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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
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 script combines an opening range breakout with market-structure and fair-value-gap conditions, while limiting entries to one trade per day. It builds the opening range from a configurable session, then permits a long after price closes above the range…

FuturosRutura de níveisExecuçãoGestão do risco
Strategy library

This trend-following system uses the Ichimoku cloud to define directional conditions, a volume filter to require activity above its recent average, and an optional EMA filter. Long entries require price above both cloud spans; short entries require price…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines recent high or low breaks with a higher-timeframe trend filter. It proposes using a 5-minute chart, checking sweeps against the previous 20 bars, and using a 4-hour trend assessment to select direction: low sweeps for longs when the…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This XAUUSD scalping strategy combines a fast EMA crossover with RSI confirmation and a volatility filter. A long signal occurs when the 5-period EMA crosses above the 13-period EMA, RSI(7) is above 55, and ATR(14) exceeds a minimum threshold of 0.5. The…

Matérias-primasIndicadores técnicosMomentumVolatilidade
Strategy library

This strategy combines unusual volume, RSI extremes, and candle direction to generate long and short signals. Volume is considered elevated when it exceeds 1.5 times its 20-period average. A long requires RSI below 30 and a bullish candle; a short requires…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This short-term pattern strategy looks for two consecutive candles whose bodies extend from low to high without shadows, with rising closes for the bullish pattern or falling closes for the bearish pattern. The document interprets the pair as a possible…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This rules-based strategy measures each candle’s high-to-low range in instrument ticks and compares it with a configurable threshold. During a specified time window, a candle that meets the threshold triggers a long trade if it closes above its open or a…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy looks for long entries during an uptrend, using 200-period and 50-period simple moving averages as trend filters. It calculates rolling highs, lows, and midpoints over three lookback periods, then combines them into a 50% retracement reference…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This dual-direction strategy pairs a short-period RSI with Bollinger Bands. In the documented settings, RSI uses a 6-period lookback with both thresholds at 50, while the bands use a 200-period simple moving average and a two-standard-deviation width. The…

Indicadores técnicosReversão à médiaFuturosTestes históricos
Strategy library

The document describes a time-based overnight strategy that aims to enter near a market close and exit after the next opening, with selectable US, Asian, or European session hours. An optional EMA filter permits long entries when price is above the EMA. The…

FuturosIndicadores técnicosExecuçãoTestes históricos
Strategy library

This example implements a long-only moving average crossover strategy in Backtrader. It calculates short and long simple moving averages, with default windows of 100 and 300 periods, and generates a long signal when the short average crosses above the long…

AçõesSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

The AlphaTrend method combines an ATR-scaled price level with a momentum filter to track directional moves. It derives candidate levels from the low minus a multiple of average true range and the high plus that multiple. A recursive rule holds or updates the…

Indicadores técnicosSeguimento de tendênciasVolatilidadeTestes históricos
Strategy library

This strategy uses calculated lunar phase age to alternate between long and short positions. It identifies phase transitions around the new and full moon, then opens a position in the selected direction and closes it when the opposite signal appears. Users…

Indicadores técnicosFuturosTestes históricosGestão do risco
Strategy library

This strategy framework accepts external long and short entry signals and supports up to three take-profit exit orders per direction. Users can select indicator-provided values for the targets and optionally enable a stop order based on an external signal.…

Gestão do riscoDimensionamento de posiçõesTestes históricosIndicadores técnicos
Strategy library

This trend-following approach uses a fast and slow exponential moving average crossover for directional entries. Its description adds a 100-period EMA filter: long signals are intended only above that average, and short signals only below it. It also…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy identifies local highs and lows in candlestick data using a configurable period count. A peak high requires the candidate bar to exceed the highs of preceding bars and satisfy comparisons with following bars; a peak low applies the mirrored…

FuturosIndicadores técnicosRutura de níveisTestes históricos
Strategy library

This strategy turns MACD direction into a score and combines it with a higher-timeframe reading. The score reflects whether the MACD line is rising or falling, whether its histogram moves in the same direction, and whether the MACD line crosses its signal…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This Binance futures strategy places buy and sell limit orders at intervals across a configured price range. It calculates grid spacing from the range’s upper and lower bounds and the number of grid levels, then uses the current bid to place orders on either…

FuturosNegociação em grelhaExecuçãoGestão do risco
Strategy library

This basic trend-following method compares a faster moving average with a slower one. A cross above the slower average signals a long entry, and a cross below signals a short entry. The document’s parameter list gives periods of 10 and 30. It also describes…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines MACD crossovers with Bollinger Band breaks to generate long and short entries. It describes trading Bank Nifty on a five-minute timeframe: a bullish MACD crossover alongside a close above the upper band signals a long, while a bearish…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This long-only trend strategy enters when a 20-period EMA crosses above a 50-period EMA, provided the directional movement, RSI, and ADX filters also indicate sufficient upward momentum and trend strength. It adds a minimum distance condition between the…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This example shows how to construct a changing equity universe from a downloaded file that maps dates to ticker lists. The algorithm parses each row into a date and US equity symbols, then uses the symbols for that date as its coarse universe selection. Fine…

AçõesMercados dos EUAConstrução de carteiras
Strategy library

This strategy uses two Ratio OCHL Averager lines with different resolutions as a fast and slow pair. The indicator weights the current close against its prior value according to the relationship between the candle's open-close movement and its high-low…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This script describes a trend-following approach for VN30 futures using a simple moving average and Parabolic SAR. A rising average together with price above SAR defines a long signal; a falling average and price below SAR define a short signal. Exits use an…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco