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
Quantpedia
86 documentos
TqSdk
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 combines five EMAs, RSI, MACD crossovers, a 50-period price-range midpoint, and a volume filter to seek directional trades. Long entries require an EMA crossover and agreement from the other indicators; short signals use corresponding bearish…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This mean-reversion strategy looks for price extremes confirmed by RSI. It buys when price closes below the lower Bollinger Band while RSI is below its oversold threshold, and sells short when price closes above the upper band while RSI exceeds its…

Reversão à médiaIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This document is a beginner-oriented example of working with OKEx futures through a trading framework. It demonstrates setting a quarterly contract and leverage, retrieving account and market data, placing an initial order, and inspecting open orders and…

FuturosExecuçãoMicroestrutura de mercado
Strategy library

This strategy uses recent highs and lows to define a price channel, entering long on an upside break and short on a downside break. The source adds directional filters: a nine-period SMA must be above a 21-period SMA for long entries and below it for shorts,…

FuturosRutura de níveisIndicadores técnicosSeguimento de tendências
Strategy library

This framework pairs a simple moving average trend signal with ATR-based price bands for exits. It enters long when price crosses above the moving average, and closes the position when price reaches either band. The described defaults use a 50-period moving…

Seguimento de tendênciasIndicadores técnicosVolatilidadeFuturos
Strategy library

This beginner-oriented script describes a long-only trend and risk model. It uses a 9-period and 21-period exponential moving average (EMA); a bullish crossover triggers a possible entry when RSI is between its stated oversold and overbought thresholds. A…

Indicadores técnicosSeguimento de tendênciasMomentumDimensionamento de posições
Strategy library

This strategy combines SuperTrend trend changes with volatility-based position sizing and grouped entries. It calculates the indicator from ATR bands around the midpoint price, then uses a close crossing a prior band to signal a change in direction. For each…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines a Zero Lag Least Squares Moving Average (ZLSMA) with Chandelier Exit signals. The ZLSMA estimates trend direction using a linear-regression calculation and a default length of 130 periods. The Chandelier component places trailing…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The visible script implements Williams-style up and down fractals by comparing a candidate bar's high or low with surrounding bars. A parameter controls the number of periods used on each side, with a minimum setting specified. The code also includes…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This long-only strategy combines Bollinger Bands with RSI. It seeks an entry when price and RSI both move back across oversold thresholds, and closes the position when both cross back through overbought thresholds. The described RSI threshold is 50 in both…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This strategy description proposes using weighted moving averages and RSI to identify medium-term reversal trades. It compares the direction of two differently sized weighted averages, uses RSI extremes to flag possible turning points, and says moving…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

The strategy combines Donchian Channel information with a fast and a slow exponential moving average. The channel is described as using the period’s highest high and lowest low to frame price and indicate trend direction. The source instead forms a series…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Ichimoku Cloud levels to trade in the direction of price movement. It enters long when price crosses above Leading Span A while above Leading Span B, and enters short on the inverse condition. The documented settings include the standard…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This BTC futures strategy combines 12- and 50-period EMAs into a spread score normalized by a 14-period ATR and scaled to a bounded range. It uses separate alert and execution thresholds, including signals when the score reverses across intermediate levels.…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This ETH futures strategy classifies market conditions using highs and lows from daily and 30-minute windows. A breakout of the shorter window’s high or low beyond the corresponding daily level signals a bullish or bearish state; when both sides break, the…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

The strategy combines Bollinger Bands and Keltner Channels to characterize volatility compression, alongside a momentum series derived from linear regression. It describes a squeeze as Bollinger Bands contracting inside the Keltner Channel and a release as…

CriptoativosFuturosMomentumVolatilidade
Strategy library

This proposed mean-reversion system builds a volatility-adjusted channel around a short-term EMA. The channel width is a multiple of ATR, with stated defaults of a 10-period EMA, a 30-period EMA filter, a 14-period ATR, and a 0.5 multiplier. The written…

FuturosReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

This document describes a long-only dollar-cost averaging setup for an INTC-linked USDT perpetual futures market. It starts with a base order and adds equal-sized safety orders as price falls, using progressively wider price steps. The configuration…

FuturosCriptoativosFuturos perpétuosDimensionamento de posições
Strategy library

This trend-following system combines Donchian channel levels with ATR-based stop placement and trades both long and short. The channel is calculated from recent highs and lows, with a 20-period setting described. The prose first characterizes entries as…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

Noro’s short-term strategy combines a fast RSI with candle direction, candle-body size, recent candle extremes, and an optional simple moving average filter. Its default RSI period is 7, with a stated limit of 30; the source builds several signal groups,…

FuturosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

This strategy uses a 14-period exponential moving average as a dynamic reference for long and short entries, with candle direction and wick proportions used to screen signals. A long entry requires a bullish candle crossing above the EMA, at least half of…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This trend-following strategy uses changes in Supertrend direction to open long or short positions. The source sets stop and profit price levels using fixed amounts from the signal bar, with ATR length and multiplier as Supertrend parameters. It also closes…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This long-only reversal strategy uses moving-average-based volatility bands to seek entries after a decline. Its source defines a buy pattern in which price first closes below a lower threshold, then recovers above it, followed by a higher close. Position…

Reversão à médiaVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy combines five simple moving averages, spanning 10 to 200 periods, to assess trend direction and alignment. The described long setup requires several averages to rise and shorter averages to sit above longer ones; the short setup uses falling…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos