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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

This document outlines an intraday USDJPY strategy using RSI, Parabolic SAR, and simple moving averages. The stated long setup requires price above a long-term SMA, a shorter SMA above a longer one, and RSI crossing upward through its oversold threshold. The…

CâmbioIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

The script describes a scalping strategy that combines a range filter, smoothed Heikin-Ashi candles, and higher-timeframe Heikin-Ashi direction to seek agreement before trading. An SMI filter is intended to avoid entering after an already extended move. The…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This document explains a trend strategy built around an ATR-based trailing stop. ATR estimates recent price movement, and a user-selected multiplier sets the stop distance. The stop is intended to move with favorable price action while remaining fixed when…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This document describes a trend-following system that combines Donchian Channel breakouts with a long-term SMA trend filter and an RSI entry filter. It enters long positions when price breaks above the entry channel while above the SMA, and short positions…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This example combines RSI threshold crossings with position sizing tied to account equity. It opens a long position when RSI rises through the oversold level and a short when RSI falls through the overbought level. Contract quantity is calculated from…

FuturosCriptoativosMomentumDimensionamento de posições
Strategy library

This crossover system compares a fast moving average with a slower one. A fast-line cross above the slow line opens a long position, and a cross below opens a short position. The description identifies both lines as EMAs, but the published code calculates…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine Script template separates strategy signals from the mechanics of backtesting. Users supply long and short entry and exit conditions; the example uses a 50-period and 200-period simple moving average crossover. Inputs can enable either direction,…

Testes históricosIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

The strategy treats the MACD histogram as a momentum wave, calculated from the difference between fast and slow EMAs and a smoothed signal line. It enters long when the histogram crosses above a configurable entry level and short when it crosses below.…

CriptoativosMomentumIndicadores técnicosTestes históricos
Strategy library

This Pine Script strategy turns a WaveTrend oscillator into long entry and exit signals. It computes a normalized deviation of a chosen price source from an exponential average, smooths that measure, and detects crossovers between the resulting wave and its…

Indicadores técnicosMomentumTestes históricos
Strategy library

This script compares two moving-average momentum strategies. Its MACD variant uses exponential averages of closing prices, while its Awesome Oscillator uses simple averages of the high-low midpoint. Both use short and long averages, with the Awesome…

Indicadores técnicosMomentumTestes históricosGestão do risco
Strategy library

This strategy uses VWAP as a price reference and constructs upper and lower bands at 1.618 and 2.618 standard deviations. A long signal occurs when price moves back upward through the inner lower band, while a short signal occurs when price moves downward…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This strategy uses Stochastic %K and %D crossovers to initiate long and short positions. It identifies recent pivot lows and highs to set direction-specific stop prices, then combines those stops with profit-taking exits. The example includes a partial exit…

FuturosCriptoativosIndicadores técnicosGestão do risco
Strategy library

APEX V2 is presented as a configurable trading strategy that combines several analytical modules and can enable long trades, short trades, or both. Its settings include a multi-indicator confluence requirement, with a minimum agreement count, alongside…

Indicadores técnicosMomentumReversão à médiaVolatilidade
Strategy library

This trend-following system combines AlphaTrend, which uses ATR-based channels and MFI or RSI to indicate direction, with Kaufman’s Adaptive Moving Average (KAMA). It enters long when KAMA crosses above AlphaTrend and short when it crosses below. A…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy switches between trend-following and counter-trend entries according to an RSI-based regime rule. It uses 3- and 8-period EMAs for crossover signals, a 55-period EMA and 5-versus-20-period simple averages to check direction, and RSI distance…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This Python strategy constructs a spread from two instrument prices weighted by configurable leg ratios. It updates the spread periodically and, after collecting enough observations, calculates a rolling mean and standard deviation over a 20-observation…

Negociação de paresReversão à médiaEstatísticaExecução
Strategy library

This strategy combines 9- and 21-period exponential moving average crossovers with volatility-scaled exits. It opens a long position when the faster average crosses above the slower one and a short position on the opposite cross. A 14-period ATR sets the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This TradingView strategy generates directional signals for Sensex options using the index chart. It signals a call-side trade when price is above the 200-period EMA, RSI is above 60, ADX is above 20, volume exceeds its 20-period average, and the market is…

OpçõesAçõesIndicadores técnicosGestão do risco
Strategy library

This trend strategy combines a Bollinger Band and Keltner Channel squeeze measure, a volume-weighted RSI, and Parabolic SAR. It looks for squeeze conditions alongside a bullish or bearish RSI reading and SAR position, then seeks an entry when the combined…

FuturosIndicadores técnicosSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines Stochastic RSI direction with an EMA-smoothed rate-of-change filter. A K value above D is treated as bullish and below D as bearish; a sufficiently positive or negative rate of change is used to require active price movement before…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses Bollinger Bands to define possible reversal entries and the middle band as an exit level. A close moving upward through the lower band triggers a long entry, which is closed when price rises above the middle band. A downward move through…

CâmbioIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This Pine strategy uses two configurable moving averages calculated on a selected higher timeframe. Its defaults are 20- and 50-period exponential averages on hourly data, though users can choose other supported average types, sources, lengths, and…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This strategy combines a DEMA-based price difference measure, RSI, and Bollinger Bands to produce long and short signals. Its DPD component compares price with a double exponential moving average; RSI marks overbought and oversold conditions, while the bands…

AçõesIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This medium- to long-term trend-following approach uses a paired SR indicator and signal line. The SR line is formed from weighted and simple moving averages, and a crossover with its signal line supplies directional cues. The strategy also constructs…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos