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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 applies Bollinger-style bands to a stochastic oscillator rather than directly to price. It calculates the oscillator, a moving average, and standard-deviation bands, then changes the trend state when the oscillator crosses above the prior…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
ProRealCode

This DAX strategy calculates each candle’s body as the close minus the open, then measures changes in that body over a rolling period of 84 bars. It applies separate positive and negative thresholds, set to 81 and 6 times the platform’s pip size, and…

FuturosMomentumIndicadores técnicos
ProRealCode

This shared automated strategy trades USD/JPY on a one-minute timeframe. It uses three exponential moving averages with periods derived from 200, 300, and 600 bars to define trend direction, and a parabolic SAR reading relative to the current bar’s high or…

CâmbioIndicadores técnicosSeguimento de tendênciasDimensionamento de posições
ProRealCode

The document describes an indicator that compares smoothed measures of upward and downward price movement to show trend direction. It applies a Jurik-style smoothing method to current and prior closing prices, then accumulates directional counts across a…

Indicadores técnicosSeguimento de tendênciasTestes históricos
ProRealCode

This document describes an indicator that compares the Relative Strength Index with an average of the bar’s open, high, low, and close to flag possible reversals. A bullish setup pairs a lower price low with a higher RSI low near the oversold threshold; a…

Indicadores técnicosReversão à médiaMomentum
ProRealCode

The indicator builds a calendar-year seasonality curve by accumulating daily price changes for each month and day across a selected historical date range. Users can set start and end dates, show or hide the curve’s high and low points, and calculate changes…

Matérias-primasIndicadores técnicosEstatística
ProRealCode

This indicator applies a Hodrick–Prescott smoother to recent closing prices and draws the resulting trend line on a chart. Its settings specify a 100-bar window and a smoothing parameter of 30; increasing the parameter produces a smoother series. The code…

Indicadores técnicosEstatística
ProRealCode

The document proposes a modified Ichimoku calculation that derives later indicator components from Span A rather than directly from price. It first obtains Tenkan-sen and Kijun-sen using the stated conventional periods, averages them to form an intermediate…

Indicadores técnicosSeguimento de tendências
ProRealCode

This chart overlay groups four price action tools: swing-based market structure, order blocks, liquidity levels, and projected trend lines. A ZigZag-style method identifies swing highs and lows; closing breaks of prior swings are labeled as trend reversals…

Indicadores técnicosRutura de níveisSeguimento de tendênciasMicroestrutura de mercado
ProRealCode

This indicator combines a trailing Average True Range stop with the Average Directional Index. It selects between wider and narrower ATR multipliers according to whether ADX is rising or falling, with an optional threshold rule that applies the narrower…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
ProRealCode

This simple scalping indicator issues a long signal when the latest four closes form three consecutive increases, and a short signal when they form three consecutive decreases. It presents the buy and sell conditions as separate indicators, each returning a…

MomentumIndicadores técnicosExecução
ProRealCode

The document describes an RSI transformation attributed to John Ehlers, intended to make trigger points easier to distinguish. It first calculates RSI, shifts and scales the readings around zero, applies the inverse Fisher transform, and maps the output back…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

The FollowLine is a trend-following indicator that changes direction when a closing price crosses beyond an upper or lower Bollinger band. After an upside trigger, it tracks a line based on the bar low; after a downside trigger, it uses the bar high. In each…

Indicadores técnicosSeguimento de tendênciasVolatilidade
ProRealCode

This indicator contribution presents a Dynamic Zone version of RSX for ProRealTime. It first adjusts closing price using half the standard deviation of highs over a 10-bar lookback, then separates upward and downward price changes. Wilder averages over 20…

Indicadores técnicosVolatilidadeEstatística
ProRealCode

This document describes two price oscillators attributed to John Ehlers: Reflex, intended to track the cycle component of prices, and Trendflex, intended to retain the trend component. The supplied indicator procedures first smooth closing prices with a…

Indicadores técnicosSeguimento de tendênciasReversão à médiaEstatística
ProRealCode

This indicator defines resistance and support from the highest high and lowest low over a configurable lookback. It adds an ATR-based buffer around both extremes, plots the midpoint, projects the zones forward, and marks selected price crossings and the bars…

Indicadores técnicosVolatilidadeReversão à médiaRutura de níveis
ProRealCode

The document describes CAM, a chart-classification approach that combines the direction of ADX with the direction of MACD. When both rise, candles are marked as an uptrend; when both fall, they indicate a pullback; rising ADX with falling MACD marks a…

Indicadores técnicosSeguimento de tendênciasMomentumEstatística
ProRealCode

This document describes a ProRealTime conversion of a forex entry indicator that is intended to avoid repainting. The signal uses a stochastic oscillator and a smoothed stochastic line, with fixed overbought and oversold zones. It marks a potential upward…

CâmbioIndicadores técnicosMomentum
ProRealCode

This chart indicator marks the nearest rounded price levels around the prior close. A configurable level size determines the spacing, allowing decimal increments that can suit instruments such as forex pairs. A skip setting adds further levels above and…

Indicadores técnicosCâmbio
ProRealCode

The document explains the Choppiness Index as a bounded indicator for judging whether price action is trending or moving sideways. It describes the reading inversely to price direction: higher values suggest a greater likelihood of a range, while lower…

Indicadores técnicosEstatísticaSeguimento de tendênciasReversão à média
ProRealCode

The Trend Balance Point (TBP), attributed to J. Welles Wilder, is presented as a momentum-based system for taking long or short positions. It derives separate threshold levels from recent closing-price changes; crossing those levels determines the direction…

MomentumIndicadores técnicosGestão do riscoTestes históricos
ProRealCode

The document presents an indicator that searches recent price bars for a cup-and-handle formation and draws the detected structure on a chart. It locates a recent high, searches backward for an earlier boundary high, finds the intervening low, and divides…

Indicadores técnicosAçõesRutura de níveis
ProRealCode

Gravity Trend Levels combines a moving average trend regime with an acceleration based measure of momentum. It uses an EMA of closing prices as its baseline and mean absolute deviation from that baseline as a volatility unit. Changes in baseline velocity are…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade