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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
Quantpedia
86 documentos
TqSdk
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
Aulas Quantopian
45 documentos
Binance API docs
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 looks for sharp upward price moves and uses volume and a long-term moving average to filter entries. A long signal requires the close to rise by more than a configurable threshold from the previous close, remain within a specified maximum move,…

CriptoativosFuturosMomentumRutura de níveis
Strategy library

This trend-following system combines a smoothed EMA trend line with Supertrend confirmation. A long signal occurs when the trend line turns upward and Supertrend is bullish; a short signal uses a downward turn with bearish Supertrend. The strategy sets…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy computes Heikin-Ashi open and close values from ordinary candle data, then uses their relationship to assign each bar a bullish or bearish color. A change from bearish to bullish generates a long entry, while a change from bullish to bearish…

Seguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines Ichimoku lines to define trend conditions with Parabolic SAR as a trade filter and trailing exit. A long signal requires price to cross above the base line while above the displaced second leading span and with the first leading span…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses RSI or, optionally, money flow index as its input, then forms bands from a moving average and standard deviation of that oscillator. A crossover above the upper band opens a long position, while a cross below the lower band opens a short…

Seguimento de tendênciasIndicadores técnicosTestes históricosFuturos
Strategy library

This script describes a long breakout system built around confirmed swing points. It enters when price clears a recent swing high, initially places a stop at the recent swing low, then raises that stop as higher lows form. The aim is to stay in an…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This short-term mean-reversion approach combines Bollinger Bands, RSI, CCI and a five-period simple moving average. It looks for potential shorts near the upper band and longs near the lower band, using momentum and reversal indicators to confirm signals.…

Reversão à médiaIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses Bull Bear Power (BBP), calculated from high and low prices relative to an EMA, as a directional signal. It standardizes BBP with a rolling Z-score: a move above a positive threshold opens a long, while a move below the negative threshold…

FuturosCriptoativosIndicadores técnicosVolatilidade
Strategy library

This open-source strategy calculates daily Camarilla levels from the prior day’s price data, including the H4 resistance and L4 support levels. It enters long when the current close is above prior-day H4 and short when the close is below prior-day L4. The…

Rutura de níveisIndicadores técnicosAçõesMercados dos EUA
Strategy library

This Pine Script excerpt defines inputs and preliminary calculations for a configurable trading strategy. It combines a 15-minute directional filter based on price relative to an EMA, EMA slope, and RSI with chart-timeframe measures such as ATR, EMA…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This trend-following strategy estimates historical volatility from the high-low range over a selected lookback, normalized by the average price range. It applies that volatility around the current close to create upper and lower bands, then smooths the bands…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines Bollinger Bands with a bandwidth filter. The bands use a simple moving average and standard deviation; the stated defaults are a 16-period average and a multiplier of 3. Bandwidth is calculated from the distance between the outer bands…

FuturosReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

This strategy uses daily price action to set a directional bias, then looks for shorter-term breakouts. An uptrend is defined by a daily close above the previous day's high; a downtrend is defined by a close below the previous day's low. In the chosen…

FuturosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses a simple moving average and standard deviation to form dynamic upper and lower Bollinger Bands. It enters long when price crosses above the upper band and short when it crosses below the lower band. A long position closes when price falls…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This trend-following approach uses a fast and a slow exponential moving average to generate directional crossover signals, then filters them using a 50-period simple moving average. The example uses EMA periods of 9 and 21: a bullish crossover produces a…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy combines a simple moving average with RSI to form a normalized oscillator. It applies one RSI transformation when price is above the moving average and another when price is at or below it, then treats readings above the midpoint as bullish and…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This long-only entry strategy looks for a rebound after a decline, requiring several signals to agree before opening a position. It checks for a bullish candle and a close at a recent lookback high, then confirms upward momentum with RSI above 50, price…

Indicadores técnicosMomentumRutura de níveisGestão do risco
Strategy library

This example applies a linear support vector regression model to daily closes of the CSI 300 index. It constructs features from the current close and the preceding twenty daily closes, then fits the model to predict the following day’s close. The historical…

Mercados da ChinaAçõesAprendizagem automáticaEstatística
Strategy library

This document describes a short-term reversal strategy built around two moving averages. One average is used to gauge direction, while a second, scaled average provides crossover signals. When the first average is rising and the second crosses below it, the…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

The document describes a long-oriented strategy built around a 200-period Hull moving average (HMA) and exponential moving average (EMA), with a 13-period RSI filter. It presents an HMA move above the EMA as a potential end to consolidation and permits…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This open-source Pine strategy combines a market-regime layer, directional bias, and momentum signals to guide allocation. Its inputs indicate that the regime model uses returns, volatility, and price efficiency, with a learning parameter and a trend gate.…

Indicadores técnicosVolatilidadeMomentum
Strategy library

The visible script describes a moving-average crossover strategy with selectable SMA, EMA, or smoothed moving-average types and configurable short and long lengths. It also contains fixed settings for filters based on Bollinger Bands, RSI, MACD, stochastic…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This indicator-based system uses the highest high and lowest low over a configurable lookback to define a trailing stop level. A close above the prior bar’s range high switches the system to an upward state; a close below the prior bar’s range low switches…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy uses the MACD line, signal line, and their histogram to generate directional signals. When the histogram crosses from negative to positive, the rules enter long; when it crosses back below zero, they enter short. The document frames these…

Indicadores técnicosMomentumSeguimento de tendênciasFuturos