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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 combines MACD, VWAP, RSI, and short and long EMAs to form directional signals for very short-dated options. A bullish setup requires MACD strength, price above VWAP, RSI above its midpoint, and the shorter EMA above the longer one; the bearish…

OpçõesMomentumIndicadores técnicosGestão do risco
Strategy library

This document describes a pivot reversal strategy with alerts intended to route signals from a charting platform to a broker’s trading terminal. It identifies swing highs and lows using configurable left- and right-bar counts, then maintains the latest pivot…

Indicadores técnicosRutura de níveisExecuçãoMicroestrutura de mercado
Strategy library

The document introduces a strategy that turns price distance from a moving average into a volatility-normalized score. It calculates a rolling standard deviation and a z-score over a configurable lookback, then squares the displacement and applies a…

Indicadores técnicosEstatísticaVolatilidadeReversão à média
Strategy library

The article describes a trend strategy that uses a Parabolic SAR reversal to choose long or short direction and Bollinger Band levels as moving exits. Its prose says to enter long when price crosses above the prior SAR value and short when it crosses below,…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This document describes a trend-following approach combining exponential moving averages, Ichimoku levels, and RSI cross-comparisons. The source code uses 13-, 21-, 89-, and 233-period EMAs, Ichimoku conversion and base lines, displaced cloud spans, and a…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines Stochastic RSI signals from 5-minute and 15-minute timeframes with an ATR volatility filter and a signal cooldown. A %K/%D crossover in an oversold or overbought zone on the shorter timeframe starts a waiting state. A qualifying…

Indicadores técnicosVolatilidadeReversão à médiaGestão do risco
Strategy library

This document presents a simple Internal Bar Strength (IBS) strategy. IBS measures where the close falls within the current bar’s high-low range, scaled as a percentage. The rules enter long when IBS is below 5 and short when it is above 99, aiming to trade…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This document describes a long-only Bitcoin strategy using Bollinger Bands and RSI on a 15-minute chart. It presents three variants: one using 20-period bands, another using 17-period bands with stop-loss and take-profit levels, and a third that adds MFI…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This trend-following system uses a SuperTrend line to generate breakout signals, with a 200-period EMA confirming the broader direction and RSI optionally confirming momentum. Long entries require price above the EMA and RSI above 50 when the filter is…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This crypto pair strategy trades BTC against ETH when BTC has a sufficiently strong intraday move and outperforms or underperforms ETH. It takes the stronger leg in the direction of BTC’s move and the weaker leg in the opposite direction, aiming to capture…

CriptoativosNegociação de paresEstatísticaDimensionamento de posições
Strategy library

This strategy uses a fast EMA crossing a slower SMA to identify potential trend changes, then applies RSI conditions to filter entries. Long signals follow an upward crossover and require RSI above 60; short signals follow a downward crossover and require…

Indicadores técnicosMomentumSeguimento de tendênciasTestes históricos
Strategy library

This strategy combines SSL Hybrid and SSL Channel direction signals with Wave Trend crossovers to enter long or short positions. It also requires the entry candle to stay below a height threshold, lie inside the Keltner Channel, and meet a target condition…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This ETH/USDT spot strategy runs a price grid while in attack mode. It places staggered buy orders and sells filled positions at grid levels, sizing orders as a fraction of total account value divided across the configured node count. The user can tune…

CriptoativosMercados à vistaNegociação em grelhaGestão do risco
Strategy library

The described strategy combines a 50-period exponential moving average with RSI thresholds to form directional conditions: long when price is above the average and RSI is above 55, and short when price is below it and RSI is below 45. The narrative also…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy seeks long entries when price crosses above the prior Donchian upper band, with an optional volume filter requiring volume to exceed its moving average. SuperTrend is one of four selectable exit methods; the others use the lower band, channel…

CriptoativosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This script combines three types of long and short setup: fair value gap patterns, MACD crossovers paired with RSI thresholds, and flags requiring a moving-average relationship, high volume, and a gap. It further requires high volume relative to a moving…

Indicadores técnicosMomentumRutura de níveisGestão do risco
Strategy library

This document outlines a configurable strategy using Heikin Ashi prices, a moving average, and optional Money Flow Index conditions for entries. Longs are triggered by an upward cross of the smoothed close over the average, or by a low MFI reading while…

Indicadores técnicosVolatilidadeGestão do riscoSeguimento de tendências
Strategy library

This strategy smooths four market inputs with Nadaraya–Watson kernel regression, then combines them using preset weights: closing price, RSI, ATR relative to price, and price deviation from a moving average. A crossover between the integrated signal and its…

Aprendizagem automáticaIndicadores técnicosMomentumGestão do risco
Strategy library

This channel strategy smooths typical price, calculated from the high, low, and close, with an EMA. It creates upper and lower percentage bands around a further smoothed centerline, using a 5% multiplier in the supplied formulas. The entry rules go long when…

Indicadores técnicosRutura de níveisCriptoativosMercados à vista
Strategy library

This swing-trading framework enters long when a short moving average crosses above a longer one while RSI is above 50, and enters short on the opposite crossover with RSI below 50. It describes MACD as a tool for refining entry timing and Bollinger Bands as…

MultiactivosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

The Percentage Volume Oscillator (PVO) compares short- and long-period exponential moving averages of volume as a percentage difference. A signal-line EMA and histogram help show changes in that relationship. The described strategy maps crossovers between…

FuturosMomentumIndicadores técnicosTestes históricos
Strategy library

The available portion describes a trend-following strategy built around an ATR period and a sensitivity setting, with selectable Heikin-Ashi or regular-candle inputs. It includes optional stop-loss settings based on a percentage or fixed price points, a date…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

The Positive Volume Index (PVI) described here updates a cumulative price-change series only when current volume exceeds the previous bar’s volume. When volume does not rise, the index carries forward its prior value. The strategy compares this series with…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy uses a fast 20-period exponential moving average and a slower 55-period exponential moving average to trade gold, identified in the description as XAUUSD. A cross of the fast average above the slow average triggers a long entry; a cross below…

Matérias-primasSeguimento de tendênciasIndicadores técnicosTestes históricos