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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 a signal-to-noise indicator intended to distinguish directional markets from ranges. Over a lookback of 14 bars, it divides the absolute change from the current close to the earlier close by the sum of absolute close-to-close changes…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

This indicator combines directional readings from Bollinger Bands, CCI, Ease of Movement, MACD, Money Flow Index, detrended price oscillation, rate of change, RSI, and Stochastic. Each component contributes a bullish, bearish, or neutral score, and the…

Indicadores técnicosMomentumSeguimento de tendênciasEstatística
ProRealCode

This intraday DAX strategy combines periodically refreshed support and resistance levels with candlestick reversals and breakout pullbacks. It looks for bullish or bearish pin bars and engulfing patterns near those levels, trading a rejection in the…

FuturosIndicadores técnicosRutura de níveisReversão à média
ProRealCode

This indicator defines bullish and bearish candle signals using an eight-period triangular moving average calculated on opening prices. A bullish setup requires an upward candle with its open and close above the average, while the low dips beneath it. The…

Indicadores técnicosCâmbioReversão à média
ProRealCode

This indicator adapts its Average True Range lookback to the portion of the trading session being evaluated. Depending on timeframe and settings, it can focus on regular market hours, after-hours activity, or current weekly data, with the calculation period…

Indicadores técnicosVolatilidadeEstatística
ProRealCode

This indicator builds a smoothed weighted moving average from closing prices in two stages. It first combines a short weighted average with a longer one to emphasize recent price movement, then applies another weighted average using a period derived from the…

Indicadores técnicosAções
ProRealCode

This indicator applies Supertrend logic to RSI values rather than market prices. It first calculates RSI from a configurable price source, smooths it with a moving average, then computes an ATR from the RSI series to create a trailing band. The band follows…

Indicadores técnicosMomentumVolatilidadeCriptoativos
ProRealCode

The document presents Acceleration Bands, an envelope-style indicator attributed to Price Headley. It derives an upper series from each bar’s high and a lower series from its low, adjusting both by a factor based on the bar’s high-low range relative to its…

Indicadores técnicosVolatilidadeSeguimento de tendênciasRutura de níveis
ProRealCode

The indicator summarizes weekly seasonality for a chosen market using a rolling historical window. For each week number, it displays the share of observations in which the weekly close exceeded the open and the average weekly gain. Users can choose lookback…

Indicadores técnicosEstatísticaTestes históricos
ProRealCode

HiperSAR modifies the Parabolic SAR acceleration factor so it responds to both recent range expansion and the directional strength of each bar. It compares the current high-low range with an ATR-based average range, then weights that ratio by candle body…

Indicadores técnicosVolatilidadeSeguimento de tendênciasGestão do risco
ProRealCode

The Volume Strength Indicator (VSI) pairs a price-based relative strength index with an RSI calculated from a selectable volume measure: On-Balance Volume, Accumulation/Distribution, Elder’s Force Index, or Price Volume Trend. Both RSI series are smoothed,…

Indicadores técnicosMomentumEstatísticaAções
ProRealCode

The document describes a price chart overlay that classifies bars using volume, bar range, price direction, and comparisons with recent bars. It marks high-volume, wide-range up and down bars as volume climaxes, high-volume narrow-range bars as churn, and…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

The document describes MBFX Timing v2, a forex indicator associated with the Belkhayate system. It compares the indicator’s behavior to a stochastic oscillator and presents a basic reversal-style reading: consider buys when the line reaches low, oversold…

CâmbioIndicadores técnicosReversão à média
ProRealCode

The document describes a Volume Spread Analysis indicator that marks possible supply-demand shifts by comparing candle direction, range, closing location, and volume with recent averages. Its labels include no demand, no supply, stopping volume, supply…

Indicadores técnicosMicroestrutura de mercado
ProRealCode

The document describes an adaptive exponential moving average whose smoothing factor changes with normalized average true range. It calculates ATR over the chosen EMA period, compares the current ATR with its recent minimum and maximum, and uses that…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

This note explains a version of the TTM Squeeze indicator, which compares Bollinger Bands with a Keltner Channel to identify periods of compressed volatility. When the Bollinger Bands fit inside the Keltner Channel, the indicator marks a squeeze; a later…

VolatilidadeMomentumRutura de níveisIndicadores técnicos
ProRealCode

The Absolute Price Oscillator measures the difference between a faster and a slower moving average of a selected price series. Its value is plotted against a zero reference line: a crossing above zero is described as bullish, while a crossing below zero is…

Indicadores técnicosMomentumSeguimento de tendências
ProRealCode

The Triple Function Indicator combines the Stochastic Momentum Index, Commodity Channel Index, and Relative Strength Index to produce a compact directional reading. Each indicator contributes a positive or negative signal when its stated threshold is…

Indicadores técnicosMomentumTestes históricos
ProRealCode

Fractal Chaos Bands are presented as a way to assess whether price action is trending or moving sideways. The indicator forms an upper line from detected swing highs and a lower line from swing lows, then tracks the highest and lowest fractal values over a…

AçõesIndicadores técnicosSeguimento de tendênciasRutura de níveis
ProRealCode

This indicator normalizes price momentum by average true range, smooths the result with exponential averages, and compares it with a smoothed absolute-momentum measure. A weighted moving average produces the oscillator histogram, with a separate signal line.…

Indicadores técnicosMomentumVolatilidadeEstatística
ProRealCode

The Volatility Switch indicator ranks recent realized volatility against its own recent history and scales the result from zero to one. In the supplied version, volatility is estimated from normalized price changes over a rolling period, then the current…

VolatilidadeIndicadores técnicosSeguimento de tendênciasReversão à média
ProRealCode

This five-minute index strategy uses two smoothed moving averages to set a long entry trigger. When the faster average exceeds the slower one, it places a buy stop above the market, with the offset based on average true range. The stated spread assumption is…

FuturosCâmbioIndicadores técnicosGestão do risco
ProRealCode

This indicator description explains a chart overlay that summarizes the prior candle’s range, ATR, an average of ATR, the current day’s high-low range, and an average daily range over five days. It marks the current intraday midpoint and prior-day high and…

Indicadores técnicosVolatilidadeSeguimento de tendênciasExecução
ProRealCode

This indicator combines a Hull moving average variant with a Stochastic Oscillator to generate directionally filtered entry signals. Traders can choose HMA, triple HMA, or exponential HMA smoothing. A buy condition requires a bullish stochastic crossover in…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco