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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 combines a 200-period EMA and a 100-period SMA with MACD conditions. A long setup requires price above both averages, a MACD fast-line cross above its signal line, and a MACD value above zero; the short setup applies the inverse conditions.…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This trend-following system uses 5-, 14-, 34-, and 55-period exponential moving averages to define direction: bullish alignment requires each shorter EMA to be above the next, with the inverse alignment for bearish conditions. It combines that structure with…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This example demonstrates how to customize transaction assumptions in a backtest by supplying separate models for fees, slippage, order fills, and buying power. Its sample algorithm trades an equity, while the custom fee calculation applies a minimum charge…

Testes históricosExecuçãoMicroestrutura de mercadoGestão do risco
Strategy library

This strategy follows crossovers between 10-period and 40-period simple moving averages, taking long positions when the shorter average crosses above the longer one and short positions on the reverse crossover. It trades only during a configured intraday…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy seeks reversals near support and resistance levels derived from recent highs and lows. It combines proximity to those levels with candlestick patterns or RSI divergence, a simple moving average trend filter, and a volume condition. Long setups…

Reversão à médiaIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This reversal framework looks for trades near recent support and resistance, defined by the lowest low and highest high over a lookback window. It requires price to be near one of those levels, then looks for a reversal cue such as a candlestick pattern or…

Reversão à médiaMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy uses separate Bollinger Band settings to generate long and short signals. A close crossing above the lower band of the long configuration triggers a long entry; a close crossing below the upper band of the short configuration triggers a short…

Indicadores técnicosRutura de níveisReversão à médiaGestão do risco
Strategy library

This strategy uses a volume-weighted moving average to define direction, entering long when price is above it and short when price is below. An RSI calculated on the VWMA acts as a filter for long entries, while an ATR trailing stop tracks price and can…

Seguimento de tendênciasIndicadores técnicosVolatilidadeDimensionamento de posições
Strategy library

This strategy uses Ichimoku components to combine short-, medium-, and longer-term trend checks. Its entry logic looks for bullish conditions around the Tenkan and Kijun lines, the projected cloud, and price behavior; exits use corresponding bearish…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example constructs a relative spread indicator from daily closes for soybean oil, palm oil, and rapeseed oil futures. It calculates the difference between two pairwise price spreads and scales that value by the difference between rapeseed oil and palm…

Matérias-primasFuturosNegociação de paresArbitragem
Strategy library

This strategy uses a 14-period RSI to trade extreme readings in the opposite direction. It defines two oversold zones for long entries and two overbought zones for short entries, with an additional unit intended at the more extreme threshold. The document…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This partial Pine Script tutorial shows the setup for a strategy built around three configurable moving averages. Each average has a selectable period, type, price source, timeframe, and visibility, with defaults of 50, 100, and 200 periods. The script also…

Indicadores técnicosTestes históricosExecução
Strategy library

This strategy combines an ATR-based trailing stop with crossover signals to enter long or short positions. ATR measures recent volatility, and a sensitivity multiplier sets the distance between price and the stop. A one-period EMA crossing the stop line…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This long-only strategy places asymmetric ATR bands around an exponential moving average. The upper band is offset by 1.618 times ATR and the lower band by 2.618 times ATR, using a 52-period setting. The source enters long when price crosses below the lower…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This strategy smooths absolute price changes into a volatility-scaled range, then uses a recursive range filter to track directional movement. The filter’s direction and the source price’s position relative to it define bullish and bearish conditions.…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines 9- and 21-period simple moving average crossovers with Fibonacci retracement levels derived from a rolling 100-period high and low. A fast average crossing above the slow average opens a long position; a downward cross opens a short…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses confirmed pivot highs and lows as breakout levels. It calculates the levels from price over configurable left and right lookback windows, enters long when the close rises above the prior pivot high, and exits all positions when the close…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This script outlines an intraday strategy for MNQ futures that combines opening-range breakouts with prior-day high and low sweeps. It records the range during a configurable window after the New York open and permits breakout setups only when the range…

FuturosMercados dos EUARutura de níveisGestão do risco
Strategy library

This document describes a rules-based strategy that combines a fast and slow EMA crossover with RSI and MACD momentum checks, a Supertrend direction filter, and Bollinger Bands. Long and short entries require the respective EMA cross, aligned RSI and MACD…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This TradingView strategy turns the AlphaTrend indicator into long and short entries for backtesting. It builds a trailing line from the bar’s high or low and a smoothed true-range measure, using a configurable multiplier and period. The direction rule is…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy compares the closing price with a simple moving average and an exponential moving average. It enters long when price is above both averages, enters short when below both, and closes positions when price lies between them. The average lengths…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy uses Kaufman’s Adaptive Moving Average (KAMA), whose smoothing responds to an efficiency ratio: it adjusts faster when price movement is more directional and slower when movement is choppy. Long and short signals are based on KAMA rising or…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This order utility monitors price until it crosses a chosen trigger level, then places a buy order. It supports either a market-style purchase sized by a spending amount or a limit order with a specified price and quantity. The example checks whether price…

ExecuçãoMicroestrutura de mercadoGestão do riscoMercados à vista
Strategy library

This long-only trend-following method smooths OHLC prices with an EMA, derives modified Heikin-Ashi candles from those values, and smooths the resulting candle series a second time. A change in the smoothed candle color supplies the entry or exit signal: the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos