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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
Quantpedia
86 documentos
TqSdk
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 strategy combines Supertrend trend direction with the current candle’s body direction to generate entries. Supertrend bands are based on ATR; the described method enters long during an indicated uptrend when the candle closes below its open, and enters…

FuturosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This strategy uses separate Supertrend calculations for long and short signals, with each direction configurable through its own ATR period and multiplier. A rate-of-change filter further qualifies signals: a long setup requires an upward Supertrend change…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy pairs a weighted moving average with ADX and the positive and negative directional indicators to identify trend conditions. The WMA smooths price data, while ADX acts as a trend strength filter and the relative values of +DI and -DI indicate…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This intraday futures approach uses a 5-period and 20-period weighted moving average crossover for entries, filtered by price relative to a 50-period WMA. A long signal requires the fast average to cross above the slow average while price is above the trend…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses RSI threshold crossings to enter positions and sets stop loss and take profit levels as percentages of the average entry price. A move below the oversold level is intended to open a long position, while a move above the overbought level…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy uses 5-, 10-, and 50-period exponential moving averages to identify directional changes. It enters long when both faster averages cross above the 50-period average, and short when both cross below it. A minimum interval of 30 candles between…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines RSI levels with a moving average of RSI to generate long and short signals. It calculates RSI from recent gains and losses, then compares the indicator with a simple or exponential average. A cross above the average triggers a long…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This automated system uses a 14-period RSI on closing prices. It enters long when RSI crosses above 30 and short when RSI crosses below 70, and only opens a new position when flat. For each position, it sets a fixed price-distance stop of 100 points and a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy builds a zero-lag moving average by adjusting current price with its difference from a lagged price, then applying an EMA or SMA. A score compares the resulting line with values across a lookback range, adding for higher values and subtracting…

CriptoativosIndicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy offers a choice among the Hull Moving Average (HMA), its exponential variant (EHMA), and a triple Hull variant (THMA). It identifies direction by comparing the selected average with its value two bars earlier: a higher current value indicates a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy for JUPUSDT perpetual futures uses a 4-hour RSI below 28 to arm an entry. It adds up to five averaging orders at fixed declines of 2%, 5%, 9.5%, 16%, and 25% from the base entry, with order sizes increasing by roughly 1.8 times per…

CriptoativosFuturosFuturos perpétuosReversão à média
Strategy library

This small order-placement bot waits until it can retrieve a ticker for a newly added trading pair, treating ticker availability as a sign that trading has opened. It then submits a fixed number of limit orders and exits. For buy orders, prices step down…

CriptoativosMercados à vistaExecuçãoMicroestrutura de mercado
Strategy library

This short-term strategy uses the SSL Hybrid indicator’s EXIT levels to generate long and short entries. A close crossing above the lower EXIT level signals a long, while a close crossing below the upper level signals a short. QQE can act as a directional…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This trend-following strategy uses the Ichimoku cloud to define breakout entries. A close above the prior cloud top triggers a long, while a close below the prior cloud bottom triggers a short. The described defaults use conversion, base, and second…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This document describes a staged exit method for managing an existing position. With a 100-point initial stop and profit milestones at 100, 200, and 300 points, the stop moves to breakeven after the first milestone and to the first profit level after the…

FuturosGestão do riscoExecuçãoTestes históricos
Strategy library

This long-only strategy combines Bollinger Bands, MACD momentum, and volume confirmation. It enters when price crosses above the band midpoint with a positive, strengthening MACD histogram, or when MACD crosses above its signal line while price is above the…

Indicadores técnicosMomentumRutura de níveisVolatilidade
Strategy library

This long-only mean-reversion system buys when price crosses below the lower Bollinger Band, using defaults of 20 periods and two standard deviations. It permits up to two concurrent entries by default, sizes each from equity divided by the maximum trade…

FuturosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

This intraday strategy uses MACD crossovers filtered by threshold values to generate long and short signals. It sets an initial take-profit distance of 600 minimum ticks and stop distance of 100 ticks, then moves the stop after price advances 300 ticks from…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses 9-period and 21-period exponential moving averages to set direction: a bullish cross can trigger a long, and a bearish cross can trigger a short. Entries are further conditioned on recent volume relative to the prior five bars, price…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy derives MACD from fast and slow moving averages, using 12 and 26 periods in the described setup, and compares the indicator with separate entry and exit thresholds. A cross above the entry threshold opens a long position; a cross above the exit…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses changes in Supertrend direction to signal long or short trades. Supertrend is based on the Average True Range, with adjustable period and multiplier settings. A volume filter requires current volume to exceed a chosen multiple of its…

AçõesMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This hourly Bitcoin strategy combines a 15-period and 30-period EMA spread with its 9-period EMA signal line. Long entries occur when the spread crosses upward while unusually low relative to its recent 100-bar range; short entries use the reverse crossing…

CriptoativosIndicadores técnicosMomentumGestão do risco
Strategy library

The available excerpt outlines configurable components for a trend-following strategy built around MACD. It sets fast and slow averages and a signal-line length, then offers entry controls for MACD-cross arming, a limited validity window, continuation…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

The strategy compares a fast 10-period simple moving average with a slower 30-period average. A fast-line cross above the slow line signals a long entry, while a cross below signals a short entry. The document also describes stop-loss and take-profit levels…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos