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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

The Trend Analysis Index (TAI) is presented as a normalized measure of movement in a simple moving average. The method calculates a moving average, finds its highest and lowest values over a shorter lookback, then scales that range by price. A rising TAI is…

Seguimento de tendênciasIndicadores técnicosEstatísticaGestão do risco
Strategy library

The excerpt describes a Pine Script strategy that combines market structure, higher-timeframe direction, ALMA-based state signals, regression confidence, and buying or selling pressure. It presents the system as a way to align several types of evidence…

Indicadores técnicosSeguimento de tendênciasGestão do riscoExecução
Strategy library

This strategy surrounds an Exponential Hull Moving Average with upper and lower percentage bands. It opens or maintains a long position when price closes above the upper band and closes the long below the lower band. The short rules reverse those thresholds,…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This short-term strategy combines a 3-period EMA, opening price, prior-day volume, and the previous bar’s price range. A long entry requires the close to be below the EMA, the open to exceed the current bar’s OHLC average, volume to be no greater than the…

CriptoativosFuturosRutura de níveisMomentum
Strategy library

This strategy uses a Donchian Channel to identify breakouts and follow trends. It calculates the highest and lowest closing prices over a lookback period, then uses their average as the channel midpoint. A close at or above the prior upper band opens a long…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines RSI and moving averages to identify long entries, then uses price-following exit levels. A long signal requires RSI above 50, the 9-period simple moving average above the 50-period average, and RSI rising by more than five points from…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following system combines Chandelier Exit signals with a 200-period EMA filter. The Chandelier Exit sets trailing stop levels from recent price extremes adjusted by an ATR multiple. Long entries require a buy signal with price above the EMA; short…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy estimates directional participation by assigning each bar’s volume to the up or down side according to whether its close rose or fell from the prior close. It smooths both volume series, divides up volume by down volume, and rescales the ratio…

Sentimento de mercadoReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This script presents a short-term gold strategy that uses a 14-period RSI to identify extreme readings. It opens a long position when RSI is below 30 and a short position when RSI is above 70, provided it has no open position. The script also plots RSI…

Matérias-primasReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This swing-trading method uses a volatility-adjusted trailing stop to define trend direction and trade signals. It calculates ATR and tracks prior price extremes: in an uptrend, the stop is placed below a recent high by an ATR multiple; in a downtrend, it is…

MomentumSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy compares a 7-period moving average of daily prices with a 5-period moving average of monthly prices. A cross above the slower average signals a long trade, while a cross below signals a short trade. The source allows SMA, EMA, or WMA…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy uses the Chande Forecast Oscillator, which compares the closing price with an n-period linear regression forecast as a percentage of price. Its sign supplies direction: positive readings correspond to a forecast above the close, while negative…

Indicadores técnicosEstatísticaMomentumTestes históricos
Strategy library

This strategy builds on the Supertrend indicator, which uses ATR and price movement to signal trend direction. The document describes configurable confirmation filters based on EMA, RSI, MACD, and CCI, with options for simple or pullback entries and long,…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following system uses the 20-week simple moving average and 21-week exponential moving average as a bull market support band. It opens a long position when the SMA crosses above the EMA and closes the position when it crosses below. The published…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This momentum system derives a normalized measure from smoothed price changes and compares it with an exponential moving average signal line. The source logic enters long when the smoothed oscillator rises above an upper threshold and short when it falls…

MomentumIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy uses Bollinger Band crossings to take directional positions: a close crossing above the upper band triggers a long, while a cross below the lower band triggers a short. The bands are built from a moving average and a standard-deviation…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy uses candlestick shape to identify bullish and bearish Pin Bars, then filters them by trend and trading volume. A qualifying candle has a dominant upper or lower wick and a small body; the close relative to a 50-period simple moving average…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This backtesting framework uses an SSL channel built from moving averages of highs and lows to detect changes in direction. The channel state turns positive or negative when the close crosses the corresponding boundary, and a state change creates a long or…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This hybrid strategy combines price benchmarks, volatility signals, simple pattern proxies, and volume confirmation. A close above the upper Bollinger Band is treated as a volatility breakout; the long entry also requires a pattern signal and volume above…

CriptoativosRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This document introduces an open-source strategy named Alpha S/R Channel. The visible settings show a higher-timeframe EMA, with a 15-minute default and a configurable length, alongside channel-width modes based on percentage, ATR multiplier, or a fixed…

Indicadores técnicosMatérias-primasTestes históricosExecução
Strategy library

This cryptocurrency trend strategy uses 9-, 20-, and 50-period exponential moving averages to identify direction. A short-term crossover of the middle average, with price on the corresponding side of the long-term average, sets the directional bias. RSI…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines an ATR-based price channel with a smoothed trend line and offset bands to generate directional signals. It calculates ATR and prior price extremes to define channel limits, updates a constrained price series when price moves beyond…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This document outlines a short-term strategy that derives Renko-like bricks using ATR and trades when their direction reverses. A rising brick state creates a buy signal after a falling state, and a falling state creates a sell signal after a rising state.…

Indicadores técnicosSeguimento de tendênciasCriptoativosFuturos
Strategy library

The document presents a configurable Pine Script strategy framework intended to support automated bot alerts. Its inputs cover enabling long or short trades, reversing positions, limiting the date or session range, and choosing exit behavior. The described…

Indicadores técnicosGestão do riscoExecuçãoTestes históricos