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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 combines trend, price action, volume, and volatility measures to generate tiered long and short signals. It uses short and long EMAs with an ADX filter for trend direction, candle patterns and fair value gaps for price action, and volume…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This long-only strategy uses a very short-period RSI to identify pullbacks while a long moving average filters for the broader trend. It opens a position when price is above the long average and RSI falls below its oversold threshold. The standard described…

Reversão à médiaIndicadores técnicosFuturosGestão do risco
Strategy library

This intraday strategy uses a fast and a slower EMA crossover to generate directional signals, with a longer EMA and VWAP as filters. A bullish crossover qualifies for a long only when price is above both the trend EMA and VWAP; a bearish crossover qualifies…

Indicadores técnicosSeguimento de tendênciasFuturosGestão do risco
Strategy library

This strategy uses simple moving averages with short and long lookback periods to generate directional signals. A cross of the short average above the long average opens a long position, while a cross below opens a short position. The described…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This workflow describes an automated approach to tokenized US stock perpetual contracts. On a scheduled cycle, it collects current position details, news sentiment, and daily US equity candles. It computes MACD, RSI, ATR, and OBV, then uses language-model…

AçõesFuturos perpétuosSentimento de mercadoIndicadores técnicos
Strategy library

Profit Maximizer (PMax) combines a selected moving average with ATR-based trailing stop levels to indicate trend direction. Its design draws on the moving average trend switching of MOST and the volatility-sensitive price detection of SuperTrend. The line…

Indicadores técnicosSeguimento de tendênciasVolatilidadeFuturos
Strategy library

This trend-following method uses three moving averages calculated on progressively higher timeframes. A crossover between the first two provides an entry signal, while the direction of the third average acts as confirmation. Dynamic smoothing is described as…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This TradingView strategy generates long and short signals from a fast and slow exponential moving average relationship. A confirmed close crossing the fast average triggers an entry when the fast average is above the slow average for longs or below it for…

Matérias-primasSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The described system combines a momentum threshold with a 200-period EMA direction filter: it considers longs when momentum rises above its threshold and price is above the EMA, and shorts when momentum falls below its threshold and price is below the EMA.…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This document describes a spot selling tool that breaks a large target quantity into smaller orders. Each order is sized around a configurable average, with a random variation, and priced as an offset from the current best ask. The tool waits for an order to…

Mercados à vistaCriptoativosExecuçãoMicroestrutura de mercado
Strategy library

This strategy uses pivot highs and lows to identify possible turning points, then places stop entries around the most recently detected pivot levels. Its stated settings use four bars to the left and two to the right when identifying pivots. The description…

FuturosCriptoativosIndicadores técnicosRutura de níveis
Strategy library

This event-driven example uses a simple moving average to identify possible directional changes. It loads recent closing prices into a rolling buffer, updates that buffer on each bar, and compares the latest close with the average. A cross is checked against…

Indicadores técnicosMomentumDimensionamento de posiçõesExecução
Strategy library

This short-term strategy combines a 123 price reversal setup with a Kaufman adaptive moving average (KAMA). The reversal component looks for a two-step change in closing-price direction and applies stochastic oscillator conditions around a level of 50. The…

Indicadores técnicosReversão à médiaSeguimento de tendênciasFuturos
Strategy library

This strategy compares volatility-scaled measures of volume momentum and price. It derives a volume difference series from changes in close price, volume, OBV, and PVT, normalizes and smooths that series, then calculates Bollinger %B measures for volume…

FuturosReversão à médiaMomentumIndicadores técnicos
Strategy library

This strategy aligns short-, intermediate-, and long-horizon signals before entering a position. It uses a 26-period and 50-period EMA crossover for short-term direction, a channel around a 200-period moving average scaled by ATR for intermediate direction,…

FuturosSeguimento de tendênciasIndicadores técnicosRutura de níveis
Strategy library

This document demonstrates how to retrieve historical candlesticks from OKX’s V5 market endpoint when each request is limited to 100 bars. Its example repeatedly requests pages, uses the timestamp of the most recently processed record as the cursor for the…

CriptoativosFuturos perpétuosExecuçãoMicroestrutura de mercado
Strategy library

This strategy combines Williams %R with RSI to signal potential reversals from oversold and overbought areas. It uses a 30-period Williams %R and a 7-period RSI: a long signal occurs when both cross upward through their lower thresholds, while a short signal…

FuturosMomentumIndicadores técnicosRutura de níveis
Strategy library

This strategy combines a fast stochastic oscillator for entry timing with a slow stochastic oscillator for directional confirmation. The source uses default fast settings of 5 periods with smoothing of 2, and slow settings of 97 periods with smoothing of 1.…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This document describes a long-oriented strategy using a 14-period RSI by default. It enters when RSI crosses up through an oversold threshold, set to 30 by default, and exits when RSI crosses down through an overbought threshold, set to 70. On entry, the…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This trend-following method uses fast, medium, and slow simple moving averages, with default periods of 8, 21, and 55. A fast-average crossover above the medium average opens a long when both are above the slow average; the reverse alignment and crossover…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example outlines a mean-reversion approach for two assets. It applies the Engle–Granger two-step method: regress one price series on the other, test whether residuals are stationary, then estimate an error-correction model and check that its adjustment…

Negociação de paresReversão à médiaEstatísticaTestes históricos
Strategy library

This strategy combines the Stochastic Momentum Index (SMI) and a fast RSI to generate long and short signals. It enters long when SMI is below its negative threshold or RSI is below its oversold level, with a bearish candle; short entries use the…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This workflow automates a dollar-cost averaging process for cryptocurrency spot purchases. On a recurring hourly cycle, it gathers market data to calculate MACD, RSI, ATR, and OBV, and retrieves recent crypto news for AI-based short- and long-term sentiment…

CriptoativosMercados à vistaIndicadores técnicosSentimento de mercado
Strategy library

This strategy combines trend, momentum, volatility, volume, and optional pivot-pattern checks to generate directional signals. Price relative to short-term exponential moving averages establishes trend direction; a MACD histogram crossing zero signals a…

Indicadores técnicosMomentumSeguimento de tendênciasVolatilidade