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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 strategy looks for a large candle followed by a candle in the opposite direction. It measures candle body size and full high-to-low range, then compares those values with rolling RMA averages over a lookback period. A prior bearish candle can set up a…

Reversão à médiaIndicadores técnicosVolatilidadeFuturos
Strategy library

The document explains a trend-following method that compares a short-period moving average with a long-period one. An upward crossover signals a long entry, while a downward crossover signals an exit or short entry. It gives a five-day and fifteen-day…

Seguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This reversal approach pairs a Super Trend line, built from price and ATR bands, with a transformed and smoothed RSI. The source scales RSI around its midpoint, applies a five-period weighted moving average, and transforms the result with a hyperbolic…

Indicadores técnicosReversão à médiaVolatilidadeFuturos
Strategy library

This Pine Script toolkit demonstrates risk-management methods around a fast and slow EMA crossover strategy. A bullish crossover opens a long, while a bearish crossover opens a short or exits the long. The script describes four ways to set initial…

Indicadores técnicosGestão do riscoSeguimento de tendênciasDimensionamento de posições
Strategy library

The excerpt presents the setup for a TradingView strategy called Session Breakout Scalper Trading Bot. Its visible configuration uses percent-of-equity sizing, disables pyramiding, and sets initial capital and trading costs in the strategy declaration. It…

Rutura de níveisDimensionamento de posiçõesExecuçãoTestes históricos
Strategy library

This introductory Turtle-style system uses Donchian channels to generate trend-following entries. A break above the entry channel triggers a long position, while a break below it triggers a short position; channel breaks in the opposite direction close…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

The document introduces a Pine Script strategy named Parallax Covenant and shows its initial setup and configurable regime-engine inputs. These include Ichimoku-style Tenkan, Kijun, and Span B lengths, average candle-body measures, and band thresholds…

Indicadores técnicosEstatística
Strategy library

This strategy combines fair value gap structure with a moving-average trend filter and volatility-aware trade management. It identifies price gaps, looks for a reversal that inverts the gap, and uses the relative position of shorter and longer simple moving…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy smooths recent price changes to estimate volatility, then uses that estimate to create a range filter around price. The filter advances when price moves beyond a volatility-scaled distance, while the band width is determined by the smoothed…

VolatilidadeRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines several order flow concepts to identify possible trend starts and reversals. It calculates Delta by assigning volume to rising or falling candles, identifies volume concentration and buy/sell imbalances, and looks for consecutive…

Microestrutura de mercadoIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy combines a fast and slow exponential moving average crossover with a MACD line and signal-line crossover. It enters long when both cross upward and short when both cross downward. Average true range sets stop-loss and take-profit distances…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

Quickie is a five-minute long strategy intended to capture momentum while closing trades quickly and limiting losses. Entries require ADX above 30, a rising nine-period TEMA below the middle Bollinger Band, and the close below the 200-period SMA. Exits…

MomentumIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This long-only strategy uses Ichimoku cloud conditions to identify an upward trend and time entries. It requires the first leading line to be above the second, the close to cross above the first line, and a bullish candle. An optional EMA filter requires the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a Jurik moving average with the relative strength index to create directional signals. The described rule enters long when the JMA crosses above the RSI and short when it crosses below; exits can follow a reverse cross or a price-based…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This long-only XAUUSD strategy builds an opening range from 13:00 to 14:00 UTC, then looks for a close above that range during a defined New York entry window. The signal also requires a bullish candle and volume above 1.5 times its 20-bar average. It limits…

Matérias-primasRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This chart strategy combines Bollinger-style bands with a custom trend line. The bands use an exponential moving average and a standard-deviation width based on a 30-bar lookback. The source records prices when the input crosses a band, then uses those…

Indicadores técnicosReversão à médiaSeguimento de tendênciasFuturos
Strategy library

This strategy uses K-nearest neighbors to classify the current market state from similar historical observations. Users can choose a price-derived input, such as HL2, VWAP, or a moving average, and a target such as price action or volatility. The directions…

Aprendizagem automáticaSeguimento de tendênciasEstatísticaIndicadores técnicos
Strategy library

This oscillator strategy uses the Chande Momentum Oscillator to signal potential reversals. It calculates CMO over three lookback periods, takes the average of their absolute values, and compares the result with upper and lower thresholds. The described…

Reversão à médiaIndicadores técnicosMomentumFuturos
Strategy library

This long-only trend-following method combines a 200-period moving average, custom Bollinger Bands, a weighted moving-average True Strength Index, and ADX. The stated entry setup requires price above the long-term average, repeated closes above the upper…

AçõesSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This script combines a fast and slow EMA crossover with two filters. A long signal requires the fast EMA to cross above the slow EMA, the hourly close to be above its hourly EMA, and the current close to be above VWAP. Shorts require the inverse conditions:…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

The document introduces a strategy combining MACD, a 200-period exponential moving average, and pivot-based support and resistance. The visible code defines a long signal when MACD crosses above its signal line below zero while price is above the EMA. A…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses exponential moving averages to calculate MACD and its signal line. Its stated approach combines a MACD crossover with a configurable threshold for long entries, then closes a position after a qualifying crossover when the signal line is…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy uses a moving average, set to a 200-period length by default, as a trend reference for BankNifty futures. It looks for price movement across the average and opens a long or short position after a candle interaction with the line followed by a…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend strategy combines two MACD calculations with a simple price-momentum ratio and Stochastic RSI. The faster MACD’s difference from its signal line and the second MACD’s corresponding value must agree in direction; the price ratio provides another…

CriptoativosFuturosSeguimento de tendênciasMomentum