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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 strategy enters long when price breaks above a recent pivot high, using a smaller chart timeframe for entries and moving averages calculated on a selectable higher timeframe for trend context. A slow moving average can filter out signals when the…

AçõesRutura de níveisSeguimento de tendênciasIndicadores técnicos
TradingView scripts

This allocation strategy combines a trend regime filter with volatility-based position sizing for leveraged index ETFs. It holds exposure only when price is above a long-term simple moving average; otherwise, it moves to cash. While the regime is favorable,…

AçõesSeguimento de tendênciasVolatilidadeDimensionamento de posições
TradingView scripts

This strategy presents a post-absorption reversal approach centered on VWAP. Its configurable inputs indicate that absorption is identified using unusually high volume, limited price displacement relative to ATR, and proximity to VWAP; candidate signals can…

FuturosReversão à médiaVolatilidadeMicroestrutura de mercado
TradingView scripts

This script describes a US30-oriented strategy that uses RSI crossing the 50 level to generate directional signals, subject to configurable trading sessions and an ATR floor. A signal places a stop entry beyond the signal bar’s high or low by a set offset,…

FuturosIndicadores técnicosGestão do riscoDimensionamento de posições
TradingView scripts

This TradingView strategy enters long when a fast exponential moving average crosses above a slow one and enters short on the reverse crossover, provided it is flat. Its default EMA lengths are 20 and 50. Each entry starts with a profit target and stop-loss…

Indicadores técnicosSeguimento de tendênciasGestão do risco
TradingView scripts

This indicator presents a modified McGinley Dynamic moving average designed to avoid extreme numerical behavior in the unconstrained calculation. The author explains that raising the ratio of current price to the prior average to a power can make the…

Indicadores técnicosEstatística
TradingView scripts

The indicator builds a ladder line from either the midpoint of a Donchian range or a weighted, smoothed moving average called CoRa Wave. It rounds that line to price steps, with step size selected from price ranges and adjusted for timeframe, or set…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
TradingView scripts

R19 combines trend-strength and price indicators to generate long and short signals, primarily using a configurable reference market such as BTC/USDT. Its conditions use MACD crossovers, ADX strength, price relative to a simple moving average, RSI relative…

CriptoativosIndicadores técnicosMomentumGestão do risco
TradingView scripts

This Pine strategy places stop orders just above the highest high and below the lowest low over a configurable lookback. A break through either boundary can open a long or short position, with pyramiding disabled. Entries are only submitted when the script…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
TradingView scripts

This strategy builds session pivot levels using a selectable formula: Traditional, Fibonacci, Woodie, Classic, or Camarilla. It can trade either a breakout model, entering when price closes across a chosen pivot level, or a mean-reversion model, entering…

Indicadores técnicosRutura de níveisReversão à médiaTestes históricos
TradingView scripts

This script combines market-structure signals with liquidity sweeps, fair value gaps, and displacement-based zones. It tracks swing highs and lows to identify breaks of structure and changes of character, and flags price moves beyond prior swing or daily…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
TradingView scripts

This Pine Script block adds a configurable table of monthly and yearly strategy performance to an existing TradingView strategy. It records equity at period boundaries and reports returns as percentages, changes in account currency, or both. Optional columns…

Testes históricosEstatísticaGestão do risco
TradingView scripts

This script is a transparent long-only benchmark that holds S&P 500 exposure at 160% of account equity during a selected historical window. It enters when the date window begins and closes the position after the window ends. The stated purpose is to compare…

AçõesMercados dos EUATestes históricosGestão do risco
TradingView scripts

This seasonal model describes a short-selling schedule for agricultural commodity futures, intended to help producers sell at prices above the seasonal average. It assumes prices tend to be relatively low around harvest and stronger during the growing…

Matérias-primasFuturosVolatilidade
TradingView scripts

This chart indicator estimates the outcome of investing a fixed amount at a chosen daily, weekly, or monthly interval over a user-selected date range. For each eligible period, it divides the contribution by the selected timeframe’s price, accumulates asset…

Testes históricosConstrução de carteirasDimensionamento de posiçõesEstatística
TradingView scripts

This Pine strategy builds an adaptive moving average using Kaufman’s Efficiency Ratio (ER): the average responds more quickly when price movement is efficient and more slowly when it is choppy. It estimates deviation around the KAMA to form bands, classifies…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesVolatilidade
TradingView scripts

The RSI Past indicator turns oscillator extremes into a simple directional reading. It records the bar index of the latest overbought and oversold readings, then subtracts the oversold event’s index from the overbought event’s index. A positive value means…

AçõesIndicadores técnicosMomentum
TradingView scripts

This futures strategy looks for a two-bar directional impulse and then a pullback into a retracement zone based on the second bar’s range. It requires both bars to have substantial bodies and rising volume; same-direction bars or a mixed pair with a…

FuturosIndicadores técnicosMomentumGestão do risco
TradingView scripts

The strategy combines a three-candle fair value gap with a directional break of a recent swing high or low. It records confirmed structure breaks, accepts gaps that form within a configurable bar window in the same direction, and enters when price retraces…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco
TradingView scripts

This indicator maps price and volume behavior for six selectable sector symbols into a shared two-dimensional loop. It applies a high-pass filter followed by a smoother to each series, then normalizes both with a rolling root-mean-square measure. The…

MultiactivosIndicadores técnicosVolatilidade
TradingView scripts

This scalping strategy combines a higher-timeframe trend filter with a lower-timeframe EMA crossover and limits entries to the London or New York sessions. The written guide specifies a 1-hour EMA for direction and a 15-minute EMA for entry momentum. It…

CâmbioMomentumIndicadores técnicosGestão do risco
TradingView scripts

This indicator fits linear models between a selected price series and time, then displays projections for several future candle horizons. Its chart table is designed to show projected values, upper and lower ranges based on a residual standard error,…

EstatísticaIndicadores técnicosTestes históricos
TradingView scripts

This strategy uses a simple moving average crossover to start a directional grid. On a bullish crossover it places up to ten stop entries at successively higher percentage levels; on a bearish crossunder it places corresponding entries below the trigger…

Negociação em grelhaSeguimento de tendênciasDimensionamento de posiçõesTestes históricos
TradingView scripts

The indicator builds Time Segmented Volume (TSV) by summing volume-weighted close-to-close price changes over a configurable window. It compares the resulting oscillator with a simple moving average and marks potential long or short conditions according to…

Indicadores técnicosMomentumSeguimento de tendências