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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 modifies the moving average convergence divergence calculation by applying a second moving average to each short and long series, then adding the resulting difference back to the first average. The difference between these adjusted short and…

Indicadores técnicosMomentumTestes históricos
ProRealCode

The document describes an intraday breakout approach for EUR/USD and GBP/USD on 15-minute charts. It marks the 09:00 candle as a range, then looks for a later candle that lies completely above or below that range. A stop entry is placed beyond the signal…

CâmbioRutura de níveisTestes históricosGestão do risco
ProRealCode

This indicator resets cumulative volume delta when price changes its trend regime. A 50-period EMA with bands two ATRs wide defines persistent bullish or bearish states: a close beyond the opposite band flips the state, while closes inside the channel leave…

FuturosAçõesSeguimento de tendênciasIndicadores técnicos
ProRealCode

The indicator looks for price to remain beyond a dynamic band around an exponential-average anchor, then return inside it. It treats that failed acceptance as a possible reversal setup and combines acceptance duration with the close-back distance, candle…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições
ProRealCode

The indicator plots open, high, low, and close levels from prior yearly, quarterly, monthly, weekly, daily, four-hour, or one-hour periods. Settings let users choose which time frames and price values to show, while a lookback setting selects how many…

Indicadores técnicosMultiactivos
ProRealCode

This indicator combines a Hull-style moving average with volatility bands based on standard deviations over three lookback periods: 9, 26, and 52 bars. It averages the three upper bands and the three lower bands to form the primary channel, with its midpoint…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

The document describes a pair of moving averages that weight each bar’s selected price by volume. For each lookback window, it sums price multiplied by volume and divides that total by summed volume. A shorter window produces the fast line and a longer…

Indicadores técnicosEstatísticaAções
ProRealCode

The document explains the MESA Adaptive Moving Average (MAMA), which varies its smoothing in response to changes in the measured phase of price movement. A Hilbert-transform process estimates that phase change, and the resulting adaptive alpha lets MAMA…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

The document describes a regression channel built from the Theil-Sen estimator, intended to keep trend estimates less sensitive to price outliers than ordinary least squares. It calculates slopes between every pair of observations in a rolling window and…

EstatísticaIndicadores técnicosSeguimento de tendênciasReversão à média
ProRealCode

This document explains a chart overlay that marks the Tokyo, European, and US trading sessions with colored backgrounds. It also describes optional shading for lunch periods and a distinct color for the overlap between European and US hours. The intended use…

MultiactivosMicroestrutura de mercadoExecução
ProRealCode

The strategy looks for EUR/USD moves in which the close is more than 60 pips above or below the open from eight bars earlier on a five-minute chart. A close above that reference triggers a market long; a close below triggers a market short. The rules specify…

CâmbioRutura de níveisTestes históricosGestão do risco
ProRealCode

The Dynamic Momentum Oscillator, also called DMO or Dynamo, is presented as a momentum indicator derived from the relative strength index. It first calculates RSI on closing prices, then compares that value with its moving average over a second lookback…

MomentumIndicadores técnicosAções
ProRealCode

This document presents a rule-based DAX system for five-minute charts, built around the Traders Dynamic Index (TDI), which combines an RSI series with smoothed lines. It defines separate morning and afternoon trading windows and a daily flat time. A long…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

The Absolute Strength indicator plots separate bull and bear series to summarize directional price pressure. It offers two calculation modes: one derives the series from positive and negative close-to-close changes, while the other measures the current close…

Indicadores técnicosMomentumEstatística
ProRealCode

This proposed automated system uses a 100-period moving average for entry and exit signals, with a 1,000-period average as a broad trend filter. Long entries occur when price crosses above the shorter average adjusted upward by a small percentage and price…

Indicadores técnicosSeguimento de tendênciasRutura de níveisExecução
ProRealCode

This indicator plots daily reference values on an intraday chart: a rolling average of daily closes, the prior day's close and typical price, and the highest and lowest prices across a configurable number of daily bars. The example sets the lookback to 20…

Indicadores técnicos
ProRealCode

This indicator marks the nearest price levels that are multiples of a user-selected interval. It uses the previous close to determine the enclosing rounded levels, then draws markers at those levels on the current chart bar. A level interval of 100 is given…

Indicadores técnicosAçõesCâmbio
ProRealCode

This short note gives the classical daily pivot-point calculation using the previous session's high, low, and close. It derives a central pivot as the average of those three values, then calculates four resistance levels above it and four support levels…

Indicadores técnicosTestes históricosGestão do risco
ProRealCode

This indicator uses Bollinger Bands to track a directional trend and mark reversals. Its band center is a moving average, while the upper and lower levels are set by applying a standard deviation multiplier. The documented settings use a period of 12 and a…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
ProRealCode

The document explains a zero-lag variation of MACD, using exponential averages of closing prices to adjust both the short and long components. For each component, it subtracts a second exponential average from the first, then adds that difference back to the…

Indicadores técnicosAçõesMomentum
ProRealCode

This indicator experiment combines two range filters with different lookback periods and multipliers, then averages their smoothed range estimates. It uses that combined range to update a trailing filter around price. The filter’s direction and price…

Indicadores técnicosSeguimento de tendênciasVolatilidadeRutura de níveis
ProRealCode

This ProRealTime indicator script is designed to help plan and monitor a trade on a price chart. Inputs include capital, a percentage risk allowance, entry and stop prices, a reward-to-risk ratio, and an option to adjust the stop using average true range.…

Gestão do riscoDimensionamento de posiçõesIndicadores técnicosExecução
ProRealCode

This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line…

Matérias-primasFuturosSeguimento de tendênciasIndicadores técnicos
ProRealCode

This document describes a chart indicator that highlights outside bars with different colors and plots a corresponding stop level. It presents the bars as a visual aid for identifying price movement and setting stops, with an adjustable point offset from the…

Indicadores técnicosGestão do risco