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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
Aulas Quantopian
45 documentos
Binance API docs
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 document outlines a simple RSI-based cryptocurrency strategy. It generates a long signal when RSI crosses upward through the oversold threshold and a short signal when RSI crosses downward through the overbought threshold. The stated default RSI length…

CriptoativosFuturosReversão à médiaMomentum
Strategy library

This strategy looks for directional moves using a 48-period simple moving average, the Bollinger Band middle line, MACD, and ADX. Long entries require price above both the average and Bollinger basis, positive MACD histogram difference, and ADX above its…

FuturosRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This open-source chart strategy combines a fast and slow exponential moving average trend filter with a three-candle fair value gap and a volume-backed candle imbalance. Long setups require the prior close above both EMAs, a bullish gap of at least the…

Indicadores técnicosRutura de níveisMomentumGestão do risco
Strategy library

This document presents a two-exchange Bitcoin spot strategy that monitors account balances and top-of-book prices, then places paired orders when the observed cross-exchange spread meets a threshold. The threshold varies with a measure of how much trading…

CriptoativosMercados à vistaArbitragemExecução
Strategy library

This document describes a short-term strategy that combines a Donchian channel trend state, a Hull moving average direction signal, and HalfTrend as an additional filter. Its overview frames the approach for 15-minute trading: channel breakouts indicate…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

This strategy combines Ichimoku components to define directional entries. It uses the Tenkan-Sen and Kijun-Sen relationship, the current close relative to the projected Cloud, and the Chikou Span’s comparison with price from an earlier bar. A bullish setup…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy enters when a Supertrend direction change coincides with a rate-of-change filter showing sufficient movement. The Supertrend bands are based on ATR, and the ROC calculation is smoothed with an exponential average. The default inputs shown are a…

FuturosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This long only strategy combines trend, momentum, strength, and volume conditions for entries. It requires the 50 period EMA to be above the 200 period EMA and price to be above both averages. RSI, calculated over 25 periods, must be rising and between a…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This strategy smooths stochastic %K and %D values with exponential moving averages, then trades their crossovers in extreme oscillator zones. It enters long when average %K crosses above average %D while average %D is below 20, and enters short when %K…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy generates long and short signals from a band-pass filter, rather than from the Bollinger Band and mean-PB relationship described in the accompanying prose. The code computes a recursive filter from price using fast and slow periods, estimates a…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This trend-following method uses Donchian Channels to enter on breakouts and a channel midpoint to exit. With a 20-period channel, the upper and lower bands represent recent highs and lows; a close above the upper band opens a long position, and a close…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This script describes a swing-trading system for SPY on an hourly chart. A long setup occurs when the 5-period EMA crosses above the 13-period EMA while RSI is above 50. The stated exit combines a reverse EMA cross with a MACD cross and a smoothed stochastic…

AçõesSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy compares an ATR-based volatility series with its simple moving average to choose a market direction. It takes a short position when the smoothed ATR rises above its average and a long position when it falls below, with an optional setting to…

FuturosVolatilidadeIndicadores técnicosGestão do risco
Strategy library

The implemented strategy uses an ATR-based trailing stop to adapt its distance from price as volatility changes. It enters long when the close crosses above that stop while the fast-minus-slow exponential-average spread is low but rising; it enters short…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines short and longer simple moving averages, ATR, RSI, MACD, and volume to create long-entry signals on volatile markets. It requires the fast average to exceed the slow one, the current bar’s range to exceed an ATR multiple, RSI to remain…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This strategy estimates buying and selling pressure from each bar’s close relative to its high and low, then smooths the component volumes with exponential averages. It combines the resulting directional measure with a Bollinger-style band: a breakout in the…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This trend-following system uses Bollinger Bands to enter breakouts while avoiding periods classified as consolidation. The bands use a 20-period moving average and two standard deviations. Consolidation is defined as band width falling below half its own…

Rutura de níveisSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This spot strategy aims to sell a held cryptocurrency when price reaches or exceeds a prior high while MACD is weaker than at the associated earlier peak. It scans recent MACD values for a local maximum that remains dominant over a run of bars, then compares…

CriptoativosMercados à vistaIndicadores técnicosMomentum
Strategy library

This trend-following strategy combines a 10-period and 30-period simple moving average crossover with a Supertrend direction filter. It signals a long when the fast average crosses above the slow average while Supertrend indicates an uptrend, and a short…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This code example shows how to use an option strategy helper to submit a multi-leg straddle order. It first filters the option universe to standard contracts within a selected strike range and expiration window. When the portfolio is not invested, it…

OpçõesAvaliação de derivadosExecução
Strategy library

This strategy enters when price breaks above a prior lookback high or below a prior lookback low. Its published defaults use a 20-bar breakout window and a 14-period ATR. The initial stop distance is set to two ATRs and the take-profit distance to one ATR;…

Rutura de níveisVolatilidadeGestão do riscoDimensionamento de posições
Strategy library

This strategy pairs a stochastic oscillator reversal signal with the Market Facilitation Index (MFI) to decide when to enter or exit. The reversal rule looks for two consecutive rising or falling closes and checks the relative positions of the oscillator’s…

Reversão à médiaIndicadores técnicosEstatísticaTestes históricos
Strategy library

This strategy uses a 21-period Double Exponential Moving Average (DEMA) to identify price direction. A close above the DEMA supports a long entry, while a close below it triggers a short entry. An optional filter requires the MACD histogram to be positive…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy compares a short-period RSI with a longer-period RSI and uses their difference as a momentum signal. With default periods of 21 and 42, it considers a long position when the long-period RSI minus the short-period RSI falls below -5, and a short…

CriptoativosFuturosMomentumIndicadores técnicos