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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 strategy combines a 2-period RSI with 50-period and 200-period moving averages. It seeks long entries when the faster average is above the slower average, price is above the slower average, and RSI is below the oversold threshold; short entries use the…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This short-term strategy combines 9-period and 21-period exponential moving average crossovers with a 14-period RSI filter. A bullish crossover can trigger a long entry when RSI is below its overbought threshold; a bearish crossover can trigger a short entry…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This strategy combines a long-period trend reference with an exponential moving average and candle-price crossovers to open or close long and short positions. The documented settings use a 180-period trend reference and a 180-period EMA. The written…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a higher-timeframe reference level with RSI to filter price breakouts. It derives a dynamic level from a prior source value on a selected timeframe, then considers entries around breaks of that level when RSI is not in its extreme…

FuturosCriptoativosRutura de níveisReversão à média
Strategy library

This trend-following system combines five simple moving averages with slope checks, price location, pullback signals, and Directional Movement Index confirmation. It uses the 20- and 200-period averages as its main trend filters: both slopes and their…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short script plots 12-period and 26-period exponential moving averages and opens long or short positions when their crossover conditions trigger. Its buy condition checks whether the 26-period average crosses above the 12-period average; its sell…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy uses the ratio of a 14-period volume moving average to its prior value to identify changes in trading activity. It generates a long signal when the ratio crosses above 1.5 and a short signal when it crosses below; the opposite crossing closes…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

This strategy transforms the difference between the positive and negative directional indicators, +DI and −DI, into a modified DMI oscillator. The difference is optionally smoothed with a selectable moving-average type. The description presents a zero-line…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy uses an 8-period EMA crossing a 20-period EMA as its core entry signal, then applies several filters intended to screen market conditions. These include normalized 14-period ATR to exclude low movement, 14-period ADX for trend strength, a…

FuturosIndicadores técnicosSeguimento de tendênciasVolatilidade
Strategy library

This strategy looks for a close crossing a recent confirmed swing high or low, paired with a recent fair value gap in the same direction. An optional trend filter requires price to be above both a long SMA and EMA for bullish trades, or below both for…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This strategy pairs a short exponential moving average crossing the Bollinger Band basis with the Awesome Oscillator's direction and momentum state. A long entry occurs when the fast average crosses above the basis, price closes above it, and the oscillator…

CâmbioCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This Pine strategy combines two Vegas channel and SuperTrend configurations to generate entries, with user controls for long, short, or both directions. It also exposes a holding-period limit and configurable take-profit and stop-loss behavior. The visible…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesTestes históricos
Strategy library

This trend-following method combines the Average Directional Index (ADX), trading volume, and directional indicators to select entries. It requires ADX to exceed a threshold, indicating trend strength, while current volume must exceed a multiple of its…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This short-term strategy uses 9-period and 15-period exponential moving averages (EMAs) to generate crossover signals, with a 50-period EMA as a directional filter. A bullish crossover prompts a long entry only when price is above the longer EMA; a bearish…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

The Surf Rider concept combines a short-term reversal signal with the Ergodic Candlestick Oscillator (ECO), a momentum measure based on candle body direction and size. The described 123 component uses consecutive closing-price changes and stochastic…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This system uses a simple moving average to define directional bias and MACD to confirm momentum. It enters long when the selected price is above the average and MACD is positive and above its signal line; the short conditions reverse those tests. Stops are…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This market-making program places multiple buy and sell limit orders at distances derived from visible order-book depth. It tracks a set of order sizes, offsets, reset thresholds, and polling intervals. When the desired quote changes enough, it cancels and…

Criação de mercadoExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This strategy uses a 99-period simple moving average as both an entry reference and a stop level. A candle that spans the average can trigger a long when it closes above the average, or a short when it closes below it. A position closes after two consecutive…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy takes trades in the direction of price relative to a 50-period EMA, provided current volume exceeds both 1.5 times its 20-period average and the previous bar's volume. It uses the same volume filter for longs and shorts, so direction comes from…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy seeks breakouts using price levels drawn from daily and weekly data, then filters entries with a 10-period simple moving average. The accompanying description presents a 30-day low as support and a 30-week high as resistance, while the code…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosFuturos
Strategy library

This trend-following strategy combines Parabolic SAR and a fast EMA for direction, RSI for momentum, and ADX for trend strength. A long signal occurs when price crosses above SAR, closes above the EMA, RSI exceeds 60, and ADX meets its threshold; shorts use…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy combines MACD crossovers, RSI, ADX, and pivot-based support and resistance to generate long or short entries. The code requires a MACD crossover, RSI on the corresponding side of 50, directional strength from the DI lines, ADX above its…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines MACD crossover signals with a 200-period EMA trend filter. It enters long when the MACD line crosses above its signal line below zero while price is above the EMA; the short condition is a bearish crossover above zero while price is…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

The document explains a trend-following method that builds a channel from recent highs and lows. A close above the upper boundary signals a long entry, while a close below the lower boundary signals a short entry. Its example uses a 21-day lookback and also…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos