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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
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 crossovers between a shorter 47-period exponential moving average and a longer 95-period EMA. A cross above opens a long position, and a cross below closes it. The accompanying description places the method on a 15-minute timeframe and…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This trend-following system smooths price data with Heikin-Ashi candles and looks for a sequence of three candles in one direction followed by a candle in the opposite direction. It records that reversal candle’s high or low and enters only when price breaks…

Seguimento de tendênciasRutura de níveisMomentumIndicadores técnicos
Strategy library

This strategy uses a 14-period RSI and configurable overbought and oversold levels. The accompanying explanation says an RSI cross above the upper level opens a long position and a cross below the lower level opens a short, aiming to trade moves from extreme…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This QuantConnect example shows how to build a volatility model from an indicator and manage corporate-action price discontinuities. It calculates the ratio of a rolling standard deviation to a simple moving average, both using the same seven-period window,…

VolatilidadeAçõesGestão do riscoEstatística
Strategy library

This stock-timing strategy monitors five RSI periods, with separate oversold thresholds. A long entry signal occurs when any enabled RSI falls below its own threshold; the strategy closes positions when all five RSI readings rise above their respective…

AçõesReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This strategy builds a three-leg basket for a football match: Yes contracts for a chosen team to win, a 0–0 score, and a 0–1 score. It checks the combined ask cost against a maximum and estimates the basket’s covered probability with a Poisson goal model.…

Orientadas por eventosEstatísticaExecuçãoGestão do risco
Strategy library

This TradingView strategy lays evenly spaced price levels between upper and lower bounds. Bounds can be set manually or calculated from recent highs and lows or a simple moving average, with a lookback and deviation parameter to adjust the range. When price…

CriptoativosFuturosNegociação em grelhaDimensionamento de posições
Strategy library

This strategy discusses combining conventional exponential moving average crossovers with MAMA and FAMA, adaptive averages derived from Hilbert-transform phase information. The document presents fast EMA crossing above or below a slow EMA as directional…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a Klinger-style volume oscillator to turn price and volume information into directional signals. It assigns volume a positive or negative sign according to whether the high-low-close average rises or falls from the prior bar, then smooths…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy identifies market structure by comparing successive swing highs and lows. Confirmed pivots are used to classify higher highs and higher lows as an uptrend, or lower highs and lower lows as a downtrend. A break against the established structure…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy combines a one-bar rate of change, a 14-bar linear regression, a 50-bar exponential moving average, and a sigmoid transformation of price change. It opens a long position when momentum is positive, regression is above the EMA, and the…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This contrarian strategy looks for a break of a recent high or low followed by a simple candle reversal condition. A low sweep followed by a bullish close above the prior close creates a long signal; a high sweep followed by a bearish close creates a short…

CriptoativosFuturosReversão à médiaVolatilidade
Strategy library

This daily-chart strategy uses the prior weekly EMA 8 as a trend reference and potential support or resistance. It enters long when a daily candle closes above the weekly average while forming a bullish engulfing pattern, hammer, or closing-price reversal. A…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This long-only reversal approach uses the Commodity Channel Index to identify potential oversold conditions. Rather than keeping one buy threshold, it selects among preset CCI levels according to whether the indicator’s lowest readings over several lookback…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy enters long when the 50-period EMA crosses above the 200-period EMA and short when it crosses below. It pairs those trend signals with a fixed stop one percent from entry and a profit target set at twice that risk, creating a stated 1:2…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example demonstrates how to request historical bars for a custom data type in an algorithmic trading engine. It registers an hourly custom-data subscription, requests 48 hours of history, and checks that results include expected OHLC fields and a custom…

Testes históricos
Strategy library

This strategy identifies candidate support and resistance levels from local high and low fractals. The accompanying description says each turning point needs two bars of confirmation, so the levels arrive with a delay. Over a configurable lookback, the…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This open-source strategy seeks long entries when price and four exponential moving averages form a bullish ordering: price above the 9-period EMA, followed by the 9-, 20-, 50-, and 200-period averages in descending order. It also requires ADX to exceed a…

Seguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy uses a fast and slow simple moving average crossover to set direction, then filters entries with momentum and trend strength. A bullish crossover is considered for a long when RSI is above its midpoint and ADX exceeds a minimum; the reverse…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy defines bullish and bearish engulfing patterns using the relationship between consecutive candles’ open, close, and prior high or low. It treats a candle as a doji when its open-close difference is no more than a small fraction of its full…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This strategy combines three SuperTrend calculations with different ATR periods and multipliers to represent fast, medium, and slow directional signals. Their directions are combined into a trend-strength score, while an ADX threshold filters for stronger…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This market-making example sets a simple moving average as a reference price and places a notional buy level below it and sell level above it using a configured spread and price offset. It buys when the close reaches the buy level, provided inventory remains…

Criação de mercadoExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This short-term long strategy looks for three recent bullish candles, then checks whether the current price lies within a specified percentage range based on the lowest open and highest close across those candles. The description presents the setup as a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy builds trendlines from recent swing highs and lows detected with pivot points. It estimates their slope using ATR, standard deviation, or linear regression, then scales the slope with a user setting. A close crossing above the upper line or…

FuturosCriptoativosRutura de níveisSeguimento de tendências