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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

This trend-following strategy uses a 10-period EMA crossing a 50-period EMA to identify bullish and bearish direction. Entries are sought within five bars of a cross, subject to a trend filter based on an hourly EMA: longs require that filter to be rising,…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a long-only RSI strategy. It enters when RSI crosses above 35, sets a stop below the entry price and a take-profit above it, then liquidates when RSI crosses below a configurable exit threshold or falls below 10. The accompanying…

Indicadores técnicosCriptoativosGestão do riscoDimensionamento de posições
Strategy library

This strategy builds two price channels around short moving averages: a 3-period EMA channel at 1.5 times ATR and a 3-period RMA channel at 1.0 times ATR. A confirmed close above either upper boundary triggers a long signal, while a close below either lower…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This long-short method combines RSI threshold reversals with MACD crossovers. It opens a short when RSI, after moving above 70, crosses back below that level, and opens a long when RSI, after falling below 30, crosses back above it. MACD line crossovers are…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy uses a Bollinger Band Oscillator (BBO) and a moving average of the oscillator to generate long and short signals. The explanation describes a 65-period BBO and a 30-period average: crossing above the average signals a long entry, while crossing…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only grid framework uses a 100-period simple moving average as its reference. It adds positions when price reaches retracement levels 8%, 15%, and 20% below that average, subject to zone-specific trade limits and a minimum interval of 50 bars…

CriptoativosFuturosNegociação em grelhaReversão à média
Strategy library

The Momentum Surfer strategy uses the Stochastics Momentum Index (SMI) and an EMA signal line to generate reversal trades. It enters long when the signal line crosses above its EMA while SMI is below −40, and enters short when it crosses below the EMA while…

Indicadores técnicosMomentumReversão à médiaCriptoativos
Strategy library

This script turns confirmed pivot lows in the relative strength index into long entries. RSI is calculated over a 19-period lookback, and a pivot low is identified using two bars on either side. The strategy closes the long position when RSI reaches or…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only strategy combines Bollinger Bands with staged dollar-cost averaging. It begins adding positions after consecutive closes below the lower band and can build as many as five entries while price remains below that threshold. The entries use…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday breakout framework defines a reference range from the high and low of the first two 15-minute bars, spanning 09:15 to 09:44:59. Once the range is locked after 09:45, a move to or beyond its high can trigger a long, while a move to or below its…

Rutura de níveisMomentumGestão do riscoDimensionamento de posições
Strategy library

This long-only trend-following system pairs a Gaussian-weighted price channel with Stochastic RSI. The channel uses a weighted moving average as its center and a weighted standard deviation to set upper and lower bands; Stochastic RSI supplies smoothed K and…

CriptoativosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

The MAHL Band indicator plots short moving averages of bar highs and lows, their midpoint, and a wider channel based on the highest high-average and lowest low-average over a rolling window. The default moving-average length is three bars, while the outer…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This excerpt introduces a VWAP-based futures strategy and shows its configuration and early calculations. It sets fixed contract sizing, commission and slippage assumptions, an ATR-based stop buffer, a reward-to-risk input, a per-trade dollar loss limit, a…

FuturosIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines reversal entries labeled as diamond patterns with trend-continuation entries labeled as triangles. It uses a 10- and 20-period EMA cloud to distinguish price location and an EMA-separation threshold to filter low-separation conditions.…

Indicadores técnicosSeguimento de tendênciasRutura de níveisExecução
Strategy library

This strategy compares a shorter-period CCI with a longer-period CCI to identify trend direction. Its stated defaults are 14 and 56 periods. The source enters long when the short CCI crosses above the long CCI and the long CCI is rising; it enters short on a…

Indicadores técnicosSeguimento de tendênciasMomentumCriptoativos
Strategy library

This trend-following method compares a shorter-period CCI with a longer-period CCI, using an upward crossover as a long entry and a downward crossover as a short entry. The described periods are 14 and 56. The source adds directional checks on the longer CCI…

Indicadores técnicosSeguimento de tendênciasFuturosGestão do risco
Strategy library

This two-sided reversal strategy uses a 14-period RSI with an overbought threshold of 67 and an oversold threshold of 44. It sells when RSI crosses above the upper level and buys when it crosses below the lower level, subject to a price filter comparing the…

Indicadores técnicosReversão à médiaFuturosGestão do risco
Strategy library

This strategy uses a 14-period RSI on a stated five-minute chart and assigns separate long and short signals to stronger and milder overbought or oversold readings. RSI below 20 or above 80 triggers the stronger signal; readings between 20 and 30 or between…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This strategy uses fast and slow groups of moving averages, or ribbons, to represent shorter- and longer-term trend direction. It enters long when the upper fast line remains above the upper slow line for at least two candles, and short when the lower fast…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This crossover system calculates 10-period and 30-period simple moving averages and opens a long position when the faster average crosses above the slower one. It also opens a short position on a downward cross, according to the source code. A configurable…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines channel breakouts with volatility-based risk management. It tracks recent highs and lows over shorter and longer lookback windows, entering long or short when price breaks a channel boundary. A skip rule can suppress a shorter-window…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This short-term reversal strategy uses a 3-period RSI to identify oversold and overbought conditions, with a 30-period exponential average of candle body size as an entry filter. It enters long on a bearish candle when RSI is below 25 and the body exceeds…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This system measures each candle’s upper and lower wick as a share of its full high-low range. A bullish candle with a sufficiently large lower wick can trigger a long signal above a 200-period EMA; a bearish candle with a sufficiently large upper wick can…

FuturosCriptoativosIndicadores técnicosDimensionamento de posições
Strategy library

The strategy calculates a simple moving-average basis and upper and lower Bollinger Bands from a chosen price series. It enters a long position when price crosses upward through the lower band, then closes that position when price crosses downward through…

CriptoativosIndicadores técnicosReversão à médiaTestes históricos