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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 combines three indicators to filter entries: price relative to EMA200 defines the broad market direction, a 55-period Hull moving average supplies a faster directional check, and MACD crossovers trigger trades. Long entries require price above…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This document describes a basic trend-following system that uses Supertrend, an ATR-based band derived from the midpoint of the high and low. Its Factor parameter sets the band width, while Pd sets the ATR lookback. The strategy enters long or short when…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy uses five EMAs, with periods of 12, 144, 169, 576, and 676, to define aligned bullish or bearish trends. It looks for price interaction with EMA144 and a close on the appropriate side of EMA169 to trigger entries. Additional positions can be…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This document describes a configurable strategy generator that can combine EMA, RSI, Stochastic, MACD, and ADX conditions. Users can enable or disable indicators and adjust their parameters; the described logic requires the selected conditions to align…

FuturosIndicadores técnicosTestes históricosGestão do risco
Strategy library

This strategy combines an EMA-based direction signal with an Awesome Oscillator-derived signal to trade in the direction of their agreement. The description specifies a fast EMA crossing a slower EMA to indicate trend direction, while a change in oscillator…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines Bull Bear Power, calculated from price extremes relative to an exponential moving average, with adaptive statistical thresholds. It estimates the BBP series’ mean, standard deviation, skewness, and excess kurtosis. A normal quantile…

CriptoativosEstatísticaReversão à médiaVolatilidade
Strategy library

This strategy uses MACD to seek long entries when momentum is weak, aiming to benefit from a rebound. Its description says to enter when MACD is below its signal line and below a negative threshold, then exit after the lines cross upward. The supplied…

CâmbioReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This Hummingbot strategy framework manages multiple controllers and their executors, with controls for controller-level and global drawdown. It tracks each controller’s peak reported profit and stops that controller when its decline exceeds a configured…

Gestão do riscoExecuçãoFuturos
Strategy library

This Python position-management utility wraps exchange operations for futures trading. It initializes a symbol and contract, rounds prices to the configured tick size, reads order-book depth, and selects quote prices using rules based on the bid-ask spread.…

FuturosExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This long-biased trend strategy combines directional movement with a Keltner Channel. It looks for +DI to exceed a threshold, then buys when price moves from within the channel to above its upper band; an optional ribbon filter checks whether the EMA is…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This document describes a price-based trailing stop that updates from recent candle highs, lows, and closes. It defines separate offset distances for long and short positions. When price crosses the prior stop, the rule can reset the stop around the close;…

FuturosIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines volatility-adjusted MACD, Fibonacci retracement levels, and signals from multiple timeframes to frame entries around trends and pullbacks. MACD-V is calculated on a shorter timeframe, while recent highs and lows on a higher timeframe…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy uses ATR-based bands to track market direction and signal changes between bullish and bearish trends. It calculates a volatility-adjusted upper and lower band, updates them using prior prices, and switches direction when the close crosses the…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This code example demonstrates how to maintain a rolling history of hourly SPY closing prices and calculate several moving averages with a technical-analysis library. During warm-up, it collects enough observations to fill a window sized from the selected…

AçõesIndicadores técnicos
Strategy library

This breakout approach compares price series sampled at different timeframes, described in the overview as four-hour and daily, and adds candlestick-pattern checks. The stated idea is to align shorter- and longer-horizon direction, then use candle patterns…

Rutura de níveisIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This document outlines a rules-based system combining moving-average crossovers, MACD confirmation, a recent-high resistance level, and RSI-based position management. A bullish entry requires the 10-period SMA to cross above the 30-period SMA while MACD is…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This daily futures strategy calculates positive and negative Vortex Indicator values from rolling sums of directional movement and true range. It enters long when the positive value crosses above the negative value and exceeds a threshold; it enters short on…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following method tracks price relative to levels derived from prior bars on two timeframes. In the example, the longer timeframe is weekly and the shorter one is daily. A long signal requires price to be above both levels, while a short signal…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This TradingView strategy describes a session based approach for gold. It tracks the highs and lows of the Asia, London, and New York sessions in UTC, then uses the low from New York’s final hour as a reference level for the following day. A break below that…

Matérias-primasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This document explains a trend-following strategy that compares short- and long-period simple moving averages. A bullish signal occurs when the shorter average crosses above the longer one; a bearish signal occurs when it crosses below. The supplied…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This document describes a helper for opening and closing futures positions. It sets trade direction, adjusts the quoted last price by a configurable slippage amount, submits an order, and polls its status. If an order remains pending past the timeout, the…

FuturosExecuçãoGestão do risco
Strategy library

This trend-following system compares fast and slow exponential moving averages and measures their difference against a volatility threshold based on ATR. ADX selects between two ATR multipliers: the described defaults use a larger multiplier when ADX…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

The document presents a silver strategy that stays long by default and uses several exit and re-entry safeguards. Its stated controls include a slow silver EMA trend exit, optional exits based on the US dollar index and US 10-year yield, and a flush exit…

Matérias-primasSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This strategy seeks directional trades when ATR rises above a moving baseline, with momentum determined by comparing the current close to its value 20 periods earlier. It enters long or short when the volatility and directional conditions align, subject to a…

FuturosRutura de níveisVolatilidadeMomentum