Saltar para o conteúdo

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 uses the SuperTrend indicator, calculated from an ATR period and factor, to identify directional changes. It enters long when the close crosses above the SuperTrend line and short when the close crosses below it. Each entry is paired with a…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

The document describes a trend-following strategy that combines six technical checks: 20- and 50-period exponential averages, two pairs of simple averages, an ATR-derived strength filter, above-average volume, and price relative to a 50-period average. Long…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy identifies a candidate upper pivot from recent highs and a lower pivot from recent lows, then places stop entries just beyond those levels. Its stated default uses four left bars to form the pivot and two right bars to confirm it. A break above…

Rutura de níveisIndicadores técnicosFuturosGestão do risco
Strategy library

The BBMA strategy combines Bollinger Band boundary breaks with exponential moving average conditions. It enters long when price crosses above the upper band, the fast EMA crosses upward, and price is above the slower EMA; the short setup mirrors these…

Rutura de níveisIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This long-only trend-following system requires several conditions to align: a MACD bullish crossover, RSI below its overbought threshold, price above a short-term SMA, and that SMA above a longer-term SMA. The stated defaults use a 14-period RSI, MACD…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines short and longer simple moving average crossovers with candlestick pattern recognition to generate trade signals. It also marks price crossings of a 22-period SMA with visual labels. The listed patterns include engulfing candles,…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This futures strategy calculates a central pivot and three support and resistance levels from the previous session’s high, low, and close. Its trading rules enter long when price falls below the first support, or short when price rises above the first…

FuturosMatérias-primasReversão à médiaIndicadores técnicos
Strategy library

This strategy generates directional entries from a smoothed difference between two moving averages. It calculates a faster and a slower average, doubles their difference in a MACD-like construction, then smooths that series with another moving average. A…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This reversal strategy uses Parabolic SAR crossings as its initial long or short signal, then requires confirmation from RSI, MACD, Stochastic RSI, and price relative to an offset least-squares moving average. A valid signal closes an opposing position and…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This trend-following system combines an adaptive channel built from a simple moving average and ATR with a multi-kernel price estimate. The estimate blends Gaussian and Epanechnikov kernel regressions using configurable bandwidths and a weight. Crossovers…

CriptoativosSeguimento de tendênciasIndicadores técnicosEstatística
Strategy library

This strategy combines MACD crossovers, RSI thresholds, and Bollinger Bands to generate long and short entries. It uses standard indicator settings: MACD with fast and slow averages plus a signal line, a 14-period RSI with overbought and oversold levels, and…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This document outlines a long-only strategy organized around an 18-day simple moving average. Entry options include trading near or above the average, using price and candle conditions such as inside bars, and selecting which weekdays may be traded. Entries…

FuturosSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

This directional strategy combines a 123 reversal system with a Gann swing oscillator. The 123 component uses recent closing-price relationships and smoothed stochastic measures around a level of 50 to identify possible reversals. The Gann component tracks…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This document presents a long-only breakout approach using Bollinger Bands. It calculates a moving-average basis and places bands one and a half standard deviations above and below it, using a 20-period lookback by default. A close crossing above the upper…

FuturosSeguimento de tendênciasRutura de níveisMomentum
Strategy library

This document describes a Bybit-labeled strategy combining a 90-period and 300-period exponential moving average with a 5-period RSI. It proposes long signals when the faster average is above the slower one and RSI is below 45, and short signals when the…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This method uses the Directional Movement Index to trade in the direction indicated by +DI and -DI, with ADX acting as a trend-strength filter. The described logic permits long or short positions only when ADX is above a threshold, illustrated as 25, and…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This Pine Script strategy uses bullish and bearish engulfing patterns and morning or evening stars to define potential trades. Its comments describe entering when price breaks the relevant pattern candle’s high or low, placing a stop beyond the pattern, and…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This strategy uses a detrended price oscillator to generate potential mean-reversion signals. It subtracts a lagged exponential moving average from the close, then smooths the result with an Arnaud Legoux moving average. The smoothed oscillator is compared…

Reversão à médiaIndicadores técnicosEstatística
Strategy library

This strategy script is organized around a main candle followed by a configurable run of consecutive candles. The visible settings allow the run length to be selected from two to five candles, choose a take-profit target from 0.5R to 2R, and enable long and…

MomentumTestes históricosGestão do risco
Strategy library

This indicator marks a pivot candle as a potential order block after a local high or low has been confirmed. It uses separate left and right lookback lengths for pivot highs and lows. The block’s vertical bounds come from the pivot candle’s open and close,…

Indicadores técnicosReversão à médiaTestes históricos
Strategy library

This document describes a wrapper for Bithumb’s order-detail endpoint that converts a completed trade response into a standard order object. It takes an exchange object and order ID, derives the currency from the trading pair, and queries the endpoint with…

CriptoativosExecução
Strategy library

The available portion of this strategy script defines fractal support and resistance using a five-bar shape: the center bar’s high or low is compared with neighboring bars, and its volume must exceed a six-bar average. The latest qualifying high and low are…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco
Strategy library

This document describes a long-only moving-average strategy that buys when a 5-day EMA crosses above a 20-day SMA, provided the Trading Index Index (TII) is positive and no lower than its prior reading. It exits when the price moves 5% above or below the…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy calculates Ichimoku-style lines from logarithms of price highs and lows, aiming to make percentage movements more comparable across cryptocurrencies. It uses a nine-period conversion line, a 26-period base line, and a 52-period second leading…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos