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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
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

RedK Momentum Bars is a visual indicator for comparing short-term relative momentum with a longer-term baseline. It uses a fast moving average, a slightly slower signal average, and a much slower filter average. The distance between the fast and signal…

MomentumIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy combines fast, medium, and slow running moving averages (RMAs) with RSI and a prior-candle breakout condition. The stated defaults are 9, 21, and 50 periods. A bullish or bearish ordering of the three RMAs sets direction; entries also require…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This short-term strategy takes signals from a 20-period and 50-period simple moving average crossover, then applies RSI and stochastic thresholds as entry filters. Long entries require a bullish crossover while RSI and the stochastic K line remain below…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a 13-period and a 21-period exponential moving average (EMA) crossover to signal changes in market direction. It enters long when the faster EMA crosses above the slower EMA and short when it crosses below. The fast EMA changes color with…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This system combines a 10- and 50-period simple moving average crossover with RSI thresholds and 20-period Bollinger Bands. It buys on a bullish crossover or when price is below the lower band while RSI is oversold; it sells on a bearish crossover or when…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy derives Ichimoku-style lines from rolling price highs and lows. Its defaults use 9, 26, and 52 bars for the conversion, base, and longer lookback calculations, with a 26-bar displacement. The position logic compares the close with the displaced…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy applies extensive smoothing to a stochastic oscillator to focus on broad price moves. It computes a stochastic K value using a 400-period setting, smooths it with a 275-period simple moving average, then smooths that result again into a D line…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

The document presents a configurable trading system intended to combine fair value gap pullbacks, volume exhaustion signals, and trendline break retests. Each component can be enabled or disabled, while Balanced and High Quality modes adjust thresholds for…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This long-only strategy enters when a 9-period EMA crosses above a 30-period WMA and the MACD line is above its signal line. It exits if the MACD crosses below its signal line, or after two consecutive closes below the EMA when at least one close is also…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This long-only trend strategy combines the direction of three daily moving averages—EMA 9, WMA 20, and WMA 200—with On-Balance Volume (OBV) and its 13-period EMA. It enters when all three averages are rising and the OBV condition is met, then closes the…

Seguimento de tendênciasIndicadores técnicosMomentumExecução
Strategy library

This indicator builds a SuperTrend-style trailing level around a center derived from confirmed pivot highs and lows. Each new pivot updates the center using a weighted average that gives greater influence to its prior value, smoothing the reference line. ATR…

Seguimento de tendênciasIndicadores técnicosVolatilidadeFuturos
Strategy library

This trend-following design combines a 50-period and 200-period EMA relationship with RSI momentum and an ADX strength threshold. It requires the shorter EMA to remain above the longer one for more than ten periods, RSI to exceed its buy threshold, and ADX…

Seguimento de tendênciasMomentumVolatilidadeGestão do risco
Strategy library

This script combines session-reset VWAP, RSI, a broad-market trend filter, and a volatility condition. It enters long when price is below VWAP, RSI is under its oversold threshold, volatility is high, and the daily close of the selected trend symbol is above…

Indicadores técnicosMomentumReversão à médiaVolatilidade
Strategy library

This strategy identifies swing highs and lows with pivot points, classifies structural levels in relation to trend direction, and seeks entries when price breaks a level. It describes setting stops around the breakout with a buffer, calculating profit…

Rutura de níveisSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy describes entering a long position on a specified calendar date and managing it with a percentage trailing stop. After entry, it tracks the highest price reached and sets the stop a configurable percentage below that high. If price falls to the…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesRutura de níveis
Strategy library

This cryptocurrency trading approach combines an RSI momentum reversal with volume and candlestick filters. It looks for a long signal when a 14-period RSI crosses upward through 30, or a short signal when it crosses downward through 70. In either direction,…

CriptoativosMomentumIndicadores técnicosVolatilidade
Strategy library

This short-term strategy looks to sell short after a brief overbought move, but only when price is below a long-term simple moving average. It uses a two-period RSI reading above 75 on consecutive days as the entry condition. The described sizing plan begins…

Reversão à médiaIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This trend-following strategy uses an average true range (ATR) trailing stop to adapt its exit level to market volatility. The stop distance is the ATR multiplied by a user-set factor, and the stop line moves according to the relationship between the close…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This document presents a tick-driven grid strategy that places buy and sell limit orders around the market, then adds to a position as price moves against it. The step between additional orders increases at specified position sizes, while a position…

CriptoativosNegociação em grelhaNegociação de alta frequênciaGestão do risco
Strategy library

This document describes a short-term system that combines a 123 reversal setup with a range-breakout signal. The reversal component uses two consecutive closes in one direction and a Stochastic condition around a configurable threshold. The second component…

FuturosCriptoativosRutura de níveisReversão à média
Strategy library

The document presents settings for a Pine Script strategy that combines moving-average trend filters, a higher-timeframe filter, and an aligned moving-average ribbon. It also exposes order-flow and volume tools, including VWAP bands, a cumulative volume…

Seguimento de tendênciasIndicadores técnicosMicroestrutura de mercadoVolatilidade
Strategy library

This document presents a long-only strategy that looks for bullish RSI divergences while RSI is below 30. It describes both regular divergence, where price makes a lower low while RSI makes a higher low, and hidden divergence, where price makes a higher low…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This Freqtrade example shows how to wind down open positions without immediately realizing losses. It uses a strategy with no entry or exit signals, leaving exit decisions to the minimal return on investment (ROI) schedule and stop loss. The default schedule…

ExecuçãoGestão do risco
Strategy library

This strategy combines a 14-period RSI, 20-period Bollinger Bands, and above-average volume to identify trades. It buys when RSI is below 30 and the close is below the lower band, and sells when RSI is above 70 and the close is above the upper band. The…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco