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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 short-term trend-following approach generates long signals when a 10-period exponential moving average crosses above a 20-period EMA, and short signals when it crosses below. It adds a price-extreme filter: the logic tracks stretches of rising or…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos
Strategy library

This strategy seeks directional entries when price is above or below an Ichimoku cloud component and two simple moving averages, with a volume increase required as confirmation. The described cloud uses conversion, base, and leading span calculations; the…

Seguimento de tendênciasRutura de níveisIndicadores técnicosFuturos
Strategy library

This strategy combines an ATR and SMA based Dynamic Reactor with a weighted regression using Gaussian and Epanechnikov kernels. The reactor forms adaptive support and resistance bands and changes trend state when price crosses the prior band. The kernel…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses a 200-day simple moving average to define the broad trend and RSI thresholds to time trades within that trend. It enters long when RSI is below 45 while price is above the average, and exits the long position when RSI exceeds 75 under the…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This configurable strategy combines MACD crossovers with linear regression trend measures to generate long entries and exits. The MACD can use SMA, EMA, WMA, or TEMA calculations. The regression component assesses slope and price relative to the fitted line,…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy runs a one-sided grid in either buy-then-sell or sell-then-buy mode. In the first mode, it places a sequence of buy orders at fixed price intervals below a starting price. When a buy fills, it places a sell order above that fill by a specified…

CriptoativosNegociação em grelhaGestão do riscoExecução
Strategy library

This long-only strategy combines MACD crossovers for momentum signals, a 20-period EMA as a trend filter, and ATR-based stops. It enters when MACD crosses upward while price is above the EMA, and closes on a downward MACD crossover. An initial stop is set…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This short trading-platform note explains how the exchange order interface interprets limit and market orders for a BTC/USDT spot pair. Limit buys and sells specify a price and a coin quantity. The special case is a market buy: its quantity argument is…

Mercados à vistaExecuçãoMicroestrutura de mercado
Strategy library

This daily trend-following system combines a fast and slow exponential moving average crossover with MACD direction, RSI ranges, price position relative to the fast average, and volume above its recent average. Long and short setups require these conditions…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This trend-following approach uses Ichimoku Conversion and Base Lines, which are Donchian-channel midpoints, to identify crossovers. It opens long positions when the Conversion Line moves above the Base Line and price is above the 200-day EMA; a downward…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This crypto scalping approach combines fast and slow EMAs, MACD, RSI, Bollinger Bands, and a volume filter to screen short-term trade signals. Its described long setup requires price above the fast EMA, bullish MACD conditions, an upper-band breakout, RSI…

CriptoativosIndicadores técnicosMomentumRutura de níveis
Strategy library

This strategy combines moving average direction across hourly, four-hour, and daily charts into a weighted trend score, giving more influence to longer timeframes. Long and short entries also require price to be on the corresponding side of the hourly fast…

CâmbioMatérias-primasSeguimento de tendênciasMomentum
Strategy library

This document presents a trend-following approach based on fast, medium, and slow exponential moving averages. The described setup calculates EMA periods of 5, 8, and 13, enters long when the fast average crosses above both slower averages, and uses bearish…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document outlines a long-only trend system that combines several exponential moving averages with an RSI filter. Its narrative describes entry on selected EMA crossovers when RSI is elevated, and exit on a bearish crossover, a profit target, a stop…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This document describes a trend-following system built around a range filter. It estimates a movement threshold from a selected range measure, with options including average change, ATR, standard deviation, price percentage, ticks, and fixed units. The…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy enters long when the close rises above an upper Bollinger Band set three standard deviations above a 100-day simple moving average. It exits when price falls below a lower band set one standard deviation below the same average. The bands are…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy derives support and resistance from daily closing prices using pivot highs and lows over a seven-day window. It opens a long position when price closes above resistance. A short entry requires the close to fall below support while the previous…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy treats a gap between the prior close and the current open as a potential move to trade. It classifies the gap direction and takes a position when the gap, measured as a percentage of the prior close, meets a configurable trigger. A gap down…

AçõesReversão à médiaGestão do riscoIndicadores técnicos
Strategy library

This swing-trading approach combines RSI, MACD, a moving average, and volume conditions to form long and short signals. The implementation requires unusually high volume relative to its moving average, alongside price and MACD crosses around a 20-period…

FuturosIndicadores técnicosMomentumVolatilidade
Strategy library

This short-term strategy uses a five-period Relative Strength Index to identify a momentum shift for long entries. It buys when the previous candle’s RSI is below 50 and the current reading rises above 60. The stated exit rule closes the position when RSI…

FuturosMomentumIndicadores técnicosExecução
Strategy library

The document outlines a long-and-short intraday strategy built around the regular-session opening VWAP. Its title and inputs point to entries after price reclaims VWAP and holds a pullback, with a 5/8/13 EMA curl as a trend filter. It also exposes settings…

AçõesIndicadores técnicosMomentumExecução
Strategy library

This script describes an opening-range breakout strategy for Nasdaq trading. It builds a range during a configurable window beginning at 9:30 a.m. New York time, with duration choices from 5 to 60 minutes. The visible code includes weekday filters and a…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses a fast and a slow simple moving average to trade short- to medium-term price direction. It enters long when the close crosses above both averages and short when it crosses below both. The stated settings use lengths of 9 and 45 periods.…

FuturosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This document presents a trend-oriented system built around five EMAs, RSI, and two Donchian Channels. Its written explanation describes EMA crossovers as the initial direction signal, with RSI above 60 required for longs and below 40 for shorts. The…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos