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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
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 Bitcoin futures strategy combines two signal paths: a smoothed indicator derived from the RSI of cumulative price changes weighted by volume, and a linear regression of price crossing a higher-timeframe Hull moving average variant. A long entry occurs…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This intraday signal system combines RSI, Fibonacci retracement levels, VWAP, and a short simple moving average. The described RSI entries occur as RSI crosses out of an extreme, while price must be within a Fibonacci band and on the appropriate side of…

CriptoativosIndicadores técnicosMomentumVolatilidade
Strategy library

This strategy combines four technical indicators to gate directional entries. It looks for CCI crossing back from an extreme, uses the relative positions of the positive and negative directional indicators to select a side, and checks whether MACD agrees.…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy places evenly spaced price levels above and below a simple moving average, then uses price moves across those levels to open and close long positions. Its stated example uses a 300-hour average, a 3% range on each side, and up to 15 grid…

CriptoativosFuturosNegociação em grelhaReversão à média
Strategy library

This strategy describes trading signals from a 15-minute Stochastic oscillator, with 30-minute and 60-minute oscillator calculations also included for broader context. A long setup requires the main-timeframe %K to cross above %D in oversold territory and a…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This system combines a faster and slower exponential moving average with RSI to generate long and short entries. A long entry requires the faster average to exceed the slower one, price to be above both, and RSI to cross upward through the overbought…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy seeks long entries when the closing price is at or below the lower Bollinger Band and RSI is below its oversold threshold. The bands use a simple moving average and standard deviation; the described defaults are a 20-period band with a…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy uses Bollinger Bands built from a configurable moving average and a standard-deviation multiplier. It opens a long when the close is at or below the lower band and a short when the close is at or above the upper band, treating excursions beyond…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy applies MACD to a modified On Balance Volume series, intending to detect changes in volume momentum, and also includes moving averages as market trend context. The described approach buys when the modified-volume MACD crosses upward and sells…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy compares a faster RSI with a slower RSI to generate reversal trades. A fast RSI crossover above the slow RSI opens a long position, while a cross below opens a short position and closes the existing long; the reverse crossover also closes a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This multi-symbol forex expert advisor combines a Nadaraya–Watson envelope with RSI and an ATR-based stop finder. It looks for a recent bar to extend beyond an envelope boundary, followed by a reversal-colored candle, a current price positioned within part…

CâmbioReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy uses Bollinger Bands to generate directional entries after repeated closes beyond a band. It calculates a simple moving average as the middle band and places the upper and lower bands a configurable number of standard deviations away. Three…

CriptoativosIndicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This screening method ranks trading perpetual futures by the average daily range of their recent candles, with the stated lookback default set to 30 days. For each eligible contract quoted in USDT, it calculates each candle’s high-to-low range as a…

CriptoativosFuturosFuturos perpétuosNegociação em grelha
Strategy library

This example demonstrates how an options strategy helper can submit and close a put calendar spread as a grouped position. It filters an option chain to puts, sorts contracts by proximity to the underlying price, and finds a strike with at least two…

OpçõesAvaliação de derivadosExecução
Strategy library

This long-entry strategy looks for a small pullback within an established uptrend. Its written description combines a 21, 50, and 200-period EMA alignment with MACD strength and an RSI move above 50, then uses a SuperTrend flip from bearish to bullish as the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This tutorial outlines a directional grid that adds a position whenever the market moves beyond the next grid level by a configured spacing. In upward mode it sells at successive levels and later buys back when price reaches a cover threshold; downward mode…

Negociação em grelhaExecuçãoGestão do riscoDimensionamento de posições
Strategy library

This strategy calculates the high, low, and midpoint of a rolling price range, using a configurable lookback period whose stated default is 30 candles. During the stated New York trading session, a close crossing above the midpoint generates a long signal…

FuturosRutura de níveisIndicadores técnicosExecução
Strategy library

This long-only system seeks rebound entries after an oversold pullback. It enters when a 14-period RSI crosses above its 14-period simple moving average, provided the prior RSI reading is below a configurable threshold; the stated default is 35. A 14-period…

CriptoativosReversão à médiaMomentumIndicadores técnicos
Strategy library

This short-term strategy combines Ichimoku price structure with MACD, Chaikin Money Flow (CMF), and the True Strength Index (TSI) to confirm directional trades. It opens a long when the Tenkan-sen is above the Kijun-sen, price is above the cloud, the…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This TradingView strategy combines fair value gaps with a price-range breakout framework and a volume filter. It defines bullish and bearish gaps using relationships among the current bar and bars two periods earlier, then checks whether price is beyond a…

Rutura de níveisIndicadores técnicosExecuçãoGestão do risco
Strategy library

This document presents a directional system built from two smoothed series derived from price momentum and described as fast and slow kurtosis lines. Its stated trading rules use their relationship to a configurable threshold: when both are above it, the…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This short-term strategy trades crosses of the Bollinger Band middle line, which is a simple moving average of closing prices. A close crossing above the middle line signals a long entry; a cross below signals a short entry. The documented band settings are…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This cross-sectional stock strategy ranks securities by price-to-book ratio, using book value per share calculated from total assets, total liabilities, and shares outstanding. It buys the lowest-ratio group and shorts the highest-ratio group, with the…

AçõesInvestimento em fatoresConstrução de carteirasTestes históricos
Strategy library

This strategy combines a 9-period and 21-period exponential moving average crossover with MACD confirmation to identify potential trend changes. A bullish crossover can trigger a long entry when the close is above the slower average, while a bearish…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco