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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
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 the Stochastics Momentum Index (SMI), an oscillator measuring the close relative to the midpoint of a recent high-low range. It smooths the relative price displacement and range, then compares the SMI signal series with an EMA. A cross…

MomentumIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy uses rolling price extremes to define upper and lower breakout levels. It enters long when price crosses above the upper level and short when it falls below the lower level, with options to enable either direction. A body mode can use candle…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document presents a simple Binance spot grid approach. At timed intervals, when no orders are open, it places a buy below the best bid and a sell above the best ask, each offset by half the configured grid spacing. When either order fills, it cancels…

Mercados à vistaCriptoativosNegociação em grelhaExecução
Strategy library

This long-position management method starts with a stop at 95% of entry price and defines progressively higher stop levels through 130% of entry. It checks whether the lowest low over the previous seven days is above the next threshold; when that condition…

Gestão do riscoDimensionamento de posiçõesTestes históricosFuturos
Strategy library

This intraday method uses the 50-period EMA relative to VWAP to establish directional bias, then trades crossovers between an 8-period and 50-period EMA in that direction. A fast EMA cross above the slower one triggers a long entry when the slow EMA is above…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This short-term strategy combines EMA alignment, RSI, a custom smoothed trend-strength calculation, volume, and price confirmation. It takes long positions when EMA20 is above EMA50 and EMA200, RSI exceeds 55, the trend-strength reading exceeds 25, volume is…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines nine technical conditions to generate long entry signals. Its checks cover a 50/200-day moving-average crossover, rising RSI below 40, a bullish MACD crossover, a low-level stochastic crossover, price near Fibonacci retracement levels…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This note describes a moving-average crossover approach for following trends. It calculates a fast EMA and a slow EMA, using a 12-period and 26-period pair as examples. A fast EMA crossing above the slow EMA signals a long entry, while a downward cross is…

CriptoativosFuturos perpétuosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday Nifty futures strategy records Tuesday and Wednesday reference prices from the 9:15 candle, using India time. On Wednesday, it compares that candle’s close with the prior week’s Wednesday reference, falling back to the prior Tuesday reference…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses candle direction and body size to enter long or short positions. It compares the latest candle’s body with half of an exponentially smoothed body-size measure over the recent 30 bars. A sufficiently large bullish candle can trigger a long,…

CriptoativosFuturos perpétuosSeguimento de tendênciasRutura de níveis
Strategy library

This algorithm uses the relationship between two exponential moving averages on SPY to generate directional signals for trading S&P 500 E-mini futures. After a warm-up period, it treats the fast average being above the slow average by a small tolerance as an…

FuturosAçõesSeguimento de tendênciasMomentum
Strategy library

This strategy uses an ATR-based trailing stop to define a changing threshold for trend direction. The stop follows the running high in an uptrend or the running low in a downtrend, offset by ATR multiplied by a configurable factor. A close crossing above the…

VolatilidadeRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This long-only strategy combines price patterns, volume expansion, moving averages, and a weekly trend check to identify entries. Its conditions include large price moves relative to the open or prior close, volume rising above its recent range, and a…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

The document presents a configurable strategy built around a VWAP-centered line and two bands. Its inputs allow the user to set the calculation window, forecast shift, volatility influence, band multipliers, and optional smoothing method and length. The…

Indicadores técnicosVolatilidadeGestão do riscoDimensionamento de posições
Strategy library

This strategy uses stochastic K and D crossovers to enter long and short positions. After entry, it tracks confirmed swing lows for a long position and swing highs for a short position, moving the stop as new pivots appear. The published implementation also…

Indicadores técnicosGestão do riscoExecuçãoFuturos
Strategy library

This workflow has multiple language models act as virtual traders, each maintaining a separate simulated account and producing standardized position actions. Their decisions use technical readings from daily, hourly, and five-minute intervals, including RSI,…

CriptoativosFuturos perpétuosAprendizagem automáticaIndicadores técnicos
Strategy library

This strategy combines MACD direction, an EMA price filter, and RSI thresholds to generate trend and reversal signals. It opens a long when price is above the EMA and MACD is positive, or a short when price is below the EMA and MACD is negative. The…

CriptoativosFuturos perpétuosSeguimento de tendênciasReversão à média
Strategy library

This strategy seeks short-term rebounds by buying after a sharp decline. It measures the percentage change from the previous candle’s close and triggers a long entry when the decline exceeds 5%, sizing the purchase using the account balance and current…

CriptoativosFuturosReversão à médiaVolatilidade
Strategy library

This note describes a utility for setting price and quantity precision for Binance perpetual contracts. It queries Binance’s derivatives exchange information endpoint, searches the returned symbol records for each configured instrument, and reads the price…

CriptoativosFuturos perpétuosExecução
Strategy library

The document describes a stock-oriented trend strategy that combines fast and slow moving averages, a price channel, and a Parabolic SAR direction filter. Its stated approach is to transform exponential averages into triple exponential moving averages, use…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This script generates long and short signals from fast and slow EMA crossovers, with volume or recent price direction as an additional condition. A trend filter accepts either ADX above a threshold or a sufficiently large gap between positive and negative…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy combines RSI thresholds with channels built from linear regression and standard deviation. It calculates upper and lower bands across multiple lookback lengths, then selects a band for entry and another for exit. Long entries can follow RSI…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This strategy combines ATR bands, fast and slow RSI readings, and EMA crossovers to seek reversal entries. A short is proposed when the open is above the upper ATR band and the faster RSI is below the slower RSI; a long is proposed below the lower band when…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This document presents a reversal-oriented indicator combination using Stochastic RSI, RSI, stochastic and RSI crossovers, the CM Williams Vix Fix, and Money Flow Index. The oscillators are intended to identify overbought or oversold conditions, while the…

FuturosIndicadores técnicosReversão à médiaVolatilidade