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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 long-only strategy combines an EMA trend filter with a stochastic RSI crossover for entries. The stated trend condition requires the 8-period EMA above the 14-period EMA, the 14-period above the 50-period EMA, and price above the fastest average. A long…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy uses the relative strength index to open a long position when RSI crosses a lower threshold and to close it when RSI reaches an upper threshold. The documented defaults are a 9-period RSI, buy and sell levels of 30 and 70, a fixed order size,…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This excerpt describes a crypto trading system that combines adaptive moving-average and Laguerre filters with a Hurst-style measure, volatility compression, and a hidden Markov model regime detector. It also maps Asian, London, and New York sessions to…

CriptoativosIndicadores técnicosAprendizagem automáticaGestão do risco
Strategy library

This template uses a fast and slow simple moving average crossover to generate long and short entries. The stated defaults are 14 and 28 periods: crossing above the slower average signals long, while crossing below signals short. Before entering in the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a 123-style reversal signal with a three-bar candlestick pattern, taking a position only when both point in the same direction. Its stochastic component compares a fast line with a smoothed line around a configurable threshold, while…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This document describes a polling script that monitors Bitcoin prices and sends alerts when the price moves into a different $100 band. It initializes the current band, compares each polled price with that reference, and records a changed band in a rolling…

CriptoativosRutura de níveisIndicadores técnicos
Strategy library

This long-only cryptocurrency strategy uses a 14-period RSI to time entries and exits. It opens a position when RSI crosses above 35 and closes it when RSI crosses below 75; an optional emergency exit closes the position if RSI falls below 10. The stated…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This multi-part strategy uses a fast and slow weighted moving average crossover to establish direction, then applies an inverse Fisher transform of the Commodity Channel Index as a momentum filter. The stated thresholds require stronger positive momentum for…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy combines a 20-period exponential moving average with Supertrend, whose bands are derived from average true range. A long entry is triggered when price crosses above the EMA while Supertrend indicates an uptrend. The stated exit occurs when…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a short-term price reversal signal with a momentum filter intended to represent the broader trend. Its 123 component checks the sequence of recent closes and uses a stochastic oscillator condition to confirm a directional reversal. A…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This short strategy uses moving averages to set direction and manage exits on a Bitcoin perpetual futures market. It calculates 10-, 20-, and 30-period averages, though the trade rules use the 20-period average to choose a long or short position and the…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy combines a 50-period exponential moving average with two Ichimoku leading spans. It enters long when the close is above the EMA and Span A is above Span B; it enters short when the close is below the EMA and Span B is above Span A. Open…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy combines an AR(2) model, estimated from recent returns using Yule-Walker equations, with a GARCH(1,1) model for conditional volatility. The autoregressive component forecasts returns from the prior two observations, while the volatility model…

EstatísticaReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

This strategy describes long and short entries and exits based on crossings between Aroon lines calculated with separate parameter sets for each direction. The document also introduces the Absolute Strength Histogram (ASH), calculated with a length of 9 bars…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy opens a long position when the 5-period EMA crosses above the 20-period EMA. It sets an initial stop 1.5 ATR below entry and a profit target 3 ATR above entry. As price advances through ATR-based levels, it raises the stop to protect more of…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines Supertrend direction, RSI thresholds, and a one-bar volume comparison to time entries. A long requires the stated Supertrend direction, RSI below its oversold threshold, a bullish candle, and volume above the prior bar. A short uses…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a displaced exponential moving average envelope with an ATR-based trailing stop. It forms upper and lower bands by applying percentage offsets to a lagged EMA. The signal logic shifts toward a short bias when price exceeds the upper…

FuturosCriptoativosIndicadores técnicosVolatilidade
Strategy library

This strategy uses two zero-lag EMA-style averages with different lookback lengths to define direction. A faster average crossing above or below a slower one creates a long or short signal. It also allows price crossing the faster average to trigger an entry…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Kaufman’s Adaptive Moving Average (KAMA) to identify directional moves and trade price crossings. A close crossing above KAMA signals a long position; a close crossing below signals a short position. Its adaptive smoothing factor responds…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a long-oriented reversal idea that looks for a local trough in the difference between MACD and its signal line. The stated signal requires that this difference rise from its prior value after having fallen versus the value two bars…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

This document presents a monitoring utility for Binance futures markets. It periodically retrieves exchange contract information, filters for active USDT-quoted perpetual contracts, and compares the resulting symbols with a stored list to identify newly…

CriptoativosFuturosFuturos perpétuosExecução
Strategy library

This document outlines a trend-following strategy that combines price crossings of a simple moving average with Supertrend direction as confirmation. A close crossing above the average with an uptrend reading prompts a long signal; a crossing below with a…

CâmbioFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This document describes a trend-following system that enters long when a fast simple moving average crosses above a slower one and short when it crosses below. The example uses 9- and 21-period averages. It sizes positions using starting capital plus…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy combines a price-reversal rule with a smoothed Commodity Channel Index signal. The reversal component compares recent closes and uses a stochastic oscillator to identify conditions around a specified threshold. The second component…

Indicadores técnicosReversão à médiaMomentumFuturos