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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 short-term reversal strategy looks for two consecutive candles of the same color, each exceeding a minimum body size. After two bearish candles it enters long; after two bullish candles it enters short. The Relative Vigor Index (RVI) and its smoothed…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This BTC strategy script combines Ichimoku-style lines, optional Heikin-Ashi candle data, and RSI conditions to generate entry signals. Price crossing the Kijun line provides one signal, filtered by whether price is above or below both projected cloud spans.…

CriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This document describes a trend-change strategy built around MACD’s DIFF and DEA lines. A crossover supplies the directional signal, while price conditions relative to a short EMA filter entries: longs require price below the prior long reference and shorts…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy combines recent high or low sweeps with RSI divergence and a simple moving average trend filter. A low sweep followed by bullish RSI divergence can trigger a long when price is above the moving average; a high sweep with bearish divergence can…

Indicadores técnicosFuturosCriptoativosVolatilidade
Strategy library

This document describes a long-only ETH perpetual futures system that uses average true range (ATR) to set price levels around the midpoint of each completed candle. It divides the ATR-scaled range into grid increments, with inner levels used for adding to a…

CriptoativosFuturosFuturos perpétuosIndicadores técnicos
Strategy library

This strategy turns the hammer and hanging man candlestick patterns into long and short signals. It defines both patterns by a small candle body, a long lower shadow, and a short upper shadow; the hammer must close above its open and the hanging man below.…

Indicadores técnicosFuturosCriptoativosGestão do risco
Strategy library

This long-only trend-following method compares closing price with three simple moving averages: a 3-day average of lows, a 3-day average of highs, and a 30-day average of closes. It enters when price is below the short-term low average but above the…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines a 123 reversal signal with a Pivot Detector Oscillator filter. The described 123 rules use consecutive rising or falling closes and a stochastic threshold; the oscillator scales RSI differently depending on whether price is above or…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

The Qstick indicator averages the difference between each bar’s close and open over a chosen lookback. Positive readings indicate that closes have tended to exceed opens, while negative readings indicate the opposite. The strategy uses a move across zero to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This reversal strategy combines trend context, momentum, oscillator readings, and order-flow proxies. It looks for price near or beyond a 50-period or 200-period EMA, a MACD shift, an oversold or overbought RSI reading or divergence, and a directional change…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This script describes a two-sided strategy that combines an EMA trend filter with a one-bar price breakout. It takes a long signal when the fast EMA is above the slow EMA and the close exceeds the previous bar’s high; the short setup reverses those…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This stock-screening approach looks for short-term momentum that may continue into the next session. At 3 PM, it selects instruments up 2–3% for the day, then checks daily bullish candlestick patterns and whether the instrument has avoided the stated…

AçõesMomentumRutura de níveisIndicadores técnicos
Strategy library

This strategy combines a short and long simple moving average, an RSI entry filter, and ATR-based exits. The described long rule requires the short average to be below the long average and RSI to be above 30. For an open position, the stop distance is based…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This script outlines a multi confirmation strategy built around EMA trend alignment, pullbacks, momentum, and volume. It defines bullish and bearish regimes using price relative to trend and macro EMAs, then looks for a pullback toward intermediate averages.…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
Strategy library

The document describes a trend-following rule based on two exponential moving averages with different lookback lengths. A change in their relative ordering is treated as a crossover: the strategy enters long when the shorter EMA crosses above the longer one…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This document presents a long only averaging strategy for leveraged perpetual futures. It seeks an entry when a fast timeframe RSI crosses below an oversold threshold while a slower timeframe’s fast EMA is above its slow EMA. If price falls after entry, up…

CriptoativosFuturos perpétuosReversão à médiaSeguimento de tendências
Strategy library

The document presents an open-source Pine Script strategy identified as a correlation and standard-deviation approach for BNB/USDT on a 15-minute chart. It includes controls for a date window, a Supertrend-related factor and period, and lookback value…

CriptoativosIndicadores técnicosTestes históricos
Strategy library

This long-only trend-following strategy enters when a fast simple moving average crosses above a slower one. Position quantity is based on account balance divided by price, while a confidence factor scales exposure. The exit is a trailing stop that rises…

Indicadores técnicosSeguimento de tendênciasVolatilidadeDimensionamento de posições
Strategy library

This educational strategy applies an exponential moving average to typical price and adds or subtracts a multiple of Average True Range to form upper and lower bands. A close crossing above the upper band opens a long position; a close crossing below the…

CriptoativosFuturosFuturos perpétuosRutura de níveis
Strategy library

The strategy combines WaveTrend, a smoothed measure of price deviation, with RSI to identify extreme conditions. It enters long when RSI is below 25 and WaveTrend below -60, and enters short when RSI is above 75 and WaveTrend above 60. The source also…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This example places a set of limit buy orders below the current Bitcoin price and sell orders above it on a Binance perpetual futures contract. The order prices step progressively farther from the ticker price, while order quantities increase in tiers as…

CriptoativosFuturosFuturos perpétuosDimensionamento de posições
Strategy library

This example demonstrates a symmetric ladder of limit orders around the current BTC price on a swap contract. It sets 20x margin, then places progressively more distant buy orders below the ticker price and sell orders above it. Order sizes increase in steps…

CriptoativosFuturosDimensionamento de posiçõesExecução
Strategy library

This candlestick strategy detects bullish and bearish engulfing patterns from the current and previous bars. A bullish pattern is a larger up candle that covers the prior down candle’s body; a bearish pattern applies the reverse conditions. Users select…

FuturosIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This SuperTrend strategy varies its ATR multiplier according to market conditions identified with an ATR ratio and ADX. It describes trend, high-volatility, and ranging regimes, adjusting the multiplier in volatile or quiet conditions. Entries require a…

FuturosIndicadores técnicosSeguimento de tendênciasVolatilidade