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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
WonderTrader
14 documentos
Alphalens
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 gold strategy combines pivot levels, volume strength, trend filters, and volatility-based settings. The visible source uses recent pivot highs and lows, 50- and 200-period moving averages, ADX, and average volume; it also requests daily data and…

Matérias-primasIndicadores técnicosRutura de níveisVolatilidade
Strategy library

This example shows how to display candlesticks alongside the three MACD series: DIF, DEA, and MACD. It configures separate chart axes for price and indicator values, retrieves market records repeatedly, computes MACD, and adds new points to each series. A…

Indicadores técnicosCriptoativos
Strategy library

This strategy identifies the highest high and lowest low over a chosen lookback window, then calculates Fibonacci retracement levels between them. Traders can choose whether levels run from the high downward or the low upward, and select separate levels for…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This long-only method seeks pullbacks within a broader uptrend. It uses the 50- and 200-period EMAs alongside a 200-period RSI and an EMA-difference signal: the long-term filter must show strength, while the latest two closes must be declining before entry.…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This 15-minute strategy combines RSI with MACD crossover signals. It opens a long when RSI is below 30 and the MACD line crosses above its signal line; it opens a short when RSI is above 70 and the MACD line crosses below its signal line. The described…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This framework combines three components: a cash reserve floor, recurring purchases of a core asset, and a smaller alpha sleeve that trades selected crypto perpetual contracts. The reserve rule skips purchases when spending would breach the configured…

CriptoativosFuturos perpétuosSeguimento de tendênciasTestes históricos
Strategy library

The strategy calculates the Market Facilitation Index as the bar’s high-low range divided by volume and scaled by 10,000. It uses two thresholds to assign directional states: values above the buy zone indicate long exposure, while values below the sell zone…

Indicadores técnicosEstatísticaFuturosCriptoativos
Strategy library

This strategy identifies candidate buy and sell order blocks from recent highs and lows around opposing candle patterns. It enters long when price rises above a buy level and short when it falls below a sell level, then allocates exits across three profit…

CriptoativosFuturosRutura de níveisDimensionamento de posições
Strategy library

This strategy pairs Bollinger Band price crossings with an ATR-based trailing stop. Using the stated defaults of a twenty-period band, a two-standard-deviation width, and a fourteen-period ATR multiplied by three, it enters long when price crosses upward…

CriptoativosFuturosVolatilidadeIndicadores técnicos
Strategy library

This trend-following system uses a short-period and a long-period simple moving average to generate directional signals. With the stated defaults of nine and twenty-one periods, a crossover of the short average above the long average triggers a long entry; a…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a long-side inside-bar breakout setup. It identifies a bullish candle whose high and low remain within the previous candle's range, then defines a potential buy level just above the inside bar's high and a stop just below the prior…

FuturosRutura de níveisDimensionamento de posiçõesGestão do risco
Strategy library

This strategy compares a fast RSI with a slow RSI to generate directional signals. Its stated defaults are a two-period fast RSI and a fourteen-period slow RSI. A long signal occurs when the slow RSI is above 50 while the fast RSI is below 50; a short signal…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

The script is presented as a configurable Black-Scholes option-pricing and delta-hedging strategy. Its visible inputs let users choose European vanilla, binary, or geometric Asian option styles; calls or puts; strike and expiration; and market data settings.…

OpçõesAvaliação de derivadosVolatilidadeGestão do risco
Strategy library

This strategy combines multi-timeframe exponential moving averages to define market direction, MACD crossovers to trigger entries, and ATR-based levels to manage exits. It describes an uptrend when price is above the one-hour EMA and that EMA is below the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following method calculates short-, medium-, and long-period simple moving averages. Crosses between the short and medium averages generate the main buy and sell signals, while crosses between the short and long averages are presented as faster…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines an optimized trend tracker based on the Twin Optimized Trend Tracker (TOTT) with a close-series filter, multiple EMA relationships, and an Alpha index confirmation. The main trackers set the broad direction; EMA cross relationships add…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This ETH/USDT strategy uses SuperTrend to define direction and layers MACD, ADX, candle direction, and volume conditions onto entries. Long signals require a bullish SuperTrend reading, a positive MACD histogram, ADX above its threshold, an up candle,…

CriptoativosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines Bollinger %B, which locates price within its bands, with the Chande Momentum Oscillator (CMO). It opens a long when %B crosses above 0.2 while CMO crosses above zero, and a short when %B crosses below 0.8 while CMO crosses below zero.…

CriptoativosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This ETH strategy uses daily ETH implied volatility as a regime filter. When volatility is at or below a configurable support level, it places stop orders above the previous three-bar high and below the previous three-bar low, aiming to enter when price…

CriptoativosVolatilidadeRutura de níveisIndicadores técnicos
Strategy library

This proposed system combines a fast and slow exponential moving average crossover with a Relative Volatility Index (RVI) sign check. Long signals require the shorter EMA to cross above the longer EMA while RVI is positive; short signals require the reverse…

FuturosIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines ATR-based Supertrend direction with bullish or bearish engulfing candle conditions. It filters candle patterns using thresholds for the previous candle’s body and the current candle’s body relative to its range, then considers a trade…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This strategy combines Heikin Ashi prices with Kaufman’s Adaptive Moving Average (KAMA) to create trend-following signals. The described approach compares a shifted, higher-timeframe HLC3 series with a smoothed KAMA series: a crossover signals a long entry,…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This script labels conditions as range-bound when ADX is below 25, RSI is between 35 and 65, and Bollinger Band width is below 8%. When all three conditions hold and there is no open position, it enters a long position. It closes that position after 21 bars…

AçõesIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy combines MACD direction across five timeframes, from hourly intervals through daily data. It enters long or short when all five readings align in the same direction after not having been fully aligned on the prior bar. The described exit tools…

Seguimento de tendênciasIndicadores técnicosFuturosGestão do risco