and below its high and low. Targets can use range multiples or Fibonacci ratios. It records whether each target was reached in each completed…

FuturosRutura de níveisIndicadores técnicosEstatística
ProRealCode

This indicator constructs Renko-style price boxes and annotates them with traded volume. It estimates an initial box size from recent ranges, then uses an average true range calculation for later bars. As price moves far enough to cross box thresholds, the…

Indicadores técnicosVolatilidadeAções
ProRealCode

This document presents a charting indicator that detects upward and downward gaps by comparing the prior bar's low and high with the bar before it. It labels detected gaps and draws horizontal reference lines at the corresponding price levels, using…

AçõesIndicadores técnicosRutura de níveis
ProRealCode

This document describes a chart indicator that plots the highest and lowest closing prices over a rolling 52-week window. It uses 250 bars for each lookback and is intended for daily charts. Traders can use the resulting bands as reference levels when…

Indicadores técnicosRutura de níveisAções
ProRealCode

The Sentiment Zone Oscillator (SZO), attributed to Walid Khalil, aims to represent market sentiment using a smoothed directional input. It assigns a positive or negative value according to whether a filtered closing price rose or fell, then applies a triple…

Indicadores técnicosSentimento de mercadoSeguimento de tendências
ProRealCode

The document describes a quadruple moving average built by repeatedly applying the same moving-average calculation to its prior output. It combines the first five stages using weights of 5, −10, 10, −5, and 1. The calculation period is adjustable, and the…

Indicadores técnicosSeguimento de tendências
ProRealCode

The document describes an oscillator intended to represent price’s distance from its recent average, with possible use on very short timeframes or tick charts. Its calculation uses a 10-period standard deviation and moving average to scale the gap between…

Reversão à médiaVolatilidadeIndicadores técnicos
ProRealCode

The document explains a lightweight chart indicator that turns user-defined order signals into a visual backtest. Signals specify signed quantities, and the engine applies them at the next bar’s open with a configurable spread. It tracks net position,…

Testes históricosExecuçãoDimensionamento de posiçõesGestão do risco
ProRealCode

This DAX strategy uses one-minute bars and the overnight high-low range to place conditional orders around the opening period. It records the overnight extremes shortly before 08:00 GMT+2, then places entries just beyond and inside each boundary, with the…

FuturosRutura de níveisReversão à médiaDimensionamento de posições
ProRealCode

This indicator compares price pivots with ten momentum and volume measures, including RSI, MACD, momentum, OBV, stochastic, and Chaikin Money Flow. It counts how many enabled oscillators show each of four divergence types at the same pivot: regular bullish…

Indicadores técnicosMomentumEstatísticaTestes históricos
ProRealCode

This indicator is presented as a way to observe shifts in buying and selling pressure during accumulation or distribution. It draws volume histograms for bullish and bearish bars: bullish volume is scaled by the close’s position within the bar’s range, while…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

The document describes a price-chart indicator that marks potential fair value gaps, defined here as zones left between a bar’s high or low and the neighboring bars when price moves directionally without retracing through the area. It stores the boundaries…

Indicadores técnicosCâmbioMatérias-primasReversão à média
ProRealCode

This note describes an indicator for measuring how long each bar takes to form in seconds. It is intended for charts whose bars are defined by activity or price movement rather than fixed time intervals, including tick, range, and Renko charts. The output…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

This indicator combines Zigzag swing points with Fibonacci retracement levels to map possible support and resistance areas. Pivots can be identified either by a percentage move or by period highs and lows. The indicator tracks pivot values and direction,…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

The document presents a simple end-of-day strategy for yen currency pairs using 15-minute bars. At a configured evening time, it measures the recent high-low range over a lookback period and records the current close as a reference price. During a specified…

CâmbioReversão à médiaIndicadores técnicosExecução
ProRealCode

This indicator toolbox searches for regular and hidden divergences between price and seven technical series: MACD, RSI, MFI, OBV, CCI, a stochastic momentum measure, and PVT. It identifies recent local highs or lows over a lookback window, compares the price…

Indicadores técnicosMomentumReversão à médiaTestes históricos
ProRealCode

This indicator combines unusual-volume marking with a simplified volume profile. For the time-based view, it compares each bar’s volume with a rolling standard-deviation measure and uses bubble size to indicate the resulting magnitude; candle direction…

Indicadores técnicosMicroestrutura de mercadoEstatística
ProRealCode

The document outlines two forms of Keltner Channels. Chester Keltner’s original method used a ten-day simple moving average of typical price as the centerline, with a ten-day average of the high-low range added and subtracted to form the bands. A later…

Indicadores técnicosVolatilidadeMatérias-primas
ProRealCode

The M-Oscillator is presented as a momentum-oscillator variation built from the direction of price changes over a lookback period, then smoothed into a histogram, oscillator, and signal line. Readings above 10 are described as overbought and those below -10…

Indicadores técnicosMomentumReversão à médiaSeguimento de tendências
ProRealCode

This indicator identifies potential horizontal levels at the midpoint of a candle’s upper or lower shadow. It scans a configurable number of prior bars for repeated tests where price reaches the level but closes without crossing it. Once the requested number…

Indicadores técnicosRutura de níveisMicroestrutura de mercado