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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
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 describes one-hour breakout trading with an EMA trend filter, an ATR volatility threshold, and a limited intraday entry window. Long signals use a recent high breakout with price above the 50-period EMA; short signals require a recent low break…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines a short-period Relative Strength Index (RSI) with a long-period simple moving average to seek counter-moves within a broader price regime. It enters long when RSI is below its oversold threshold while price is above the moving average,…

Reversão à médiaIndicadores técnicosGestão do riscoFuturos
Strategy library

This indicator combines two smoothed range filters to represent shorter and intermediate directional movement, an exponential moving average (EMA) as a broader trend reference, and the Ultimate Oscillator (UO) to flag overbought or oversold conditions. Buy…

Indicadores técnicosMomentumSeguimento de tendênciasFuturos
Strategy library

This strategy uses a Donchian channel, calculated from recent highs and lows, to define breakout entries and exits for both long and short positions. The midpoint serves as the stop level, while take-profit levels are placed beyond the channel boundaries.…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy estimates historical volatility from rolling extremes in closing and intraday prices, scaled by a time factor. It compares the resulting measure with upper and lower thresholds: a reading above the upper band sets a long position, while one…

FuturosVolatilidadeEstatísticaTestes históricos
Strategy library

The visible script describes a static geometric grid for ETH/USDT spot trading. It sets upper and lower price bounds, divides the range into levels, and assigns a cash amount to each level. The configuration disables grid trailing upward, so the range…

CriptoativosMercados à vistaNegociação em grelhaExecução
Strategy library

This strategy combines a fast and slow exponential moving average with a smoothed stochastic oscillator. The relative position of the averages defines the trend filter: long entries are considered when the fast average is above the slow one, while short…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy identifies support and resistance from confirmed pivot highs and lows, retaining recent pivot levels within a configurable lookback. It looks for bullish or bearish breaks when price closes beyond clustered levels that have been tested a…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This trend-following strategy uses changes in Supertrend direction, an ATR-based indicator, to trigger long or short entries within a configurable date range. Trade direction can be limited to long, short, or both. The strategy also maintains a trailing stop…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy generates entries after configurable runs of consecutive rising or falling closes. Traders can choose the permitted direction, invert the original signals, or allow a direct reversal from one position to the other. It adds selectable stop…

MomentumSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This five-minute strategy uses MACD direction to define trend alignment and the Commodity Channel Index (CCI) to set entry and exit thresholds. It enters long when MACD is above its signal line, CCI is at or below a configurable buy threshold, and volume is…

Indicadores técnicosMomentumEstatísticaTestes históricos
Strategy library

This short-term strategy combines a 200-period EMA, MACD, and smoothed Williams %R. It enters long when price is above the EMA, the MACD histogram is positive, and the faster smoothed %R line is above the slower line. Short entries require the opposite…

Indicadores técnicosMomentumFuturosCriptoativos
Strategy library

This intraday strategy uses a short-period Money Flow Index (MFI) to identify possible buying or selling pressure in cryptocurrency markets. It looks for MFI readings at the extreme boundaries, then uses the following candle’s direction and body size to…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This framework plots four exponential moving averages and triggers signals when the 9-period EMA crosses the 50-period EMA. A cross above prompts a long entry and a suggestion to buy a call; a cross below prompts a short entry and a put suggestion. The…

Indicadores técnicosSeguimento de tendênciasOpçõesFuturos
Strategy library

The visible script describes a long-focused strategy built around a Supertrend crossover, with ATR-based settings and a ladder for taking partial profits. It also defines 50-, 100-, and 200-period EMAs on the chart timeframe and a selectable higher…

Indicadores técnicosSeguimento de tendênciasVolatilidadeDimensionamento de posições
Strategy library

This strategy uses ten simple moving averages, ranging from 10 to 100 days, as a broad trend filter. It generates a long signal when the close is above every average and a sell signal when the close is below every average. The accompanying implementation…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This strategy pairs RSI thresholds with a long-term simple moving average to govern entries and exits. It enters long when RSI is below its lower threshold while price remains above the moving average, and enters short when RSI exceeds its upper threshold…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This script is a framework for tracking account evaluation constraints alongside strategy orders. It defines account-size-based daily loss limits, total loss limits, and profit targets, and tracks daily performance and trading-day counts. Trade direction is…

Gestão do riscoDimensionamento de posiçõesIndicadores técnicosTestes históricos
Strategy library

This strategy uses a fast EMA above a slow EMA as a broad upward-trend filter, then seeks long entries when the close is above both the session VWAP and the open. It also requires a very low RSI reading within the preceding ten bars, treating a recent…

Indicadores técnicosSeguimento de tendênciasReversão à médiaGestão do risco
Strategy library

This short-term system combines a fast and intermediate EMA crossover with a slower EMA trend filter and RSI confirmation. A long entry requires the faster EMA to cross above the intermediate EMA, price to be above the slower EMA, and RSI to lie within a…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This strategy derives the MACD Histogram by subtracting the signal average from the difference between fast and slow moving averages. It opens a long position after the Histogram has risen for a configured run of bars and a short position after it has fallen…

Indicadores técnicosMomentumCriptoativosFuturos
Strategy library

This example demonstrates constructing a call butterfly on an equity option chain. It subscribes to an underlying and its options, then filters the chain to standard contracts within a range of strikes and expirations. On a data update, it skips trading if…

OpçõesAçõesExecuçãoAvaliação de derivados
Strategy library

This intraday approach uses the prior session's high and low as breakout levels. It enters long when price closes above the prior high while the fast EMA is above the slow EMA, and enters short when price closes below the prior low with the EMA alignment…

Rutura de níveisMomentumIndicadores técnicosGestão do risco
Strategy library

The strategy combines a fast and slow exponential moving average crossover with price position relative to VWAP and an RSI direction filter. A long signal occurs on an upward crossover when price is above VWAP and RSI is above its midpoint; a short signal…

MomentumIndicadores técnicosVolatilidadeGestão do risco