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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
WonderTrader
14 documentos
Alphalens
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

7,910 documentos

Strategy library

The document describes a short-term strategy using four exponential moving averages. It specifies a long entry when the 9-period EMA crosses above the 26-period EMA and an exit when the 100-period EMA crosses below the 55-period EMA. The published setup uses…

Indicadores técnicosMomentumFuturosCriptoativos
Strategy library

This strategy combines Awesome Oscillator (AO) and Stochastic readings to identify potential reversals. AO is calculated as the difference between 5-period and 34-period simple moving averages of the price midpoint. A simplified divergence rule compares the…

Indicadores técnicosMomentumReversão à médiaFuturos
Strategy library

This strategy calculates separate exponential moving averages of highs and lows, then uses the channel they form to set directional signals. A close above the high-based EMA triggers a long entry, while a close below the low-based EMA triggers a short entry.…

Indicadores técnicosSeguimento de tendênciasTestes históricosGestão do risco
Strategy library

This strategy seeks long entries when the close falls below the prior low from a configurable number of bars, while requiring price to be above a 200-day simple moving average. It exits when the close rises above the prior high over the same lookback, or…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This trend-following framework enters long when a fast simple moving average crosses above a slower one, and short when it crosses below. The described defaults use 24- and 48-period averages, with trades evaluated at candle close. Position size is intended…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy opens a long position when a composite Pivot Support Reversal signal appears. The document describes taking partial profits at the first and second resistance pivots, then managing the remaining position with a trailing stop based on a…

CriptoativosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This short-term strategy uses a 14-period Relative Strength Index (RSI) with conventional oversold and overbought thresholds. It enters long when RSI crosses back above 30 and short when RSI crosses down through 70, then holds until the indicator leaves the…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday strategy takes a directional position based on the first 15-minute candle after the market opens. A bullish candle triggers a long entry and a bearish candle a short entry, subject to the trader’s direction settings. The candle’s low or high…

AçõesMomentumRutura de níveisGestão do risco
Strategy library

This rules-based system uses MACD crossovers as trade triggers, with price momentum and a 50-period simple moving average as confirmation filters. It requires a minimum gap between trades and can enforce alternating long and short signals. Positions use…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This system studies rotation within AI-related equity baskets traded through USDT perpetual contracts. It screens for equity contracts, uses an LLM to assign companies to one or more AI subsectors, and tracks relative returns and Z-scores to identify…

AçõesFuturosAprendizagem automáticaEstatística
Strategy library

This strategy calculates a daily pivot and first support and resistance levels from the previous day’s high, low, and close. It tracks price relative to those levels: a move above resistance sets a long direction, while a move below support sets a short…

Indicadores técnicosRutura de níveisFuturosGestão do risco
Strategy library

This intraday strategy combines Bollinger Bands with ATR-based exits. Its entry conditions look for price to have moved outside a band and then cross back through it, with candle direction and distance from the basis used as additional filters. Long and…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This swing-trading indicator combines a short-period EMA, a longer-period SMA, and RSI alerts. It marks a long entry when the SMA crosses below the EMA and the current high is above the SMA; a short entry appears when the SMA crosses above the EMA on a down…

Indicadores técnicosMomentumSeguimento de tendênciasCriptoativos
Strategy library

This strategy combines On-Balance Volume (OBV), the Chande Momentum Oscillator (CMO), and the Coppock curve to align volume direction with shorter- and longer-horizon momentum. In the supplied logic, a buy requires rising OBV, a positive and rising Coppock…

CriptoativosMomentumIndicadores técnicosTestes históricos
Strategy library

This strategy uses Heikin-Ashi candle color changes to signal directional shifts. It calculates smoothed candle open and close values, then treats a move from a non-green candle to a green candle as a long entry signal and a move from green to non-green as a…

CriptoativosSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

This system combines Ichimoku components with ATR to define directional entries and manage risk. It goes long when the conversion line crosses above the base line and price is above both cloud spans; it goes short on the opposite crossover when price is…

CriptoativosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy uses changes in RSI to generate long and short signals. It compares the current RSI change with the recent standard deviation of RSI changes, requiring a sufficiently strong move in the relevant direction. An exhaustion condition also compares…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This long-only system combines a fast MACD entry signal with a slower trend filter. A bullish crossover on the five-minute MACD triggers a buy only when the slower MACD histogram is positive. The described setup uses a fixed profit target and stop, along…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses a 10-period simple moving average to classify the market as rising or falling, then combines that direction with candlestick pattern signals and pivot levels. It enters long above the first resistance level when the average indicates an…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This script compares the selected price source with its value at the start of each four-hour, daily, weekly, and monthly interval. Each comparison is reduced to a positive, negative, or unchanged state, and the four states are added together. A 60-period…

CriptoativosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This stock strategy pairs a 5-day and 20-day simple moving average crossover with the Stochastic oscillator. It proposes a long entry when the fast average crosses above the slow average while %K is below 20, and a short entry when the fast average crosses…

AçõesFuturosCriptoativosReversão à média
Strategy library

This medium- to long-term trend strategy combines Ichimoku components to set direction and looks for a recent pullback to the Tenkan and Kijun lines before entry. Long conditions require Tenkan above Kijun, both lines above the cloud, and a bullish cloud;…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a 9-period and 21-period EMA crossover to identify trend direction. It filters entries with a 5-period exit EMA and a comparison between 1-period and 4-period EMAs: long and short setups require the fast and slow lines to cross, the exit…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy describes rule-based detection of reversal formations, including head and shoulders, double tops, and double bottoms. Its entry rules use a bullish candle alongside a detected double bottom for longs, and a bearish candle with a detected double…

CriptoativosFuturosReversão à médiaIndicadores técnicos