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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 long-only approach calculates RSI on the MACD line rather than directly on price. It opens a position when that RSI crosses above either of two nearby oversold-entry levels, provided price is above a slow EMA. The strategy sizes the order as a fraction…

Indicadores técnicosMomentumReversão à médiaDimensionamento de posições
Strategy library

This strategy standardizes price deviation from a moving average, then smooths the result twice to create a two-pole oscillator. It opens long or short positions when the oscillator crosses specified thresholds, with signals evaluated at bar close. An…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This strategy combines a fast and slow EMA trend filter with a zero-lag MACD histogram threshold cross for entries. Long trades require the fast EMA above the slow EMA and the histogram crossing upward through a positive threshold; shorts use the…

Indicadores técnicosRutura de níveisMomentumGestão do risco
Strategy library

This simple intraday strategy uses the direction of a five-minute candle at a specified daily time to choose a position: a bullish candle prompts a long entry and a bearish candle prompts a short entry. The described schedule is 08:35 in UTC+5. Long and…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy combines a collection of classical candlestick patterns, including engulfing, harami, piercing line, stars, belt hold, and multi-candle formations, to generate long or short signals. It places stop orders around the next bar’s price levels…

FuturosIndicadores técnicosGestão do riscoExecução
Strategy library

The visible script outlines a multi timeframe setup built around hourly swing levels and lower timeframe price action. It marks confirmed pivot highs and lows, then treats a move beyond a prior swing followed by a close back across that level as a bearish or…

Indicadores técnicosRutura de níveisGestão do riscoExecução
Strategy library

This is a basic long only price momentum strategy for SPY. It compares the current price with its value a chosen number of months earlier: positive momentum triggers a purchase, while negative momentum prompts an exit. The code calculates monthly momentum…

AçõesMomentumSeguimento de tendênciasTestes históricos
Strategy library

This strategy turns Jesse Livermore’s trend framework into a state-based trading system. It classifies price action as a major uptrend or downtrend, a natural rebound or retracement, or a secondary rebound or retracement. Reversals between states are…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

The document describes a stock analysis system that combines RSI, Impulse MACD, VIDYA, volume measures, price-based market-depth proxies, and sector strength relative to SPY. Each component contributes a weighted score, with bullish and bearish thresholds…

AçõesIndicadores técnicosMomentumTestes históricos
Strategy library

This scalping method uses a rolling high and low price channel to calculate a midpoint, then measures the average distance from price to that midpoint to form volatility bands. A close above the upper band marks a bullish state, while a close below the lower…

FuturosVolatilidadeIndicadores técnicosReversão à média
Strategy library

This strategy modifies standard Bollinger Bands by blending them with percentage-offset bands around a simple moving average. The resulting outer boundaries are set to extend at least as far as the original bands. It places a long limit entry at the enhanced…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy builds entries and exits from configurable Ichimoku components: the conversion and base lines, leading spans that form the cloud, and the lagging span. Users choose which conditions must align for long and short entries, such as a line cross,…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The visible script defines MACD crossovers and trend states on monthly and weekly timeframes for the charted instrument. Monthly and weekly bullish and bearish crosses are retrieved separately, while a Nifty series supplies additional monthly and weekly…

AçõesMercados da ChinaSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy defines a price range during a recurring 15-minute window, 19:15–19:30 IST, then trades a close beyond either boundary. A move above the range triggers a long with a stop at the lower edge; a move below triggers a short with a stop at the upper…

Rutura de níveisMomentumGestão do riscoExecução
Strategy library

This strategy combines a simple moving average (SMA) trend filter with RSI momentum confirmation. It enters long when price is above the average and RSI exceeds its buy threshold, and short when price is below the average and RSI falls beneath its sell…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

The described system uses a short EMA crossing above a medium EMA as a long-entry signal, with price above a longer EMA and a U.S. regular-hours condition as additional filters. It sizes entries by a fixed share quantity and calculates take-profit and…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The code places a fixed set of buy limit orders below the current BTC perpetual-futures price and sell limit orders above it. The price offsets widen in regular increments, while order quantities grow rapidly at deeper levels, creating symmetric bid and ask…

CriptoativosFuturosNegociação em grelhaDimensionamento de posições
Strategy library

This strategy calculates standard Bollinger Bands from a selectable price source, using a moving average as the middle band and a standard-deviation-based width. It opens longs when price crosses above the lower band or middle band, and closes them when…

FuturosIndicadores técnicosVolatilidadeReversão à média
Strategy library

The strategy uses a log-price change over a lookback window as its Botvenko signal, then compares that value with configurable thresholds to trigger entries, retries, and exits. It combines those signals with the ordering of four exponential moving averages…

FuturosIndicadores técnicosRutura de níveisSeguimento de tendências
Strategy library

This strategy calculates Fibonacci retracement levels from the highest high and lowest low over 50 bars on a selected analysis timeframe. The defaults use levels of 0.618 and 0.786, with timeframe options ranging from four-hour to monthly bars. A bullish…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This controller creates directional signals by combining Bollinger Band position with MACD level and histogram direction. It computes Bollinger Bands and MACD from a configurable candle interval, then emits a long signal when the band-position value is below…

Indicadores técnicosMomentumCriptoativosTestes históricos
Strategy library

This strategy uses an ATR-based trailing stop to define market direction and reverse positions when price crosses the stop. Its stated ATR length is three bars, described as three days, and the stop distance is ATR multiplied by a coefficient. In an uptrend,…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This cryptocurrency strategy combines four distinct approaches: channel breakouts based on recent highs and lows, momentum from price changes, MACD crossings, and Harami or Doji candle patterns intended to flag possible reversals. The description assigns…

CriptoativosFuturosRutura de níveisMomentum
Strategy library

This strategy combines RSI threshold crossings with an EMA trend filter. Its stated defaults use a 14-period RSI, overbought and oversold levels of 70 and 30, and a 400-period EMA. It looks for a short after RSI falls from the overbought region and a long…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos