Saltar para o conteúdo

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 adapts a stochastic oscillator’s lookback window to an estimated market cycle. It first smooths the midpoint of each bar’s high and low, then derives in-phase and quadrature components using a digital filter. A homodyne discriminator estimates…

Indicadores técnicosEstatísticaAções
ProRealCode

This document describes a value chart indicator that plots normalized highs and lows rather than full OHLC candles. It calculates a recent range from summed highs and lows over a configurable depth, derives a central axis and volatility unit from those sums,…

Indicadores técnicosVolatilidadeReversão à média
ProRealCode

This indicator seeks potential market tops and bottoms by comparing short and long Laguerre-smoothed price series. It calculates a percentage price oscillator from their difference, then ranks the current oscillator against its values over a rolling lookback…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

This document presents a simple indicator for measuring how far the current closing price sits, in percentage terms, from an exponential moving average. It calculates the average over a configurable period, then expresses the difference between the close and…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

This indicator transforms a stochastic oscillator through two exponential smoothing stages and then maps the result into a bounded signal value. The supplied settings use a 130-period stochastic, a smoothing period of 10, and thresholds at 0.85 and -0.8. A…

Indicadores técnicosMomentumTestes históricos
ProRealCode

This note describes a simple candlestick rule for flagging bearish shooting stars and bullish hammers. It first requires the high-to-low range to exceed twice the absolute distance between open and close, identifying candles with relatively small bodies. It…

Indicadores técnicosTestes históricos
ProRealCode

This indicator estimates whether recent market regimes favor an uptrend or downtrend and tracks the calibration of its own probability forecasts. It classifies each bar using price change over a lookback window scaled by ATR. Changes beyond a positive or…

Indicadores técnicosEstatísticaSeguimento de tendênciasReversão à média
ProRealCode

This short indicator note proposes viewing price action with candlesticks plotted at inverted values, alongside volume, to gain another perspective on potential market turning points. Its example implementation lets the user switch between ordinary and…

Indicadores técnicosVolatilidadeMicroestrutura de mercado
ProRealCode

The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…

FuturosRutura de níveisIndicadores técnicosVolatilidade
ProRealCode

The Trend Speed Analyzer combines an adaptive exponential average on the price chart with a separate histogram intended to show the direction and intensity of trend momentum. Its average changes responsiveness using normalized price changes and an…

Indicadores técnicosMomentumSeguimento de tendênciasRutura de níveis
ProRealCode

This document describes two price-action patterns attributed to Larry Williams and presents them as possible reversal signals. The first pattern identifies a bar that moves beyond a recent low or high and then closes beyond the preceding bar’s corresponding…

AçõesIndicadores técnicosReversão à médiaTestes históricos
ProRealCode

This indicator plots a selected moving average and colors it according to one chosen oscillator: CCI, RSI, Stochastic, Cycle, or Directional Index. The user can configure the moving-average period and type, oscillator periods, and which oscillator controls…

Indicadores técnicosVolatilidadeMomentum
ProRealCode

This indicator uses the position of closing, high, and low prices within Bollinger Bands to identify moves beyond the bands after a contraction. It averages the prior three high and low percentile readings, then tracks conditions above the upper band or…

Indicadores técnicosVolatilidadeRutura de níveis
ProRealCode

This indicator compares the average price path after a chosen market condition with the average path after that condition is absent. The user selects a projection horizon and specifies a condition, such as a rising stochastic reading combined with price…

EstatísticaTestes históricosIndicadores técnicosGestão do risco
ProRealCode

This document explains a chart heatmap that compares an instrument’s typical volume or volatility across months, days of the month, weekdays, or hours. It calculates each period’s total volume or true range, groups observations by the selected calendar…

Indicadores técnicosEstatísticaVolatilidadeDimensionamento de posições
ProRealCode

This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…

Matérias-primasReversão à médiaIndicadores técnicosGestão do risco
ProRealCode

The indicator places three volatility-scaled bands above and below a smoothed moving average. Band distances use ATR multiplied by Fibonacci-related factors, with the center average providing trend context. The article describes the zones between the middle…

Indicadores técnicosVolatilidadeSeguimento de tendênciasGestão do risco
ProRealCode

This strategy looks for a narrow-range setup: the current bar sits inside the previous bar and its range is below the recent minimum. It requires Bollinger Band width to be near a recent low, ADX to exceed a threshold, and short-term ATR to be greater than a…

FuturosRutura de níveisVolatilidadeIndicadores técnicos
ProRealCode

The document introduces nine indicators that compare historical range, volume, and equity gains or losses across calendar periods. For each measure, the collection examines months, weeks, and days of the week to identify periods that have tended to be above…

EstatísticaIndicadores técnicosTestes históricos
ProRealCode

This post presents an intraday strategy for the FTSE 100, with forex pairs also mentioned as instruments the author trades. It looks for a candle whose open-to-close move exceeds twice a 12-period average true range. A large down candle triggers a long…

FuturosCâmbioIndicadores técnicosReversão à média
ProRealCode

This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

This indicator marks several price-action reversal setups built from relationships between consecutive bars. It classifies bars as inside, outside, directional up, directional down, two-up, or two-down, with a tolerance parameter to reduce sensitivity to…

Indicadores técnicosRutura de níveisAções
ProRealCode

The document describes a chart indicator that marks bullish and bearish ABCD price patterns. It tracks candidate swing points A through D, applies Fibonacci retracement levels to assess the C point, and uses extension levels to locate D. Adjustable settings…

Indicadores técnicosCâmbioAçõesTestes históricos
ProRealCode

MSL Trend Follow combines confirmed swing-point breaks with an ATR-based trailing stop to identify and track directional trends. A close above the latest confirmed swing high signals an uptrend; a close below the latest confirmed swing low signals a…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco