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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 pairs Bollinger Band extremes with a five-period EMA as a filter. It opens a short when the bar opens above the upper band and closes below the EMA, and opens a long when it opens below the lower band and closes above the EMA. The bands use a…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This daily-chart accumulation strategy for GGAL uses moving-average crossovers to add long exposure and close accumulated positions. The script defaults to EMA, with an option for SMA, and uses a 15-period average crossing above a 30-period average for…

AçõesSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy uses price movement and MACD histogram movement to mark directional changes. It calculates fast and slow EMAs from the typical price, derives the MACD histogram, then labels a bar bullish when both its midpoint price and histogram rise from the…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This multi-step trading strategy uses a fast and slow EMA crossover to set direction, then applies RSI thresholds as entry filters. A 14-period ATR determines stop and target distances, and the described sizing rule risks 1% of account equity based on the…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This strategy uses an RSI series and a selected Fibonacci percentage level as a threshold: it holds long when RSI is at or above that level and short when RSI is below it. The description interprets the threshold alongside overbought and oversold conditions…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This script defines long and short conditions using a rolling price range, Fibonacci-style levels, and the sign of a price z-score. The range comes from the highest high and lowest low over an analysis window; price position relative to the midpoint and…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This low-timeframe swing strategy combines RSI, MACD, candle features, and reversal patterns in a weighted scoring system. Separate scores identify potential swing bottoms for entries and swing tops for exits; the document describes a threshold of 13 points…

Indicadores técnicosMomentumReversão à médiaGestão do risco
Strategy library

This strategy seeks upward breakouts by comparing a rolling Donchian low with a weighted moving average of closing prices. It enters long when the Donchian low crosses above the WMA during 2025, and exits at a profit target, on a qualifying cross below the…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy combines a fast and a slow simple moving average with an RSI filter. A fast-average crossover above the slow average can open a long when RSI is below its overbought threshold; a downward crossover can open a short when RSI is above its…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos
Strategy library

The available script excerpt describes a mean-reversion grid strategy built around Bollinger Bands. A long setup follows a move below the lower band and a close back above it; a short setup follows a move above the upper band and a close back below. Both…

Reversão à médiaNegociação em grelhaVolatilidadeIndicadores técnicos
Strategy library

This strategy estimates directional persistence by counting the proportion of candles that close above their open over a lookback window. A share at or above an upper threshold signals a long entry, while a share at or below a lower threshold signals a short…

Seguimento de tendênciasRutura de níveisEstatísticaFuturos
Strategy library

This trend-following method compares a faster exponential moving average with a slower Hull moving average. The implementation enters a long position when the EMA is above the HMA and closes it when the HMA moves above the EMA, provided the open trade is…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy pairs MACD crossovers with a rise in volume relative to the previous bar. A bearish crossover accompanied by increased volume triggers a short entry, while a bullish crossover with increased volume triggers a long entry. Positions use a preset…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This breakout system enters when price closes beyond a prior N-period high or low, provided direction agrees with a long-period RMA trend filter. It also requires ADX to exceed a threshold and be rising, aiming to avoid trades during weak or directionless…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy looks for long entries after price falls substantially below a 50-period exponential moving average, treating the gap as a possible oversold dislocation. It exits a long when the high rises above the EMA and the open position is profitable…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy uses recent trading volume to define an adaptive range and flags a potential breakout when the current volume establishes a new high for that range. Candle direction determines whether the signal is long or short: an up candle accompanies a…

FuturosRutura de níveisIndicadores técnicosMicroestrutura de mercado
Strategy library

This strategy combines a T3 smoothed moving average with an ATR trailing stop to identify directional moves. It signals a potential long when price crosses above the ATR stop and a potential short when price crosses below it, with an additional requirement…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The document explains a trend-following system that switches between bullish and bearish states when price crosses trailing bands built from a price source and an ATR measure. The bands use a configurable ATR period and multiplier; the calculation can use…

Indicadores técnicosSeguimento de tendênciasVolatilidadeFuturos
Strategy library

The described approach looks for bullish hammer candlesticks and uses MACD to qualify entries and exits. Its stated rule is to enter long when a hammer appears during a bullish MACD backdrop, then close when MACD turns bearish. The text also discusses…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This document presents a long-only averaging strategy for the INJ perpetual market. It arms an entry when the four-hour RSI falls below its configured oversold threshold, then places up to five additional buy orders at fixed percentage declines from the base…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This script describes an intraday futures setup for ES and NQ. It tracks the prior day's high and low, premarket extremes, and the first half-hour opening range. During the New York morning session, it scores failed breaks of these levels: a long requires…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This document outlines a configurable RSI strategy that takes positions around overbought and oversold thresholds. In its normal mode, it goes long above the overbought level and short below the oversold level; a flipped mode reverses those directions. An…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

The strategy uses the Ichimoku Kijun-Sen as a baseline, ATR to set stop distance, and Williams %R as an optional confirmation filter. A long signal occurs when a bar opens below and closes above the Kijun-Sen; a short signal is the reverse. Williams %R…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines seven volume-oriented measures: OBV, the accumulation/distribution line, Chaikin Money Flow, Money Flow Index, VWAP, a volume oscillator, and volume RSI. It counts bullish and bearish indications and acts when more than four agree. The…

Indicadores técnicosMomentumSeguimento de tendênciasFuturos