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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 work-in-progress strategy uses a multi-pole Gaussian filter on price and true range to form a smoothed trend line and an upper volatility band. It enters long when the filter is rising, price closes above that band, and smoothed Stochastic RSI has its…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This intraday strategy combines a volume-weighted moving average with standard-deviation bands and RSI. It looks for price to reach an outer band and an RSI threshold to turn back from an oversold or overbought condition. Long entries require a touch below…

Indicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy builds a Keltner-style channel around a moving average, with band distance based on ATR, then trades price crossings at the channel boundaries. It enters long when price crosses above the lower band and short when price crosses below the upper…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines a fast and slow moving-average difference, a smoothed signal line, RSI, and estimated buying and selling volume to seek short-term reversals. It describes two long setups: one uses a low but rising RSI with limited signal-line bias and…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This document describes a stochastic oscillator setup with a slower calculation using a 14-period lookback and 3-period smoothing for its K and D lines, alongside a faster version using a 5-period lookback and the same smoothing lengths. It displays…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy combines the variance of recent candle ranges with three moving averages to time long entries. It calculates the range as high minus low divided by close, measures its variance across 30 candles, and scales that value. A long entry is described…

FuturosVolatilidadeSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses four exponential moving averages with periods of 8, 13, 21, and 34 to identify directional alignment. It signals long when the averages are ordered from fastest to slowest in ascending order and short when the ordering reverses. The…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This short-term strategy combines Ichimoku levels with directional movement and ADX calculations. It enters when price crosses the conversion line, with positive directional movement supporting longs and negative directional movement supporting shorts; the…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This intraday framework looks for reversals after price moves beyond the previous day's high or low during the New York morning session. A long setup requires a break below the prior low followed by a recovery and bullish engulfing candle; a short setup uses…

Microestrutura de mercadoReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This configurable strategy combines Bollinger Bands, a short-period RSI, and an optional long-period EMA filter. A long signal occurs when RSI is below its oversold threshold and price closes below the lower band; when enabled, the EMA filter also requires…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This educational example maintains a BTC/USDT portfolio by comparing its cash share with a 50% target. It begins by using half of the account balance to buy the asset. On each polling cycle, it estimates total account value from cash and coin holdings, then…

CriptoativosMercados à vistaNegociação em grelhaDimensionamento de posições
Strategy library

This strategy combines an ATR-based SuperTrend signal with a 200-day simple moving average to trade in the direction of a broad trend. It enters long when the SuperTrend is bullish and price is above the average, or short when bearish and price is below it.…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines Ichimoku components to define market direction and time entries. It requires price to be above or below both cloud spans and checks the lagging Chikou condition against historical cloud values. A Tenkan-Kijun crossover then triggers an…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy uses the Stochastic Momentum Index (SMI), derived from closing price relative to the recent high-low range, to identify possible overbought and oversold conditions. It pairs the SMI with a smoothed signal line and enters long or short when the…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This short-term strategy combines a price channel, volatility bands, and a very fast RSI to identify possible turning points and breakouts. The channel is built from recent highs and lows, with its midpoint and bands based on average distance from that…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This event-driven trading strategy builds 15-minute bars from incoming market data and calculates ATR and RSI. It only considers entries when current ATR is above the recent average of ATR values, using that condition as a volatility filter. RSI thresholds…

Indicadores técnicosVolatilidadeMomentumGestão do risco
Strategy library

This short-term strategy combines Bollinger Bands, Keltner Channels, a linear-regression momentum value, and candle characteristics. Bollinger Bands inside the Keltner Channel mark a squeeze; the document frames this as a possible precursor to changing…

Indicadores técnicosMomentumVolatilidadeFuturos
Strategy library

This Pine strategy treats confirmed swing highs and lows as liquidity levels. It looks for price to wick beyond a level and close back across it, then requires volume to exceed a multiple of its moving average. A qualifying sweep below a swing low triggers a…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This daily foreign-exchange strategy combines a Kijun Sen baseline with Williams Percent Range confirmation. It can calculate signals from regular or Heikin-Ashi candles. A long signal occurs when the candle crosses upward through the baseline and Williams…

CâmbioIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy uses higher-timeframe price action to define trend direction and potential order blocks, then seeks entries on a lower, current timeframe. An uptrend is identified through a higher close and higher low; a downtrend uses the opposite pattern. A…

Rutura de níveisIndicadores técnicosGestão do riscoExecução
Strategy library

This strategy uses an efficiency ratio (ER) calculated from a price or equity time series to adapt the smoothing factor of an exponential moving average. It updates an EMA mean and an exponentially smoothed absolute deviation, then forms upper and lower…

Indicadores técnicosSeguimento de tendênciasTestes históricosGestão do risco
Strategy library

This strategy seeks potential price lows using the difference between RSI and its EMA, then filters signals with a moving average and a stochastic oscillator from a higher timeframe. A long position begins slightly below a detected low; if price continues…

CriptoativosFuturosIndicadores técnicosDimensionamento de posições
Strategy library

This strategy combines 20- and 50-period EMA crossovers with a 14-period RSI filter. A bullish crossover can trigger a long when price is above the slower EMA and RSI is below the overbought threshold; a bearish crossover can trigger a short when price is…

Seguimento de tendênciasIndicadores técnicosVolatilidadeDimensionamento de posições
Strategy library

This script sets up a backtest framework for a dollar-cost-averaging strategy modeled on 3Commas. It lets the user select either a long or a short test, choose a date range, and set a base order alongside averaging orders. The visible settings include an…

CriptoativosTestes históricosReversão à médiaDimensionamento de posições