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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

The Dual Thrust method sets breakout thresholds from recent price ranges, then anchors them to the next session’s opening price. It calculates a range using the larger of two lookback measures: the highest high minus the lowest close, or the highest close…

Rutura de níveisMomentumIndicadores técnicosFuturos
Strategy library

This strategy uses Donchian Channel boundaries to enter trades when price breaks beyond recent highs or lows. Long entries use an upper-channel breakout and exit at the lower boundary; short entries reverse those rules. Channel lookback lengths can differ…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy template generates signals when the MACD line crosses its signal line, with configurable fast, slow, and signal periods. By default, it filters long entries for a rising simple moving average and short entries for a falling one. Users can…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This example shows how to customize a trading algorithm’s fill model so a market order is completed in portions. It attaches a custom model to an hourly equity subscription, then overrides market-fill handling to cap each simulated fill at a fixed quantity.…

ExecuçãoMicroestrutura de mercadoTestes históricos
Strategy library

This strategy combines a 200-period EMA as a broad direction filter, a 50-period EMA to define a pullback zone, and a WaveTrend-style oscillator crossover as the entry trigger. It goes long when price is above the 200 EMA but below the 50 EMA and the fast…

Seguimento de tendênciasIndicadores técnicosMomentumExecução
Strategy library

This strategy measures momentum by comparing a selected price series with its value a chosen number of periods earlier. It then combines that lookback momentum with either the change in momentum from the prior bar or the one-bar price change. A long signal…

MomentumIndicadores técnicosExecuçãoTestes históricos
Strategy library

The strategy opens a long position when the 14-period RSI crosses below 30, then records the entry price and sets a stop 1.5% below it. It closes the position when the bar’s closing price falls below that stop, clears the stored prices, and waits for another…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This strategy uses a 20-period simple moving average as the Bollinger middle band, with upper and lower bands formed using two standard deviations. It treats a close crossing above the middle band as a long signal and describes a cross below as a short…

Indicadores técnicosReversão à médiaNegociação de alta frequênciaGestão do risco
Strategy library

This strategy combines a 123-style reversal signal with a volume-weighted exponential moving average (EMA). The reversal component checks recent closing-price patterns and stochastic values; the second component compares an EMA of volume-weighted prices with…

Indicadores técnicosReversão à médiaSeguimento de tendênciasFuturos
Strategy library

This strategy builds on MACD crossovers by adding RSI and volume conditions. A long signal requires a bullish MACD crossover above zero, RSI below its overbought threshold, and volume above its moving average. A short signal requires a bearish crossover…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This short-term strategy combines several technical signals to seek directional entries. It uses fast and slow Hull moving averages, Ichimoku lines and cloud structure, Donchian channel levels, and MACD crossovers. A long signal requires bullish conditions…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses three exponential moving averages to classify directional conditions. When the shortest average is above the middle average and the middle is above the longest, it signals an uptrend; the reverse ordering signals a downtrend. It enters…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This strategy trains an XGBoost model on six price and volume features: normalized RSI, distance from a 50-period EMA, rate of change, ATR relative to price, relative volume, and the close's location within a recent price range. It periodically fits the…

Aprendizagem automáticaIndicadores técnicosGestão do riscoEstatística
Strategy library

This strategy uses Keltner Channel bands to frame directional entries. A move above the upper band triggers a prospective long entry, while a break below the lower band triggers a short entry. It also describes conditions for canceling pending entries when…

FuturosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

The available source describes a long-oriented reversal strategy that identifies a bullish bar when its close is above the bar's midpoint and its low matches the lowest low over the previous seven bars. It also calculates confirmed pivot highs and lows,…

Indicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy calculates Williams %R over a configurable lookback and enters long when the indicator crosses upward through -80 or short when it crosses downward through -20. It offers configurable take-profit and stop-loss distances, optional trading hours,…

FuturosIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This long-only strategy enters when a fast simple moving average crosses above a slower one. While the trade is active, it calculates a stop as a fixed percentage below the bar’s high and carries forward the higher of that stop and the previous stop. The…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy compares short and long exponential moving averages, entering long on an upward cross or short on a downward cross. It sets percentage-based stop-loss and profit-target levels from the entry price, and offers controls for long-only or…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following method uses the Ichimoku conversion line and base line, calculated from median prices over 9 and 26 days, to generate signals. A conversion-line cross above the base line triggers a long entry only when price is above the 200-day EMA; a…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This intraday strategy uses fast and slow simple moving averages to follow short-term trends. A cross above the slower average opens a long position, while a cross below opens a short. Users can set the average lengths, a per-trade monetary stop, a trailing…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines a smoothed Stochastic oscillator with high and low simple moving averages. It describes a long signal when Stochastic crosses upward through a risk-mode threshold while price is below the low SMA, and a short signal when it crosses…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy combines three technical signals: fast and slow EMA crossovers for trend changes, RSI thresholds for overbought or oversold conditions, and MACD line crossovers. Its signal logic can require any enabled indicator to trigger or require all…

Indicadores técnicosMomentumVolatilidadeDimensionamento de posições
Strategy library

This trend-following method compares a fast and a slow exponential moving average. The described defaults are 8 and 21 periods: a fast-line cross above the slow line signals bullish direction, while a cross below signals bearish direction. Users can select…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This example describes a monthly U.S. stock strategy that uses a machine-learning model to rank stocks by their predicted likelihood of outperforming the cross-sectional median. Its input features are past closing-price returns measured over several lookback…

AçõesAprendizagem automáticaEstatísticaDimensionamento de posições