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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

The described method uses the prior day's high, low, and close to derive a pivot reference, then considers long trades when price reaches support and short trades when it reaches resistance. ATR sets volatility-scaled stop-loss and take-profit distances,…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy uses a higher timeframe to establish direction from a break of structure (BOS), then searches a lower timeframe for a fair value gap (FVG) as a potential entry area. The described long setup combines an upward structure break with an upward gap…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This intraday trend-following strategy derives three moving-average series by applying selected Fourier sinusoidal components to price, then smoothing them with a configurable moving-average type. It enters long when the fast series is above the middle…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines a 20-period and 200-period EMA crossover with an RVI direction check and a third, external buy or sell signal. A long entry requires all three conditions to align; short entries reverse them. ATR is used to set stop-loss and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example pairs a long-entry trigger from a WaveTrend crossover with layered exit management. It describes four percentage-based profit targets that can close portions of a position, alongside potential target levels drawn from 100- and 200-period…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This long-only strategy compares price with three Bollinger Band envelopes calculated over 20, 120, and 240 periods, each using a simple moving average and bands two standard deviations away. It enters a long position when the close is below all three lower…

CriptoativosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy uses a fast and a slow exponential moving average to identify possible trend changes. A fast EMA crossing above the slow EMA triggers a long entry when RSI is below its overbought threshold; a cross below prompts a short entry when RSI is above…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a fast and a slow exponential moving average to identify possible trend changes. A bullish crossover generates a long entry signal, while a bearish crossover closes longs and can open shorts. RSI acts as a filter: the long entry requires…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example demonstrates a lightweight account event stream: it requests a Binance user data listen key, opens a WebSocket connection for that stream, and renews the key every 30 minutes. It filters incoming account events for trade execution reports and…

CriptoativosExecuçãoMicroestrutura de mercado
Strategy library

WJ Strategy B builds a composite score from three kinds of weakness: price below the lower Bollinger Band, price below progressively longer moving averages, and low RSI readings. When the score reaches at least 3, the strategy starts monitoring rather than…

Reversão à médiaIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines short-term signals with a higher-timeframe trend filter. It uses a custom order-block calculation based on the recent high-low range, SMA crossovers for short-term direction, and 1-hour EMA 50 and EMA 200 values to define the broader…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy buys when a 14-period relative strength index (RSI), calculated on 30-minute data, falls below 30. It is described as a multi-timeframe setup for trading on a 1-hour chart. After entry, the script records a take-profit price set at a default 3%…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This short-term strategy signals long trades when price crosses above a simple moving average (SMA) and short trades when it crosses below. Its default SMA length is 20, and it closes positions when the bar’s high or low reaches a fixed point target relative…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy uses the 200-period exponential moving average (EMA) as a directional filter: long entries are allowed above it and short entries below it. The source also uses crossovers between 14- and 28-period simple moving averages (SMAs) to trigger…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This example uses a RidgeClassifier to predict whether each crypto futures asset’s next closing price will rise or fall. For features, it takes the logarithms of recent closing prices from three other futures contracts, then fits a separate classifier for…

CriptoativosFuturosAprendizagem automáticaTestes históricos
Strategy library

This strategy description proposes combining short and long EMAs for direction with RSI, MACD, Bollinger Bands, volume, and ADX as additional filters. It also describes a stop distance based on ATR. The stated concept is to seek trades using several kinds of…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document introduces a Bitcoin strategy intended for 1-hour charts. It describes a multi-timeframe engulfing setup with stop-loss flips, pyramiding, and tuned indicators. The visible settings include equity-based trade sizing, a drawdown halt, a capped…

CriptoativosIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This example demonstrates how to combine incoming futures quote data into larger time-based bars for use in an algorithm. It subscribes to an S&P 500 E-mini futures chain, filters contracts by expiry, and creates a five-minute quote-bar consolidator for each…

FuturosMicroestrutura de mercadoExecução
Strategy library

This swing-trading framework combines SuperTrend for direction, ADX for trend strength, and a volume-based liquidity delta for buying and selling pressure. Optional Parabolic SAR adds another directional check. The described logic produces a signal only when…

MultiactivosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following method calculates price momentum as the percentage change over a lookback period, then normalizes recent momentum values to a zero-to-one range. It compares the normalized reading with a midpoint threshold and checks price relative to a…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines a long-term EMA alignment filter with pullback entries and volatility-based exits. It identifies an uptrend when the 20-, 50-, 100-, and 200-period EMAs are ordered from shortest to longest, then enters long when price is between the…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a trend strategy using a 10-period fast EMA and a 20-period slow EMA. The fast average above the slow one marks bullish direction and below it marks bearish direction; the source enters long or short according to that state. It also…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy combines a 21-period and 65-period EMA pair, RSI, and ATR. The description presents the EMA cross as a broad trend filter and RSI above or below 50 as a directional check. Its source triggers entries when price moves beyond an…

FuturosCriptoativosNegociação de alta frequênciaIndicadores técnicos
Strategy library

This strategy uses a short and a long exponential moving average to indicate direction. With the stated defaults of 20 and 50 periods, a cross above the longer average signals a long entry, while a cross below signals a short entry. Its code tracks position…

CriptoativosFuturosSeguimento de tendênciasMomentum