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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 strategy compares the Relative Strength Index with a moving average of RSI. A cross above the average signals a long entry, while a cross below it closes the long position. The indicator uses a configurable RSI input and moving-average method; Bollinger…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This medium- to long-term strategy uses a fast and slow moving average crossover to identify directional signals, then filters entries according to price relative to a longer-term average. The discussion gives 20- and 50-day averages for the crossover and a…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This short-term Bitcoin strategy limits entries to a defined London trading window. MACD line crossovers set direction: an upward cross signals a long entry and a downward cross a short entry. RSI is used as an overbought or oversold exit guide, with…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This example describes an R-Breaker strategy for a futures contract, using the prior daily bar to calculate a central pivot and six surrounding trigger levels. While flat, it enters long or short when price crosses the corresponding outer breakout level.…

FuturosRutura de níveisReversão à médiaIndicadores técnicos
Strategy library

This indicator-based setup combines three exponential moving averages with five-bar fractal levels. The ordering of price and the EMA ribbon indicates bullish or bearish bias, while a fast and medium EMA crossover highlights a possible shift. Completed…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This Bitcoin strategy combines an ATR-based trailing volatility stop with a synthetic volatility measure and RSI. The volatility measure tracks the percentage gap between the highest close over a lookback and the current low, then compares it with a narrow…

CriptoativosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This script transforms closing prices into rolling z-scores, applies RSI to that normalized series, and smooths the resulting oscillator with a selectable moving average. Inputs allow users to choose the z-score and RSI lookback lengths, smoothing length and…

Indicadores técnicosEstatísticaReversão à médiaGestão do risco
Strategy library

This strategy combines a short and long exponential moving average with Parabolic SAR to define directional entries and exits. It enters long when the faster average crosses above the slower one and the close is above SAR; the inverse crossover with price…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a recurring cryptocurrency purchase routine that can run across multiple exchanges. At each interval, it checks account balances and market depth, then submits a buy if the available balance exceeds a reserve threshold, the requested…

CriptoativosMercados à vistaDimensionamento de posiçõesExecução
Strategy library

This system offers four selectable long-oriented setups. The MACD version enters after three consecutively rising histogram bars and closes after two falling bars. The weekly EMA setup requires price above the eight-period weekly EMA and previous weekly…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This stock strategy enters after a confirmed close breaks above the recent high or below the recent low, using a configurable lookback. A simple moving average filter aligns long entries with an upward trend and short entries with a downward trend; a volume…

AçõesRutura de níveisMomentumIndicadores técnicos
Strategy library

This document presents a Pine Script strategy that combines Parabolic SAR with Bill Williams fractals to generate long and short entries, take-profit signals, and re-entries. Traders can select trade direction, tune PSAR parameters, choose the price sources…

Seguimento de tendênciasIndicadores técnicosRutura de níveisTestes históricos
Strategy library

The document presents helper routines for locating the highest high and lowest low in a series of price bars. Each routine uses a technical analysis function to find the extreme within a requested range, then scans the records to identify the bar containing…

Indicadores técnicosEstatística
Strategy library

The strategy compares closing price with three moving averages of different lengths: a weighted moving average and two exponential moving averages, set to 25, 50, and 100 periods in the supplied configuration. It opens a long position when price is above all…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This document describes a broad trend strategy that combines moving-average direction with stochastic overbought and oversold readings, price-volume measures, a volatility-based trend quality filter, and RSI divergence signals. The stated trading rule enters…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following method combines CCI with an ATR-based channel. CCI sign defines the direction: nonnegative readings indicate an uptrend and negative readings a downtrend. The channel is built from recent highs and lows adjusted by ATR, with band updates…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses the Commodity Channel Index to describe price relative to its mean, then smooths the indicator with fast and slow simple moving averages. Its directional rule is based on the relationship between those averages: the strategy takes a long…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This grid strategy divides a preset price range into geometric levels and trades around them on a 15-minute chart. When price crosses down through an unfilled level, it opens a buy; when price later crosses up through the next level above that filled buy, it…

CriptoativosMercados à vistaNegociação em grelhaTestes históricos
Strategy library

This US equities intraday framework combines swing structure, order block levels, Fibonacci retracements, and session rules to seek reversals. It identifies swings over a five-candle window when their size clears an ATR-based threshold, marks swing highs and…

AçõesIndicadores técnicosGestão do riscoMercados dos EUA
Strategy library

This long-only Bitcoin strategy uses a 14-period RSI on a four-hour timeframe to arm entries when RSI falls below 38. It adds up to five safety orders at fixed price declines from the base entry, with each order sized about 1.8 times larger than the previous…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This strategy uses the crossover of short and long simple moving averages as part of a reversal framework, with MACD relationships and estimated buyer-versus-seller volume as additional filters. It estimates buying and selling volume from each candle’s close…

FuturosIndicadores técnicosMomentumEstatística
Strategy library

This trend-following system uses ATR-scaled stop levels that trail in one direction during a trend. The long stop is based on a recent high minus a volatility adjustment, while the short stop is based on a recent low plus that adjustment; users can choose…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy divides each candle’s high-low range into thirds and classifies its pattern according to where the open and close fall. It combines the current candle’s class with the previous candle’s class to generate long or short signals. For a long…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This long-only system looks for pullbacks during an established uptrend. It requires the close to be above a 200-period simple moving average and a run of three to five bearish candles, treating the decline as a possible short-term oversold condition. The…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos