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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 strategy pairs the direction of a triple exponential moving average (TEMA) with a MACD-style momentum filter. It enters long when the filter crosses above its signal average and TEMA is rising; it enters short on a downward filter cross when TEMA is…

CriptoativosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy uses the 200-day simple moving average to classify the market regime, then times entries and exits with MACD. Above the long-term average, a bullish MACD crossover can trigger an entry. Below it, the strategy adds a requirement that…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This document outlines a multi-indicator trading system intended to combine trend strength, trend direction, momentum, and breakout entries. ADX measures trend strength, RSI is used to identify overbought or oversold conditions, and SuperTrend provides…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This document describes a range-filter strategy that smooths changes in a selected price source to create a moving filter and upper and lower bands. The implementation estimates range size from an exponential average of absolute price changes, applies a…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This Pine strategy is organized as a five-minute intraday system with a configurable trading-session filter and a higher-timeframe daily trend gate. The visible logic defaults to the 09:30–11:30 EST session and compares daily close with a daily EMA, while an…

AçõesSeguimento de tendênciasIndicadores técnicosEstatística
Strategy library

This strategy combines a Zero-Lag EMA band with a SuperTrend direction check. It enters only when both components agree, with the band based on the highest ATR over three times the selected EMA length, scaled by a multiplier. The stated default settings use…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This document describes a trend-following approach built around a price level derived from the rolling high and low. It presents the method as an EMA crossover strategy, but the implementation calculates a configurable Fibonacci fraction of the range over…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

Trading ABC is an indicator-based method for finding potential ABC swing patterns in the direction of a moving-average-defined trend. It builds a trend cloud from four simple moving averages and two exponential moving averages, then uses ZigZag turning…

FuturosSeguimento de tendênciasIndicadores técnicosRutura de níveis
Strategy library

The strategy seeks directional moves after a long-leg doji, a candle characterized by a very small body and long upper and lower wicks. It defines the body as no more than 0.1% of the candle range and requires each wick to be at least twice the body size. An…

Rutura de níveisIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy combines a short-term price reversal pattern with an RSI-based reversal signal. Its 123 module looks for a change in the direction of recent closes and checks a smoothed stochastic reading against a reference level. A second module…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

The document describes a directional strategy using SSL channel state, rate of change (ROC), and Chaikin money flow (CMF), with long and short entries and percentage-based stop exits. Its overview presents channel and momentum confirmation as the central…

FuturosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This strategy combines four exponential moving averages with RSI and MACD signals to identify long and short entries. The source requires crossovers between the shortest and longest EMA pair and the middle pair, alongside RSI above or below 50 and MACD…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a simple moving average with a rolling linear regression line calculated over a selected window. The description presents a long entry when the close is above both reference lines and an exit when it falls below both, using the pair as…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses the Triple Exponential Moving Average (TEMA) as a price trend filter for long-only trading. It calculates three successive exponential averages of closing prices and combines them into a TEMA value. The strategy opens or maintains a long…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy uses recent candle direction to generate long or short entries. A bullish candle is considered alongside a comparison of its open with the close from a chosen number of bars earlier; a bearish candle uses the reverse comparison.…

FuturosCriptoativosRutura de níveisMomentum
Strategy library

This strategy combines regular RSI divergence with adjustable RSI thresholds. It calculates a 14-period RSI by default and identifies bullish divergence when price makes a lower pivot low while RSI forms a higher low; bearish divergence pairs a higher price…

Indicadores técnicosReversão à médiaMomentumTestes históricos
Strategy library

This script defines a price-action strategy around recent swing highs and lows. It records pivot points using configurable left and right lookbacks, then treats a move beyond a level that closes back inside it as a liquidity sweep. Long signals require a…

Indicadores técnicosRutura de níveisGestão do riscoExecução
Strategy library

This long-only position strategy is designed for multi-month trades in US equity indexes. It uses the S&P 500 as a signal source and also tracks QQQ prices. The visible entry rules require the S&P 500 low to remain above its 21-day exponential average for…

AçõesMercados dos EUASeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines fast and slow moving averages with the number of bars since their latest buy and sell signals. The description gives default periods of 7 and 77 bars, respectively, and says a new long or short signal occurs when the recency counts…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco
Strategy library

The explanatory text presents a two-part reversal system. One component uses recent price direction and stochastic oscillator levels to signal long or short positions; the other compares current volume with its moving average and assigns a directional…

Reversão à médiaIndicadores técnicosEstatísticaGestão do risco
Strategy library

This script outlines an intraday rules engine for trading the underlying during a defined first-hour window. Longs require price above VWAP and shorts below it, with optional alignment between fast and slow exponential moving averages. Setups use retests or…

AçõesRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This document outlines a long-only reversal approach using a 2-period RSI and a 200-period simple moving average. It proposes entering when price closes above the average while RSI is below an oversold threshold, then setting a fixed take-profit and…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

The document defines price-to-book as closing price divided by book value per share, with book value per share calculated from total assets less total liabilities, divided by common shares outstanding. It implements this measure as a pipeline factor using…

AçõesInvestimento em fatoresConstrução de carteirasTestes históricos
Strategy library

This TradingView study builds a smoothed price measure from short simple moving averages, then uses upper and lower bands with a configurable percentage factor to identify trend changes. It maintains a trend state: in an uptrend, a sufficient decline below…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos