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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

1,976 documentos

TradingView scripts

This strategy description presents a breakout and retest approach using historical pivot levels as support and resistance. It looks for price to move above resistance or below support, then waits for a return to the broken level as confirmation before taking…

Rutura de níveisMomentumIndicadores técnicosGestão do risco
TradingView scripts

This Pine strategy template supplies the execution and risk-management framework for a separately defined trading signal. It accepts an external indicator source, interpreting values as long or short entries and optionally as custom exits. Inputs govern…

Testes históricosGestão do riscoDimensionamento de posiçõesExecução
TradingView scripts

This TradingView indicator organizes historical price behavior around reported earnings. A configurable period measures percentage price changes before and after earnings, while earnings actuals and estimates classify reports as surprises or misses. The…

AçõesOrientadas por eventosGestão do riscoEstatística
TradingView scripts

The strategy treats Delta-RSI as a smoothed estimate of the time derivative of RSI. It fits a polynomial to a rolling RSI sample using a least-squares procedure, then evaluates the fitted curve’s derivative at the latest point. An exponential moving average…

Indicadores técnicosMomentumEstatísticaTestes históricos
TradingView scripts

This strategy combines a McGinley dynamic curve, a T3 smoothing curve, or their average as a signal basis. It builds a trail around that basis using an ATR distance, then identifies directional signals when the trail crosses its value from two bars earlier.…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
TradingView scripts

This strategy uses a simple moving average of closing prices to define crossover entries: a move above the average triggers a long signal, and a move below triggers a short signal. Its configurable average length controls the lookback. Users can allow both…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesTestes históricos
TradingView scripts

This indicator plots a volatility stop and trend direction using an ATR-based stop calculation, with optional higher-timeframe signals. The higher timeframe can be selected from preset steps, set as a multiple of the chart interval, or chosen directly. Users…

Indicadores técnicosVolatilidadeSeguimento de tendênciasGestão do risco
TradingView scripts

TrendPulse is an equity-oriented strategy framework that combines moving-average direction, an EMA basis, VWAP context, and ATR channels. Its regime model uses a choppiness measure, normalized basis slope, persistence above or below the basis, and ATR…

AçõesSeguimento de tendênciasRutura de níveisIndicadores técnicos
TradingView scripts

This indicator classifies trend direction using one of two price-versus-time correlation oscillators, selected according to a volatility regime. It estimates current volatility from the standard deviation of returns, smooths that measure, and compares it…

VolatilidadeSeguimento de tendênciasIndicadores técnicosEstatística
TradingView scripts

This strategy records the high and low during a New York pre-open session, then watches for a close beyond either boundary during regular trading hours. A close above the range sets a prospective long limit entry at the range high; a close below sets a short…

Rutura de níveisFuturosMercados dos EUAVolatilidade
TradingView scripts

This framework combines a higher-timeframe trend filter with current-timeframe moving-average crossover signals. It classifies direction by whether price is above or below a higher-timeframe EMA, then opens a long on a fast EMA cross above a slow EMA when…

Seguimento de tendênciasIndicadores técnicosGestão do riscoMultiactivos
TradingView scripts

This strategy trades SPY long when its 50-day EMA is above its 200-day EMA following a bullish crossover. Entry is allowed for a limited period after that cross, and requires the moving averages to be separated by a minimum amount and the slow EMA to meet a…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco
TradingView scripts

This indicator converts Ichimoku cloud structure into a layered oscillator and a directional trend state. Price above or below a displaced cloud establishes the main bias, while added components reflect the lagging span, conversion and base line…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
TradingView scripts

This indicator constructs a set of expanding price reference levels from the history available on the chart. On each bar, it finds the highest high and lowest low across the bars loaded so far, then averages those extrema cumulatively to form upper and lower…

Indicadores técnicosEstatística
TradingView scripts

This document describes a short-term ETF strategy intended to seek buy-and-hold-like returns with less downside risk. It ranks opportunities using RSMK, a smoothed percentage change in the logarithm of an ETF’s price relative to a benchmark, and combines…

Indicadores técnicosMomentumGestão do riscoConstrução de carteiras
TradingView scripts

This strategy combines trend, price-location, and momentum filters to generate long and short entries. For a long setup, the shorter exponential averages must be above one another and the longer averages must show the same bullish ordering; Bollinger %B must…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
TradingView scripts

This indicator estimates trading costs and liquidity conditions from bar data rather than order-book or trade-level observations. It combines several spread estimators, including Roll’s price-change covariance, Corwin–Schultz’s two-period high-low method,…

Microestrutura de mercadoEstatísticaVolatilidadeExecução
TradingView scripts

This swing strategy treats a small-body candle relative to its high-low range as a doji setup. It places opposing stop orders around the doji or, under a condition involving the prior candle, uses the prior bar’s extremes to define entry levels. The first…

Indicadores técnicosRutura de níveisDimensionamento de posiçõesGestão do risco
TradingView scripts

This FCPO strategy combines candle momentum with volatility and trading-time filters. It looks for a candle whose body exceeds a minimum size and share of its full range, while ATR must fall between a floor and a ceiling. Presets set take-profit and…

FuturosMatérias-primasMomentumVolatilidade
TradingView scripts

This strategy looks for a session gap that meets a configurable percentage threshold, then enters when price crosses the previous session's close and finishes the bar back on the original gap side. After a gap up, a bar that trades below the prior close but…

Reversão à médiaRutura de níveisIndicadores técnicosGestão do risco
TradingView scripts

This indicator draws up to four volume profiles over nested lookback windows: the full period and progressively shorter half, quarter, and eighth periods. Each selected price range is divided into equal bins. The script assigns candle volume to bins whose…

Microestrutura de mercadoIndicadores técnicosEstatística
TradingView scripts

This scalping strategy combines a higher-timeframe trend filter with a lower-timeframe momentum trigger. It compares price with the previous completed values of three configurable higher-timeframe EMAs, using their alignment to permit only long or only short…

FuturosCriptoativosSeguimento de tendênciasMomentum
TradingView scripts

This strategy treats some RSI threshold reversals as failed signals. A long setup occurs when RSI was above the overbought level three bars earlier, has fallen below it, and price is still rising; the short setup applies the inverse logic around the oversold…

MomentumIndicadores técnicosGestão do riscoTestes históricos
TradingView scripts

The strategy enters long when a 14-period simple moving average crosses above a 28-period simple moving average, and enters short when it crosses below. The script also plots high and low series requested from daily, hourly, 30-minute, and 15-minute…

Indicadores técnicosSeguimento de tendênciasTestes históricos