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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy combines a four-candle 1-2-3 reversal setup with moving-average trend filters and MACD momentum confirmation. A long signal requires a bullish first candle, a bearish second candle, a third candle closing above the first candle’s close, and a…

Indicadores técnicosMomentumTestes históricosFuturos
Strategy library

This intraday strategy records the highs and lows observed during a user-selected session, then enters long when the close crosses above the recorded high or short when it crosses below the low. It permits only one open position at a time. Stop levels are…

Rutura de níveisIndicadores técnicosGestão do riscoExecução
Strategy library

This example demonstrates how an algorithm can load a changing equity universe from custom daily data. A custom data class reads a ranked list of NYSE gainers, assigns each symbol a rank, and passes the records to a universe-selection function that keeps the…

AçõesMercados dos EUAMomentumExecução
Strategy library

This strategy uses a fast RSI to identify possible oscillating conditions and candle body size to filter entry signals. It calculates RSI with separate upward and downward periods, then treats readings above 70 or below 30 as qualifying zones. A trade signal…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

VADER is a technical indicator that combines bar-to-bar price movement with volume to estimate directional buying and selling pressure. It treats the price change relative to a recent bar range as displacement, scales that measure by a chosen volume…

Indicadores técnicosFuturosMomentumEstatística
Strategy library

This strategy combines RSI, MACD, Bollinger Bands, volume, and a moving-average trend check. Each component is classified as bullish or bearish, and the system enters a long or short position when at least three of the five conditions agree. The described…

Indicadores técnicosMomentumSeguimento de tendênciasVolatilidade
Strategy library

This strategy smooths the Commodity Channel Index with an exponential moving average and uses the smoothed value to generate directional signals. The document explains CCI as a measure of price deviation from its moving average. It describes entering long…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This trend-following system uses a fast and slow exponential moving average to set directional bias, then waits for price to return near the fast average before entering. The accompanying description gives periods of 200 and 800 for the averages, a 0.2%…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses the difference between closing price and a simple moving average as a detrended oscillator. It compares that value with a trigger level: crossing above it sets a long direction and crossing below it sets a short direction. A reverse option…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This strategy combines several trend measures to seek medium- to long-term directional trades. It scores the alignment of moving averages, tracks recent highs and lows over a lookback window, and can optionally apply conditions based on yearly highs and…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This multi-symbol expert advisor uses Commitments of Traders data to generate directional currency signals, with an optional Supertrend filter. It fetches two selected COT report classes and modes, queries positioning and changes in positions, and derives…

CâmbioFuturosSentimento de mercadoIndicadores técnicos
Strategy library

This document describes a strategy that alternates between long and short entries on successive bars, using bar parity rather than a market breakout condition to choose direction. Its narrative frames the approach as holding both sides so a move in either…

FuturosRutura de níveisSeguimento de tendênciasExecução
Strategy library

This open source strategy targets long positions in MCX silver using momentum signals calculated on a configurable timeframe. Its indicators include volume weighted average price, rate of change, and a standard deviation band. Optional entry filters require…

Matérias-primasFuturosMomentumIndicadores técnicos
Strategy library

This example demonstrates staged trade management after a position opens. Its sample entry is a crossover of 14- and 28-period simple moving averages. Profit thresholds and the initial stop are expressed as percentages of the average entry price and…

Gestão do riscoExecuçãoIndicadores técnicosDimensionamento de posições
Strategy library

This strategy combines moving-average signals with an ATR-based stop. It enters a long position when price crosses above the slow SMA and exits when price crosses below the fast SMA. The described defaults use a 14-period fast SMA, a 100-period slow SMA, and…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This intraday-oriented strategy uses a 9-period exponential moving average and VWAP to generate directional entries. It goes long when the EMA crosses above VWAP and short when it crosses below. The script calculates ATR, then sets trailing exits using an…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This system identifies support and resistance from recent pivot highs and lows, then looks for either breakouts or reversals near those levels. Long setups include a move above resistance or a rejection at support; short setups include a move below support…

Indicadores técnicosRutura de níveisReversão à médiaGestão do risco
Strategy library

This strategy seeks reversals when the stochastic oscillator reaches asymmetric extreme zones: a K-line crossover above the D-line below the oversold threshold can trigger a long, with a corresponding short setup near the overbought boundary. It uses fixed…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This small Lean algorithm example shows how to configure a range consolidator to receive tick-resolution data. It subclasses a shared range-consolidator algorithm, sets the range parameter to five, selects tick resolution, and limits the example run to a…

ExecuçãoMicroestrutura de mercadoNegociação de alta frequência
Strategy library

This indicator tracks price deviations from a central level using thresholds that expand by successive Fibonacci values. The threshold can be set as a manual distance or as a multiple of the 200-period Average True Range. As price moves farther from the…

Indicadores técnicosVolatilidadeSeguimento de tendênciasFuturos
Strategy library

This script treats a bullish engulfing pattern as a possible long signal. The pattern consists of a down candle followed by an up candle whose real body contains and exceeds the prior candle’s body, subject to a minimum prior-body size. When the conditions…

Indicadores técnicosTestes históricosReversão à médiaGestão do risco
Strategy library

This strategy combines Bollinger Bands, which reflect price dispersion, with an exponential moving average used to gauge trend direction. It enters long when the close crosses above the EMA and is above the upper band, and short when the close crosses below…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This educational script identifies doji candles by comparing the open and close, with an input that sets the maximum body size. It associates a doji with a directional condition based on whether the current close is below or above the close from two bars…

Indicadores técnicosTestes históricosReversão à médiaGestão do risco
Strategy library

This short-only strategy aims to fade an extended run of bullish Heikin Ashi candles. It combines a streak condition on a selectable Heikin Ashi timeframe with an RSI filter on a separate timeframe to identify possible short entries. The script describes a…

CriptoativosIndicadores técnicosReversão à médiaGestão do risco