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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 trend-following strategy combines Ichimoku conditions with MACD histogram, Chaikin Money Flow (CMF), and True Strength Index (TSI) filters. Long entries require the Tenkan-sen above the Kijun-sen, positive price momentum, a close above the cloud, a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following approach uses a 30-period simple moving average crossing a 200-period simple moving average to signal long or short trades. A 30-period average crossing above the 200-period average triggers a buy; crossing below triggers a sell.…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines an ATR-based UT Bot trailing line with RSI filters to identify reversals. A change in the trailing line’s direction defines an uptrend or downtrend; a long signal requires an upward turn while RSI is below 40, and a short signal…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This script combines three exponential moving averages with a stochastic oscillator and a set of candlestick pattern definitions. It classifies the trend as bullish when price and the three averages are ordered upward, and bearish when they are ordered…

Indicadores técnicosSeguimento de tendênciasMomentumEstatística
Strategy library

This 30-minute ETH perpetual strategy combines directional trend, RSI limits, relative volume, and two momentum measures to select long and short entries. It offers two ADX calculation variants. Long entries require positive directional movement, ADX above…

CriptoativosFuturos perpétuosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a simple moving average trend filter, MACD confirmation, and an ATR-derived distance. A long condition occurs when price crosses above the SMA and the MACD line is above its signal line; a short condition mirrors this below the SMA.…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a Relative Vigor Index with an Ehlers Fisher stochastic transformation to create directional signals. It smooths candle body changes and ranges, sums them over a configurable length, and divides the body measure by the range measure to…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This utility describes a way to liquidate available coin balances across several configured exchanges while optionally retaining a specified amount. For each exchange, it first attempts to cancel open orders, reads the account balance, and repeatedly submits…

ExecuçãoMicroestrutura de mercadoCriptoativosMercados à vista
Strategy library

This strategy turns a simplified Elliott Wave impulse concept into a mechanical signal. It checks for a configurable run of rising or falling closes and compares the latest close with a close a specified number of bars earlier. A matching upward or downward…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy estimates how unusual recent upward closes are relative to a longer-term up-bar frequency. It counts up closes over a short window, estimates the probability of an up close from a longer window, and calculates a binomial cumulative distribution…

CriptoativosFuturosReversão à médiaEstatística
Strategy library

This document describes a crypto arbitrage bot that compares a target market’s best bid and ask with synthetic prices formed through two other markets. It adjusts those synthetic prices for exchange-specific fees and available order-book depth, then uses the…

CriptoativosArbitragemMicroestrutura de mercadoExecução
Strategy library

This strategy generates entries when price crosses a Supertrend line. An optional 200-period EMA filter requires price to align with the broader trend, while an optional ADX filter screens for trend strength. Trades can be limited to the Indian market…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This short-term strategy smooths recent price changes to create a volatility-scaled range filter. A recursive filter line adjusts in steps according to the smoothed range, and its direction tracks whether the line is rising or falling. A long signal occurs…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy uses a 20-period exponential moving average as a trend reference and compares the close with both the average and a key level derived from the latest two bars' highs and lows. It takes a long position when the close is above both references and…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy builds a long and short trading signal around an ATR-based trailing threshold. It subtracts a volatility buffer, defined as ATR multiplied by a configurable factor, from highs and takes the highest resulting value over a lookback window. The…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This educational example applies a dual exponential moving average crossover to several cryptocurrency spot pairs. For each configured symbol, it calculates two EMA series and buys when the shorter average crosses above the longer one; it sells a fixed coin…

CriptoativosMercados à vistaMomentumIndicadores técnicos
Strategy library

This strategy defines an opening range from 07:00 to 08:00 and looks for a later close beyond its high or low during the 14:00–23:00 Europe/Amsterdam session. It enters long above the range or short below it, provided price is also on the matching side of a…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This long-only strategy enters when the 12-period EMA crosses above the 26-period EMA, with MACD direction, an RSI range, and price above the 21-period EMA and 7-period SMA used as filters. A separate optional entry checks for a break above a pivot-based…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

This strategy builds a channel around a moving average by placing one boundary above it and another below it using percentage offsets. It submits limit entries at the boundaries: a long order at the lower line and a short order at the upper line. Positions…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands, based on a moving average and standard deviation, with Keltner Channels, based on a moving average and true range. It enters long when the close is below both lower boundaries and short when it is above both upper…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands, whose width is based on price dispersion, with Keltner Channels, whose width uses average true range. It buys when the close is below both lower bands and sells when the close is above both upper bands, treating…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy looks for unusually wide candles and takes the opposite side: it shorts qualifying bullish candles and buys qualifying bearish candles. A candle qualifies when its high-to-low range exceeds a multiple of the recent average range and its body is…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This EMAC variant combines a recent trend filter with several moving averages to identify long entries. The description says shorter averages crossing above a longer simple moving average provide confirmation, while a trend measure classifies the broader…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines two simple moving averages with Stochastic RSI. A Stochastic RSI cross upward through an oversold threshold creates a buy signal, while a cross downward through an overbought threshold creates a sell signal. The stated approach uses…

Indicadores técnicosMomentumGestão do riscoDimensionamento de posições