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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
WonderTrader
14 documentos
Alphalens
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This trend-following method compares 10-period and 50-period simple moving averages, converts their ratio into a percentile oscillator, and signals when that oscillator crosses the lower or upper thresholds. Long signals use an upward cross of 10; short…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This is a long-only dollar-cost-averaging strategy for an ATOM perpetual market. A 14-period RSI on a four-hour timeframe arms the initial entry when it falls below 28. If price declines from the base entry, five safety orders can be placed at fixed…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This strategy opens a long position, then adds up to 14 more orders as price falls in successive 1.1% steps from the latest grid level. Each added order grows by a 1.2 multiplier from a $100 base order. When a position is open, the script sets a take-profit…

CriptoativosNegociação em grelhaDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines MACD momentum with a pair of volume-weighted moving averages for directional entries. It uses the standard 12, 26, and 9 MACD settings and compares 20-period and 50-period VWMAs. A positive MACD histogram alongside the faster VWMA…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This framework combines trend, momentum, volatility, and volume measures to form long and short signals. EMA alignment and the Ichimoku cloud set directional context, while RSI, MACD histogram, and Stochastic RSI conditions further screen entries. The stated…

Indicadores técnicosDimensionamento de posiçõesVolatilidadeGestão do risco
Strategy library

This strategy combines a 14-period RSI with price confirmation and an ATR-based stop. It enters long when RSI crosses above 60 and the close exceeds the previous high, and enters short when RSI falls below 40 and the close is below the previous low. The…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This indicator combines an adaptive moving average with a slope calculation that colors the line to classify market conditions. Green denotes a strong upward trend, red a strong downward trend, and yellow a flat, choppy, or consolidating state. The adaptive…

Seguimento de tendênciasIndicadores técnicosMomentumFuturos
Strategy library

This strategy builds an oscillator from the differences between a short moving average and three longer averages. The differences are scaled and combined into a single vortex histogram, whose movement around zero represents broader trend direction. A short…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy combines a fast and a slow moving average to identify shifts in trend, then checks price relative to the fast average before signaling. Its described setup first smooths the selected price input with a short average, then calculates fast and…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This swing-trading method seeks long breakouts in assets above a 200-period exponential moving average. It anchors Fibonacci extensions to detected swing pivots and uses a close above the 1.618 extension as the entry signal. The described risk plan places a…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses the direction of a weighted moving average on a benchmark cryptocurrency to choose trades in a target cryptocurrency. It opens long exposure when the benchmark average rises and short exposure when it falls, with percentage-based profit…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy enters when a fast EMA crosses a slower EMA, with separate filters for long and short trades. The order-flow filter passes a bullish signal when open-interest change exceeds a threshold or a smoothed volume-based flow measure is positive;…

Indicadores técnicosMomentumSeguimento de tendênciasMicroestrutura de mercado
Strategy library

This strategy trades price breakouts from a rolling high and low channel, while its description frames the approach in terms of Bollinger Bands. The code uses the highest high and lowest low over a configurable lookback, entering long above the upper bound…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This event-driven stock strategy calculates the highest high and lowest low across a configurable number of recent daily bars for each symbol loaded from a CSV file. It subscribes to tick data and compares each new price with those stored levels. A move…

AçõesRutura de níveisSeguimento de tendênciasExecução
Strategy library

This strategy combines a custom adaptive EMA with conventional short and long EMAs to identify trend direction and pullback entries. Its dynamic average adjusts its smoothing according to price level and the recent size of price changes, with faster response…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This trend-following system calculates 20-period simple moving averages of highs and lows. A close crossing above the high-based average opens a long position, while a close crossing below the low-based average opens a short. The written rules exit longs…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This strategy constructs upper and lower bands by searching within a percentage range around selected prices for nearby prime numbers. It then tracks recent band extremes over a configurable lookback and changes directional exposure when the close breaks…

Indicadores técnicosRutura de níveisFuturosCriptoativos
Strategy library

This long-only system combines a long-term trend filter, a momentum test, and an RSI range condition. It considers entries when price is above the 200-period EMA, MACD is above its signal line, and 14-period RSI is between 50 and 70. It closes when MACD…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This long-only strategy uses the MACD histogram to trigger entries and exits, with a stop tied to the entry price. Its stated settings use 12- and 26-period exponential averages and a 9-period signal average. The written description says to enter when the…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This strategy uses an ATR-based Supertrend line to define the current direction and enters when the trend state switches between bullish and bearish. The line is built from a price midpoint and ATR-scaled bands that are carried forward according to price…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy uses a Volume Balances indicator to estimate buying and selling pressure from price movement weighted by trading volume. It measures the change in typical price, limits the contribution of unusually large volume or movement, and aggregates the…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This trend strategy constructs a reference line as the midpoint between the highest high and lowest low over a configurable lookback. It takes a long position when the close is above the line and a short position when it is below; an input can reverse those…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following strategy combines a short and long exponential moving average crossover with two additional direction filters. A long signal requires the shorter average to cross above the longer one while price is above a long-period least-squares…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy uses Kaufman Adaptive Moving Average (KAMA) to identify direction: it enters long when the fastest KAMA rises beyond a volatility-based threshold and closes when that measure reverses beyond an exit threshold. KAMA adjusts its responsiveness to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos