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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
WonderTrader
14 documentos
Alphalens
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 Freqtrade example uses a five-minute trading timeframe and adds RSI readings from 30-minute and one-hour charts, as well as one-hour readings for selected cross-market pairs. Its long-entry condition requires several of these RSI values to be low at…

Indicadores técnicosMultiactivosReversão à médiaGestão do risco
Strategy library

This strategy combines RSI thresholds with the relative position of two EMAs. It signals a long when the 14-period RSI is below 40 while the 9-period EMA is above the 21-period EMA; it signals a short when RSI is above 60 while the fast EMA is below the slow…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy defines an opening range from the high and low of the first three five-minute candles after the market opens, covering 9:30–9:45. If a candle closes above the range high, it places a long limit order at that boundary; a close below the range…

Rutura de níveisExecuçãoGestão do riscoTestes históricos
Strategy library

This Pine Script strategy configures an Ichimoku-based workflow with selectable parameter presets, custom lengths, and a higher-timeframe input. The visible presets cover crypto and traditional-market conventions, including standard and doubled lengths.…

Indicadores técnicosRutura de níveisSeguimento de tendências
Strategy library

This intraday strategy limits entries to a specified London session window on weekdays. It goes long after three consecutive rising candles and short after three consecutive falling candles. Entries are managed with percentage-based stop-loss and take-profit…

CâmbioRutura de níveisMomentumGestão do risco
Strategy library

This strategy uses a triple exponential moving average (TEMA) to generate directional signals. It calculates three successive EMAs of closing price, then combines them as three times the first EMA, minus three times the second, plus the third. A close above…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This strategy uses the Directional Trend Index (DTI), derived by smoothing changes in highs and lows, to generate directional positions. The indicator applies three successive exponential averages to signed price movement and its absolute value, then scales…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document presents a breakout strategy paired with a parameter sweep. It describes testing combinations of lookback length, take-profit percentage, and stop-loss percentage, then ranking results by win rate, net profit, or trade count. The strategy…

Rutura de níveisTestes históricosGestão do riscoFuturos
Strategy library

This trend-following system requires several indicators to align before entering. Price above or below a 100-period EMA defines direction; a MACD crossover supplies the momentum trigger; RSI above or below 50 checks directional strength; and ADX above a…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy uses rolling high-low averages, labeled XHL2 and XHLC3, to smooth price behavior and assess direction. It derives a price movement measure from the close and changes in the smoothed series, then compares that measure with a factor-scaled price…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy combines RSI divergence with trend and momentum filters. A bullish setup occurs when price makes a lower low while RSI holds above its prior low; a bearish setup uses a higher price high with a lower RSI high. It then allows longs only above a…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This trend-following system uses a short EMA crossing a medium EMA to trigger entries, with price relative to a longer EMA and a daily higher-timeframe EMA as directional filters. Long trades require an upward crossover and price above both filters; shorts…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

The strategy pairs a short perpetual futures position with a long spot position in the same cryptocurrency. The hedge is intended to reduce exposure to the coin’s price direction while collecting funding when the rate favors shorts. It proposes selecting…

CriptoativosArbitragemFuturos perpétuosMercados à vista
Strategy library

This proposed trend-following system combines price position relative to 200-period EMA and SMA filters with a directional prediction signal. It describes taking long positions when price is above both averages and the prediction is positive, and short…

Seguimento de tendênciasIndicadores técnicosAprendizagem automáticaGestão do risco
Strategy library

This strategy uses the Coppock Curve, calculated as a weighted moving average of two rates of change, to generate long and exit signals. It derives the indicator from daily SPY closes and enters when the curve rises above zero, closing when it falls below. A…

Indicadores técnicosSeguimento de tendênciasAçõesGestão do risco
Strategy library

This trend-following strategy compares fast and slow momentum readings, defaulting to five and ten periods. It enters long when both readings are above zero and exits if either turns negative; it enters short when both are below zero and exits if either…

CriptoativosFuturosMomentumSeguimento de tendências
Strategy library

This long-only BTC futures strategy uses an upward cross of the 25-period EMA above the 100-period EMA as its entry signal. It places the initial stop at the low of the most recent bearish candle below the slower EMA and sets a profit target at three times…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This BTC futures swing strategy combines a 20-period EMA and 50-period SMA crossover with RSI confirmation. It permits a long entry when the averages cross upward and RSI is below 70, or a short entry on a downward cross when RSI is above 30. ATR is used to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This BTC futures strategy uses a 104-period Hull Moving Average to generate directional entries. It opens a long position when the close crosses above the HMA and a short position when it crosses below, using two contracts per trade. Each entry has a fixed…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a stochastic calculation applied to RSI with an exponential moving average (EMA) filter. The Stochastic K and D values provide configurable overbought or oversold signals, while price relative to the EMA determines whether a long or…

Indicadores técnicosMomentumReversão à médiaFuturos
Strategy library

This strategy uses a moving average and standard deviation to form upper and lower Bollinger Bands. Its implemented rules enter long when price crosses below the upper band and enter short when price crosses above the lower band, with percentage-based profit…

FuturosIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy applies a rolling high-low channel to On-Balance Volume (OBV) rather than to price. OBV accumulates volume with a positive or negative sign based on price direction. A break above the prior channel high switches the system into a bullish mode…

Indicadores técnicosRutura de níveisMomentumSeguimento de tendências
Strategy library

This swing strategy builds an upper and lower channel by averaging several moving-average calculations separately on candle highs and lows. It enters long when the close is above the high-based average and short when the close falls below the low-based…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This strategy calculates the highest high and lowest low over a rolling 50-day window, then marks retracement levels at 0.236, 0.382, and 0.618 of that range. It enters long when the close crosses above the 0.618 level and exits when it crosses below the…

CriptoativosFuturosIndicadores técnicosRutura de níveis