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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 short-term pullback strategy combines ATR-based price levels with volatility and RSI filters. It describes calculating a 10-period ATR and using a grid factor of 0.2 to generate 15 levels. Long signals require price below the first level, sufficient…

CriptoativosFuturosNegociação em grelhaVolatilidade
Strategy library

The strategy uses a crossover between the Ichimoku conversion and base lines to identify directional changes, then filters long entries by price relative to the projected cloud spans. In the described rules, a conversion-line cross above the base line can…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This open-source strategy combines price action patterns, volume conditions, and a point-of-control style measure. It offers selectable modes for hammer or shooting-star patterns, a doji-based POC setup, or both. The visible code sets thresholds for candle…

Indicadores técnicosMicroestrutura de mercadoGestão do riscoExecução
Strategy library

This strategy combines a short-term closing-price reversal pattern with a weighted rate-of-change oscillator. The reversal component looks for a two-step change in closing prices and filters candidates with a Stochastic oscillator; the KST component weights…

Indicadores técnicosMomentumReversão à médiaFuturos
Strategy library

This document presents a trend-following method using four exponential moving averages with periods of 9, 21, 50, and 200 days. A long entry requires the close and each shorter average to be above the next longer average, creating a fully ordered bullish…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This document describes an order utility that starts selling when price crosses a chosen trigger in either direction. It records the initial price to determine whether the trigger is crossed upward or downward, then submits the configured sell amount. Users…

ExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This document outlines a band-based trading method that compares price with an EMA-centered volatility envelope. A close above the upper band creates a long signal, while a close below the lower band creates a short signal; the written description adds RSI…

Indicadores técnicosRutura de níveisVolatilidadeTestes históricos
Strategy library

This document describes a short-only mean reversion strategy for daily stock and ETF trading, using Internal Bar Strength (IBS) to measure where the close falls within the day’s high-low range. It opens a short when IBS is at or above 0.9, the close is above…

Reversão à médiaIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy description combines price and volume context with several moving averages and proposed Fibonacci retracement levels. A fast and slow average are intended to indicate trend direction, while volume is compared with its own moving average. The…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This script builds a Donchian channel from rolling highs and lows, then describes sloped support and resistance lines that update when those extremes are renewed. The upper and lower slopes are intended to serve as resistance and support, with candle closes…

Indicadores técnicosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines a two-bar reversal pattern with STARC Bands, which place ATR-based boundaries around a short-term moving average. The reversal component uses recent closes and stochastic fast and slow readings to form directional signals. The STARC…

FuturosIndicadores técnicosReversão à médiaRutura de níveis
Strategy library

This strategy seeks pullback entries in the direction of a strong trend, using a 50-period moving average channel, ADX, and long- and short-period Elder Force Index (EFI). The channel is formed from moving averages of highs and lows, while ADX filters for…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This long-only strategy uses fast, intermediate, and slow exponential moving averages to identify entries in rising trends. It enters when the fast EMA crosses above the intermediate EMA while both intermediate and slow EMA slopes are positive, or when the…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines MACD crossovers with RSI thresholds to seek potential reversals. It describes a long entry when the MACD line crosses above its signal line while RSI is below 40, and an exit when MACD crosses below while RSI is above 60. The document…

Indicadores técnicosReversão à médiaMomentumTestes históricos
Strategy library

This trend strategy combines three technical tools: SuperTrend for directional signals, square-root-derived Gann levels for possible support and resistance, and fast and slow smoothed Heikin Ashi series to help confirm direction. The document describes…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy estimates trend direction by measuring each close’s distance from a simple moving average and summing those gaps over a rolling window. A positive total signals a long position and a negative total signals a short position; positions close when…

Seguimento de tendênciasIndicadores técnicosTestes históricosFuturos
Strategy library

This strategy combines a fast and slow Hull-style moving average signal with Ichimoku components to confirm entries and exits. The code derives two smoothed lines from weighted moving averages; their relative position, price location, and Ichimoku…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document presents the opening portion of a strategy script organized around signals across very short to longer chart intervals. It calculates exponential averages of highs and lows on five-second, fifteen-second, one-minute, five-minute, and…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy pairs seven-period price extremes with a Trendflex measure and Bollinger-style bands. Its description says to go long on a break below a recent low and short on a break above a recent high, then filter those signals using trend strength and…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines a stack of smoothed and exponential moving averages with MACD to take long or short positions. It describes using the ordering of three shorter SMMA lines, a longer SMMA, and an EMA as a trend filter, while requiring price to sit above…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This configurable crossover strategy enters long when a selected price series or moving average crosses above another, and short when it crosses below. The user can choose among four moving-average types and periods, select the two series compared, and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This crypto spot strategy uses a Donchian-style breakout check on weekly bars, constructed from daily data, to choose among full exposure, balanced holdings, or cash. A new high relative to the prior channel leads to full investment. If price remains above a…

CriptoativosMercados à vistaSeguimento de tendênciasIndicadores técnicos
Strategy library

This Bitcoin futures strategy combines a 5-period and 13-period exponential moving average (EMA) spread with VWAP to identify directional momentum. Long conditions generally require the faster EMA to exceed the slower one and price to be above VWAP; short…

CriptoativosFuturosMomentumSeguimento de tendências
Strategy library

This workflow collects a trader’s proposed perpetual-contract trade and checks it against several data sources before the trader decides whether to act. A recurring prompt gathers the symbol, direction, size, and rationale; if the trader does not respond in…

CriptoativosFuturos perpétuosIndicadores técnicosSentimento de mercado