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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 algorithm demonstrates a basic index-option bull call spread workflow. It subscribes to SPY and the SPX index, then selects weekly SPX options within a bounded strike range and a specified expiration window. When the portfolio has no existing option…

OpçõesAvaliação de derivadosExecuçãoMercados dos EUA
Strategy library

This strategy combines a TRIX zero-line cross with filters intended to favor directional markets. It calculates TRIX from three successive exponential moving averages, then checks whether TRIX crosses zero with a minimum slope. Long and short signals can be…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy uses the Ichimoku Cloud’s Leading Span B as a price threshold. It enters a long position when the close crosses above the line and closes that position when the close crosses below it. The described indicator uses standard conversion, base,…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

The Custom Signal Oscillator creates a signal by subtracting one user-selected input series from another. When the resulting oscillator crosses above zero, the strategy opens a long position; a cross below zero opens a short unless long-only mode is enabled,…

Indicadores técnicosFuturosMomentumTestes históricos
Strategy library

This trend-following system calculates a double exponential moving average, then normalizes it using a moving baseline and standard deviation bands. A long setup requires the normalized reading to clear an upper threshold and price to remain above the upper…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy combines comparisons between recent closing prices with a candle body-to-range measure to generate long entries and exits. A configurable delta changes the thresholds applied to successive closes. A long entry occurs when both recent…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy smooths price momentum in successive stages, then compares the resulting line with an exponential moving average signal line. An upward crossover triggers a switch toward a bullish leveraged ETF, while a downward crossover switches toward an…

AçõesSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This trend-following method uses two moving averages to establish direction and a momentum measure to signal when to exit. Its example defaults to short Hull moving averages, entering long when the fast average crosses above the slow one and short when it…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy combines fast and slow moving average crossovers with RSI confirmation. A bullish crossover can open a long position when RSI is below 50, while a bearish crossover can open a short position when RSI is above 50. Optional volume and ATR…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This short-term strategy uses changes in candle highs and lows to track price movement, while moving-average signals help set the trading direction. It records recent extremes as levels and uses those levels to place conditional long and short orders. The…

FuturosIndicadores técnicosRutura de níveisDimensionamento de posições
Strategy library

This strategy seeks bullish and bearish reversals by requiring confirmation from several technical measures. It combines RSI divergence, Bollinger Band levels, ADX and directional indicators, volume relative to its moving average, and ATR-based risk…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This strategy treats a large one-day price change as a possible continuation signal. It computes the absolute change in closing price and compares the signed move with the prior bar’s average true range multiplied by a configurable factor. A rise beyond that…

CriptoativosFuturosMomentumRutura de níveis
Strategy library

This trend-following system uses a short and long exponential moving average crossover to signal direction, with the Relative Strength Index as a confirmation filter. A long signal occurs when the short average crosses above the long average while RSI is…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines periodic accumulation with a filter intended to identify the end of a short-term decline. It counts hourly bars toward a monthly interval, then permits a long entry when the count threshold is reached and the difference between the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy generates long and short signals from crossovers between a Hull-style trend indicator and Bollinger Bands. It goes long when the Hull line crosses above the lower band and short when it crosses below the upper band. The document presents the…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This trend-following system combines Supertrend direction with a 44-period exponential moving average. It enters long when price crosses above the EMA while Supertrend indicates an uptrend, and short when price crosses below it during a downtrend. The stated…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This directional strategy pairs MACD crossovers with an 18-period EMA. It opens a long position when MACD crosses above its signal line while price is above the EMA, and opens a short position on the opposite crossover when price is below the EMA. The script…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines a 13-period and 21-period exponential moving average with RSI and relative strength versus a benchmark. Long entries are described as requiring an upward EMA relationship or price above the shorter EMA, RSI above 60, and positive…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This intraday strategy calculates a central pivot point and first support and resistance levels from the previous session’s high, low, and close. It enters when a bar’s open and close cross a selected reference level, which can be the pivot, prior-day high…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This intraday strategy combines fast and slow exponential moving average crossovers with an RSI filter and ATR-based exits. A bullish crossover can initiate a long when RSI is below its overbought threshold; a bearish crossover can initiate a short when RSI…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy seeks gains from overnight price gaps by entering near the end of a session and checking for a profitable exit shortly after the next open. It filters entries with a long-term moving average, buying only when price is above that trend measure.…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This document outlines a mean-reversion strategy using Bollinger Bands. It describes a 20-period simple moving average as the center line and bands two standard deviations away. A move below the lower band triggers a long entry, while a move above the upper…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This document describes a JavaScript trading utility that monitors Binance announcement pages for new delisting notices. It parses the announced coin symbols, checks account balances and open orders, cancels matching orders, then repeatedly attempts to sell…

CriptoativosExecuçãoMicroestrutura de mercado
Strategy library

This indicator marks swing highs and lows, labels their sequence as higher highs, higher lows, lower highs, or lower lows, and associates pivots with selected candlestick patterns: hammer, inverted hammer, bullish engulfing, hanging man, shooting star, and…

CriptoativosFuturosIndicadores técnicosReversão à média