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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.

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20,364 documentos
SuperMind
12,226 documentos
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1,507 documentos
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1,232 documentos
Machine Learning for Trading
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766 documentos
FMZ forum
682 documentos
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662 documentos
vn.py community
560 documentos
QuantInsti blog
511 documentos
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340 documentos
QuantStart
246 documentos
Stratmill research code
219 documentos
Robot Wealth
195 documentos
NautilusTrader
191 documentos
Hummingbot docs
181 documentos
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175 documentos
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164 documentos
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163 documentos
Biblioteca de cursos de quant
157 documentos
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152 documentos
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144 documentos
Systematic trading blog (Rob Carver)
132 documentos
Qlib
116 documentos
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86 documentos
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62 documentos
Awesome Systematic Trading
61 documentos
backtrader
54 documentos
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38 documentos
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FinRL
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22 documentos
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Jesse
17 documentos
pyfolio
16 documentos
Alphalens
14 documentos
WonderTrader
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This document presents a short-term reversal strategy attributed to Larry Connors. For long entries, price must be above its 200-period moving average, below its 5-period average, and the 2-period RSI must be under 10. The position exits when price rises…

Reversão à médiaIndicadores técnicosAçõesTestes históricos
ProRealCode

This strategy idea for GBP/USD on the hourly chart combines a five-period and ten-period simple moving-average crossover with stochastic momentum and RSI filters. Long entries require the faster average to cross above the slower one, stochastic momentum to…

CâmbioIndicadores técnicosMomentumTestes históricos
ProRealCode

The document describes a trend indicator that combines a modified On-Balance Volume series with Supertrend levels and a volatility-based adjustment. OBV supplies the input used to make the trend calculation more responsive, while a volatility factor changes…

Indicadores técnicosSeguimento de tendênciasVolatilidadeCriptoativos
ProRealCode

This document explains a chart indicator based on the 2B reversal idea: a price pushes beyond a prior support or resistance area, then fails to sustain the move, creating a possible reversal signal. The indicator first locates swing highs and lows over a…

Indicadores técnicosRutura de níveisReversão à médiaTestes históricos
ProRealCode

Williams Percent R is presented as a bounded overbought and oversold indicator. It compares the latest close with the highest high and lowest low over a lookback window, then scales the close’s position within that range to a negative percentage scale. The…

Indicadores técnicosReversão à média
ProRealCode

The Relative Volatility Index (RVI) estimates whether volatility is associated with rising or falling prices. It calculates price standard deviation over a chosen period, assigns that volatility to an upward or downward component based on the close-to-close…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

This indicator note describes the Sell Relative Strength Index, also called the sell gravitation index, attributed to Howard Wand and featured in a February 2019 TASC issue. For each bar in a configurable lookback, it divides the candle body’s open-to-close…

Indicadores técnicosVolatilidadeGestão do risco
ProRealCode

This document presents a simplified implementation of the Jurik RSX indicator and states that it is equivalent to the original. The calculation applies repeated exponential smoothing stages to close-to-close price changes and to their absolute values, then…

Indicadores técnicosMomentumVolatilidade
ProRealCode

This indicator estimates buying and selling volume from tick-by-tick price changes. It adds volume to a positive accumulator when price rises relative to the previous observed price, and to a negative accumulator when it falls. The difference between the…

Microestrutura de mercadoIndicadores técnicosExecução
ProRealCode

The document explains KDJ as a three-line oscillator derived from the Stochastic: K, D, and J. It describes J as an extrapolation from the relationship between K and D, giving it greater sensitivity to the shorter-term K line and allowing it to move beyond…

Indicadores técnicosEstatística
ProRealCode

The document outlines an Ichimoku system that combines a Tenkan-sen/Kijun-sen crossover with a price move through the Kumo cloud. Long entries require an upward crossover and a close above the cloud within four periods; short entries use the reverse…

Indicadores técnicosSeguimento de tendênciasRutura de níveisTestes históricos
ProRealCode

The document explains how to identify an inside bar, where the current candle’s high and low stay within the previous candle’s range, and presents an indicator for marking those formations. It describes the pattern as a possible breakout setup, with stop…

Indicadores técnicosRutura de níveis
ProRealCode

The indicator creates price levels when RSI crosses its own moving average in a filtered region: bullish crosses below 50 and bearish crosses above 50. For each event, it scans back up to ten bars for the first candle opposing the expected move. It uses that…

Indicadores técnicosMomentumGestão do risco
ProRealCode

This document presents a daily long-short strategy for JPMorgan Chase shares, based on accumulated changes in candle-body size and direction. It calculates each candle body as the close minus the open, takes the change from the prior body, and sums those…

AçõesIndicadores técnicosMomentumTestes históricos
ProRealCode

This indicator rescales each open, high, low, and close using the highest high and lowest low over a rolling lookback, expressing candle values on a zero-to-one-hundred scale. The example uses a 50-period window and displays reference levels at 20, 50, and…

Indicadores técnicosMomentumRutura de níveis
ProRealCode

This indicator identifies potential RSI divergences by comparing successive excursions into overbought or oversold territory. It uses a 14-period RSI with levels at 70 and 30. During each excursion, it records the RSI extreme and corresponding price extreme;…

Indicadores técnicosReversão à médiaCâmbioTestes históricos
ProRealCode

This indicator uses a monthly reference price and a band derived from recent monthly price ranges to help classify market context. Its accompanying explanation treats prices above the upper band as bullish, below the lower band as bearish, and movement…

Indicadores técnicosSeguimento de tendênciasReversão à médiaRutura de níveis
ProRealCode

This indicator combines a moving average filter with three soldiers and three crows candlestick patterns to generate directional trend signals. Its long condition requires three rising bullish candles and the current low above the moving average. Its short…

Seguimento de tendênciasIndicadores técnicosMomentum
ProRealCode

This indicator identifies candidate swing highs and lows, then marks levels as protected after price action confirms them. It uses recent high and low prices to detect pivots and an Average True Range based distance to adjust confirmation sensitivity.…

Indicadores técnicosMicroestrutura de mercadoRutura de níveisVolatilidade
ProRealCode

The Rainbow Oscillator is presented as a trend indicator built from a sequence of smoothed price averages and a recent high-low range. It plots an oscillator measuring price relative to the average of the smoothed lines, alongside bands representing the…

Indicadores técnicosSeguimento de tendênciasVolatilidadeAções
ProRealCode

The document describes a price-band indicator built from an exponential moving average and average true range. With a configurable period of 20 as the example, it centers the bands on the EMA and sets four upper and four lower levels by adding or subtracting…

Indicadores técnicosVolatilidade
ProRealCode

The Correlation Cycle indicator, attributed to John Ehlers, compares recent price data with fixed-period cosine and negative-sine waves. These normalized correlations form real and imaginary components, which are used to calculate a phase angle and a…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

The Trend Function combines simple moving averages with periods of 8, 13, 21, 34, 55, and 64 into three lines intended to represent longer, medium, and faster price behavior. Their spacing is used to interpret volatility and trend strength: the author…

Indicadores técnicosSeguimento de tendênciasMomentum
ProRealCode

This rule-based, long-only system aims to participate in broad equity-market advances while moving out of stocks during major declines. Its described signal compares a shorter moving average with a 200-day simple moving average: buy when the shorter average…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco