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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
Aulas Quantopian
45 documentos
Binance API docs
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
WonderTrader
14 documentos
Alphalens
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 uses directional movement indicators to identify long and short entry conditions. A long signal occurs when the positive DI falls below 10 while the negative DI rises above 40; a short signal applies the reverse thresholds. The script…

Indicadores técnicosOpçõesMomentumGestão do risco
Strategy library

This beginner example describes selling a target amount of spot Bitcoin in smaller orders to reduce the market impact of a single large sale. The trader sets the total amount to sell, the size of each order, and how long each order remains open. The script…

CriptoativosMercados à vistaExecuçãoMicroestrutura de mercado
Strategy library

This technical trading system combines candlestick pattern detection with moving averages to produce directional entries. It describes using a 6-period EMA as a short-term trend reference and 50- and 200-period SMAs for longer-term context. The listed…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy looks for breakouts by comparing Bollinger Bands with Keltner Channels and requiring above-average volume. Its stated defaults use 20-period bands and channels, with Bollinger width based on two standard deviations and Keltner width based on…

FuturosCriptoativosRutura de níveisVolatilidade
Strategy library

This strategy uses a fast and a slow Triple Exponential Moving Average (TEMA) to trade trend changes. The described default periods are 5 and 8. A cross of the fast line above the slow line triggers a long entry; a cross back below closes the long. An…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a Price Channel with a trend state to generate long and short entries. It sets the channel center to the midpoint of the highest and lowest closing prices over a lookback period, then smooths the absolute distance between price and…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

SmoothOperator is an experimental five-minute long strategy that combines common indicators and candle patterns in an attempt to identify bottoms and incomplete peaks. Entry conditions include a short V-shaped rebound after falling prices with oversold CCI…

Indicadores técnicosReversão à médiaGestão do riscoCriptoativos
Strategy library

This strategy compares two linear regression series, using a shorter period of 20 and a longer period of 40 by default. When the shorter series crosses above the longer one, it opens a long position if none is open; a downward cross similarly opens a short.…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This long-only mean-reversion strategy uses the 200-day simple moving average as a reference for large-cap stocks on daily charts. It enters when the price low falls to roughly 85–90% of the average, on the premise that a substantial decline may be followed…

Reversão à médiaIndicadores técnicosAçõesGestão do risco
Strategy library

This strategy uses the crossover of a 50-day simple moving average and a 200-day simple moving average to identify trend changes. A cross above the longer average signals a long entry, while a cross below it closes the long position and opens a short…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy uses a long-period EMA as a trend filter and a shorter EMA as an exit reference. It opens a long position when price is above the longer EMA while flat, then exits when price falls below the shorter EMA or breaches a fixed percentage loss…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy pairs a fast weighted moving average with a slower simple moving average. A bullish crossover opens a long position and a bearish crossover opens a short position. Each entry is managed with fixed percentage stop-loss and take-profit levels,…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This multi-indicator approach combines Heikin-Ashi bar direction, a fast, slow, and filter moving average arrangement, and Stochastic momentum. Bullish or bearish conditions receive points when the indicators agree; signals become stronger as more conditions…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy uses Bollinger Bands to generate directional trades. It calculates a simple moving average as the center line and places upper and lower bands a configurable multiple of standard deviation away. A close below the lower band triggers a long…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands, Keltner Channels, and a linear regression momentum series. A squeeze is defined when the Bollinger Bands sit inside the Keltner Channel, a condition intended to indicate compressed volatility. The source offers two…

Indicadores técnicosMomentumVolatilidadeCriptoativos
Strategy library

This rule set combines recent support and resistance levels, selected candlestick patterns, and a simple market structure classification. It defines levels using the lowest low and highest high over a lookback period, and identifies bullish or bearish…

Rutura de níveisIndicadores técnicosGestão do riscoCriptoativos
Strategy library

This multi-market strategy combines a zero-lag exponential moving average with MACD crossovers, a 100-period EMA trend filter, and RSI-based exits. It calculates a ZLEMA from two successive exponential averages, derives fast and slow lines from that series,…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This spread strategy uses Bollinger bands to enter positions when a spread moves beyond its recent range, then aims to close the position after it returns to its simple moving average. It updates spread bars from incoming ticks and waits for its price…

Reversão à médiaArbitragemIndicadores técnicosDimensionamento de posições
Strategy library

This proposed strategy identifies direction from a short and a long simple moving average, with crossovers used to open positions. RSI is presented as a stand-in for machine-learning confidence: the code scales and rounds the indicator, then applies a…

Seguimento de tendênciasIndicadores técnicosGestão do riscoAprendizagem automática
Strategy library

This example demonstrates using a persistent object store to cache historical data so later backtests can avoid repeating a costly history request. On the first run, it retrieves daily SPY closing prices, feeds them into price and exponential moving average…

Testes históricosAçõesIndicadores técnicosAprendizagem automática
Strategy library

This strategy uses a smoothed stochastic K value to classify market regimes. A move above the upper threshold marks a strong regime, while a move below the lower threshold marks a weak one. In a strong regime, a downward cross of the midpoint prompts long…

Indicadores técnicosMomentumDimensionamento de posiçõesGestão do risco
Strategy library

This script presents a single-trigger scalping strategy that combines a zero-lag exponential moving average with VWAP and its standard-deviation bands. It defines bullish or bearish bias from price relative to both the average and VWAP, then looks for a…

Indicadores técnicosGestão do riscoExecução
Strategy library

The available source describes a strategy that blends momentum-based trend detection with an adaptive ATR measure and a staged profit-taking plan. It estimates momentum relative to recent closing-price variability, combines that factor with short- and…

Seguimento de tendênciasMomentumVolatilidadeIndicadores técnicos
Strategy library

This long-only trend-following strategy enters when the close rises above the highest high from a chosen lookback period. It uses an EMA, calculated on a selectable chart timeframe, as an exit signal when the close falls below it. The description also…

FuturosCriptoativosRutura de níveisSeguimento de tendências