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 script lays out a long-only grid between user-defined upper and lower prices. Traders can divide the range into evenly spaced arithmetic levels or levels separated by equal percentage changes using a geometric progression. At each level below the top,…

Negociação em grelhaExecuçãoGestão do riscoTestes históricos
Strategy library

This strategy calculates a daily pivot from the prior session’s high, low, and close, then derives a first resistance and first support level. A close above resistance sets a long bias; a close below support sets a short bias. The provided script carries the…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosFuturos
Strategy library

This script combines anchored VWAP bands with selectable trend-following or mean-reversion logic. VWAP and its volume-weighted standard deviation are calculated from a selectable session, week, or month anchor, producing multiple deviation bands for entry…

Indicadores técnicosSeguimento de tendênciasReversão à médiaGestão do risco
Strategy library

This TradingView strategy tracks the highest high and lowest low during a configurable opening window, which defaults to 09:30–09:50 exchange time. After that window ends, it enters long when the close crosses above the range high and short when the close…

Rutura de níveisMomentumIndicadores técnicosTestes históricos
Strategy library

This system adjusts its target number of open long trades using normalized ATR as a measure of current volatility relative to its recent average. It divides a 14-period ATR by price, compares that value with its 100-period simple moving average, and uses the…

CriptoativosFuturosVolatilidadeDimensionamento de posições
Strategy library

This is a minimal MACD crossover strategy. It calculates the MACD line and its signal line from closing prices, entering long when the MACD line crosses above the signal line and short when it crosses below. The listed default inputs are the conventional…

CriptoativosMomentumIndicadores técnicosTestes históricos
Strategy library

This strategy combines three Supertrend direction signals to enter long or short positions. A long entry requires all three Supertrends to turn positive, while a short entry uses the opposite alignment. Positions close when the first Supertrend reverses.…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This short-term strategy uses a stochastic oscillator to locate prices near the top or bottom of a recent range, then converts the reading into a normalized signal that also depends on whether the close is above or below its value from the lookback period.…

Reversão à médiaIndicadores técnicosFuturosTestes históricos
Strategy library

This trend-following system combines a fast and slow exponential moving average with a Donchian Channel breakout. It enters long when price closes above the prior channel high while the fast average is above the slow average, and enters short below the…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy combines the Williams Vix Fix, which estimates unusually high downside volatility, with a linear regression of that measure. A green regression histogram as it turns upward, together with a green Vix Fix reading, signals a long entry. A red…

Indicadores técnicosVolatilidadeFuturosGestão do risco
Strategy library

This long-only system uses an RSI crossing above its own SMA as its main entry signal. It adds a rising EMA trend filter, above-average volume, a bullish candle, and a close above the recent five-bar high. Exit signals occur when RSI crosses below its SMA or…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This strategy seeks entries in the direction of a stacked EMA trend after price pulls back to a selected EMA, reclaims it, and optionally retests it. It supplements the lower-timeframe signal with daily and hourly EMA alignment, an ADX threshold for trend…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This trend-following strategy uses Bollinger Bands to identify directional breakouts and an ATR-adjusted line to track the trend. A close above the upper band signals bullish conditions, while a close below the lower band signals bearish conditions. During a…

FuturosIndicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This script turns a bullish engulfing candle pattern into a long-only trading strategy. It recognizes the pattern after a downtrend, defined either by price below the 50-period simple moving average or by the 50-period average below the 200-period average…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This short-term strategy combines 5-period and 20-period SMAs with a 10-period RSI and a faster MACD configuration. A long setup requires bullish SMA ordering and price position, RSI above its lower threshold, and MACD above its signal line; short conditions…

Indicadores técnicosMomentumGestão do riscoDimensionamento de posições
Strategy library

This script outlines a basket strategy that ranks eight configurable equity symbols by rate of change over a lookback period and combines relative leadership with a price breakout. Its settings include a momentum lookback, breakout window, optional…

AçõesMomentumRutura de níveisConstrução de carteiras
Strategy library

This long-only method uses a 200-period simple moving average to define an upward regime. Price must remain above the average for at least 30 consecutive bars, and a 14-period RSI below 30 is required for entry, aiming to join an established uptrend during…

FuturosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This trend-following system combines an 8-period and 21-period EMA crossover with a 14-period RSI midpoint filter, Supertrend direction, and a volume threshold relative to its recent average. Long and short signals require the indicators to agree. Positions…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy seeks RSI reversal entries only when Supertrend agrees with the trade direction. It uses a 14-period RSI with thresholds of 35 and 65, alongside Supertrend calculated from a 10-period ATR and a factor of 3.0. A long signal follows an upward RSI…

FuturosIndicadores técnicosMomentumSeguimento de tendências
Strategy library

This strategy uses two Supertrend indicators with different settings and opens positions when both point in the same direction. Traders can select long-only, short-only, or two-sided operation. Its central trade-management feature is a configurable series of…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This long-short strategy uses a 14-period RSI to trigger entries and manage exits. A move above 30 generates a buy signal, while a move below 70 generates a sell signal. It permits only one open directional position at a time. Long positions close on a sell…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This strategy combines statistical deviation, momentum, and trend filters to generate long and short signals. It calculates a Z-score from price relative to a 75-period mean and standard deviation, then checks for readings above 1.1 or below -1.1. RSI adds…

FuturosIndicadores técnicosEstatísticaMomentum
Strategy library

The visible strategy settings describe an intraday approach that enters after a detected tap candle, with an entry on the following bar. It places a fixed-distance stop and targets the nearest earlier swing high or low, while optionally moving the stop to…

FuturosIndicadores técnicosGestão do riscoExecução
Strategy library

This trend-following system classifies market conditions using a fast and slow exponential moving average, with price position defining stronger and transitional zones. The documented settings use 12- and 26-period EMAs, optionally calculated on a fixed…

FuturosCriptoativosSeguimento de tendênciasMomentum