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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

7,910 documentos

Strategy library

The strategy uses an ATR-scaled trailing stop to adapt exit distance to recent price movement. The stop is initialized from price and ATR, then updated according to the detected direction: it can advance with a favorable move, and a crossing of the stop…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy seeks long breakouts on a smaller chart timeframe when the broader trend is supportive. It defines a breakout using a recent swing high and places an initial stop near recent lows, with configurable lookback periods. Moving averages calculated…

AçõesRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

The document describes a multi-mode system that changes its trading approach according to signals intended to identify ranging, trending, reversal, and breakout conditions. Its four modes use a grid around a reference price, moving-average crossovers, or EMA…

MultiactivosNegociação em grelhaSeguimento de tendênciasRutura de níveis
Strategy library

The document describes a long-only breakout system that enters when the closing price crosses above the prior upper boundary of a channel. Although the prose calls the indicator Bollinger Bands, the supplied code calculates the channel from the highest and…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses 5, 9, and 21-period exponential moving averages (EMAs) to generate directional signals, with 100- and 200-period EMAs available for broader trend context. A crossover of the 5-period EMA above or below the 9-period EMA is the basic entry…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following system combines ADX trend-strength filtering, directional indicators, and Parabolic SAR. It takes long signals when ADX exceeds the stated threshold, positive directional movement is stronger than negative movement, and price is above…

Seguimento de tendênciasIndicadores técnicosFuturosGestão do risco
Strategy library

This trading framework combines moving-average crosses, RSI extremes, MACD crosses, and Bollinger Band touches. It counts bullish and bearish signals and opens a position when one side reaches a threshold and outnumbers the opposing signals. The described…

Indicadores técnicosDimensionamento de posiçõesGestão do riscoTestes históricos
Strategy library

This two-way strategy uses confirmed pivot highs and lows to generate breakout entries. A pivot is identified using a specified number of bars on each side; the strategy tracks pivot levels and places stop entries one minimum price tick beyond them when…

Indicadores técnicosRutura de níveisGestão do riscoFuturos
Strategy library

This strategy trades bullish and bearish pinbar patterns. It defines bearish candles by placing the open and close near the low, and bullish candles by placing them near the high; each signal also requires the candle to extend beyond the previous candle’s…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This script outlines a short-term strategy that combines three signal groups: directional market state, volume-profile location, and unusually large trading activity. It offers settings for trend lookback and strength, a rolling volume profile with point of…

Indicadores técnicosMicroestrutura de mercadoExecuçãoGestão do risco
Strategy library

This partial strategy script describes a long-only approach using QQQ entries filtered by market conditions in SPY, with Bitcoin trend as an optional assist. Entry conditions include several days of SPY lows above its short-term EMA, QQQ holding above…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This intraday breakout framework records the high and low during the opening range after the New York session begins. Once the range is complete, a long signal requires a close above its high, above both trend EMAs, and volume above a multiple of its recent…

Rutura de níveisSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This trend-following approach uses 9-period and 21-period exponential moving averages. A cross of the faster average above the slower one opens a long position; a cross below opens a short. The description pairs the crossover with a 2% stop-loss and a 4%…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy combines a fast and slow exponential moving average crossover with an RSI filter. A bullish crossover can trigger a long entry when RSI is below its overbought threshold; a bearish crossover can trigger a short entry when RSI is above its…

Seguimento de tendênciasMomentumIndicadores técnicosCriptoativos
Strategy library

This strategy uses a simple moving average as the reference level for staged entries. It opens a long position when price falls sufficiently below the average, or a short when price rises sufficiently above it. If price moves farther against the position, it…

Reversão à médiaDimensionamento de posiçõesGestão do riscoIndicadores técnicos
Strategy library

The script builds a SuperTrend-style trailing line from pivot highs and lows. It blends each new pivot into a center line, offsets that line by an ATR multiple to form trailing bands, and changes trend state when price crosses the prior band. Trend reversals…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy combines a 14-period RSI condition with a fast 2-period RSI crossover and the alignment of 50-, 100-, and 200-period EMAs. The written rules seek long entries when the medium RSI is low, the fast RSI turns upward, and the EMAs are bearishly…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

The document presents a two-sided strategy built around OTT, an adaptive boundary indicator derived from a moving average and percentage offset. A move across the OTT boundary is intended to trigger a directional trade, while a return toward the moving…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

The script configures a KST-based trading strategy with a long-term moving-average filter, an optional Choppiness Index filter, and ATR-based stop-loss and take-profit settings. It exposes parameters for the KST rate-of-change and smoothing calculations,…

MomentumIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This document presents a simple moving-average crossover strategy. It defines a fast 10-period simple moving average and a slow 200-period simple moving average. A cross of the fast average above the slow average triggers a long entry and buy alert; a cross…

Indicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This long-only strategy combines momentum and trend conditions for entry. It requires the MACD histogram to exceed a configurable level, RSI to be above 50, the short EMA to be above the long EMA, and the close to exceed the long EMA by an ATR-based buffer.…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy uses comparisons between each close and the close four candles earlier to count consecutive directional moves. It marks the eighth and ninth counts as potential reversal points, then describes checking whether a breakout persists into counts 13…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

The strategy combines an RSI filter for overbought or oversold conditions with Stoch RSI crossovers for entry timing. Its stated rules enter long when RSI is oversold and Stoch RSI crosses upward, and short when RSI is overbought and Stoch RSI crosses…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This short-only BCHUSDT perpetual strategy opens when a 9-period RSI sampled from the 5-minute timeframe crosses downward through 80. It is intended to run on a 15-minute chart. If price rises above the initial short entry, the strategy can add up to three…

CriptoativosFuturos perpétuosReversão à médiaIndicadores técnicos