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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 strategy uses a zero-lag MACD variant built from fast and slow double exponential moving averages (DEMA). It subtracts the slow DEMA from the fast DEMA, then applies a similarly de-lagged signal calculation. The stated trading rule enters long when the…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos
Strategy library

This long-only strategy identifies dynamic support from recent pivot lows and enters when the closing price crosses above the latest support level. It uses a custom Quantum Harmonic Moving Average (SHMA) as an exit reference: the described calculation…

Rutura de níveisIndicadores técnicosFuturosGestão do risco
Strategy library

Turtle Soup is presented as a short-term countertrend response to the Turtle trend-following method. Rather than entering in the direction of a 20-day high or low breakout, the strategy seeks to benefit when such breakouts fail. The rationale is that trend…

Reversão à médiaRutura de níveisFuturosVolatilidade
Strategy library

This strategy builds expanding price bands around a moving average using Keltner channel width and Fibonacci multipliers. It treats the outer bands as potential support and resistance: after price trades beyond a band for several bars, a return inside may…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This strategy combines an AlphaTrend line with Bollinger Bands. It enters long when price crosses above the upper band while AlphaTrend is rising, and short when price crosses below the lower band while AlphaTrend is falling. AlphaTrend uses ATR-based…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This strategy combines moving-average crossovers, price breakouts, and RSI thresholds to generate long and short signals. A long is triggered by a fast average crossing above a slow one or by price breaking above a recent high, provided RSI is below its…

CriptoativosMomentumRutura de níveisIndicadores técnicos
Strategy library

This strategy is designed to trade reversals after price sweeps a recent swing high or low. Its visible settings allow longs after low sweeps and shorts after high sweeps, with swing detection based on pivot lookback, level age, and minimum spacing relative…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições
Strategy library

This system uses Parabolic SAR to identify potential changes in direction and trade both long and short. It enters long when SAR crosses below the closing price and short when SAR crosses above it. The stated default SAR settings are a start value of 0.02,…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines the slope of a long moving average with RSI-based signals to identify directional conditions and potential entries. The slope is normalized with an arctangent transformation to fit a centered oscillator scale, and a threshold creates a…

CriptoativosIndicadores técnicosMomentumGestão do risco
Strategy library

This rule-based strategy opens a position during a configured daily entry window and closes it during a configured exit window. The schedule can span midnight, and fractional hour settings encode minutes. It repeatedly submits and cancels limit orders near…

ExecuçãoGestão do riscoDimensionamento de posições
Strategy library

This strategy combines a fast and slow simple moving average crossover with fixed-amount purchases. A cross above the slower average triggers a long entry, while a cross below triggers a short entry in the supplied script. The description also proposes…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This combined strategy requires agreement between two signal components before taking a position. Its stochastic reversal component uses recent price changes alongside fast and slow stochastic lines to generate a bullish or bearish state. A second component…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only strategy requires price to cross above four simple moving averages calculated from highs and lows over 20- and 50-period windows, while a 7-period RSI crosses above 50. Once all five events align, it enters long. The exit distances are based…

CriptoativosIndicadores técnicosRutura de níveisMomentum
Strategy library

This described intraday system combines fast and slow exponential moving averages, RSI, volume, Bollinger Bands, and engulfing candle patterns. Its example parameters include 9- and 21-period EMAs, a 14-period RSI with overbought and oversold thresholds, and…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This intraday strategy records the first bar of each session as the opening range, then enters long when the confirmed close crosses above its high or short when it crosses below its low. It permits entries only while flat and limits filled orders during the…

Rutura de níveisIndicadores técnicosGestão do riscoExecução
Strategy library

This trend-following system builds a Variable Index Dynamic Average (VIDYA) whose responsiveness changes with momentum measured by the Chande Momentum Oscillator. It surrounds the average with volatility bands based on average true range (ATR). A move above…

Indicadores técnicosSeguimento de tendênciasVolatilidadeFuturos
Strategy library

This trend-following approach uses a weekly MACD histogram change to choose a directional bias and moving-average signals for entries and exits. The description proposes using faster and slower EMAs on an intraday chart, entering in the direction of the…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This daily-chart strategy combines MACD crossovers with RSI, CCI, StochRSI, and a 200-day simple moving average. MACD provides the initial directional signal. The other indicators are used as overbought or oversold checks, while price relative to the moving…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This short-term strategy combines a 50-period exponential moving average (EMA) with a pullback and bearish-candle confirmation. It first looks for a downward EMA break, then a rising pullback over a few candles, followed by an engulfing pattern; the proposed…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This overlay combines four smoothed moving averages with a three-line-strike candlestick pattern. The plotted averages use periods of 21, 50, 100, and 200; the 100-period line and trend fill can be toggled. The pattern logic identifies a bullish signal after…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This long-only strategy combines a volume-weighted moving average Bollinger Band basis with a lower threshold set at 0.618 of the band’s standard-deviation distance. It permits entries when the 50-period exponential moving average is above the 200-period…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy uses the midpoints of fast and slow rolling price ranges to identify directional conditions and place breakout entries. With stated defaults of 13 and 52 periods, it marks a long mode when the fast midpoint is above the slow midpoint and a…

FuturosIndicadores técnicosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses Ichimoku crossover signals to trade short-term moves on a five-minute chart. A long signal requires the conversion line to cross above the base line while price is above both leading spans; a short signal requires the opposite crossover…

FuturosIndicadores técnicosRutura de níveisGestão do risco
Strategy library

The visible portion of this script identifies swing points with a candle-direction Zigzag calculation, then measures ratios between successive pivots to recognize harmonic formations. It defines ratio-based rules for patterns including Bat, Butterfly,…

Indicadores técnicosSeguimento de tendênciasTestes históricosGestão do risco