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 strategy derives support and resistance from pivot lows and highs using configurable lookback bars, then plots those levels and marks price breaks. A volume oscillator compares short and longer exponential averages of volume; a breakout alert or marker…

Rutura de níveisIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy seeks pullback entries in established trends. It identifies direction from successive pivot highs and lows: higher highs with higher lows indicate an uptrend, while lower highs with lower lows indicate a downtrend. When neither pattern appears,…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This long-only system watches a two-period RSI for an oversold reading, then enters when RSI turns upward, provided the market is above a configurable simple moving average when that filter is enabled. The position is closed after a fixed number of bars,…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy combines an ATR-based SuperTrend direction filter with Stochastic oscillator crossovers. A long setup requires a bullish SuperTrend, the %K line crossing above %D, and %K below the oversold threshold. A short setup requires a bearish trend…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This strategy uses the Faytterro Estimator to derive a convergence and divergence measure from price, fit a quadratic curve, and look for a change in its direction as a possible trend signal. The described implementation compares nearby curve values at…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine Script excerpt focuses on configurable trade management rather than a complete entry strategy. It provides inputs for cash allocated per position, the number of positions opened per signal, and three profit targets with separate counts of positions…

Dimensionamento de posiçõesGestão do riscoExecução
Strategy library

This document outlines a grid strategy that derives long and short levels from Bollinger Bands. It uses a 20-period simple moving average as the center and bands two standard deviations away, then places four stepped levels relative to the lower and upper…

Negociação em grelhaIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This short-term strategy combines price crossings of a 48-period EMA with RSI, MACD, Bollinger Bands, nearby support or resistance, and higher-timeframe context. Long entries require an upward EMA cross and bullish momentum confirmation; short entries use…

Indicadores técnicosRutura de níveisDimensionamento de posiçõesGestão do risco
Strategy library

This short-term trend strategy combines a 200-period EMA, a Trend Trader Strategy band, and the Schaff Trend Cycle. The EMA classifies price as bullish or bearish relative to its level; the TTS component uses breaks of calculated upper or lower limits; and…

Indicadores técnicosSeguimento de tendênciasFuturosGestão do risco
Strategy library

This short example demonstrates how to attach a custom margin interest model to an equity security in a backtest. The algorithm adds SPY at hourly resolution, sets a date range, and establishes a position. Its custom model applies interest to positive-valued…

Testes históricosAçõesGestão do riscoEstatística
Strategy library

This document describes an intraday reversal framework that looks for qualifying bullish or bearish candles touching daily pivot levels, support and resistance bands, the Central Pivot Range, VWAP, or its moving average. Candle filters include a minimum body…

Indicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy requires agreement among three indicators before taking a directional position. It compares price with a 20-period EMA, MACD with its signal average, and RSI with an EMA of RSI. Long exposure is opened when all three readings are above their…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This trend-following method uses a 10-period EMA crossing a 20-period EMA to trigger entries, conditioned on price being on the matching side of a 50-period EMA. Long signals require price above the longer average, while short signals require price below it.…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a 123-style reversal signal with a Bill Williams moving-average alignment. The reversal component looks for two consecutive closes in one direction alongside a stochastic condition. The second component uses displaced moving averages…

CriptoativosFuturosSeguimento de tendênciasReversão à média
Strategy library

This strategy uses four pairs of exponential moving averages to build directional signals at different time scales. A bullish crossover in the 1/5, 3/10, 5/20, or 10/40 day pair opens a corresponding long entry; when the shorter EMA falls below its partner,…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines Stochastic %K and %D crossovers with Chaikin Money Flow (CMF), which incorporates volume-weighted price location. It opens a long when %K crosses above %D and CMF exceeds 0.1; it opens a short when %K crosses below %D and CMF is below…

Indicadores técnicosMomentumFuturosGestão do risco
Strategy library

This Freqtrade strategy uses a 40-period Bollinger Band on one-minute candles to identify potential long entries after price falls below the prior lower band. It also requires a sufficiently wide band, a large close-to-close move, a small lower tail relative…

Indicadores técnicosReversão à médiaGestão do risco
Strategy library

This trend-following rule combines a 10-period simple moving average with MACD. It opens a long position when the close crosses above the SMA at the same time the MACD line crosses above its signal line. It closes the long when price crosses below the SMA…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy uses a fast and a slow EMA to define trend direction, then compares price with the averages to classify market zones. The overview describes six zones, including buy, potential-buy, sell, and potential-sell states. A buy is signaled on the…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy combines a T3 moving average with an ATR-based trailing stop. Price crossing the T3 line is presented as a direction signal, while ATR measures recent volatility and scales the distance between entry, stop, and profit target. The source adds a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy combines an RSI-derived fast and slow EMA trend filter with price swing channels, moving average bands, or Fibonacci-style ATR bands as entry triggers. The written overview describes channel breaks, moving average crosses, and band breaks as…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This five-minute long-only strategy combines trend strength, oversold readings, and a fast stochastic crossover to define entries. It requires either a high short-period ADX or a qualifying slower ADX, a CCI below its oversold level, and both fast and slow…

CriptoativosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy applies a two-stage smoothing process to price data and uses an Ehlers cyber cycle calculation to produce a directional signal. The source first smooths the selected price series, computes a recursive cycle value, and then applies exponential…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This counter-trend method uses the Ultimate Oscillator, which combines price information across multiple lookback periods, to identify potential oversold rebounds. It considers long entries when the oscillator crosses upward through a low threshold, with 45…

CriptoativosFuturosReversão à médiaIndicadores técnicos