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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 crypto strategy uses a short-term RSI rise as its entry trigger. It opens a position when the six-period RSI rises by more than one point while the prior reading is at or below 65. It exits when RSI reaches 60, or when price falls to a stop set one ATR…

CriptoativosIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines 8-period and 21-period simple moving averages with a slope filter. A crossover of the shorter average above the longer one supports a long signal, while a cross below supports a short signal. The angle is calculated from the longer…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a trend-following strategy built around the Finite Volume Elements indicator. It derives intrabar and interbar log returns, estimates their volatility, and uses both estimates with adjustable coefficients to set an adaptive cutoff. A…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This crypto strategy seeks long entries during a long-term uptrend after a brief pullback. Its stated entry conditions include a rising 200-day exponential moving average, a 200-day RSI above 51, and two successive declining closes. The exit rules close a…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This BTC futures strategy uses Bollinger Band crossings to trigger long and short entries. It calculates bands from a 20-period simple moving average and twice the standard deviation. A move across the lower band signals a long entry, while a move across the…

FuturosCriptoativosIndicadores técnicosGestão do risco
Strategy library

This long-only strategy uses a rise in the recent maximum volume, paired with an up candle, to open an initial position. If price falls through successive thresholds below the initial entry, it adds safety orders whose spacing and size can scale with each…

FuturosIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

The strategy description proposes combining AVWAP, EMA, RSI, MACD, ADX, volume, and trading sessions to filter long and short entries. In the source, a long signal requires price to cross above VWAP, sit above the EMA, meet the RSI condition, have MACD above…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This strategy combines a fast and slow EMA trend filter with CCI and a crossover between two RSI series. Long entries require the fast EMA to be above the slow EMA, CCI above 100, an upward RSI crossover, and an allowed session. Short entries use the inverse…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This short Pine strategy opens a long position when the open crosses above the close, then places a limit exit at the average entry price plus a fixed amount. Its inputs also include a maximum loss percentage, but the corresponding stop-loss code is…

Indicadores técnicosGestão do riscoTestes históricos
Strategy library

The described approach restricts trading to weekend hours, with a highlighted Sunday window, and combines RSI, MACD, Bollinger Bands, and cumulative volume delta divergence to form signals. It also outlines capital controls: a cap on simultaneous positions,…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This combined strategy requires agreement between a short-term reversal rule and a comparative relative-strength signal before taking a directional position. The reversal component looks for two consecutive closes in the same direction alongside a Stochastic…

CriptoativosFuturosReversão à médiaMomentum
Strategy library

This strategy enters long when price crosses above the upper Bollinger Band and short when it crosses below the lower band. The bands use a 20-period simple moving average and a two-standard-deviation width. Opposite signals close existing positions, making…

FuturosRutura de níveisVolatilidadeExecução
Strategy library

The script calculates the Awesome Oscillator as the difference between fast and slow simple moving averages of the bar midpoint, using periods of 5 and 34 by default. It colors the histogram according to whether the oscillator is rising or falling, then…

Indicadores técnicosMomentumTestes históricos
Strategy library

The strategy uses a short and a longer exponential moving average to frame intraday direction. A long signal requires the shorter average to be above the longer one, price to cross above the shorter average, and the latest candle to close higher than it…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This indicator builds a volume-weighted price series from candle range, candle direction, and volume. It smooths that series with an exponential moving average, then offsets it using average true range to create upper and lower reference levels. A stateful…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a smoothed 14-period Stochastic oscillator to classify direction and the ADX to screen for trend strength. Readings above 55 indicate a bullish state, while readings below 45 indicate a bearish state; values between those levels are…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This document outlines a cryptocurrency strategy that adds to losing positions using a multiplier, with ATR-based spacing intended to adapt entries to market volatility. It also describes weighted moving averages for trend assessment, optional exits when…

CriptoativosFuturosNegociação em grelhaVolatilidade
Strategy library

This trend-following strategy combines a 123 reversal signal with a performance index. The reversal component uses recent closing-price changes and a Stochastic oscillator: it identifies bullish or bearish setups from the direction of recent closes and the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a long-only trend-following strategy built around 50-, 100-, and 200-day simple moving averages. It enters when the 50-day average crosses above the 100-day average. It exits on the reverse crossover, a close below the 100-day…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy seeks reversal entries when price makes a new swing extreme while both RSI and the Awesome Oscillator move in the opposite direction. Requiring agreement from both indicators is intended to filter some single-indicator divergence signals. The…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

The document outlines a strategy using long- and short-period MOST indicator lines to choose trade direction, then adapting position size and exits to trend strength and market volatility. It describes multiple take-profit and stop-loss levels, optional…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This Forex price-action strategy detects bullish and bearish Marubozu candles. It defines a qualifying candle as having a body larger than its recent exponential average and upper and lower shadows no more than a small fraction of the body. A bullish candle…

CâmbioIndicadores técnicosExecução
Strategy library

This strategy looks for disagreement between price swings and the Relative Strength Index as a possible sign of a trend reversal. A bullish setup occurs when price makes a lower low while RSI holds above its prior low; a bearish setup occurs when price makes…

CriptoativosIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This strategy builds upper and lower price channels around a moving average, with channel width set by a multiple of average true range. It opens long positions when price reaches a rolling high and short positions at a rolling low, then uses channel or…

FuturosCriptoativosRutura de níveisVolatilidade