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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 trend-following system combines the relative positions of fast and slow exponential moving averages with ADX and directional indicators. The defaults use 50- and 200-period EMAs and an ADX threshold of 25: a long bias requires the fast EMA above the…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses the Relative Strength Index to take positions when momentum reaches extreme readings. RSI compares average gains with average losses over a chosen lookback and ranges from zero to one hundred. The described rules treat readings below 30 as…

Indicadores técnicosReversão à médiaMomentumFuturos
Strategy library

This strategy averages RSI and smoothed stochastic readings from four configurable timeframes, then uses the combined readings to identify extreme conditions. It opens a long when both averages are oversold and a short when both are overbought. The example…

Indicadores técnicosReversão à médiaMomentumFuturos
Strategy library

This strategy uses a moving average as the Bollinger Band center and offsets upper and lower bands by a chosen multiple of recent price standard deviation. It buys when the close falls below the lower band and exits the long position when price rises above…

Reversão à médiaIndicadores técnicosEstatísticaTestes históricos
Strategy library

This strategy uses rolling support and resistance levels with RSI extremes to signal potential reversals. Support and resistance are defined as the lowest low and highest high over a 30-period window. The stated rules buy near support when 14-period RSI is…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only approach uses Heikin Ashi candle color changes to identify possible reversals, with RSI as a filter and exit trigger. It enters when a green Heikin Ashi candle follows a red one, provided the 14-period RSI is below a configurable threshold. It…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This short-term strategy combines a channel formed from moving averages of recent highs and lows with candlestick pattern conditions called the mileage concept. The channel uses a five-candle default: closes above its upper band can support a long entry,…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy combines a weekly moving-average filter, a short-period RSI condition, and a comparison of recent highs to generate long entries. It enters when the previous close is above the moving-average benchmark, the short-window high matches the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy layers several technical signals: Ichimoku cloud position for trend context, RSI for momentum state, MACD for directional momentum, higher-timeframe RSI and MACD threshold events described as divergences, and EMA relationships for trend…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This scalping approach uses four simple moving averages to seek long entries during a longer-term bearish alignment. It enters when the 9-period average crosses above the 50-period average, provided the 50-period average remains below the 100-period average…

Indicadores técnicosTestes históricosGestão do risco
Strategy library

This document turns the Quantitative Qualitative Estimation (QQE) oscillator into chart-based long and short signals with alert conditions. It calculates a smoothed RSI, estimates changes in that smoothed series, and uses a scaled volatility-like band to…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy combines MACD line and signal line crossovers with histogram direction: a bullish crossover is considered for a long when the histogram is positive, while a bearish crossover with a negative histogram can trigger a short. A direction setting…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This long-only trend system smooths log returns with short- and long-period Arnaud Legoux moving averages (ALMA). It uses their relative position to define the regime, with a minimum separation threshold to screen weak bullish signals. Entries also require a…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This document outlines a trend-following system that adapts indicator periods to the selected chart timeframe. It enters long when a fast EMA crosses above a slow EMA and RSI is above 50, and enters short when the fast EMA crosses below the slow EMA and RSI…

MultiactivosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines Heikin Ashi prices, an ATR trailing channel, and a pair of exponential moving averages. A price crossing above the ATR trail generates a long signal when the fast EMA is above the slow EMA; a crossing below it generates a short signal…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Binance futures strategy builds an index from selected altcoins’ price changes relative to Bitcoin, measured against each coin’s starting relative price. It compares each coin’s relative change with the index and targets larger positions on coins that…

CriptoativosFuturosReversão à médiaMicroestrutura de mercado
Strategy library

This document explains calendar spread trading across weekly and quarterly crypto futures contracts on one exchange. The basic position pairs equal quantities in opposite directions across two expiries, aiming to benefit when an unusually wide price…

CriptoativosFuturosArbitragemExecução
Strategy library

This document describes a long-only trend strategy that enters when the close is above a 50-period simple moving average. It calculates a trailing stop from the 10-period average true range multiplied by a sensitivity factor, with a default factor of 3. The…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This utility shows how to query outstanding margin borrowing on OKCoin and Huobi and report amounts owed in CNY, BTC, and LTC. It includes interest in the liability total: OKCoin’s fields are added directly, while Huobi’s loan records are filtered by asset…

Gestão do riscoCriptoativos
Strategy library

This long-only trend-following method tracks 9-period and 20-period simple moving averages. After the faster average crosses above the slower one, it waits for a bullish candle that closes above the fast average before entering. The position is closed when…

Seguimento de tendênciasIndicadores técnicosCriptoativosFuturos
Strategy library

This scalping framework trades MNQ during the New York session, using a 20-period exponential moving average as both a trend filter and a pullback reference. A long setup requires price to close above the average after the bar reaches it; a short setup…

FuturosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This strategy pairs Ichimoku Tenkan and Kijun line direction with Bollinger Band price breaks and RSI thresholds. The described entry rules seek long positions when price is above the upper band, Tenkan is above Kijun, price crosses above the band basis, and…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy modifies MACD by taking the difference between the logarithms of fast and slow moving averages, then smoothing that oscillator with a signal line. A long signal occurs when the histogram crosses above zero, and a short signal when it crosses…

MomentumIndicadores técnicosCriptoativosFuturos
Strategy library

This framework identifies simple three-candle fair value gaps and treats them as potential imbalance zones. It records the latest bullish and bearish zones, then waits for price to revisit a boundary and close back in the direction of the move. A trend…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco