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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
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This five-minute long-only strategy enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the 20-period EMA, and the Heikin-Ashi candle is bullish. It exits on a separate signal when the 50-period EMA crosses above the…

Indicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This trend-following method classifies each bar by where its close falls within its high-low range. It distinguishes closes near the high, near the low, and in the middle using thirds of that range. Over a configurable lookback, it computes the share of bars…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy combines 10-period and 20-period simple moving average crossovers with price-breakout and retest conditions. Long entries require a bullish crossover, a close above the recent high of the 20-period average, and recent lows holding…

FuturosIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This adaptive system uses ADX to choose between two approaches: RSI mean reversion when ADX is at or below 25, and price breakouts when it is above 25. A 200-period EMA filters direction. In ranging conditions, the rules buy oversold RSI readings in an…

CriptoativosFuturosReversão à médiaRutura de níveis
Strategy library

This trend-following approach compares 9-, 21-, 50-, and 200-period exponential moving averages. It signals a long position when the averages are ordered from shortest to longest above one another, and a short position when the ordering is reversed. The…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a terminal plugin for placing opposing futures orders across two selected contracts. Its parameters let the operator choose the contracts, set an order amount and price offset, and reverse which contract is bought and sold. The…

FuturosExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This document describes an automated trend-following system that uses 21-period and 50-period exponential moving averages. A bullish crossover opens a long position, while a bearish crossover opens a short position. The example sets a 40-tick stop loss and…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses Williams Fractals to identify swing highs and lows, then checks successive points for an ABCD pattern. It applies proportional conditions to the legs and classifies the setup as bullish or bearish based on the relative positions of the…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This document introduces a dual moving average strategy that uses crossovers between faster and slower averages to indicate direction. A fast average crossing above a slow average produces a long signal; a downward crossover produces a short signal. The…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines a 123 reversal signal with a price-to-moving-average divergence signal, taking a trade only when both components point in the same direction. The reversal component looks for a two-day change in closing-price direction together with a…

FuturosCriptoativosReversão à médiaSeguimento de tendências
Strategy library

This spot-style grid method begins by dividing the initial investment between cash and an asset, with the code setting each allocation to half. It tracks the marked value of the asset position against a reference value. When that value falls below the…

Negociação em grelhaMercados à vistaCriptoativosExecução
Strategy library

This document describes a trend following strategy that compares a standard Hull Moving Average (HMA) with a differently smoothed HMA variant. It generates a long signal when the smoothed line crosses above the standard line and a short signal when the…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a SuperTrend direction filter, a 200-period EMA option, and a smoothed Stochastic oscillator. Long signals require an uptrend and a low Stochastic reading, alongside price above the EMA when that filter is enabled. Short signals use a…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This trend-following strategy uses a SuperTrend line derived from Average True Range (ATR) to generate directional entries. The explanation presents upper and lower volatility bands around the midpoint of the high and low, scaled by an adjustable factor, and…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This short-term signal strategy compares two exponential moving averages and enters long or short when they cross. The document lists configurable lengths of 55 and 34 periods and describes the crossings as trend signals. The chart plots both averages and…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The supplied portion describes configurable controls for a breakout and trend-following strategy, but does not include the entry, exit, or order execution logic. Its risk settings include a per-trade risk percentage, a stop distance based on average true…

Rutura de níveisSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This futures strategy estimates direction from the rate of change of a weighted moving average (WMA). A positive or negative rate beyond a threshold sets a long or short position; when the rate is within the sideways band, the prior non-sideways direction is…

FuturosSeguimento de tendênciasIndicadores técnicosConstrução de carteiras
Strategy library

This BTC futures strategy combines 5-, 10-, and 30-period exponential moving averages (EMAs) with four long-entry setups. The setups cover a reclaim of the 30-period EMA, recent EMA crossovers, a particular EMA ordering and price pattern, and a rising…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This method builds upper and lower price bands around an exponential moving average using ATR multiples. The description presents breaks above the upper band and below the lower band as directional entries, with exits managed through ATR-based levels that…

FuturosCriptoativosVolatilidadeSeguimento de tendências
Strategy library

This trend-following method compares fast and slow exponential moving averages across daily, six-hour, and 15-minute price series. It takes a long stance when all three fast-minus-slow EMA differences are positive, and a short stance when all are negative.…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday approach uses long-bodied bullish or bearish Marubozu candles as directional entry signals. The description also proposes comparing body size with its average and checking whether upper and lower shadows are roughly balanced, with imbalanced…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This strategy uses closing-price crossovers of a rolling volume-weighted average price (VWAP) to signal long and short trades. It pairs those entries with stop-loss and take-profit levels set at multiples of the average true range (ATR), so the distances…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses the Commodity Channel Index (CCI) to enter after it returns across an extreme threshold: a long signal occurs when CCI crosses above the oversold level, and a short signal when it crosses below the overbought level. An optional EMA filter…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

This BTC futures strategy combines a Stochastic oscillator, Supertrend direction, and a 200-period exponential moving average. Its written rules describe long entries when Stochastic falls below 80 while Supertrend is bullish and price is above the average;…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos