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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

The strategy counts how many candles closed above their opens during a user-defined lookback and converts that count into a percentage. A high reading triggers a long entry and a low reading triggers a short entry; settings can reverse that mapping, restrict…

Indicadores técnicosMomentumReversão à médiaGestão do risco
TradingView scripts

This indicator builds a seasonal profile from historical daily price changes, accumulating percentage returns and point changes by day of the year. It can display average performance at daily, monthly, or quarterly intervals, alongside the current period's…

EstatísticaIndicadores técnicosTestes históricosMultiactivos
TradingView scripts

This strategy enters long or short when a fast double-smoothed moving average crosses a slower one. Optional filters use ADX for trend strength, RSI for directional momentum, an ATR-to-average-ATR ratio for volatility, and price relative to a baseline…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
TradingView scripts

Pumori applies two recursive EMA passes with a sub-unit length to a selected input: RSI, an RSI moving average, closing price, or a custom series. The author presents the unusually responsive transform as a carrier that makes short-term oscillation and…

Indicadores técnicosVolatilidadeMomentum
TradingView scripts

This document contains part of a configurable BTC strategy that combines trend, volatility, momentum, volume, and price-structure filters. The visible logic calculates Hull moving averages, ATR-scaled slopes and distances, directional efficiency, range…

CriptoativosSeguimento de tendênciasRutura de níveisMomentum
TradingView scripts

This indicator builds a multi-period RSI-style display from price changes after filtering. A high-pass filter removes shorter cyclic components, then a Super Smoother reduces noise. For each lookback from two to forty-eight bars, it sums upward and downward…

Indicadores técnicosEstatísticaMomentum
TradingView scripts

This indicator searches for cup-shaped price structures using successive pivot highs. For candidate endpoints, it finds the lowest low between them and checks whether the two highs are sufficiently aligned relative to the cup depth. It rejects candidates…

Indicadores técnicosRutura de níveisEstatística
TradingView scripts

This strategy divides a fixed price range into geometric or arithmetic levels and assigns an investment slot to each. It buys when a bar closes across a level downward, then closes that slot when price crosses the next level upward. The script is designed…

CriptoativosNegociação em grelhaDimensionamento de posiçõesTestes históricos
TradingView scripts

This indicator draws projected resistance and support trendlines from confirmed price pivots. It detects pivot highs and lows using a configurable lookback length and a confirmation span, with an option to anchor pivots to candle wicks or candle bodies. Once…

Indicadores técnicosVolatilidadeGestão do risco
TradingView scripts

FlowScope is a chart overlay that builds a volume profile for each candle or configurable group of candles using lower-timeframe data. It requests one-minute bars, divides the grouped price range into horizontal boxes, and allocates each lower-timeframe…

Microestrutura de mercadoIndicadores técnicosExecução
TradingView scripts

This ES five-minute strategy looks to short after a bullish fair value gap forms, defined as the first candle’s high being below the third candle’s low, when that third candle closes down. It filters out setups when the 14-period ATR is below the stated…

FuturosMercados dos EUAIndicadores técnicosGestão do risco
TradingView scripts

This open-source strategy takes long positions on an ETH/BTC five-minute chart, combining a pivot-like reference level, a smoothed stochastic oscillator, and a wide price channel. Its main range-trading entry occurs when price is below the reference,…

CriptoativosIndicadores técnicosReversão à médiaRutura de níveis
TradingView scripts

This strategy adapts HalfTrend, which tracks swing highs and lows over a configurable amplitude and uses ATR-based channel bands. Changes in the internal trend state produce buy and sell signals; the strategy enters in the signal direction and can flip an…

Indicadores técnicosSeguimento de tendênciasVolatilidadeExecução
TradingView scripts

This strategy defines momentum as the current close minus its close a configurable number of bars earlier. It labels momentum bullish when that difference is positive and has increased from the prior bar, and bearish when it is negative and has weakened…

CriptoativosMomentumSeguimento de tendênciasGestão do risco
TradingView scripts

The BASS indicator overlays several familiar measures as histograms around a shared zero line: MACD, a centered RSI, a smoothed stochastic difference, the Awesome Oscillator, and an Alligator-derived spread. Positive readings are colored blue and negative…

Indicadores técnicosMomentumSentimento de mercado
TradingView scripts

This strategy builds a normalized volume measure by comparing a shorter rolling volume sum with a smoothed longer sum. It treats rising volume activity or a threshold crossover as a potential entry condition, then checks whether the close is above or below…

Indicadores técnicosMomentumVolatilidadeTestes históricos
TradingView scripts

This mechanical strategy seeks trades when lower-timeframe and higher-timeframe Supertrend directions agree, with a fast and slow simple moving average as an additional alignment filter. It supports both long and short entries, permits only one open…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
TradingView scripts

This document presents a reusable method for coloring a plotted series according to its position within a recent rolling range. The function finds the highest and lowest source values over a chosen lookback, scales the current value into one of eleven color…

Indicadores técnicosEstatística
TradingView scripts

This strategy tests a seasonal long position around the monthly boundary. By default, it enters two calendar days before month-end and closes three days into the next month, with inputs to change the timing. It holds only one long position at a time and…

AçõesTestes históricos
TradingView scripts

This indicator combines Murrey Math range framing with Fibonacci ratios to plot retracement and extension levels. It selects a price source, measures recent highs and lows over a configurable frame and multiplier, and uses price-dependent fractal values and…

Indicadores técnicosEstatística
TradingView scripts

APEX V2 is a configurable long-and-short strategy that combines several signal families and can require agreement among a minimum number of indicators before entering. Its modules cover volume surges and absorption around VWAP, directional bias, pivot-based…

MultiactivosIndicadores técnicosMomentumReversão à média
TradingView scripts

This long-only dollar-cost-averaging framework for TAO perpetuals opens a base position when a 14-period RSI on the four-hour timeframe falls below 28. If price declines from the base entry, it adds up to five safety orders at preset percentage deviations,…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
TradingView scripts

This chart indicator automatically identifies price pivots and uses them to draw a Zigzag structure, Fibonacci retracement or extension levels, and a Pitchfan. Pivot selection depends on a depth setting and a deviation threshold scaled using average true…

Indicadores técnicosVolatilidadeSeguimento de tendências
TradingView scripts

This intraday strategy combines price breakouts with Bollinger Band crossovers and a DEMA-versus-VWAP direction filter. It checks whether price exceeds a prior higher-timeframe closing high or falls below a prior low, while restricting entries to…

AçõesRutura de níveisIndicadores técnicosGestão do risco