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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 strategy uses the Chande Momentum Oscillator (CMO) and a weighted moving average of that oscillator to generate directional signals. The document describes going long when CMO rises above its WMA and short when it falls below, with an option to reverse…

CriptoativosFuturosMomentumSeguimento de tendências
Strategy library

This document explains a long-only stop method linked to entry price. Before price rises by the selected percentage, the stop is placed below entry by that percentage. Once price exceeds the trigger, the stop moves to entry, aiming to prevent the position…

CriptoativosFuturosGestão do riscoDimensionamento de posições
Strategy library

This document describes a long-only Ichimoku strategy that combines a Tenkan–Kijun crossover with price position relative to the cloud. The stated entry logic requires an upward crossover and a close above the cloud; exits can follow a downward crossover or…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy calculates a standard Bollinger Band center line and upper and lower bands, then compares price with bands shifted forward by a chosen offset. A move above the shifted upper band triggers a long entry, while a move below the shifted lower band…

CriptoativosFuturosRutura de níveisVolatilidade
Strategy library

This rules-based strategy combines MACD crossovers with RSI thresholds to generate long entries and exits. Using the stated defaults, MACD uses fast and slow moving averages of 12 and 26 periods with a 9-period signal line, while RSI uses 14 periods. A…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy combines a Hull moving average baseline with an SSL channel for directional confirmation and TDFI as a momentum filter. It enters when price is near the baseline, the baseline and SSL conditions support the same direction, and TDFI passes its…

CriptoativosFuturosRutura de níveisMomentum
Strategy library

This document describes a long-only strategy that uses six exponential moving averages, spanning short to long lookbacks, to identify aligned trends. It enters when each shorter EMA is above the next longer EMA and the closing price crosses above the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy sets breakout thresholds using the highest high and lowest low over a prior-bar lookback, adjusted by a multiple of ATR. It takes long trades when the close exceeds the upper threshold, is above a 50-period EMA, and RSI is above its threshold;…

Rutura de níveisSeguimento de tendênciasMomentumVolatilidade
Strategy library

This short-term reversal strategy combines a two-day closing-price pattern with a stochastic oscillator signal and a CCI-based confirmation. The source constructs the first signal from two successive price moves plus the relationship between fast and slow…

Reversão à médiaIndicadores técnicosFuturosCâmbio
Strategy library

This strategy combines three technical components: 4-, 9-, and 18-period EMAs for trend direction, a 14-period ATR for a volatility threshold, and daily pivot levels calculated from the previous day’s high, low, and close. Its described long and short…

FuturosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This strategy describes a long-only trend approach using a 7-period and 14-period EMA alongside MACD. It enters when the faster EMA is above the slower one and MACD crosses above its signal line, then uses a trailing stop based on a percentage decline from…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy description pairs a short and a long moving average to identify directional changes: an upward crossover indicates a long bias, while a downward crossover indicates a short bias. It also describes using a candle close crossing the faster…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

The described system estimates directional bias from price comparisons with calculated buy and sell reference averages, then uses an ATR-based trailing stop to track exits. The prose specifies a 14-period ATR and a default multiplier of four; the code…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy combines a long-term EMA trend filter with a faster EMA reclaim entry. A long setup requires price above the trend EMA, a move below the fast EMA followed by a cross back above it, and RSI at or above its long threshold. Shorts reverse those…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

The LTPI method tracks direction with a moving trend line and ATR-scaled thresholds. A close must move beyond the line by 2.16 ATR to trigger a direction change. After a flip, a configurable hold period suppresses further reversals, while the trend line…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy combines RSI extremes with bullish or bearish engulfing-style candle conditions to generate reversal-oriented entries. A bullish setup follows an RSI reading at or below the oversold threshold within the current or prior two bars, together with…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This Freqtrade example combines three oscillators to identify potential turning points. It calculates the Commodity Channel Index, Money Flow Index, and Chande Momentum Oscillator on a fifteen-minute timeframe. A long entry is signaled when the previous…

Indicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy sets upper and lower price boundaries around a reference price and enters long or short when the close crosses them. After a breakout, it shifts the reference and recalculates both boundaries, creating successive levels in the direction of…

FuturosRutura de níveisSeguimento de tendênciasDimensionamento de posições
Strategy library

This strategy uses Parabolic SAR as a dynamic stop and reversal level. It places long or short stop entries around the indicator, then exits when price crosses the level. The indicator’s acceleration settings control its starting value, increment, and…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This indicator combines three Supertrend calculations with different ATR lengths and factors, a 200-period exponential moving average, and a stochastic oscillator. Long signals require bullish agreement among the Supertrend directions, price above the EMA,…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy looks for price deviations from two daily reference levels: an anchored VWAP and a volume-profile point of control. It proposes buying when price is below both references, volume is unusually high relative to its recent average, and RSI is low;…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This strategy combines a price reversal pattern with a momentum breakout filter. The 123 component looks for a turn after consecutive declines or advances and checks a stochastic oscillator condition before taking a long or short direction. The second…

Reversão à médiaMomentumRutura de níveisIndicadores técnicos
Strategy library

This document describes a multi-indicator strategy for stocks and cryptocurrencies. It combines fast and slow moving average crossovers with RSI confirmation and an ADX threshold intended to filter for established trends. ATR is presented as a way to set…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This strategy uses a simple moving average of closing prices to choose a position direction: prices at or above the average indicate long exposure, while prices below it indicate short exposure. A stateful signal filter suppresses repeated signals until the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos