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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
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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy combines normalized price, RSI, ADX, momentum, rate of change, ATR, volume, acceleration, and slope into a product value. Each input can be enabled or disabled, and the product may be smoothed before comparison with a moving average. A…

Indicadores técnicosMomentumSeguimento de tendênciasTestes históricos
Strategy library

This script is a configurable opening range breakout framework for intraday trading. It calculates the opening range from five-minute data and offers entries on the first five-minute close outside the range, a later five-minute retest, or a fifteen-minute…

AçõesRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This one-hour futures strategy combines a moving-average trend check with price-location and volume-weighted candle measures. Long entries require the close to be above the moving average, both bullish measures to exceed their thresholds, and the high to…

FuturosMatérias-primasMomentumIndicadores técnicos
Strategy library

This alert strategy combines a selectable colored moving average with optional fast, medium, and slow moving averages, SuperTrend, and Bollinger Band outside-in conditions. Depending on the chosen filter, signals can follow changes in the colored average,…

FuturosCriptoativosVolatilidadeIndicadores técnicos
Strategy library

This long-only strategy uses Bollinger Bands to enter after the close crosses upward through the lower band and to exit when price reaches the upper band. The bands are formed from a simple moving average and standard deviation, with separate offsets…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy combines weekly support and resistance pivots with a composite RSI signal to trade both long and short. It derives pivot levels from the prior higher-timeframe candle’s high, low, and close, then adjusts the outer levels with a factor. A…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This trend-following system uses an ATR-based volatility stop to identify changes in direction. The stop trails past price extremes by an ATR multiple; a transition to an uptrend opens a long and closes a short, while a transition down does the reverse. The…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines a three-bar reversal pattern with an Ergodic CSI signal. The reversal component compares recent closes and applies fast and slow stochastic conditions around a threshold; the CSI component uses price, true range, and trend-strength…

CriptoativosFuturosMomentumReversão à média
Strategy library

This strategy uses EMA5 crossing both EMA8 and EMA13 to signal long or short trades. It plots the previous one-hour bar’s high and low as resistance and support, alongside the moving averages and trailing stop levels. Positions can be reversed when the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy pairs Bollinger Bands with breaks of the prior candle’s high or low. It uses a 20-period simple moving average and bands set two standard deviations away. A long signal occurs when the current high crosses above the previous high while that…

FuturosIndicadores técnicosRutura de níveisReversão à média
Strategy library

This document presents a Pine Script strategy that blends an Arnaud Legoux moving average with a zero-lag moving average into a composite trend line. It confirms direction by checking the composite line’s slope over several bars, and the visible code…

MomentumIndicadores técnicosGestão do riscoVolatilidade
Strategy library

This futures strategy waits for confluence among fair value gaps, order blocks, liquidity sweeps, and breaks of structure. It also checks 15-minute and 60-minute EMA direction, requiring at least two basic conditions plus a structure break aligned with the…

FuturosIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy enters long when a candle closes below the lower Bollinger Band and short when it closes above the upper band, provided there is no existing position. It uses a 20-period simple moving average as the band center and scales the standard…

Reversão à médiaIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This workflow describes an automated crypto perpetual-futures system that combines short- and long-term EMA crossovers with news sentiment. It evaluates completed candles to identify golden or death crosses, then gathers recent RSS coverage and has an AI…

CriptoativosFuturos perpétuosSeguimento de tendênciasSentimento de mercado
Strategy library

This strategy combines RSI with moving averages applied to the RSI and price. Its signal options include RSI crossing a trend average, a faster average of RSI crossing a slower one, and combinations that require multiple crossovers or a price crossing an…

Indicadores técnicosMomentumReversão à médiaGestão do risco
Strategy library

This long-focused Donchian breakout system enters when price crosses above the previous bar’s upper channel boundary, using either the candle wick or close as the trigger. It exits or reverses when price crosses below a stop based on the lower channel. An…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The Twin Optimized Trend Tracker (OTT) method uses a selected moving average to derive adaptive long and short stop lines. It tracks direction as the average crosses those lines, then applies small upward and downward offsets to the OTT line. Signals occur…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This example demonstrates constructing a call calendar spread from an options chain and submitting it as a grouped strategy order. It selects call contracts, sorts them by proximity to the underlying price, then looks for a strike with contracts at multiple…

OpçõesExecuçãoAvaliação de derivados
Strategy library

This trend-following system uses EMA 8 and EMA 21 crossovers to signal direction, with price relative to EMA 89 as a broader trend filter. It also requires a bullish or bearish candle for entry. The documented defaults set an initial stop and take-profit as…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy tracks an all-time high and opens long positions in stages as price falls 10%, 15%, and 20% below that peak. Each trigger can fire once before a new high resets the entry markers. It allocates a fixed dollar amount at each level, then closes…

CriptoativosFuturosReversão à médiaDimensionamento de posições
Strategy library

This strategy uses changes in Supertrend direction to trigger long and short entries, then places up to three fixed take-profit orders at progressively larger distances from the recorded entry price. The stated targets are 2%, 5%, and 10%, allocated across…

Seguimento de tendênciasIndicadores técnicosFuturosGestão do risco
Strategy library

This stock-oriented signal framework combines a fast-versus-slow simple moving average crossover, a MACD histogram crossing above zero, and a large single-candle gain as separate long-entry triggers. It also defines fixed percentage stop-loss and profit…

AçõesFuturosMomentumIndicadores técnicos
Strategy library

This strategy pairs a fast and slow exponential moving average crossover with an ATR-based volatility filter. A bullish or bearish crossover generates an entry only when ATR exceeds its rolling mean by one standard deviation. The description also proposes…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy combines moving-average rate of change, a smoothed stochastic oscillator, and MACD to form directional signals. It assigns each indicator a bullish, bearish, or neutral state, then enters long or short when at least two states agree. The…

Seguimento de tendênciasIndicadores técnicosMomentumTestes históricos