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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 enters long when price breaks above the high of a lookback channel and short when it breaks below the low. The channel center, calculated from the period high and low, serves as a stop level. Separate profit targets extend a configurable…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This script describes a mean-reversion approach built around a volume-weighted average price calculated over a rolling window. It estimates volume-weighted absolute deviation from that basis and uses bands at two and three times the deviation. A long signal…

CâmbioReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This long-only strategy seeks pullbacks during an established uptrend. It buys when the RSI falls below a chosen oversold threshold while the long moving average remains below the medium moving average. It closes when price rises above the fast average and…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following system smooths Heikin-Ashi prices with an EMA, then compares the smoothed close with a long-period simple moving average. An upward cross opens a long position and a downward cross opens a short position. A threshold for proximity to the…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses fast and slow moving-average crossovers to enter trend trades on a five-minute chart. A configurable EMA filter can restrict longs to prices above a reference average and shorts to prices below it. Entries use limit orders based on recent…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This long-only breakout method targets the German and US opening windows. It looks for price near the middle of a narrow Bollinger Band range, checks that price is above short- and long-term EMAs, and filters for RSI and ADX conditions. A breakout above a…

CriptoativosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This two-direction strategy uses a smoothed RSI-based QQE signal to identify momentum changes. It confirms direction with an EMA trend filter and Heikin Ashi price, requires volume to exceed its moving average, and uses ATR-based trailing stops. When…

CriptoativosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This research and paper-trading framework searches baskets of TradFi perpetual contracts for mean-reverting combinations. It arranges log prices in a time-by-asset matrix, uses singular value decomposition to estimate shared trends, and treats the remaining…

ArbitragemReversão à médiaEstatísticaFuturos perpétuos
Strategy library

This strategy pairs Parabolic SAR price crosses with RSI extremes to generate long entries and exits. It buys when price crosses above PSAR while RSI is below its oversold threshold, then closes when price crosses below PSAR while RSI is above its overbought…

CriptoativosIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This document presents a Bitcoin scalping strategy built around two Tilson T3 moving-average lines. One T3 uses a 33-bar length and volume factor of 0.6; a second, described as the Fibonacci line, uses a 19-bar length and factor of 0.418. The selectable…

CriptoativosMomentumIndicadores técnicosGestão do risco
Strategy library

This crypto strategy combines Ichimoku components with RSI to generate long and short signals. The stated rules require a Tenkan and Kijun crossover, a price move beyond the Ichimoku cloud, and RSI above 50 for longs or below 50 for shorts. The example…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This trend-following system combines a 50-period and 200-period EMA crossover with ADX and RSI filters. The stated rules require ADX above 20 and RSI between 30 and 70 before taking a directional signal. The document also describes ATR-based risk levels,…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy uses recent pivot highs and lows to set potential reversal entry levels. Its stated parameters are 4 left bars and 2 right bars for identifying pivots. After a pivot high is confirmed, the implementation places a stop entry just above that…

Indicadores técnicosRutura de níveisFuturosGestão do risco
Strategy library

This strategy defines an opening range from 9:30 to 9:45 in New York time and uses breaks of the range to frame intraday entries. It includes a configurable entry cutoff, a long-only, short-only, or two-way direction setting, and a choice of take-profit…

Rutura de níveisIndicadores técnicosGestão do riscoMercados dos EUA
Strategy library

This strategy uses two elastic volume-weighted moving averages (EVWMAs) to generate directional signals. A crossover of the shorter line above the longer line triggers a long entry, while a cross below triggers a short entry. The example uses periods of 5…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This document outlines a short strategy for liquid currency pairs, using a price move and a time limit to define trade decisions. It describes sizing positions from a set fraction of account equity and setting stop-loss and take-profit levels. The listed…

CâmbioFuturosGestão do riscoDimensionamento de posições
Strategy library

This Nifty futures strategy uses a 45-minute chart and combines trend direction, RSI momentum, and relative volatility. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR exceeds its own moving average. Short entries apply…

FuturosIndicadores técnicosMomentumVolatilidade
Strategy library

This futures algorithm opens an initial long or short, then monitors a configured profit-taking price and a stop threshold. When the stop threshold is crossed, it closes the position and attempts a new position sized as a multiple of the closed amount. A…

FuturosDimensionamento de posiçõesGestão do riscoExecução
Strategy library

This strategy seeks long entries when a W-shaped formation appears in a short-period RSI while the faster EMA is above the slower EMA. The implementation identifies a sequence of RSI turns, requires RSI to be at least 30 and no higher than a configurable…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This short-term system combines fast and slow exponential moving average crossovers with an RSI direction filter. It opens long positions when the fast average crosses above the slow average and RSI is above its midpoint, and opens shorts on the inverse…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This document outlines a long strategy that starts a trade when price crosses below the lower Bollinger Band. It combines a shorter moving average and standard deviation bands with a longer moving average, then adds safety orders as price moves further below…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This two-direction strategy uses fast and slow exponential moving averages to detect shifts in trend. A bullish or bearish change occurs when the fast average moves across the slow one; an optional candle direction check can require a rising candle for long…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This document describes a short-only trend-following system built around the crossover of 20-period and 50-period simple moving averages. A downward cross opens a short position, while an upward cross closes it. The source implementation uses the crossover…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This educational Python example follows price moves using a reference price that resets after each trade. When BTC/USDT rises more than the configured 5% threshold above the reference, the bot buys using a fraction of available cash, provided the calculated…

CriptoativosMomentumDimensionamento de posiçõesExecução