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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
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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
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This document describes two chart indicators and a screening concept for identifying unusually large differences between a bar’s open and low. The first marks bars when the open-to-low decline, measured as a percentage of the open, exceeds an adjustable…

Indicadores técnicosAçõesRutura de níveis
ProRealCode

The document describes an indicator that lets users select among 66 moving average and digital filter methods through a parameter, and adjust the lookback period. Its catalog spans familiar averages such as simple, exponential, weighted, and volume weighted…

Indicadores técnicosEstatística
ProRealCode

The document explains how to construct a linear regression channel from closing prices over a configurable lookback window. It computes the regression line by accumulating price and time-index sums, then draws the fitted line between the oldest and newest…

Indicadores técnicosEstatística
ProRealCode

This indicator modifies the classical Stochastic oscillator by adapting its lookback window to an estimated market cycle. It smooths price data, derives in-phase and quadrature components, and uses a homodyne discriminator to estimate the cycle period. The…

Indicadores técnicosEstatísticaReversão à média
ProRealCode

The indicator marks the high and low during the first ten minutes of the DAX session and a corresponding ten-minute period around the US market open. It presents those range extremes as potential intraday support and resistance levels, with breaks beyond…

FuturosRutura de níveisIndicadores técnicos
ProRealCode

This indicator estimates how often a bar trades through a pivot calculated from the preceding bar. For each eligible bar, it takes the prior high, low, and close to form their average, then checks whether the current bar’s range contains that level. Each…

Indicadores técnicosEstatística
ProRealCode

The document describes a chart indicator for marking Wide Range Body (WRB) candles and Hidden Gap (HG) patterns. It flags a candle when the absolute difference between its open and close exceeds that of each of the preceding three candles, placing a marker…

Indicadores técnicosRutura de níveis
ProRealCode

This indicator recipe combines a five-period exponential moving average with an eight-period triangular moving average, both calculated from closing prices. A buy signal is produced when the current close crosses above the triangular average from below and…

Indicadores técnicosAçõesMomentumRutura de níveis
ProRealCode

The document describes an augmented version of the Relative Strength Index. Its price-change calculation adjusts moves around recent highs and lows, while selectable smoothing methods are applied to both the directional change and its absolute value. A…

Indicadores técnicosMomentumRutura de níveis
ProRealCode

This document presents the Fisher Transform as an indicator intended to highlight potential market turning points. It describes a lookback window applied to median price, normalizes the current price within the window’s high and low, smooths the normalized…

Indicadores técnicosEstatística
ProRealCode

Visual Trend Momentum is an indicator concept for displaying directional conditions and possible trend changes. It classifies strong bullish and bearish conditions using candle direction, the close relative to an 8-period moving average, and the ordering of…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
ProRealCode

This document presents a modified Bollinger Bands indicator attributed to Dennis McNicholl and describes a ProRealTime adaptation of a TradingView version. It calculates a smoothed center from the average of high, low, and close, then smooths the absolute…

Indicadores técnicosVolatilidade
ProRealCode

This indicator combines a 20-period average and standard-deviation bands with ADX readings calculated over multiple lookback periods. It labels a bullish condition when price is above the average and upper one-standard-deviation band while at least one of…

Indicadores técnicosSeguimento de tendênciasVolatilidadeEstatística
ProRealCode

The document presents a cumulative volume indicator intended to refine On-Balance Volume (OBV). Rather than assigning all of a session’s volume to the direction implied by the close, it estimates the portion associated with the close-to-close price move.…

Indicadores técnicosAçõesEstatística
ProRealCode

This strategy seeks to join a move after price has traveled more than a specified pip distance from its last touch of the eight-period exponential moving average. Once that move establishes a bullish or bearish condition, the system places a limit order near…

CâmbioAçõesSeguimento de tendênciasExecução
ProRealCode

This indicator adapts the responsiveness of its fast and slow moving averages according to the distance of RSI from its midpoint. It calculates RSI from closing prices, transforms that reading into a scaling factor, and uses the factor to adjust the…

Indicadores técnicosMomentumCriptoativos
ProRealCode

The document describes RSIOMA, an indicator built by applying the relative strength index to an exponential moving average of closing prices, then smoothing that RSI with a second exponential moving average. It supplies parameter examples: 14 periods for the…

Indicadores técnicosSeguimento de tendências
ProRealCode

This indicator simulates possible future price paths from the latest bar using historical return estimates. It calculates returns over a configurable candle step, estimates their mean and standard deviation over a selected lookback, and uses random draws…

Indicadores técnicosVolatilidadeEstatísticaGestão do risco
ProRealCode

This document describes a price channel built around a centered Triangular Moving Average (TMA). The center line is calculated as a weighted average of prior closing-price averages, with weights decreasing across the lookback. Upper and lower boundaries are…

CâmbioVolatilidadeIndicadores técnicos
ProRealCode

This indicator description outlines a stock entry and exit approach centered on the 52-week high. It calculates the highest prior high over a configurable period, then subtracts one and a half times the standard deviation of closing prices over 254 periods.…

AçõesRutura de níveisIndicadores técnicosVolatilidade
ProRealCode

This indicator description presents a SuperTrend-style trend filter built from average true range (ATR). It forms upper and lower price boundaries around a reference price, then switches the inferred direction when price crosses the prior boundary. In an…

Indicadores técnicosSeguimento de tendênciasVolatilidade
ProRealCode

This indicator applies a nearest-neighbor method to Change of Character (CHoCH) breaks in market structure. It detects swings with centered pivots, records a break when price crosses the last relevant swing in a direction that changes the trend state, and…

Aprendizagem automáticaIndicadores técnicosRutura de níveisEstatística
ProRealCode

This indicator combines two bands calculated over the same rolling window. The statistical component places upper and lower boundaries around a simple moving average using a multiple of price standard deviation, following the familiar Bollinger Band…

Indicadores técnicosEstatísticaVolatilidade