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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

1,507 documentos

ProRealCode

This indicator combines a three-line exponential moving average channel with candle colors based on where the close falls relative to the channel. The upper, centre, and lower lines are calculated from the high, close, and low using a 34-period lookback.…

Indicadores técnicosSeguimento de tendênciasMomentum
ProRealCode

This note describes a Disparity Index indicator that compares the closing price with an exponential moving average. It calculates the standard deviation of that difference over the same lookback, then plots upper and lower thresholds at a chosen multiple of…

Indicadores técnicosEstatística
ProRealCode

This note describes a short-term reversal strategy attributed to Larry Connors. For a long entry, price must be above its 200-period simple moving average and the two-period RSI must fall below 5; the position exits when price rises above its five-period…

Indicadores técnicosReversão à médiaSeguimento de tendênciasGestão do risco
ProRealCode

This document defines Wilder’s channel as two volatility-adjusted boundaries. The upper line adds a scaled Average True Range value to a Wilder average of highs, while the lower line subtracts the same volatility adjustment from a Wilder average of lows. Its…

Indicadores técnicosVolatilidade
ProRealCode

This ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
ProRealCode

This indicator builds five nested ZigZag levels: the first uses a configurable lookback, and each higher level is derived from turning points in the level below. It is designed to condense price action into progressively larger swings and can optionally…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…

Matérias-primasAçõesSeguimento de tendênciasIndicadores técnicos
ProRealCode

This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…

FuturosMercados dos EUASeguimento de tendênciasIndicadores técnicos
ProRealCode

The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…

Indicadores técnicosVolatilidadeSeguimento de tendências
ProRealCode

The MA Sabres indicator marks possible changes in trend using the direction of a configurable moving average. It can use TEMA or another selected average, then track whether the average has been rising or falling. A reversal cue appears when the average…

Indicadores técnicosSeguimento de tendênciasEstatística
ProRealCode

This indicator method automates trendline drawing by locating pivot highs and lows, fitting separate linear regressions to those points, and iteratively retaining points on the relevant side of each fitted line. The resulting upper and lower lines aim to…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
ProRealCode

This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…

Indicadores técnicosMomentumOpçõesSeguimento de tendências
ProRealCode

The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…

Indicadores técnicosMomentumEstatísticaTestes históricos
ProRealCode

This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…

CâmbioMomentumVolatilidadeSeguimento de tendências
ProRealCode

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Indicadores técnicosAçõesFuturosCâmbio
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

CâmbioRutura de níveisIndicadores técnicosTestes históricos
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
ProRealCode

This chart indicator plots two sets of Fibonacci retracement levels using rolling highs and lows. The short-term range uses the highest high and lowest low over configurable lookbacks, with defaults of 50 bars for each. The long-term range uses separate…

Indicadores técnicosReversão à média
ProRealCode

The indicator marks potential supply and demand zones after a crossover between fast and slow exponential moving averages. After a bullish crossover, it finds the lowest low in the preceding lookback and uses that bar’s low and candle body to define a demand…

Indicadores técnicosSeguimento de tendênciasGestão do risco
ProRealCode

This indicator summarizes the direction of three linear regression series, calculated over different lookback periods, as a compact colored ribbon beneath the price chart. For each period, it compares the current regression value with the previous value and…

Indicadores técnicosSeguimento de tendências
ProRealCode

This indicator expresses a candle’s position within its high-low range as a centered value. It compares the open with the low, scales that distance by the full range, and shifts the result so the output is centered around zero. The display separates bullish…

Indicadores técnicosEstatística
ProRealCode

The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…

Rutura de níveisCâmbioTestes históricosGestão do risco
ProRealCode

This Chinese-language post outlines an A-share stock screen that excludes Beijing-listed shares, selects stocks with a high-low range above 1%, and looks for a weekly five-period moving average crossing above a ten-period average. It presents sample…

AçõesMercados da ChinaIndicadores técnicosMomentum
ProRealCode

The document describes a modified Aroon oscillator intended to react more quickly to trend changes while smoothing noise. It starts from the difference between Aroon Up and Aroon Down, applies an exponential moving average, and tests a range of gain values…

Indicadores técnicosSeguimento de tendênciasReversão à médiaEstatística