Saltar para o conteúdo

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 document introduces a short-term strategy that uses crossings between two moving averages to signal long and short positions. It describes the general rule as buying when a faster average crosses above a slower one and selling when it crosses below,…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This automated strategy combines a simple moving average, volume spikes, candle direction and range, and user-entered support and resistance levels. Its long rule looks for a bullish candle near the configured support level with volume above a moving average…

CriptoativosIndicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy pairs SuperTrend direction with a candle pattern intended to signal that traders on the prevailing side may be trapped. Its description looks for a candle opposite to the SuperTrend direction, with strength and volume confirmation, then enters…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine strategy combines a SuperTrend direction change with several confirming indicators to generate long and short scalping signals. A long entry requires an upward SuperTrend reversal, a bullish MACD crossover, RSI above its midpoint, a close breaking…

CriptoativosMomentumIndicadores técnicosGestão do risco
Strategy library

This rule-based strategy combines trend, momentum, candle-pattern, and volatility conditions. It uses a short and long EMA to define directional context, RSI thresholds to qualify momentum, and reversal-pattern checks to confirm potential entries. ATR sets…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco
Strategy library

This strategy combines several technical indicators to generate short- to medium-term trend signals. RSI and QQE assess momentum or breakouts, ADX estimates trend strength, and LSMA and a Coral trend curve provide additional directional filters. VWAP is…

Seguimento de tendênciasIndicadores técnicosMomentumRutura de níveis
Strategy library

This medium-term strategy combines a five-day moving average with a gap-related candlestick setup to seek breakout and pullback entries. A trade is considered when price crosses the average and a subsequent bar preserves the prior gap candle’s relevant…

Indicadores técnicosMomentumRutura de níveisGestão do risco
Strategy library

This note describes a reversal strategy that compares closing prices across three consecutive bars. A change in the direction signal, combined with a qualifying close relative to the first bar, triggers a buy or sell indication. The accompanying…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This strategy uses a zero-lag moving average (ZLMA) alongside a conventional EMA to generate long-only trend signals. It first calculates the EMA of closing prices, then adjusts the close by its difference from that EMA and applies the EMA again to form the…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a trend state derived from high and low EMAs with a grid whose direction and price levels update when the state changes. The close is classified as bullish, bearish, or neutral by comparing it with two thresholds placed within the gap…

CriptoativosFuturosNegociação em grelhaSeguimento de tendências
Strategy library

This document presents a configurable stochastic-based strategy, labeled for day trading Bitcoin. It calculates fast %K, then smooths that series into slow %K and slow %D using a selectable moving-average method. A bullish crossover below a configurable…

CriptoativosIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy filters pivot highs and lows by requiring them to stand apart from neighboring bars by an ATR-scaled amount. The ATR length and multiplier control the significance threshold, while separate left and right bar counts define the pivot…

Indicadores técnicosRutura de níveisVolatilidade
Strategy library

This document presents a price-volume signal built from a Volume Oscillator (VO) and On-Balance Volume (OBV). VO is defined as the difference between an exponential and a simple moving average of volume. OBV adds volume on rising closes and subtracts it on…

Indicadores técnicosMomentumEstatísticaTestes históricos
Strategy library

This strategy calculates pivot points using a selectable formula: Traditional, Fibonacci, Woodie, Classic, or Camarilla. It resets levels on a chosen timeframe, defaulting to daily, and can enter long or short positions when price crosses a selected pivot…

Indicadores técnicosRutura de níveisReversão à médiaGestão do risco
Strategy library

The strategy description combines trend direction, swing counting, candle patterns, volume, and session timing to seek continuation trades. It uses a moving average and its slope to define directional conditions, then looks for a third higher low for longs…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy uses a monthly closing price and a moving average to generate long-only trend signals. A close above the average opens or maintains a long position, while a close below it closes the position. The average can be a simple or exponential type,…

Seguimento de tendênciasIndicadores técnicosAçõesTestes históricos
Strategy library

The supplied script describes a breakout strategy that looks for a tight price range over a cluster lookback, with cluster size assessed relative to average true range. It can require volatility contraction before a trade and uses a buffer beyond the range…

Rutura de níveisIndicadores técnicosVolatilidadeExecução
Strategy library

This document outlines a price-action strategy that combines swing structure with fair value gaps (FVGs). It defines a bullish change of character (CHoCH) as a break above a prior swing high after a lower low, and a bearish CHoCH as a break below a prior…

Indicadores técnicosRutura de níveisGestão do riscoDimensionamento de posições
Strategy library

This document describes a simple long-only Bitcoin strategy using the relative strength index (RSI). It calculates RSI from closing prices with a configurable lookback, then opens a long position when RSI crosses above a buy threshold and closes it when RSI…

CriptoativosIndicadores técnicosMomentumTestes históricos
Strategy library

This long-only mean-reversion approach counts consecutive lower closes and enters after a configurable run, set to three by default. It exits after a configurable run of higher closes, also three by default. An optional EMA filter requires price to be above…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

The visible portion of this strategy script defines an initial balance (opening range) window, with configurable start and end times and a choice of timezone. It also includes pivot settings that appear intended to provide swing references for stop…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy seeks longer-horizon directional trades in crypto or stocks by combining the direction of a smoothed RSI with a sideways-market filter and a rate-of-change check. It goes long when RSI is rising and the other conditions indicate movement rather…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The Octopus Nest script is a configurable chart strategy combining several technical tools. Its visible inputs include a selectable timeframe and price source, Parabolic SAR settings with an optional adaptive mode, a moving average, and TTM Squeeze and…

Indicadores técnicosGestão do riscoSeguimento de tendências
Strategy library

The strategy enters long when a fast EMA crosses above a slow EMA and enters short on the reverse cross. Two additional EMAs support exits after entry, with the rules also describing profit thresholds for closing or reducing positions. The source uses…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos