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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

This controller turns Bollinger Band position into directional signals. It calculates bands from closing prices with a configurable lookback and standard deviation, then computes the close’s normalized location between the lower and upper bands, commonly…

Indicadores técnicosReversão à médiaVolatilidade
Strategy library

The strategy combines faster and slower Bollinger Bands with an RSI direction filter. The stated rules use a close outside the fast band as an initial breakout and require a move beyond the slow band for confirmation; RSI above 50 qualifies upper-band longs,…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

This system combines a 200-period EMA on a one-hour chart with Supertrend direction on a 15-minute chart. Price above or below the higher-timeframe EMA sets the permitted trade direction, while a newly aligned Supertrend signal triggers an entry. The stop is…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses pivot highs and lows to map price swings, then compares successive swings with Fibonacci retracement ratios to identify possible ABC patterns. It describes long and short signals after the pattern meets ratio conditions, with a stop placed…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy seeks short entries during broad downtrends in SPY. It defines the bear regime as price below a 250-period simple moving average, then looks for a short-term bounce: price must be above its 5-period average while a 3-period RSI crosses above an…

AçõesMercados dos EUASeguimento de tendênciasReversão à média
Strategy library

This trend-following method classifies each bar as bullish, bearish, or sideways using price relative to an EMA and the EMA’s slope. It calculates slope from the change over two bars, then treats price above a rising EMA as an uptrend and price below a…

Seguimento de tendênciasIndicadores técnicosGestão do riscoExecução
Strategy library

This document presents a simple Renko reversal alert based on the relationship between recent candle opens and closes. A long signal occurs when the current close exceeds the prior bar’s open and the preceding bar is bearish relative to the open two bars…

Indicadores técnicosRutura de níveisFuturosCriptoativos
Strategy library

This indicator adapts a DeMark Setup concept to flag possible minor price reversals. For a configurable length, it compares each source-price value with the value the same number of bars earlier. It classifies the setup as bullish when all comparisons show…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This sentiment-based strategy monitors a Fear and Greed Index and trades when its state crosses preset boundaries. It opens a long when the index enters the greed zone above 75 and closes that position when the index enters the fear zone below 25. The source…

Sentimento de mercadoCriptoativosGestão do riscoDimensionamento de posições
Strategy library

The strategy uses a 20-period Donchian Channel midline, calculated from the midpoint of recent high and low bounds, to set direction. It enters long when price crosses above the midline and short when price crosses below it. Exits use stops based on the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a configurable MACD indicator that can display MACD and signal lines, mark their crossings, and color the histogram according to its direction and position relative to zero. Users can choose the chart timeframe or specify another…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy uses fast and slow RSI readings to create separate long entries, allowing both to add exposure when their oversold conditions occur. A 200-period simple moving average acts as a directional filter: entries are allowed only while price is above…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

OneTrend Lite combines fast and slow exponential moving averages with ADX and ATR to classify market conditions. A 30-period fast EMA and 60-period slow EMA produce a spread, while ADX selects between stronger and weaker ATR multipliers. The strategy signals…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a 20-period Bollinger Band with a 14-period RSI to seek reversals at price extremes. It enters long when price crosses upward through the lower band while RSI is below 30, and short when price crosses downward through the upper band…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This intraday mean-reversion setup combines Bollinger Bands with a smoothed Stochastic oscillator to identify possible reversals after price moves beyond a band. It looks for a long when price crosses back above the lower band while the oscillator crosses…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This document outlines a simple strategy that counts consecutive daily advances and declines in closing prices. It enters a long position after the number of rising days reaches a chosen threshold and exits after a separate threshold of falling days. The…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy counts consecutive prior bars whose close is at least their open. Once the count reaches a configurable threshold, it signals a long position; when the condition is no longer met, the described approach exits. The document also describes a…

FuturosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy describes entries when price crosses beyond a Bollinger Band: a move above the upper band signals a long, while a move below the lower band signals a short. The stated setup uses a 20-period band with a two-standard-deviation width and…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

The document defines a candle strength measure from the close’s location within the bar’s high-low range. For an up bar, it reports the percentage distance from the low to the close; for a down bar, it reports the percentage distance from the close to the…

Indicadores técnicosFuturosEstatística
Strategy library

This strategy uses Ichimoku components to generate long entries when price crosses above both the baseline and leading span A while remaining above the conversion line. Opposite crossings below the baseline and span A, alongside price below the conversion…

FuturosIndicadores técnicosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy uses the prior week’s high, low, and close to calculate a weekly pivot, first resistance, and first support. It looks for a reversal across the pivot: a bar opening below and closing above it signals a long, while the reverse signals a short.…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy calculates Bollinger Bands from a configurable moving average and standard deviation, then expresses price location as %B: the distance above the lower band divided by the full band width. The stated rules open a long position below an oversold…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy forms upper and lower channel bounds by adding and subtracting a multiple of ATR from an SMA. A move beyond either bound is treated as a breakout entry, while returns inside the channel indicate consolidation. The described setup also…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This document describes a trend-following approach that uses an ATR-based trailing stop to generate long and short entries, then calculates Fibonacci levels between that stop and a new high or low as potential profit targets. The listed defaults include a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos