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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

The document describes a trend strategy that combines an ATR based Supertrend with Bollinger Bands. It gives default Supertrend settings of a 10 period ATR and multiplier of 3. The stated entry logic treats a close above the prior upper line as bullish and a…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This configurable trend strategy generates long and short signals from separate SuperTrend calculations, each with its own ATR period and multiplier. It filters each side using a separately tuned rate-of-change measure, intended to suppress signals when…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy combines moving average trend direction with CCI and two stochastic RSI calculations for long entries. The stated buy condition requires the shorter moving average to be above the longer one, CCI below a threshold, stochastic readings below an…

Indicadores técnicosMomentumReversão à médiaGestão do risco
Strategy library

This strategy combines Bollinger Bands with an ATR-based SuperTrend. The band basis can use several moving average types, with upper and lower bands set by a standard-deviation multiplier. SuperTrend uses volatility-adjusted trailing stop levels to determine…

Indicadores técnicosVolatilidadeSeguimento de tendênciasGestão do risco
Strategy library

This technical strategy combines a fast and slow simple moving average with price structure breaks, order block zones, and fair value gap markings. The moving averages define a bullish or bearish trend, while recent highs and lows serve as breakout…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses four weighted moving averages to generate long and short entries, then closes each position at a percentage-based profit target or loss limit. Its stated rules enter long when one shorter-period WMA crosses below a longer-period WMA, and…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy uses SuperTrend direction across as many as four timeframes to confirm long or short conditions. The described intervals are 15 minutes, 30 minutes, one hour, and daily; the source allows the number of required timeframes to be configured.…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This utility tracks balances across configured exchanges and converts held assets into a combined net asset value using each exchange’s latest ticker price. It adds available and frozen cash balances, values available and frozen holdings at the last price,…

MultiactivosConstrução de carteirasEstatísticaExecução
Strategy library

This trend following system enters on crossovers between an 8 period and a 21 period simple moving average, with a 14 period RSI filter. A long signal requires the short average to cross above the long one while RSI is below its overbought threshold; a short…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy combines pin bar patterns with a three moving average trend filter. A bullish pin bar must pierce an average from above and close above it while the fast, medium, and slow averages are aligned upward; bearish entries use the inverse conditions.…

CâmbioFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses the percentrank of a selected price series over a configurable lookback window. It shifts the indicator by a scale offset, then compares it with separate long and short thresholds: crossing upward through the long level opens a long…

FuturosIndicadores técnicosSeguimento de tendênciasReversão à média
Strategy library

This strategy pairs a Laguerre RSI oscillator with the Average Directional Index (ADX). It enters long when the scaled oscillator crosses above a configurable buy level and enters short when it crosses below a sell level; both signals require ADX to exceed a…

FuturosIndicadores técnicosMomentumSeguimento de tendências
Strategy library

This strategy uses a short and long exponential moving average crossover to identify potential long entries, then requires a custom Fisher Turn signal to be positive. The described exit plan sets two profit targets at multiples of ATR and an initial stop at…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This notebook implements a recursive Parabolic SAR calculation and turns the indicator into position signals. It tracks trend direction, an extreme price, and an acceleration factor that rises in steps up to a cap. Each new SAR estimate is constrained by…

AçõesSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines consecutive price comparisons, moving averages, and configurable trend filters to generate long and short signals. Its support and resistance logic tracks runs of closes relative to the close four bars earlier; after a configurable…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy compares 50-period and 200-period simple moving averages to identify broad trend direction. When the fast average is above the slow average, the source enters a long position; when it is below, it enters a short position. The accompanying…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The visible excerpt describes a strategy designed to trade only after structure, market regime, momentum, and liquidity conditions align on a confirmed bar. Its stated approach combines confirmed price structure, volatility-normalized breakout pressure,…

Seguimento de tendênciasRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This script tests a daily mean-reversion approach using weekday-specific averages and standard deviations for gains and losses. It anchors levels to the UTC daily open, places a long limit below that open and a short limit above it, and sets each side’s…

Reversão à médiaEstatísticaGestão do riscoExecução
Strategy library

This long-only trend strategy begins when price crosses above an EMA, using that bar as a potential reversal reference. It then waits for an initial MACD bullish crossover, a move above the MACD level at that first crossover, and a later bullish recross as…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy uses a 9-period simple moving average as a fast line and a 21-period simple moving average as a slow line. A cross above the slow average opens a long position; a cross below it closes that position. The source also defines a 1% stop loss and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday strategy combines a 200-period EMA and a 21-period EMA to set trend direction, RSI to confirm momentum, and MACD crossovers to trigger entries. Long trades require price above both averages, RSI above 50, and a bullish MACD crossover with a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document presents a simplified Turtle-style strategy for Bitcoin spot trading. It opens a position when price exceeds a Donchian upper channel, adds units after price advances by a fraction of ATR from the last entry, and exits the entire position when…

CriptoativosMercados à vistaSeguimento de tendênciasRutura de níveis
Strategy library

This document describes a long-only breakout strategy that places an entry above the previous trading day’s high. An adjustable gap changes how far the trigger sits from that level, and an optional rate-of-change filter can screen entries. The rules also…

Rutura de níveisSeguimento de tendênciasFuturosGestão do risco
Strategy library

This document outlines a trend-following system using an augmented RSI and a smoothed signal line. Its RSI variant uses the period’s high-low range and price changes, smooths the resulting measures with a selectable average, and scales the output to a 0–100…

Seguimento de tendênciasIndicadores técnicosFuturosGestão do risco