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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

The strategy combines a long-term EMA with a short-term EMA to enter long positions on a pullback. It requires the close to be above the long EMA but below the short EMA, with no open position. The supplied defaults are 75 periods for the long EMA and 9 for…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses an EMA as the middle of a Keltner Channel and sets the upper and lower bands by adding or subtracting a multiple of ATR. It opens a long position when the close falls below the lower band, then exits when the open is above the upper band.…

FuturosCriptoativosIndicadores técnicosVolatilidade
Strategy library

This script trades both directions using a crossover between a 5-period and a 13-period exponential moving average of closing prices. When the faster EMA crosses above the slower EMA, it closes any short position and enters long. When the faster EMA crosses…

Seguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This long-only strategy combines trend strength, directional movement, and momentum on hourly candles. It calculates ADX with a 14-period setting, plus and minus directional indicators with 25-period settings, and 14-period momentum. A long entry requires…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy uses a short and long EMA crossover to signal long and short positions, with default lengths of 9 and 21 periods. After entry, it tracks the favorable price extreme and places a trailing stop a configurable percentage away. The document also…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This ETH futures strategy combines SSL-style moving-average channels with Stochastic RSI. It defines a baseline and separate continuation and exit channels, with selectable moving-average types and configurable lengths. Long entries require price to cross…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This BTC futures strategy uses 38-period and 62-period exponential moving averages to define trend direction. When the faster average is above the slower one, a long setup occurs as price crosses back above the fast average; the reverse condition defines a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses separate EMA pairs for long and short entries and exits, with long-term EMA filters to gate entries. A bullish crossover of the long-entry pair can open a long when price is above its long-term EMA; a bearish crossover of the short-entry…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses the midpoint of the highest and lowest closing prices over a 30-bar window as a channel center, then classifies trend from price lows or highs relative to that level. In an uptrend it can signal short entries on bearish candles; in a…

FuturosIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This script outlines a trend-following strategy for Solana that combines Supertrend direction, an ADX threshold, and Heikin-Ashi candle direction. It opens a long position when Supertrend indicates an uptrend, ADX exceeds its configured minimum, and the…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines five simple moving averages with a stochastic oscillator to generate long and short signals on BTC futures. A long entry requires the 10-period average to cross above both the 5- and 6-period averages while %K crosses above %D. A short…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This framework separates broad market direction from trade timing. It estimates the higher-timeframe trend with an exponential moving average (EMA), then looks for fast and slow EMA crossovers on the chart timeframe in the same direction. Long entries…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines a price momentum condition with a SuperTrend direction change to qualify entries. Momentum is measured as the difference between the current price and its value at a prior lookback, then checked for positive or negative change over one…

Indicadores técnicosMomentumSeguimento de tendênciasFuturos
Strategy library

This daily-chart strategy uses the KDJ oscillator to open long positions when its J component is above both K and D, and it does not initiate short trades. At entry, it calculates position quantity from a stated risk allocation and places a stop at a…

Indicadores técnicosMomentumGestão do riscoDimensionamento de posições
Strategy library

This document describes an EMA-based trend indicator that plots several moving averages with different lookback periods. The accompanying code defines a bullish trend around the shortest EMA crossing above the longest and a bearish trend around the reverse…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy uses average true range (ATR) to decide whether volatility is elevated and the relative strength index (RSI) to choose directional entries. When flat, it compares the latest ATR with an average of recent ATR values; if ATR is higher, an RSI…

Indicadores técnicosVolatilidadeMomentumGestão do risco
Strategy library

The strategy description presents a combination of exponential moving averages, Bollinger Bands, and MACD. It outlines short, medium, and long EMA calculations, volatility bands based on a rolling price standard deviation, and MACD settings. The stated idea…

Indicadores técnicosMomentumVolatilidadeFuturos
Strategy library

This long-oriented strategy combines a 200-day simple moving average for broad market direction with a 20-day exponential moving average, MACD, and Ichimoku cloud conditions for entries and exits. In the described logic, signals require agreement among…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy uses a fast and a slow moving average to generate directional signals when they cross. It allows users to choose from several moving average types and set separate timeframes and lengths. The fast average is intended to use the chart timeframe…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This long-only averaging strategy for POL perpetuals arms an entry when the 4-hour RSI falls below a configured oversold threshold. After a base order, it places five additional orders at fixed percentage declines from the base entry, with order sizes…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This trend-following method uses ATR to create upper and lower SuperTrend bands around a chosen price source. Its trend state changes when price crosses the prior band: a move above the upper boundary signals an uptrend and a buy, while a move below the…

Seguimento de tendênciasIndicadores técnicosVolatilidadeCriptoativos
Strategy library

This long-only trend-following system uses the Williams Alligator’s smoothed moving averages, calculated from the midpoint of each bar’s high and low. It enters when the shorter Lips line crosses above the longer Jaw line, and exits when Lips crosses back…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This XAUUSD strategy combines a 100-period simple moving average (SMA) trend filter with a crossover between 15- and 45-period SMAs for entry timing. Long entries require price above the trend SMA and a fast-SMA crossover above the slow SMA; shorts use the…

Matérias-primasSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy seeks continuation trades after a strong directional candle, defined by its body exceeding a multiple of the 14-period Average True Range. It records that candle’s extreme and waits for a pullback that holds above the low for a bullish move or…

Seguimento de tendênciasRutura de níveisVolatilidadeGestão do risco