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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 proposes a curve intended to flag price highs, lows, and inflection points. It computes short-window averages and dispersion measures from recent price changes, selects the window with the greatest calculated dispersion, and combines that…

CriptoativosFuturosIndicadores técnicosEstatística
Strategy library

This strategy uses moving-average relationships to trade both directions. It describes a 13-period EMA crossing a 33-period EMA as the long or short entry signal, with a 13-period EMA crossing back below the 33-period EMA to exit longs and rising above a…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

The strategy uses a 14-period RSI to identify potential reversals: it shorts when RSI crosses above 70 and goes long when RSI crosses below 30. It exits positions on opposing RSI signals or through a trailing stop set 3% from the close. A stated 20% profit…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

The described approach combines two exponential moving averages with an Arnaud Legoux Moving Average (ALMA). A crossover between the faster and slower EMA supplies a potential directional signal, while price relative to ALMA acts as a trend filter: long…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy opens a long position when a candle's low reaches a specified percentage below its open. It then places a profit target at a fixed percentage above the average entry price and uses a trailing offset to manage the exit. The documented defaults…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This system uses a 9-period and 21-period simple moving average crossover to signal long or short positions. It only opens a position when ADX is above its stated threshold, indicating directional strength, and the Choppiness Index is at or below its…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines Supertrend direction, a 50-period EMA trend filter, RSI confirmation, and an ATR-based volatility condition to generate long and short entries. The described setup uses a 14-period ATR compared with its 50-period moving average, or a…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

T-Step LSMA is a trend indicator that smooths price, adapts a step-like baseline to price movement, and fits a least-squares line to that baseline. Its efficiency-ratio term and cumulative movement determine how readily the baseline advances, while a…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This long-only trend-following strategy enters when a short-period moving average crosses above a longer-period average. It exits when the closing price crosses below a separate exit average. Traders can select periods and smoothing methods for the entry and…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This strategy combines pivot-based fractal levels, ATR, and a simple moving average to set up adaptive grid trades. It identifies local highs and lows, then places prospective limit entries at levels offset from those pivots by ATR multiples. A volatility…

Negociação em grelhaVolatilidadeIndicadores técnicosFuturos
Strategy library

This short-term strategy combines three two-candle patterns: engulfing, harami, and harami cross. It classifies each bar by whether it rose, fell, or closed unchanged, then compares candle bodies and ranges to detect bullish or bearish patterns. Traders can…

Indicadores técnicosAçõesFuturosTestes históricos
Strategy library

The narrative describes a BTC/USDT trend strategy centered on a range filter, whose middle line is derived from smoothed price movement. A sustained move through that line is treated as a breakout; RSI is described as an overbought or oversold check, moving…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This trend-following approach builds an upper and lower price band from a simple moving average plus or minus an ATR-based range. It looks for price to cross beyond a band, then uses an exponential moving average to check whether the breakout agrees with the…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy seeks long entries after a bullish engulfing pattern appears in a downtrend. The setup is described as a small bearish candle followed by a bullish candle whose body engulfs the prior body and whose close exceeds the previous high. Trend…

Indicadores técnicosAçõesFuturosGestão do risco
Strategy library

The strategy records the high and low of the third three-minute candle after the market opens, then uses subsequent price breaks to set up long or short trades. Its description sets a 100-point profit target and calls for positions to close at the end of the…

FuturosRutura de níveis
Strategy library

This trend-following system combines Renko charts, a UT Bot-style adaptive ATR trailing stop, EMA crossovers, and an ADX directional filter. The stop distance changes with volatility, while EMA and stop-line crossovers provide candidate long or short…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This strategy follows trends using EMA bands calculated from candle highs and lows. It enters long when price breaks above the high EMA band and short when price breaks below the low band, then ordinarily exits after price crosses the opposite band. A second…

Seguimento de tendênciasRutura de níveisReversão à médiaIndicadores técnicos
Strategy library

This short-term strategy combines a price channel, a two-bar fast RSI, and recent candle direction to generate long and short entries. The channel uses the highest and lowest closing prices over a configurable period and their midpoint. Trend entries use…

Indicadores técnicosMomentumRutura de níveisGestão do risco
Strategy library

This strategy combines short and long exponential moving average crossovers with Bollinger Band breakouts. A long signal requires the short EMA to cross above the long EMA while price closes above the upper band; a short signal uses the reverse crossover and…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This hourly cryptocurrency strategy uses TD Sequential style counts based on closes relative to the close four bars earlier. It counts consecutive lower closes as a potential long setup and consecutive higher closes as a potential exit setup. The buy…

CriptoativosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This long-only trend-following strategy enters when a short simple moving average crosses above a longer one. The described periods are 9 and 21, and the strategy sets a profit target 1.5% above the entry price and a stop 1% below it. The accompanying source…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy pairs RSI threshold crossings with candlestick patterns to time entries. It describes buying when RSI rises through 30 alongside a bullish pattern, and shorting when RSI falls through 70 with a bearish pattern. Patterns include single candles…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy combines higher-timeframe trend direction with short-term mean-reversion entries. It uses fast and slow EMAs on a higher timeframe to set a bullish or bearish bias, then applies Bollinger Bands to Heikin-Ashi prices. In an uptrend, a long setup…

Reversão à médiaSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This script builds a strategy around six configurable exponential moving averages, with default lengths of 5, 20, 50, 90, 140, and 200 periods. Users can separately control which averages appear on the chart and which participate in a directional bias…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos