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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
Aulas Quantopian
45 documentos
Binance API docs
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

The document describes an indicator that plots daily and weekly pivot points together. Each pivot is calculated as the arithmetic mean of the relevant period’s high, low, and close. The weekly calculation tracks the period’s price range and closing value,…

Indicadores técnicosTestes históricosFuturos
ProRealCode

This indicator uses two Laguerre-smoothed versions of the average of each bar’s high and low, with different smoothing parameters, to form a percentage price oscillator. It ranks the oscillator readings against a rolling lookback window and highlights…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

The document describes an automated trend strategy that combines an Elder trend ribbon, Ehlers indicators, Ichimoku levels, and a 200-period moving average. It uses indicator direction and momentum to filter trades, with fractal dimension as an additional…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

The document explains a pivot point method, also called a bar count reversal, for marking possible turning points in price. A pivot high is a bar whose high exceeds the highs of a specified number of bars on both sides; a pivot low is a bar whose low is…

Indicadores técnicosReversão à médiaEstatística
ProRealCode

The document introduces the Darvas box approach, which uses recent price highs and lows to define a trading range around a stock making new highs. A breakout above the box can serve as an entry signal, while the box boundaries help frame a stop-loss. The…

AçõesRutura de níveisIndicadores técnicosGestão do risco
ProRealCode

The document explains the detrended price oscillator (DPO), an indicator intended to reduce the influence of longer-term price trends so intermediate cycles and potential overbought or oversold conditions are easier to examine. Its calculation subtracts a…

Indicadores técnicosReversão à médiaTestes históricos
ProRealCode

Stochastic RSI applies the stochastic calculation to RSI values rather than directly to prices. It locates the current RSI relative to its highest and lowest readings over a selected lookback, then expresses that position on a 0-to-100 scale. A new period…

Indicadores técnicosMomentumReversão à média
ProRealCode

FantailVMA is presented as a moving average whose responsiveness changes with market conditions. Its calculation smooths directional movement and true range to derive ADX-related values, then uses the recent ADX range to set a coefficient that controls how…

Indicadores técnicosSeguimento de tendênciasVolatilidade
ProRealCode

This proposal describes a USD/JPY strategy on hourly bars that looks for reversals after three consecutive candles of the same direction. It filters entries with ADX, ATR-based activity, and a fast versus slow moving-average relationship: after falling bars…

CâmbioReversão à médiaIndicadores técnicosDimensionamento de posições
ProRealCode

The Dynamic Trader Oscillator (DTOSC) is presented as a smoothed Stochastic RSI indicator attributed to Robert Miner. The document gives four parameter sets, ranging from faster to slower settings, and an example using the 13/8/5/5 configuration. It…

Indicadores técnicos
ProRealCode

Smoothed Rate of Change (S-RoC) applies the Rate of Change concept to an exponential moving average rather than directly to closing prices. It compares the current EMA with its value a chosen number of periods earlier, expresses the difference as a…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

This forex indicator applies a Fisher transform to price normalized within a recent high-low range. A simple moving average of the transformed series serves as a fast signal, while a weighted moving average of that average provides a slower trend reference.…

CâmbioIndicadores técnicosMomentumSeguimento de tendências
ProRealCode

This post presents a chart overlay that marks percentage levels above and below a selected reference price, which can be either the current close or open. The plotted bands range from small increments to wider moves on both sides of that price. Text labels…

Indicadores técnicosVolatilidadeAções
ProRealCode

This document describes a volume indicator that combines auction-period adjustment with a contract-volume threshold. It divides volume by an auction factor to normalize the elevated activity associated with the market opening, and can filter or highlight…

Microestrutura de mercadoIndicadores técnicosFuturosAções
ProRealCode

This document describes a ProRealTime indicator for finding bullish and bearish Gartley, or 222, harmonic patterns. It first identifies local highs and lows across several zigzag-style window lengths, then measures the XA, AB, BC, and CD legs of candidate…

Indicadores técnicosEstatísticaTestes históricos
ProRealCode

Flow Pressure Zones combines a weighted moving average trend regime with a bar conviction score and counter-trend reversal zones. The score multiplies real-body size relative to the bar range by volume relative to its moving average, capped at three times…

Indicadores técnicosSeguimento de tendênciasReversão à médiaGestão do risco
ProRealCode

This Expert Advisor uses a ColorXPWMA_Digit indicator to identify trend changes from changes in the indicator line's color. Signals are evaluated at bar close. Position size is adjusted separately for buys and sells based on recent outcomes in the same…

CâmbioSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
ProRealCode

This indicator compares four simple trading styles using recent price bars: long and short trend trades, and long and short mean-reversion trades. It simulates entering at a bar close selected by its color and exiting one bar later. A configurable quantity…

Seguimento de tendênciasReversão à médiaIndicadores técnicosTestes históricos
ProRealCode

This indicator pairs 9- and 21-period exponential moving averages with crossover markers and a color-coded view of price relative to both averages. When price is above both averages, it marks bullish sentiment; when below both, bearish sentiment; and…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

The Dual Volume Divergence Line combines Positive Volume Index and Negative Volume Index calculations to create a line intended to show directional pressure from volume. It starts with typical price, smooths the two indices, compares each with its weighted…

Indicadores técnicosMomentumEstatística
ProRealCode

The TTM Squeeze combines Bollinger Bands and Keltner Channels to identify volatility contractions. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a squeeze, presented as a condition in which a consolidation breakout may be…

Indicadores técnicosVolatilidadeRutura de níveisMomentum
ProRealCode

This DAX strategy uses 15-minute bars and begins measuring the day’s range after the morning start time. It sets buy and sell stop entries near the range extremes once price has moved sufficiently away from both sides. The range must remain below a maximum…

FuturosRutura de níveisIndicadores técnicosGestão do risco
ProRealCode

This indicator compares price swings with cumulative volume waves to flag potential bullish or bearish divergences. It uses a ZigZag calculation to identify successive peaks and troughs, then compares each confirmed swing with the prior swing of the same…

Indicadores técnicosMomentum
ProRealCode

The post presents a long-only Nasdaq strategy using five-minute execution bars with hourly context. Its entry setup looks for a bullish prior hourly candle, a current hourly candle whose low stays close to its open, and an upward break above the preceding…

AçõesMomentumRutura de níveisTestes históricos