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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

1,976 documentos

TradingView scripts

This document presents a long-only strategy for multi-month positioning in major US indexes, using the S&P 500 as a broad-market filter and the Nasdaq-100 for additional timing checks. It buys when the S&P 500’s daily lows remain above its 21-day EMA for…

AçõesMercados dos EUASeguimento de tendênciasMomentum
TradingView scripts

This long-only position strategy combines daily signals from the S&P 500 and Nasdaq-100. It enters when the S&P 500 has held above its 21-day EMA for four consecutive days, Nasdaq-100 lows are above their 14-day and 21-day EMAs, recent closes do not show…

AçõesMercados dos EUASeguimento de tendênciasMomentum
TradingView scripts

The document describes a TradingView indicator that applies the Augmented Dickey–Fuller test to a user-selected rolling window of price data. It fits a regression of price changes against the previous price, a constant, and optional lagged price changes,…

Reversão à médiaEstatísticaIndicadores técnicos
TradingView scripts

This strategy combines a rolling price z-score with a smoothed stochastic oscillator rescaled to the z-score's range. It averages the two measures and signals short positions when that composite exceeds a positive threshold, or long positions when it falls…

Reversão à médiaIndicadores técnicosEstatísticaVolatilidade
TradingView scripts

This strategy seeks directional moves by comparing price change over a configurable momentum period with an ATR-scaled threshold. It also requires momentum to be accelerating, the latest close to continue in the same direction, and normalized momentum to…

MomentumSeguimento de tendênciasGestão do riscoDimensionamento de posições
TradingView scripts

This indicator displays pairwise correlations among six selected symbols using closing prices over a user-defined look-back window. It retrieves each series on a chosen timeframe, stores recent values in arrays, and calculates correlation from covariance…

EstatísticaMultiactivosCriptoativos
TradingView scripts

This indicator combines swing-based market structure with volume profiles. It classifies lower-timeframe volume as buying or selling from price direction, then distributes that volume across price spans within a profile. The profile can be displayed as…

Indicadores técnicosMicroestrutura de mercadoFuturosCriptoativos
TradingView scripts

This strategy builds sloping zones from successive pivot highs and lows, using a volatility-based padding distance to form upper and lower channels. When price moves beyond a zone boundary, it generates a directional signal. The code trades an upper-zone…

Indicadores técnicosRutura de níveisSeguimento de tendênciasVolatilidade
TradingView scripts

This intraday strategy records the high and low during a configurable opening window, starting at 9:30 a.m. Eastern. After that window closes, it looks for price to break beyond the range and requires a chosen number of consecutive closes outside it before…

FuturosRutura de níveisDimensionamento de posiçõesGestão do risco
TradingView scripts

This Pine strategy combines market-regime classification, trend and momentum signals, volume pressure, pivot structure, and volatility measures. It estimates directional, equilibrium, and chaotic conditions using price efficiency, ATR rank, and an ADX-style…

Indicadores técnicosMomentumVolatilidadeRutura de níveis
TradingView scripts

This strategy calculates positive and negative directional indicators using an 11-period length and plots both against thresholds at 10 and 40. It enters long when positive DI is below 10 while negative DI is above 40, and enters short under the opposite…

OpçõesIndicadores técnicosMomentumGestão do risco
TradingView scripts

This indicator builds a rolling center and surrounding deviation bands from price data. Users can choose among several centers, including mean, median, trimean, midhinge, midrange, root mean square, cubic mean, and contraharmonic mean. Available spread…

EstatísticaIndicadores técnicosVolatilidade
TradingView scripts

This trend continuation strategy uses the 50 EMA as a pullback level and the 200 EMA to define direction. In a bullish regime, price must have touched or crossed below the 50 EMA on the previous bar and then close back above it. The bearish setup mirrors…

Seguimento de tendênciasIndicadores técnicosMomentumGestão do risco
TradingView scripts

This strategy uses Williams %R crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above −79 while five-period ATR is rising; a short signal occurs when it crosses below −21 while ATR is falling. Each…

CâmbioMomentumIndicadores técnicosVolatilidade
TradingView scripts

This long-only strategy uses a Supertrend direction change to identify a potential entry: it buys when the indicator switches from bearish to bullish. It closes the position when Supertrend reverses bearish, and also submits a stop-loss and profit-target…

Seguimento de tendênciasIndicadores técnicosGestão do riscoAções
TradingView scripts

This strategy uses On Balance Volume (OBV), which accumulates volume on rising closes and subtracts it on falling closes, as its sole trading signal. A long position begins when OBV crosses above a designated entry simple moving average and closes when OBV…

Indicadores técnicosMomentumTestes históricos
TradingView scripts

This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…

Seguimento de tendênciasVolatilidadeGestão do riscoDimensionamento de posições
TradingView scripts

This strategy combines a market facilitation measure, volume, trend filters, and momentum indicators to produce short-term forex trade signals. Market facilitation is calculated as the bar’s high-low range divided by volume; a rising value alongside rising…

CâmbioIndicadores técnicosSeguimento de tendênciasMomentum
TradingView scripts

The Vortex Indicator uses two normalized series to represent upward and downward movement. Each sums the distance between the current high and prior low, or current low and prior high, over a lookback period, then divides by summed true range. The indicator…

Indicadores técnicosSeguimento de tendênciasMultiactivos
TradingView scripts

This strategy combines a seven-condition trend score with a short EMA crossover trigger. Bullish and bearish scores draw on fast and slower moving-average relationships, price relative to a long EMA, and RSI relative to its midpoint. A trade requires the…

Seguimento de tendênciasIndicadores técnicosMomentumGestão do risco
TradingView scripts

This strategy seeks reversals after price moves beyond tracked swing highs or lows and then rejects the level. It records pivot levels and their touches, measures sweep depth relative to ATR, and can score signals using touch count, market structure,…

Reversão à médiaIndicadores técnicosVolatilidadeGestão do risco
TradingView scripts

This TradingView strategy combines channel breakouts and consecutive rising or falling bars with optional confirmation from MACD, RSI, moving average crosses, or Ichimoku. It also includes chart overlays for swing levels, engulfing patterns, stochastic RSI,…

Rutura de níveisIndicadores técnicosGestão do riscoCriptoativos
TradingView scripts

This strategy combines ten indicator groups into directional scores for long and short setups. Trend inputs include ADX with directional movement, Supertrend, an EMA, MACD, and Ichimoku conditions. A second group uses ATR expansion, price relative to VWAP,…

Indicadores técnicosMomentumGestão do riscoExecução
TradingView scripts

This strategy uses zero-line crosses in a WaveTrend-style oscillator to generate trade signals. The listing describes colored circles as take-profit targets and notes that an EMA trend filter, additional profit-taking points, and an adjustable stop loss were…

Indicadores técnicosMomentumGestão do risco