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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
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 short-term strategy uses the Stochastic Momentum Index (SMI) to identify price extremes, with two lookback settings and moving-average smoothing intended to filter signals. The document explains that the indicator compares closing price with the recent…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines a 10-period exponential moving average (EMA), a 20-period simple moving average (SMA), and MACD to seek long entries during possible trend reversals. It enters when the EMA is above the SMA while the MACD line has crossed above its…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

The document presents a Bitcoin perpetual futures strategy intended for one-hour charts, combining signals across daily, four-hour, and hourly timeframes. Its stated entry framework uses a daily EMA trend filter, four-hour RSI, and hourly RSI, MACD,…

CriptoativosFuturos perpétuosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a smoothed trend estimate from a time-series decomposition filter with volume-weighted price, Bollinger Band position measures, and a change in the difference between OBV and PVT. It compares Bollinger %B readings for price and the…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This document outlines a trend-following system that uses crossovers between shorter and longer moving averages. Its stated example enters long when the 8-period average crosses above the 13-period average and enters short when it crosses below. The source…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy combines a MACD crossover with a simple moving average filter. It enters when the MACD line crosses above its signal line, the MACD line is above zero, and the close is above the moving average. It exits when the close falls below…

FuturosCriptoativosMomentumSeguimento de tendências
Strategy library

This strategy plots Hull moving averages with periods 21, 233, and 377, then uses the shorter and intermediate averages to generate directional signals. A long entry occurs when the 21-period HMA crosses above the 233-period HMA; a short entry is triggered…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses two zero-lag EMA lines, with lengths set to 5 and 34, to identify trend changes. It enters long when the faster line crosses above the slower one and short when it crosses below. It also allows entries when price crosses the faster line in…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following strategy uses an ATR-based trailing line to adapt the stop distance to recent volatility. Price crossing the stop establishes a directional state, while the trading code generates entries when price crosses that trailing line. The price…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This script outlines a session breakout system that tracks the high and low of an Asian trading window, then evaluates trades during a separate trading window. Its visible settings allow long-only, short-only, or two-sided trading, optional end-of-day…

Rutura de níveisGestão do riscoDimensionamento de posiçõesIndicadores técnicos
Strategy library

This strategy builds a trailing trend line from pivot points and an ATR range, then combines it with directional and trend-strength checks. In the supplied code, a long entry requires price above the trailing line and a simple moving average, along with ADX…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy combines a T3 smoothed average with a three-bar bearish candle pattern to time short entries. The T3 line is built from six successive exponential moving averages and weighted coefficients. The described rule requires price to be above the T3…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This stock trend strategy adapts channel boundaries to recent volatility. It calculates a 21-day average true range (ATR) and recent high and low values, then offsets the channel edges inward by three times ATR. A signal is produced when price crosses a…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This averaging strategy identifies pivot lows as support references and looks for price to fall below a reference level while relative volume exceeds a threshold. If a position is open and floating loss reaches a configured level, it adds further long…

Dimensionamento de posiçõesGestão do riscoIndicadores técnicosTestes históricos
Strategy library

This price-action strategy looks for a three-bar Horn structure and waits for a fourth confirmation bar to break beyond the preceding pattern. A bullish setup uses a higher middle low, bullish outer bars, and a bullish confirmation close above the pattern…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This long-only strategy uses a 13-period and a 26-period simple moving average to identify crossovers. It opens a long position when the faster average crosses above the slower one. It closes the position when the averages cross in the opposite direction or…

Indicadores técnicosSeguimento de tendênciasTestes históricosFuturos
Strategy library

This strategy combines trend strength, momentum, and price relative to VWAP to generate long and short signals. It uses ADX above 25 as a trend filter, RSI and Stochastic RSI extremes to identify momentum conditions, and requires price below VWAP for a long…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This proposed long strategy classifies conditions as trending, volatile, or consolidating using ATR, its smoothed average, and price distance from a 200-period simple moving average. It then combines a 10-period EMA crossing a 30-period SMA with MACD and…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This long-only trend-following system uses a 9-period simple moving average and a 50-period simple moving average. A bullish crossover opens a position, while a bearish crossover closes it. The strategy requires the 14-period RSI to be above a threshold, set…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy combines Parabolic SAR with an EMA to determine direction and qualify entries. SAR above price indicates a bearish state, while SAR below price indicates a bullish state. It proposes entering long when price is above the EMA in a bullish state…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This indicator combines the Ichimoku Kijun-sen with an exponential moving average to produce directional crossover signals. The Kijun-sen is calculated as the midpoint of the highest high and lowest low over its lookback period; the example uses 26 periods.…

Indicadores técnicosSeguimento de tendências
Strategy library

This strategy compares the averages of fast and slow moving-average ribbons to identify directional changes. The described configuration uses a five-day EMA and a 25-day WMA for the fast ribbon, and a 28-day EMA and a 72-day WMA for the slow ribbon; crossing…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy script combines several indicators to define long and short entries on a selected symbol and timeframe. It uses a MACD line and signal-line crossover, then filters signals with ADX strength, price relative to a moving average, RSI relative to…

CriptoativosIndicadores técnicosMomentumGestão do risco
Strategy library

This futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open, negative when it closes below, and zero when unchanged. It distributes those values across price bins within the chart…

FuturosMicroestrutura de mercadoExecuçãoGestão do risco