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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
WonderTrader
14 documentos
Alphalens
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

The document describes THV Coral, a forex-oriented indicator presented as a trend direction signal or filter. It applies a cascade of six recursive smoothing stages to closing prices, then combines intermediate outputs into a single Coral line. The line is…

CâmbioIndicadores técnicosSeguimento de tendências
ProRealCode

The document describes the Simple Harmonic Oscillator (SHO), a time cycle oscillator presented in an IFTA Journal article. It uses price changes and their acceleration to form a signed measure, then smooths and normalizes that measure over a configurable…

Indicadores técnicosEstatística
ProRealCode

This document describes an ICT-style chart indicator that marks trading-session windows, shorter Silver Bullet periods, and Fair Value Gaps (FVGs). It gives New York time ranges for the Asian, London, New York, and London-close Kill Zones, and for three…

Indicadores técnicosVolatilidadeCâmbioGestão do risco
ProRealCode

This indicator displays RSI readings for a range of lookback periods as colored marks, with each period represented along a separate dimension. The colors encode the degree of overbought or oversold readings, creating a visual field intended to help users…

Indicadores técnicosReversão à médiaSeguimento de tendênciasMomentum
ProRealCode

The SwingArm combines an ATR-based trailing stop with Fibonacci retracement levels drawn between the active stop and the trend’s running price extreme. Its trend state changes when the close crosses the trailing line; while a trend persists, the stop…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
ProRealCode

This indicator calculates standard error bands around a linear regression of price, then expresses the closing price as a percentage of the full band range. The normalized reading is intended to make price location easier to compare while the bands…

Indicadores técnicosEstatísticaReversão à média
ProRealCode

This indicator estimates buying and selling volume from candle geometry because the underlying platform does not provide separate up and down volume. It divides each candle’s tick volume between inferred upward and downward paths, using the candle’s high,…

Indicadores técnicosMicroestrutura de mercadoEstatística
ProRealCode

This example describes an automated EUR/USD mini-contract strategy on a three-minute chart, intended to trade during a restricted daily time window. It enters long when price is below a prior value of an exponential average adjusted downward by a volatility…

CâmbioReversão à médiaIndicadores técnicosTestes históricos
ProRealCode

This indicator description presents paired long and short stop lines using Ichimoku-style price levels and average true range. It calculates midpoints from the highest highs and lowest lows over 9 and 26 periods, averages those two values, then offsets the…

Indicadores técnicosVolatilidadeGestão do riscoFuturos
ProRealCode

The Trend Impulse Filter is a direction indicator built from rolling highs and lows and an exponential filter. It forms a midpoint from the highest high and lowest low over a lookback, then checks whether that midpoint has moved relative to its earlier…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
ProRealCode

SIROC is described as an oscillator on a 0-to-100 scale. Its calculation starts with the difference between closing price and a moving average, normalized by a lagged value of that average. The normalized residual series is smoothed with another exponential…

Indicadores técnicosMomentumEstatística
ProRealCode

This indicator turns a simple moving average into a stepped line. It initializes the output from the closing price, calculates an average over a chosen period, and updates the output only when the average moves above or below it by at least a specified…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
ProRealCode

This indicator holds a step-like value based on a triangular moving average (TMA). It updates the held value only when the TMA moves above or below it by a specified percentage; otherwise, the previous value remains. This creates a smoothed staircase that…

Indicadores técnicosSeguimento de tendências
ProRealCode

This post describes a converted version of an Ensign volatility stop. It scales an average true range measure by a parameter and combines it with rolling highs and lows to create candidate stop lines: below price for long positions and above price for short…

VolatilidadeSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

The RMI Trend Sniper combines a custom RSI calculation with the Money Flow Index, averages those readings, and uses momentum thresholds plus the slope of a short moving average to classify bullish and bearish states. It plots a range-weighted moving average…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

This volume profile variant adds a configurable start time and two ways to define the profile's bar range: a fixed number of bars or a fixed bar width. The fixed-width option is intended to keep bar sizes constant from day to day and can be adjusted in pips.…

Microestrutura de mercadoEstatísticaIndicadores técnicos
ProRealCode

The document describes a moving average inspired by an electronic RC filter. It combines an amplitude filter based on average true range with a frequency filter intended to suppress waves whose periods are shorter than a threshold derived from the filter…

Indicadores técnicosSeguimento de tendênciasVolatilidade
ProRealCode

The indicator accumulates price range weighted by current volume, using the prior candle's high and low to determine direction. When both the current high and low are below the previous candle's levels, it subtracts the current candle's range times volume;…

AçõesIndicadores técnicosMomentum
ProRealCode

The indicator measures bullish and bearish price action over a configurable lookback of p bars. It counts eight events: candle direction, higher or lower highs and lows than the prior bar, and whether the close lies in the upper or lower half of the candle’s…

Indicadores técnicosMomentumEstatística
ProRealCode

The indicator uses Bollinger Band widths calculated over two lookback lengths to flag a possible range or contraction regime. It computes the distance between the upper and lower bands for the longer window and for the shorter window. When the shorter-window…

Indicadores técnicosVolatilidadeReversão à média
ProRealCode

This DAX hourly strategy uses Heikin-Ashi direction as an entry trigger and three exponential moving averages as a trend filter. It opens a long position during a specified daytime window when the faster averages are ordered above the slowest average and the…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco
ProRealCode

This proposed system uses Heikin-Ashi candles on hourly DAX, Nasdaq, and Italian index markets. A long entry follows a bearish-to-bullish candle change when a recent RSI reading is below a configurable threshold; a short entry uses the opposite candle change…

Indicadores técnicosTestes históricosGestão do riscoAções
ProRealCode

This document describes a daily EURUSD strategy that combines a simple moving average with the direction of the day’s candle. It generates a long signal when the close is above the moving average and the candle is up, and a short signal when the close is…

CâmbioSeguimento de tendênciasIndicadores técnicosTestes históricos
ProRealCode

The Fukuiz Trend indicator combines a fast RSI with a slower RSI to show relative momentum. When the fast reading is above the slow one, the indicator marks a bullish regime; when it is below, it marks a bearish regime. This relative comparison is intended…

Indicadores técnicosMomentumReversão à médiaEstatística