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 compact trading demo uses a 30-period moving average to determine direction. When a completed bar closes above the average, it enters or switches to a long position; when the close falls below the average, it enters or switches to a short position. The…

Seguimento de tendênciasIndicadores técnicosExecuçãoGestão do risco
Strategy library

This document presents a passive benchmark: invest nearly all available equity once, on the first bar at or after a chosen start date, then maintain the position through the selected period. The strategy has no indicators, timing signals, or response to…

Testes históricosGestão do riscoDimensionamento de posições
Strategy library

The document presents a short-term reversal concept built around recent pivot highs and lows. Its description says to short when price breaks above a pivot high and go long when price breaks below a pivot low, with a stop loss after entry. It also recommends…

Reversão à médiaRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This example explains how to scale trade size according to a strategy’s own equity curve. It offers two ways to define a drawdown phase: compare a fast equity moving average with a slower one, or compare current equity with the slow average. When the…

Gestão do riscoDimensionamento de posiçõesTestes históricosFuturos
Strategy library

The document describes a band-breakout approach using a 50-period simple moving average and bands set 2.5 standard deviations above and below it. A close crossing above the upper band triggers a long entry; a close crossing below the lower band triggers a…

Matérias-primasRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This strategy compares moving averages of bar opens and closes to generate long entries and exits. It offers five average types—EMA, SMA, RMA, WMA, and VWMA—and a configurable lookback. A close-price average crossing above the open-price average signals…

CriptoativosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This strategy uses positive and negative directional indicators to select long or short exposure. The indicators are calculated from smoothed directional movement divided by smoothed true range. A configurable spread threshold filters small differences: the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This scalping method uses an 8-period RSI and a 13-period average-volume filter. Long signals can come from strong upward RSI momentum, a rebound from oversold territory, or a cross back above the oversold level; short signals use corresponding bearish…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This document describes a stock-oriented reversal approach that combines a short-period RSI with a long-term EMA filter. It identifies oversold conditions below 25 and overbought conditions above 80, then looks for price movement through the EMA in the…

AçõesReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This note explains a MACD crossover strategy built from a fast EMA, a slow EMA, and an EMA signal line. A DIF cross above DEA opens a long position; a cross below closes the long and opens a short. The MACD histogram is also calculated and displayed, but the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy constructs Renko-style price movements using a selectable brick assignment method: ATR, a fixed traditional value, or a fraction of price. It can derive the direction from close, open and close, or high and low data, and uses volume to assess…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This strategy uses major and minor Leledec exhaustion signals to identify possible local price extremes. Its indicator counts successive comparisons between the current close and a prior close. A major bullish signal follows a sufficiently long sequence of…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a long-term simple moving average with MACD and Stochastic RSI to define momentum breakout entries. It calls for a long position when price crosses above the moving average while MACD is positive and StochRSI is above its bullish…

MomentumRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This brief example shows how to use TA-Lib’s three black crows candlestick recognizer on market bars. The program scans the returned pattern values for the bearish pattern code and checks whether its index is the final bar in the current record set. On…

CriptoativosMercados à vistaIndicadores técnicosExecução
Strategy library

This document describes a trend-following strategy built from eight exponential moving averages with periods from 20 to 55. The ribbon is displayed as a set of lines, while trade signals come specifically from the shortest and longest averages: crossing…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This technical strategy uses a short and a long exponential moving average crossover as its actual order trigger: a cross upward opens a long position, and a cross downward opens a short position. It also plots RSI, Bollinger Bands, Supertrend, and VWAP to…

Seguimento de tendênciasIndicadores técnicosMomentumVolatilidade
Strategy library

This proposed short-term DAX strategy combines candle strength, a moving-average trend filter, an ATR-based volatility condition, and a consolidation filter. It takes long or short positions when a strong candle aligns with trend and other filters, while a…

FuturosMomentumSeguimento de tendênciasVolatilidade
Strategy library

The strategy combines Bollinger Bands and Keltner Channels to identify volatility compression and expansion, then uses a linear-regression momentum value to choose trade direction. It enters when the squeeze state ends and momentum points up or down, with an…

CriptoativosFuturosMomentumRutura de níveis
Strategy library

This strategy uses a smoothed Stochastic oscillator to identify potential overbought and oversold entries, with a 200-period simple moving average serving as a trend filter for additional entry conditions. The description also presents an AI signal as a…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines a fast and slow EMA crossover with RSI and ADX filters to enter long or short positions. RSI thresholds screen potential entries, while an ADX reading above a specified level is used to require stronger trend conditions. ATR sets stop…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This partial strategy listing describes a SOLUSDT system configured to trade with full-equity sizing, commission and slippage assumptions, and no pyramiding. Its inputs are grouped around a confidence and momentum core, trend filters, sniper bias, signal…

CriptoativosIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines RSI, moving averages, and Bollinger Bands to seek reversal entries while filtering signals by trend and price location. It describes a long entry when price crosses above a long-term average while RSI is very low, and a short entry…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

The visible portion of this TradingView strategy defines configurable Asia, London, and New York sessions, with switches to enable trading in each. It computes an exponential moving average and average true range, and draws session boxes whose color reflects…

Indicadores técnicosVolatilidadeGestão do riscoExecução
Strategy library

This strategy generates directional signals from the crossover of two configurable moving averages. Traders can choose simple, exponential, weighted, or relative averages and set a separate period for each. A cross of the faster average above the slower one…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos