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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 calculates Bollinger Bands from a simple moving average and standard deviation, using a 20-period basis and bands two standard deviations above and below it. It signals a long position when the close falls below the lower band and a short…

Indicadores técnicosRutura de níveisVolatilidadeEstatística
Strategy library

This strategy describes a long entry when price is below a 200-period simple moving average, while volume and true range are below their respective moving averages. It uses RSI, volume, true range, and the SMA to define market conditions. The stated stop is…

Indicadores técnicosVolatilidadeGestão do riscoFuturos
Strategy library

This trend-following strategy uses the Ichimoku Kijun-sen, calculated as the midpoint of the recent high and low range over a chosen period. A candle opening below and closing above the line triggers a long entry; opening above and closing below triggers a…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy pairs fast and slow moving averages with the Commodity Channel Index to seek entries during pullbacks within an indicated trend. When the fast average is above the slow one, it enters long if the prior close was below the fast average, the…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy combines a 123-style reversal rule with a linear regression intercept filter. The reversal component compares recent closes and the relationship between fast and slow Stochastic lines, with a configurable threshold, to produce bullish or…

Indicadores técnicosReversão à médiaSeguimento de tendênciasEstatística
Strategy library

This short-term strategy combines moving averages with the Stochastic oscillator to seek reversals. Its moving average setup uses fast, slow, and very slow averages; the fast and slow averages define crossover direction, while price relative to a 200-period…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This strategy uses pivot-derived Supertrend direction changes as trade triggers, with optional entries on ordinary Supertrend signals as well. EMA ordering can filter direction, while a DEMA level and DEMA angle provide additional trend checks. The default…

CâmbioCriptoativosFuturosSeguimento de tendências
Strategy library

This trend-following system combines ATR-based Supertrend direction changes with trend and momentum filters. For long entries, it checks that price is above a short-term EMA and a long-term DEMA, RSI exceeds a threshold, and volume is above its EMA. It also…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This long-only strategy uses an SMA or EMA basis with percentage-offset upper and lower envelopes. It begins buying when the low falls below the lower band, subject to a cooldown and conditions tied to the average entry price, last purchase price, and…

CriptoativosReversão à médiaDimensionamento de posiçõesGestão do risco
Strategy library

This strategy uses ATR-scaled bands around a price source, defaulting to the midpoint of each bar, to define a changing trend state. A close crossing the opposite band changes that state and produces a reversal signal: the strategy enters long after an…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines three Supertrend lines, configured with different periods and factors, to generate long entries and exits. It enters long when closing price crosses above any line and closes the position when price crosses below any line. The…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy places stop entries at a distance from the current close based on average true range. It calculates the average of true range over a configurable lookback, multiplies it by a breakout factor, and places potential orders above or below price.…

Rutura de níveisSeguimento de tendênciasVolatilidadeDimensionamento de posições
Strategy library

This document describes a multi-factor strategy built around price breaks of liquidity levels, volatility thresholds, and risk controls. It identifies recent highs and lows as potential resistance and support, uses ATR to set breakout and stop distances, and…

Rutura de níveisGestão do riscoIndicadores técnicosFuturos
Strategy library

This strategy looks for unusually high volume in the direction of a simple price trend. It flags a volume spike when current volume exceeds a multiple of its EMA, then uses a 50-period price EMA to classify the trend. A bullish candle above that EMA triggers…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This teaching example describes a simple cross-exchange crypto hedge. It fetches account balances and ticker data from several exchanges, then compares each exchange’s bid with another exchange’s ask. When the spread exceeds a configured threshold, it sells…

CriptoativosArbitragemExecuçãoMicroestrutura de mercado
Strategy library

This strategy uses random decisions to test how a market behaves without signal-based timing. On each bar, a random draw can open a position when flat or close an open position, with configurable entry and exit probabilities. It supports long-only,…

EstatísticaTestes históricosGestão do riscoFuturos
Strategy library

This bidirectional strategy identifies inside bars when a candle's high and low fall within the preceding candle's range. It can require a configurable sequence of inside bars and optionally distinguish complete bullish or bearish patterns. A moving average…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This reversal system combines a consecutive-price pattern with a directional reversal point (DRP) calculated from price comparisons across a lookback. A long signal requires a recent low pattern and the DRP crossing upward through zero; a short signal pairs…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This strategy uses a simple moving average to generate trend-following entries. A close crossing above the average signals a long entry, while a cross below signals a short entry. The script allows both directions, long-only, or short-only operation; in…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesTestes históricos
Strategy library

This controller tracks an asset balance on a spot exchange and compares it with a short position on a perpetual market. It calculates a target hedge by multiplying the spot balance by a configurable hedge ratio, then measures the difference between that…

CriptoativosMercados à vistaFuturos perpétuosGestão do risco
Strategy library

This trend-following system combines an AVWAP crossing with a 200-period EMA trend filter, RSI and MACD confirmation, and a volume filter that requires volume to exceed its recent average. It also calculates a midpoint from the highest high and lowest low…

FuturosFuturos perpétuosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy smooths a Variability Channel Index built from fast and slow exponential moving averages normalized by average true range. A simple moving average smooths the index again, and a second average acts as the trigger line. Crossing above the…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy uses Supertrend bands, calculated from average true range and a factor, to identify long entries and exits. The stated entry is a close crossing above the upper band, while a close crossing below the lower band closes the long. It also…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This document describes a simple automated strategy that pairs a three-period moving average with user-defined percentage stop-loss and take-profit levels. It says to enter long when the average crosses above zero and short when it crosses below zero, then…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesFuturos