Saltar para o conteúdo

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 strategy seeks entries in the direction of a longer-term trend after a pullback toward an EMA channel. It combines fast and intermediate EMAs with a slow macro EMA, RSI, ATR, and internally calculated Heikin Ashi candles. A valid setup also checks…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
TradingView scripts

This indicator replaces standard candles with a realtime display of volume delta, tick delta, total volume and ticks, and each delta as a share of its total. It also marks point-of-control levels, the price associated with the highest-volume tick, and…

Indicadores técnicosMicroestrutura de mercadoExecuçãoEstatística
TradingView scripts

This strategy uses confirmed pivot highs and lows to set potential reversal entry levels. After a pivot high is identified, it places a stop entry one minimum tick above that level for a long position; after a pivot low, it places a stop one tick below for a…

Indicadores técnicosRutura de níveisExecução
TradingView scripts

This EUR/USD strategy estimates linear regressions over short, medium, and long lookback windows. Each layer contributes a directional signal whose strength depends on slope, fit, correlation, and significance checks. It combines the layer signals using base…

CâmbioEstatísticaAprendizagem automáticaIndicadores técnicos
TradingView scripts

Deeptest is a Pine library for analyzing TradingView strategy backtests. Its described outputs cover trade counts and returns, expectancy, risk-adjusted measures such as Sharpe and Sortino, drawdowns, trade duration, return distribution, risk of ruin, and…

Testes históricosEstatísticaGestão do riscoConstrução de carteiras
TradingView scripts

This long-and-short strategy uses MACD histogram crossovers to identify directional turns and RSI thresholds to filter entries. A bullish MACD crossover can open a long when RSI is below its configured upper threshold; a bearish crossover can open a short…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
TradingView scripts

This single-pair long strategy combines RSI entry signals with a dollar-cost-averaging ladder. It opens a base position when a 14-period RSI on a configurable timeframe crosses above 30. Additional safety orders require price to fall below progressively…

CriptoativosReversão à médiaIndicadores técnicosDimensionamento de posições
TradingView scripts

This indicator builds a trend-following trailing line from confirmed pivot highs and lows. It updates a center value using each new pivot, weighting the existing center more heavily to smooth changes. ATR-based bands are then placed around that center, with…

Seguimento de tendênciasIndicadores técnicosVolatilidade
TradingView scripts

This indicator demonstrates ways to request data from a timeframe higher than the chart timeframe while controlling whether values can change as the higher-timeframe bar develops. Its main non-repainting method offsets the requested expression by one…

Indicadores técnicosTestes históricosEstatística
TradingView scripts

This document presents a complex scalping strategy for Nasdaq futures, including NQ and MNQ. Its settings and code excerpt describe several possible entry paths, drawing on opening range breaks, fair value gaps, retracement zones, structure breaks, liquidity…

FuturosRutura de níveisMomentumReversão à média
TradingView scripts

This strategy defines an opening range from the session’s highest and lowest prices during a configurable opening window. After that window ends, it enters long when the closing price crosses above the range high and short when it crosses below the range…

Rutura de níveisMomentumTestes históricosIndicadores técnicos
TradingView scripts

The article derives a compact way to calculate a least-squares moving average (LSMA), a linear-regression-based smoother intended to track price trend with less lag than a simple average. It explains that the LSMA can be represented as a linear regression…

Indicadores técnicosEstatística
TradingView scripts

This strategy identifies pivot highs and lows using a configurable lookback on both sides of a candidate swing. It compares successive swing points to label higher highs and higher lows as an uptrend, or lower highs and lower lows as a downtrend. In an…

Seguimento de tendênciasRutura de níveisGestão do riscoTestes históricos
TradingView scripts

This script is a framework for backtesting an external indicator's long signals with configurable exits. The connected indicator exposes a plotted signal value; when that value matches a chosen threshold and the strategy is flat, the script opens a long…

Testes históricosGestão do riscoDimensionamento de posiçõesIndicadores técnicos
TradingView scripts

This BTCUSDT-oriented strategy combines four exponential moving averages to define broad trend, time entries, and manage exits. The 50-period EMA above the 200-period EMA permits long entries; the reverse alignment permits shorts. A crossover of the 7- and…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
TradingView scripts

This strategy looks for a close beyond the previous bar's ten-bar swing high or low, then stores that broken level. It waits for price to revisit the level and close back on the breakout side, alongside a directional candle confirmation. A pair of…

Rutura de níveisMomentumSeguimento de tendênciasGestão do risco
TradingView scripts

This Bitcoin strategy opens an initial long position when a selected signal activates, with choices based on MACD-like momentum, a Stochastic RSI condition, or an ATR channel. If price falls by a configured amount relative to the average position price, it…

Dimensionamento de posiçõesGestão do riscoTestes históricosIndicadores técnicos
TradingView scripts

This strategy compares a simple moving average and an exponential moving average of the selected price source, shifting them in opposite directions by a configurable offset. A crossover of the adjusted averages opens a long position, while a crossunder…

Indicadores técnicosSeguimento de tendênciasTestes históricos
TradingView scripts

This indicator draws projected support and resistance lines by connecting selected past pivot highs and pivot lows, then extending each line forward. A sensitivity setting controls how many bars are used to confirm a pivot: shorter settings detect smaller…

Indicadores técnicosSeguimento de tendências
TradingView scripts

This intraday stock strategy scores long and short setups using several filters: relative volume, price and EMA alignment with VWAP, higher-timeframe trend, RSI momentum, a recent range breakout, and candle pressure. Each condition contributes a weighted…

AçõesRutura de níveisMomentumIndicadores técnicos
TradingView scripts

This strategy uses the ratio of Bitcoin leveraged long positions to the combined total of long and short positions as a sentiment measure. It standardizes that ratio with a rolling Z-score, calculated from its moving average and standard deviation over a…

CriptoativosSentimento de mercadoEstatísticaIndicadores técnicos
TradingView scripts

This long-only strategy combines a nine-period exponential moving average with a fourteen-period Relative Strength Index. It enters when the close is above the EMA and RSI is above 50, but only on the first bar where both conditions become true after not…

Indicadores técnicosMomentumSeguimento de tendênciasTestes históricos
TradingView scripts

This strategy uses two exponential moving averages calculated from closing prices: a fast EMA with a default length of five bars and a slow EMA with a default length of thirteen. It opens a long position when the fast average crosses above the slow average…

Indicadores técnicosSeguimento de tendênciasTestes históricosDimensionamento de posições
TradingView scripts

This indicator converts irregular price movement into a points-and-line chart, reducing emphasis on small moves by requiring price to cross a configurable threshold. The threshold can use a default scale based on price, average true range, or a percentage of…

Indicadores técnicosVolatilidadeMicroestrutura de mercado