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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 transforms RSI into a centered histogram by subtracting 50 from the RSI value and applying a scale factor. It compares that series with configurable buy and sell alert levels, then maps the resulting state to long or short positions. A…

Indicadores técnicosFuturosTestes históricosGestão do risco
Strategy library

This combined strategy seeks agreement between two signals before taking a directional position. One component tracks price relative to a moving average and recent highs and lows to assign a bullish or bearish state. The other applies a recursive bandpass…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

The described approach combines WaveTrend crossover signals with a Directional Energy Ratio (DER) direction check to select long or short entries. RSI readings above 70 or below 30 are presented as conditions for closing positions. The document also lists…

Indicadores técnicosMomentumFuturosTestes históricos
Strategy library

This document describes an RSI mean-reversion strategy that seeks reversals at overbought and oversold readings, while filtering trades according to trend strength and recent volatility. It uses a moving average to assess market direction and avoids trading…

Reversão à médiaIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This document presents a trend-following setup that uses G-Channel boundaries to determine market direction and an EMA to identify pullbacks within that direction. The channel is described as upper and lower price bounds with a midpoint; the most recent…

Seguimento de tendênciasIndicadores técnicosCriptoativosFuturos
Strategy library

The excerpt describes a chart strategy named Bjorgum Double Tap and documents several controls for detecting and managing patterns. Pattern pivots are formed from significant highs or lows over a chosen bar length, with a tolerance that allows the two…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This short-term trading framework uses a 14-period RSI and enters long when RSI crosses above 60, or short when it crosses below 40. It sets profit targets and stop levels as fixed price-point distances from the position's average entry price, with separate…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesFuturos
Strategy library

This document describes a breakout approach that measures how often closing prices exceed a moving-average-based boundary. It counts closes above a boundary derived from an n-period simple moving average and a standard-deviation buffer over a separate…

Rutura de níveisIndicadores técnicosCriptoativosFuturos
Strategy library

This strategy calculates the Tillson T3 from a price series based on the bar high, low, and close. It applies six successive exponential smoothing steps and combines the later smoothed values with coefficients controlled by a volume factor. A rising turn in…

Seguimento de tendênciasIndicadores técnicosFuturosDimensionamento de posições
Strategy library

The document introduces Williams Accumulation/Distribution (AD) as a way to interpret buying or selling pressure and describes a divergence method: a new price high without a corresponding AD high may indicate distribution, while a new price low without a…

Indicadores técnicosMomentumTestes históricosGestão do risco
Strategy library

This breakout strategy fits quadratic curves to rolling bar highs and lows, treating the resulting upper and lower curves as potential resistance and support. It identifies candidate signals by comparing the fitted curves across nearby bars: a qualifying…

Rutura de níveisEstatísticaIndicadores técnicosDimensionamento de posições
Strategy library

This trend-following approach combines an ATR-based PMax line with a selectable moving average. The indicator uses volatility to set a moving stop-like boundary around the average, with its direction determining which boundary forms PMax. A crossover of the…

Seguimento de tendênciasIndicadores técnicosVolatilidadeFuturos
Strategy library

This strategy uses fast and slow Zero-Lag EMAs to identify directional changes. It constructs each line by applying an EMA twice and adding the difference between the first and second smoothing passes. A fast-line crossover above the slow line signals long…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines a moving-average direction signal with a measure of bar range relative to price. The description presents the moving averages as short- and longer-term trend guides, and compares current range volatility with a simple moving average of…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This document describes a trend-following strategy built around the Ichimoku Cloud. Its principal entry signals occur when the 9-period Conversion Line crosses the 26-period Base Line: an upward cross signals a long entry and a downward cross signals a short…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses only the Aroon indicator to generate directional signals. It compares the recency of the highest high and lowest low over a configurable lookback, set to seven bars by default. When the upper measure exceeds the lower measure, the strategy…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine strategy combines daily classic pivot levels with a 50-period EMA and a 7-period RSI. It calculates the prior day's pivot, support, resistance, and central pivot range, then uses the current close and intraday lows or highs relative to those levels…

AçõesFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This long-only strategy combines three technical conditions before entering a trade: a bullish MACD crossover, RSI above a threshold, and a short moving average above a longer one. Its published defaults use MACD periods of 12, 26, and 9, a 14-period RSI…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy trades a basket of USDT-margined crypto perpetuals by comparing each asset’s price relative to Bitcoin with a basket index. It maintains a smoothed reference level for each coin-to-Bitcoin ratio, then uses deviations from the index to guide…

CriptoativosFuturosFuturos perpétuosReversão à média
Strategy library

This strategy compares fast and slow ATR estimates using a two-sample significance test, treating a sufficiently large difference as evidence of unusual volatility. It then estimates directional drift from a moving average of log returns and enters long when…

FuturosReversão à médiaVolatilidadeEstatística
Strategy library

This two-sided strategy uses a moving-average channel to frame price fluctuations and combines its crossings with MACD signals. The described rules buy when price crosses back above the lower band and sell when it crosses back below the upper band; positions…

FuturosReversão à médiaIndicadores técnicosVolatilidade
Strategy library

This strategy presents five selectable ways to use MACD crossovers for trade signals: basic crossover entries, an overbought filter, moving-average confirmation, a moving-average zone condition, and RSI confirmation. It also allows choices among several…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This strategy combines an ATR-based UT Bot trailing stop, a Hull Moving Average trend filter, and a weighted moving average momentum signal. It enters long only when price crosses above the trailing stop and HMA, momentum crosses above its signal line, and…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

Noro’s trend strategy combines a price-channel midpoint, a fast RSI, and a candle-body filter. The channel is formed from the highest and lowest closing prices over the selected lookback; recent lows above its midpoint indicate an uptrend, while recent highs…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos