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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
Quantpedia
86 documentos
TqSdk
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

1,976 documentos

TradingView scripts

This indicator displays price updates as they arrive on the current real-time bar. In tick up/down mode, it places a dot at each update’s sequence number; in tick progression modes, it marks updates on the candle with symbols that shift horizontally. Colors…

Indicadores técnicosMicroestrutura de mercadoNegociação de alta frequência
TradingView scripts

This indicator applies a nearest-neighbor classification approach to market features, using a Lorentzian-style distance measure. Rather than summing raw feature differences as in Euclidean distance, its distance function sums logarithms of one plus the…

Aprendizagem automáticaEstatísticaIndicadores técnicosTestes históricos
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover to generate directional entries, with volume or short-term price direction as additional confirmation. A trend filter accepts conditions when ADX exceeds a threshold or the positive and…

Indicadores técnicosSeguimento de tendênciasFuturosGestão do risco
TradingView scripts

This Ethereum strategy combines Aroon crossover signals with an Absolute Strength Histogram concept. It uses separate lookback settings for long and short signals: a long begins when the long-side Aroon lines cross upward, subject to a lower-line threshold,…

CriptoativosIndicadores técnicosSeguimento de tendênciasTestes históricos
TradingView scripts

This TradingView indicator builds separate bullish and bearish volume profiles across price swings identified by a Zigzag. It assigns volume from bars in each swing to price levels, then plots the profiles in configurable layouts: centered, on the same side,…

Indicadores técnicosMicroestrutura de mercadoEstatística
TradingView scripts

This strategy enters when a candle closes beyond a Bollinger Band, using an optional long-term exponential moving average to align trades with trend. A volume filter can require volume above its moving average, while a time window, optional weekend closure,…

Rutura de níveisIndicadores técnicosVolatilidadeDimensionamento de posições
TradingView scripts

This Bitcoin strategy seeks long positions when several measures support an advancing trend. It scores a bullish stack of smoothed moving averages, their separation and slopes, path efficiency, momentum persistence, volatility conditions, breakout strength,…

CriptoativosSeguimento de tendênciasMomentumRutura de níveis
TradingView scripts

This reversal strategy combines recent pivot highs and lows, average true range, volume, and candle direction. It treats price as exhausted when its distance from a stored pivot exceeds an ATR-based threshold, then requires price to be near a pivot and…

Reversão à médiaVolatilidadeIndicadores técnicosDimensionamento de posições
TradingView scripts

This strategy compares a charted asset with a user-selected ticker to estimate a cointegrating relationship. It fits linear regressions across several rolling lookback lengths, tests changes in the residual series for stationarity with a Dickey–Fuller…

Negociação de paresReversão à médiaEstatísticaTestes históricos
TradingView scripts

This intraday futures strategy enters when a closing price breaks above the prior Donchian upper band or below the prior lower band. The bands use the highest high and lowest low over a configurable lookback, shifted back one bar to avoid using the current…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
TradingView scripts

This strategy calculates Heikin-Ashi open and close values from ordinary candle data, then treats their relationship as a directional state. A change from a non-green Heikin-Ashi bar to a green one triggers a long entry; a change from green to red triggers a…

Indicadores técnicosSeguimento de tendênciasTestes históricos
TradingView scripts

This strategy uses the previous week’s high and low as reference levels, then compares each current bar’s high and low with those boundaries. In one signal mode, a bar fully below the prior weekly low sets a short state, while a bar fully above the prior…

Indicadores técnicosRutura de níveisTestes históricosFuturos
TradingView scripts

This document explains how the script estimates Ralph Vince’s Optimal F from a strategy’s closed trades. It records profit or loss per contract, scales each result by the largest loss, then evaluates a grid of sizing fractions from zero to one. For each…

Dimensionamento de posiçõesGestão do riscoTestes históricosEstatística
TradingView scripts

This indicator scans multilevel zigzag pivots for reversal chart patterns and draws detected formations on the price chart. Its selectable pattern families include double taps and triple taps, with cup-and-handle and head-and-shoulders patterns also…

Indicadores técnicosSeguimento de tendênciasGestão do risco
TradingView scripts

This indicator combines short-volume data from selectable sources with total volume to calculate short-volume ratios. It compares current short volume, total volume, and their ratio with moving averages, and draws labeled ranges around selected activity. The…

AçõesMercados dos EUAEstatísticaIndicadores técnicos
TradingView scripts

This indicator builds a chart-side tape showing the time, price, and volume associated with realtime feed updates. It estimates volume delta by assigning each update's volume a positive or negative sign according to price movement since the previous update;…

Microestrutura de mercadoIndicadores técnicosExecução
TradingView scripts

This script combines simple and exponential moving averages with periods including 50, 100, 236, 500, 764, and 1000. It plots configurable averages and colors selected pairs to show their relative ordering. The names refer to the chosen lookback periods; the…

Indicadores técnicosSeguimento de tendênciasTestes históricos
TradingView scripts

This overlay combines a logarithmic regression trend line with an oscillator drawn directly across the price chart. It fits a straight regression to log-transformed closing prices over a lookback period, converts the endpoints back to price values, and…

Indicadores técnicosMomentumEstatística
TradingView scripts

This indicator builds a volume profile over a configurable historical window by dividing the observed price range into rows and assigning each bar’s volume to those rows. The user can choose among allocation approaches, including uniform distribution across…

Indicadores técnicosMicroestrutura de mercadoEstatística
TradingView scripts

This example uses a random binary result to choose a long or short trade on a selected weekday. It sizes entries inversely to average true range and places a take-profit and stop level one ATR from the trade’s reference price, creating a nominal one-to-one…

CâmbioTestes históricosGestão do riscoDimensionamento de posições
TradingView scripts

This indicator estimates buy and sell volume within each chart bar by requesting lower-timeframe data, then divides the bar’s price range into rows. Each lower-timeframe candle’s volume is classified by whether its close rose or fell from its prior close and…

Indicadores técnicosMicroestrutura de mercadoEstatística
TradingView scripts

This FX-oriented strategy combines weekly, daily, and 4-hour price levels with a 50-period simple moving average, short-term break-of-structure conditions, and a fair-value-gap flag. Long signals require price above the moving average, bullish positioning…

CâmbioIndicadores técnicosGestão do riscoDimensionamento de posições
TradingView scripts

This strategy defines a daily premarket range from 9:00 to 9:30 Eastern time for SPY or QQQ, then waits for the first break above or below that range. A break above sets a long bias, while a break below sets a short bias. Rather than entering immediately, it…

AçõesMercados dos EUARutura de níveisIndicadores técnicos
TradingView scripts

This entry-only setup tracks the high and low formed during the noon-to-1 p.m. New York lunch session, then watches for the first sweep during the 1–4 p.m. window on a 5-minute NQ chart. A move above the lunch high that closes back below it signals a short;…

FuturosMercados dos EUARutura de níveisMicroestrutura de mercado