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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 indicator estimates how often a bar extends beyond the preceding bar’s high or low by several percentage-based distances. It keeps separate historical counts depending on whether the preceding candle was bullish or bearish, then displays the matching…

Indicadores técnicosRutura de níveisEstatísticaGestão do risco
ProRealCode

The document presents a Dow breakout system that builds a daily price range from 15-minute bars, beginning after the initial 15-minute candle. It derives upper and lower stop-entry levels from that range when price has moved sufficiently away from its…

FuturosRutura de níveisTestes históricosGestão do risco
ProRealCode

This visual indicator combines a 20-period moving average and Bollinger Bandwidth with bands at one and two standard deviations. It colors the display bullish when price is above the average and bandwidth is rising, bearish when price is below the average…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

The DSL Trend Analysis indicator combines moving average reference levels with delayed price extremes to mark possible breakouts. It compares the current close with a prior highest high or lowest low; when either threshold is crossed, it plots an up or down…

Indicadores técnicosRutura de níveisSeguimento de tendênciasVolatilidade
ProRealCode

This indicator builds a MACD from two One More Average (OMA) moving averages whose periods adapt to price movement relative to recent noise. A sensitivity setting adjusts the adaptation, while a switch disables it; separate fast and slow period inputs set…

Indicadores técnicosEstatística
ProRealCode

This indicator uses two moving averages and two stochastic oscillators to mark potential trading signals during a defined time window. The short-term stochastic identifies oversold or overbought conditions, while price relative to the longer moving average…

Indicadores técnicosMomentumAções
ProRealCode

The document explains One-Pays-the-Other (OPO), an order-list behavior related to OTO and OTOCO. An activating buy order determines the quantity for its pending sell order from the amount actually received when the buy is fully filled, so the pending order…

ExecuçãoMicroestrutura de mercado
ProRealCode

This indicator uses a platform ZigZag calculation on closing prices to identify swing tops and bottoms. From the latest detected top and bottom, it measures the price range and draws horizontal levels at the endpoints and at the 23.6%, 38.2%, 50%, and 61.8%…

Indicadores técnicosEstatística
ProRealCode

This indicator generates long and short signals using price structure, a 20-period average of typical price, and levels derived from detrended price oscillators applied to highs, lows, and closes. A potential short setup begins when price makes a local high…

Indicadores técnicosMomentumRutura de níveisGestão do risco
ProRealCode

This indicator plots three Raff-style regression channels on one price chart to compare primary, secondary, and tertiary trends. The default lookback lengths are 50, 20, and 10 bars, respectively, and can be changed. Each channel supplies support and…

Indicadores técnicosSeguimento de tendênciasRutura de níveisEstatística
ProRealCode

This indicator maps the value of a selected oscillator to the colors of price candles, placing the oscillator reading directly on the price chart. The available choices are the Commodity Channel Index, Relative Strength Index, Stochastic, Cycle, and…

Indicadores técnicosAçõesFuturosVolatilidade
ProRealCode

The Parabolic RSI adapts the Parabolic Stop and Reverse calculation to an RSI series instead of applying it to price. It tracks RSI extremes and updates a stop level using an acceleration factor that increases as the move extends, subject to a cap. A change…

Indicadores técnicosReversão à médiaMomentumGestão do risco
ProRealCode

The Slow Relative Strength Index (SRSI), attributed to Vitali Apirine, modifies the familiar RSI approach by first smoothing closing prices with an exponential moving average. It compares the smoothed price change with its smoothed absolute change, then maps…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

This indicator compares the current period’s first support and resistance levels with the prior period’s levels, which are calculated from highs, lows, and closes. When both levels rise, it labels sentiment bullish; when both fall, bearish. A higher…

Indicadores técnicosSentimento de mercadoVolatilidade
ProRealCode

This strategy description proposes trading a reversal in the Italy 40 index around the morning opening of its futures market. It takes a position opposite the prior day's directional move when that move exceeds a threshold, excludes August, and requires ATR…

FuturosReversão à médiaVolatilidadeDimensionamento de posições
ProRealCode

This document describes a technical indicator that combines a new weighted moving average (NWMA), an Aroon oscillator, and an inverse Fisher transform. The example uses a weighted moving-average type, with NWMA lengths of 89 and 21 and a five-period Aroon…

Indicadores técnicosEstatísticaTestes históricos
ProRealCode

The document proposes an oscillator based on the difference between the current Heiken Ashi close and a close from a shifted period. A moving average of that delta is plotted alongside it. The author suggests watching crossings between the oscillator and its…

Indicadores técnicosVolatilidade
ProRealCode

This indicator changes which candles appear on a price chart according to user-defined session start and end times. Candles within the selected interval are drawn normally, with color indicating whether the close is above or below the open. Outside that…

Indicadores técnicos
ProRealCode

The document explains an indicator for marking supply and demand areas formed by a directional move, a pause, and a move in the opposite direction. Two consecutive bullish candles define a rally and two bearish candles define a drop; periods matching neither…

Indicadores técnicosRutura de níveis
ProRealCode

The document describes an oscillator calculated from the slope of a linear regression across a configurable lookback period. It presents the slope as a way to gauge trend strength and possible exhaustion, including by comparing the current histogram value…

Indicadores técnicosMomentumSeguimento de tendênciasEstatística
ProRealCode

This indicator measures price deviation around a moving average and uses the historical extremes of that deviation to draw horizontal support and resistance references. It calculates upper and lower deviation levels from a moving average and its standard…

Reversão à médiaIndicadores técnicosEstatísticaVolatilidade
ProRealCode

This document describes a chart indicator that combines moving average comparisons and oscillator readings into bullish, bearish, or neutral ratings. Its moving average group uses several simple and exponential averages, a Hull average, a volume adjusted…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

The Zig-Zag Donchian indicator combines rolling high and low boundaries with a Zig-Zag process intended to mark directional turns. The channel is calculated from the highest and lowest selected price values over a configurable lookback. When the Zig-Zag…

Indicadores técnicosRutura de níveisSeguimento de tendências
ProRealCode

The document explains an automated point-and-figure trading method that assigns each closing price to a fixed-width price box. It tracks the highest box reached during an uptrend and the lowest during a downtrend. A reversal threshold, expressed as a number…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco