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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
Quantpedia
86 documentos
TqSdk
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
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 dollar-cost-averaging framework uses a lower-timeframe RSI filter for both initial entries and additional buys. A base order is triggered when RSI crosses below 30; each safety order requires RSI below 25. The design allows four averaging…

CriptoativosReversão à médiaDimensionamento de posiçõesGestão do risco
Strategy library

This strategy description uses Bollinger Bands to generate long and short signals: a close at or below the lower band prompts a long entry, while a close at or above the upper band prompts a short entry. The bands are built from a 20-period simple moving…

Indicadores técnicosRutura de níveisFuturosGestão do risco
Strategy library

This Freqtrade strategy combines a 14-period RSI with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters long when RSI is below 30 and the close is beneath the lower band, then signals an exit when RSI rises…

Indicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy builds Bollinger Bands around a 34-period simple moving average, displaying inner bands at one standard deviation and outer bands at two standard deviations. It enters long when the close rises above the outer upper band and short when it falls…

CriptoativosFuturosRutura de níveisVolatilidade
Strategy library

This system uses two configurable moving averages to generate crossover signals, with current volume compared against a volume moving average as confirmation. Users can choose simple, exponential, or weighted moving averages; the published defaults are 9 and…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This futures strategy computes a running Volume Price Trend (VPT) value by adding volume weighted by each bar’s percentage price change. It compares the latest VPT with its 14-period average and checks whether current volume exceeds the preceding 14 bars’…

FuturosMatérias-primasMomentumIndicadores técnicos
Strategy library

This one-minute gold strategy uses Heikin-Ashi-style price inputs, candle strength, a 20-period simple moving average, and ATR to filter entries. It enters long when price is above the average and the candle body is strong, or short when price is below the…

Matérias-primasSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document outlines a simple spot-market copy-trading bot that monitors a designated reference exchange account and sends corresponding trades to one or more follower accounts. It requires at least two exchange connections, checks that the reference and…

CriptoativosMercados à vistaExecução
Strategy library

This strategy combines a longer-term moving average comparison with RSI thresholds to seek pullbacks within the prevailing trend. It describes a 30-period simple moving average and a 200-period exponential moving average as a direction filter, then uses a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This document describes a trend-following strategy that compares a faster and a slower triple exponential moving average (TEMA). Each TEMA is formed from three successive exponential moving averages, combined to respond more quickly to price changes than a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines smoothed rates of change from several lookback periods into a weighted oscillator. Longer lookbacks receive greater weights, so the resulting measure blends shorter-term and longer-term momentum. The described signal rule takes a long…

MomentumIndicadores técnicosFuturosTestes históricos
Strategy library

This strategy identifies higher lows and lower highs, then assigns each confirmed pattern a score using volume, RSI, candle-body size, and moving-average alignment. Trades are restricted to signals scoring at least four points. Stops are set at the lowest…

Indicadores técnicosEstatísticaGestão do riscoDimensionamento de posições
Strategy library

This script describes a moving-average crossover approach for VN30 futures. It uses a fast and a slow simple moving average to generate bullish and bearish crossover signals, with entries intended for the next bar after the signal bar closes. An optional…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy compares smoothed slopes of a fast and slow moving average to follow directional trends. It calculates the percentage change in each average, smooths those slope series, and takes long or short exposure when the fast slope is above or below the…

CriptoativosSeguimento de tendênciasIndicadores técnicosFuturos
Strategy library

This simple moving-average system enters a long position when price crosses above a 21-period SMA and closes it when price crosses below. It also calculates 50-period and 200-period SMAs as broader trend references, although the described entry and exit…

Indicadores técnicosReversão à médiaAçõesFuturos
Strategy library

This overview describes a Turtle-style trend-following system built around Donchian channel breakouts. A move above the channel's recent high triggers an initial long position, while a move below its recent low triggers a short. The system estimates…

Seguimento de tendênciasRutura de níveisDimensionamento de posiçõesGestão do risco
Strategy library

This trend-following method uses a 15-period SMA to define market direction and crossovers between 9- and 21-period EMAs to generate candidate entries. Long trades require the faster EMA to cross above the slower one, price and both EMAs to be above the SMA,…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines a 34-period EMA channel and an 89-period Hull moving average for trend context, MACD histogram behavior for momentum, and swing levels for support and resistance. Pin Bar and Fakey patterns serve as entry triggers, with the stated aim…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This strategy uses 20- and 50-day EMA crossovers to set direction, then scores each prospective trade with trend alignment, MACD histogram, RSI, and volume conditions. A threshold determines whether to enter: the balanced setting requires three points, while…

Seguimento de tendênciasIndicadores técnicosMomentumGestão do risco
Strategy library

This strategy identifies bullish and bearish fair value gaps from three-candle price relationships. A bullish gap forms when the current low is above the high from two candles earlier and the middle candle closes above that earlier high; the bearish…

FuturosIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This script outlines a breakout approach that compares price with the previous lookback period’s high and low. It defines consolidation through the width of that earlier range relative to price, then identifies an upward breakout when the close exceeds the…

Rutura de níveisIndicadores técnicosMicroestrutura de mercadoGestão do risco
Strategy library

This intraday strategy seeks directional breakouts using several confirming indicators. A long signal occurs when price closes above the upper Bollinger Band after the prior close was inside it; a short signal mirrors this at the lower band. RSI thresholds,…

MomentumRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This trend-following system combines a 10-period EMA and a 22-period EMA with a 200-period smoothed moving average (SMMA) filter. It signals a long when the short EMA crosses above the long EMA and price is above the SMMA; a short signal requires a downward…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy uses the directional movement indicator to seek possible market turns. It proposes a long entry when +DI falls below 10 while -DI rises above 40, and a short entry when -DI falls below 10 while +DI rises above 40. Both DI calculations use a…

Indicadores técnicosReversão à médiaOpçõesGestão do risco