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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
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1,507 documentos
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Machine Learning for Trading
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766 documentos
FMZ forum
682 documentos
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vn.py community
560 documentos
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340 documentos
QuantStart
246 documentos
Stratmill research code
219 documentos
Robot Wealth
195 documentos
NautilusTrader
191 documentos
Hummingbot docs
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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
TqSdk
86 documentos
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62 documentos
Awesome Systematic Trading
61 documentos
backtrader
54 documentos
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quant-trading
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FinRL
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22 documentos
FMZ live strategies
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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
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This indicator turns Aroon Up and Aroon Down readings into a color-coded histogram. Using a 14-period lookback and a trigger level of 70, it marks a bullish state when Aroon Up exceeds Aroon Down and reaches the trigger, and a bearish state when Aroon Down…

Indicadores técnicosSeguimento de tendências
ProRealCode

This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…

Indicadores técnicosSeguimento de tendênciasMomentum
ProRealCode

This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

This document presents a price-smoothing indicator based on a Laguerre filter attributed to John Ehlers. It first averages the open, high, low, and close, then measures the absolute difference between that price and the prior filtered value. The difference…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

This document describes a daily pivot indicator attributed to J.F. Carter’s trading formula. It calculates a central pivot from the bar’s high, low, and close, then derives three resistance levels and three support levels using the pivot and the high-low…

Indicadores técnicos
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…

Seguimento de tendênciasIndicadores técnicosAções
ProRealCode

This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…

Indicadores técnicosSeguimento de tendênciasMomentumAções
ProRealCode

The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…

Indicadores técnicosAprendizagem automáticaMomentumReversão à média
ProRealCode

The document shares a compact price-following stop formula built from recent highs, average true range, and a rolling low. It first offsets the highest high over a short lookback by one third of the 20-period ATR, then takes the lowest value of that adjusted…

Indicadores técnicosVolatilidadeGestão do risco
ProRealCode

This document describes a custom candle representation intended to smooth price fluctuations. It applies a four-stage recursive Laguerre-style filter separately to the open and a configurable custom close, then combines the stages with fixed weights to form…

Indicadores técnicosEstatística
ProRealCode

The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…

Indicadores técnicosReversão à médiaRutura de níveis
ProRealCode

This indicator estimates buy and sell volume from each candle’s range and open and close prices. It allocates volume across candle sections, assigning the resulting estimates to buying or selling according to whether the candle closes at or above its open.…

Indicadores técnicosEstatísticaMicroestrutura de mercado
ProRealCode

This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…

FuturosMomentumSeguimento de tendênciasGestão do risco
ProRealCode

The U Trend Sensor is an oscillator built from two triangular moving averages with different lookback periods. Each average is updated only when it moves beyond a percentage threshold relative to its current level, creating step-like series. The indicator…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

The Trend Levels indicator uses the highest high and lowest low over a configurable lookback period to identify potential changes in direction. A new period high sets an uptrend state, while a new period low sets a downtrend state; arrows mark those…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
ProRealCode

This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…

Indicadores técnicosMomentumEstatística
ProRealCode

Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…

Indicadores técnicosSeguimento de tendênciasCâmbioEstatística
ProRealCode

The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…

Indicadores técnicosTestes históricos
ProRealCode

This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…

Mercados à vistaGestão do riscoDimensionamento de posiçõesExecução
ProRealCode

This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…

Matérias-primasIndicadores técnicosMomentumTestes históricos
ProRealCode

The Pollan indicator combines the Commodity Channel Index and Relative Strength Index by comparing their values across a fixed window of historical bars. It forms two oppositely oriented series from the CCI–RSI and RSI–CCI differences, with a coefficient…

Indicadores técnicosReversão à médiaTestes históricos
ProRealCode

The document describes John Ehlers’s recursive median oscillator, which combines a median filter with recursive smoothing and a high-pass filter. The median of a short window of closing prices reduces the influence of extreme observations that can distort…

Indicadores técnicosEstatística
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

CâmbioRutura de níveisVolatilidadeIndicadores técnicos
ProRealCode

This indicator plots a conventional RSI of closing prices alongside an RSI calculated from a multi-vote On-Balance Volume series. The OBV component assigns directional votes based on changes in the high, close, and low, averages those votes, weights them by…

AçõesIndicadores técnicosMomentum