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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

1,976 documentos

TradingView scripts

This indicator builds potential support and resistance levels from closing prices at confirmed volume peaks. A pivot-high calculation identifies peaks using a configurable lookback on either side; the latest selected prices are sorted and drawn as horizontal…

Microestrutura de mercadoIndicadores técnicosEstatísticaGestão do risco
TradingView scripts

This indicator smooths on-balance volume to create an OBV-M line and smooths that line again for a signal line. Users can choose an exponential, simple, volume-weighted, or weighted moving average. Crossovers of OBV-M above or below its signal line define…

Indicadores técnicosMomentumReversão à média
TradingView scripts

This indicator fits a polynomial to a rolling window of price observations using least squares, with QR decomposition used to calculate the regression coefficients. It projects the fitted curve one step forward and estimates in-sample error with mean…

Indicadores técnicosEstatísticaRutura de níveis
TradingView scripts

This strategy marks bullish hammer candles and enters long when the MACD line and signal line are both at or below zero, while volume exceeds the prior bar. The hammer condition requires a small real body, a lower shadow at least twice the body, and a very…

Indicadores técnicosMomentumDimensionamento de posições
TradingView scripts

This simple strategy uses the average of each bar’s open, high, low, and close as its price series. A long signal occurs when the three most recent prior values rise in sequence after the preceding value was lower; the short rule mirrors this pattern. It…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
TradingView scripts

This strategy script combines several configurable signal components: trend direction from moving averages, a higher-timeframe EMA filter, moving-average ribbon alignment, order-flow proxies, Fibonacci retracement zones, volatility-regime measures, and…

Indicadores técnicosSeguimento de tendênciasRutura de níveisReversão à média
TradingView scripts

This indicator applies K-means clustering to a range of SuperTrend factor settings. For each factor, it tracks a performance measure based on whether the prior SuperTrend direction aligned with the latest price change. It groups those performance values into…

Indicadores técnicosAprendizagem automáticaSeguimento de tendênciasEstatística
TradingView scripts

This strategy looks for price to sweep a recent swing high or low and then close back inside that level, treating the rejection as a liquidity trap. It requires the candle’s relevant wick to meet a configurable share of its range and applies a cooldown…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
TradingView scripts

This strategy enters long when price is at or above the latest confirmed bullish fractal support and a fast ATR reading is unusually low relative to a slower ATR benchmark. The fractal is a local low formed by a sequence of lower lows followed by higher…

Rutura de níveisIndicadores técnicosEstatísticaGestão do risco
TradingView scripts

This long-only strategy combines a volume-confirmed bullish fractal with a low-volatility filter. It identifies a local low from a five-candle shape and requires the middle candle’s volume to exceed its recent average. The latest confirmed fractal low…

FuturosRutura de níveisIndicadores técnicosEstatística
TradingView scripts

This strategy looks for a two-candle Harami pattern after the prior candle reaches an outer Bollinger Band. A bullish setup requires that the first candle touch or cross the lower band and close down, followed by a candle whose body fits within the first…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
TradingView scripts

This strategy applies long-only dollar-cost averaging to a GOOGLUSDT perpetual contract. It opens a base position and adds equal-sized safety orders as price falls, with each successive order placed farther from the initial entry according to a rising step…

Futuros perpétuosCriptoativosIndicadores técnicosDimensionamento de posições
TradingView scripts

This indicator fits a linear regression line to the bars since the latest channel reset and draws upper and lower bands at configurable standard-deviation distances. When price closes beyond a band, the script finalizes the preceding channel and begins a new…

Indicadores técnicosEstatísticaSeguimento de tendênciasReversão à média
TradingView scripts

This indicator adapts a SuperTrend line to current volatility by clustering recent Average True Range values into high, medium, and low groups. It initializes three centroids from selected points within the ATR range, repeatedly assigns observations to their…

Aprendizagem automáticaVolatilidadeSeguimento de tendênciasIndicadores técnicos
TradingView scripts

This generic strategy takes an external source as its trading signal: positive values request long entries, negative values request shorts, and zero means no action. Repeated signals in the current direction add to the position according to the strategy’s…

Dimensionamento de posiçõesGestão do riscoExecuçãoTestes históricos
TradingView scripts

This strategy combines several market filters to produce long and short triggers. It scores fast and slow exponential moving averages across higher timeframes alongside a local trend measure, then adds an auction profile built by distributing each bar’s…

Indicadores técnicosMomentumVolatilidadeGestão do risco
TradingView scripts

This intraday strategy uses an ATR-based UT-style trailing level to trigger long and short entries. It filters those signals using a fast EMA and, optionally, a longer EMA on the chart timeframe, a one-minute EMA, a 15-minute EMA, ADX, and a minimum distance…

Indicadores técnicosFuturosSeguimento de tendênciasGestão do risco
TradingView scripts

The author describes a crypto portfolio approach that combines selling into perceived overvaluation, buying back at lower prices, and taking partial profits during shorter moves within larger trends. The strategy is said to use directional technical…

CriptoativosReversão à médiaSeguimento de tendênciasIndicadores técnicos
TradingView scripts

This long-only strategy for an INJ perpetual contract opens a base position when four-hour RSI falls below 28. If price declines from the base entry, it can add up to five averaging orders at fixed deviations of 2%, 5%, 9.5%, 16%, and 25%. Each successive…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
TradingView scripts

This indicator redraws recent candles as equivolume bars, using each bar’s volume relative to the sum of volume over a configurable lookback to determine its horizontal width. The candle body shows the open-to-close range, while separate boxes display the…

Indicadores técnicosMicroestrutura de mercado
TradingView scripts

This indicator divides chart volume into as many as four user-configured time sessions. It accounts for a time-zone offset and session start and finish times, then colors volume columns by session. An optional color treatment distinguishes bars according to…

Indicadores técnicosMicroestrutura de mercadoEstatística
TradingView scripts

This chart indicator estimates CME equity index futures price-limit levels from a reference price associated with the prior session. It plots overnight boundaries at five percent above and below that reference and, during the session, optional downside…

FuturosGestão do riscoVolatilidadeMercados dos EUA
TradingView scripts

The Risk-Adjusted Momentum Oscillator combines a selected price-momentum measure with drawdown-based risk adjustment. It offers rate of change, absolute price momentum, or log returns, then scales signals according to current drawdown relative to the maximum…

MomentumGestão do riscoVolatilidadeIndicadores técnicos
TradingView scripts

This indicator builds a time-price opportunity (TPO) profile by assigning successive letter markers to periods and displaying where price traded during a selected session or interval. It supports regular recalculation periods, a user-defined fixed range, and…

FuturosIndicadores técnicosMicroestrutura de mercado