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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 note explains a trend-following approach that compares fast and slow moving averages. It describes a 24-period fast average and a 100-period slow average: a cross above the slower line signals a buy, while a cross below signals a sell. The crossover is…

Seguimento de tendênciasIndicadores técnicosCriptoativosFuturos
Strategy library

This strategy pairs Bollinger Bands with RSI to generate long entries and exits. The bands use a 20-period simple moving average and a width of two standard deviations; RSI uses 14 periods, with 30 and 70 as oversold and overbought thresholds. A long entry…

CriptoativosFuturosReversão à médiaVolatilidade
Strategy library

This strategy uses ADX to screen for trend strength and the Directional Movement Index (DMI) to determine direction. Entries require ADX to be above a key level of 23 and rising over a three-period lookback; DI+ above DI- supports a long, while DI- above DI+…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines the Relative Strength Index (RSI) with Supertrend to define directional entries and exits. It opens a long position when RSI crosses above 58 while price is above a green Supertrend, then closes the long if RSI falls below 50 and…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy uses a 10-period and a 20-period exponential moving average (EMA) to identify trend changes. It enters long when the faster EMA crosses above the slower EMA and the close is above both averages; it enters short on the reverse crossover when the…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy framework pairs fast and slow moving averages, with a choice among several average types, to identify directional conditions. Long signals require price and the fast average to be above the slow average; short signals use the opposite…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This trend-following method combines the Average Directional Index (ADX) with a fixed lookback price comparison. When ADX exceeds 10, a close crossing above its level 65 bars earlier generates a long signal; a crossing below generates a short signal. The…

Matérias-primasFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy uses seven consecutive candles of the same direction as a signal, then trades against that run: a sequence of declining candles prompts a long entry, while rising candles prompts a short. It also closes positions at set daily times tied to…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This Bitcoin strategy assigns each calendar year to a category using the year modulo twelve. It labels selected remainders as bullish, bearish, or neutral: bullish years trigger long positions, bearish years trigger short positions, and neutral years close…

CriptoativosSeguimento de tendênciasTestes históricos
Strategy library

This long-only strategy tracks support and resistance from confirmed pivot highs and lows, then looks for a close crossing above the resistance level. It can require price to be above a simple moving average calculated from a selected timeframe and to be a…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses five configurable moving averages to show trend context. The first three generate signals: it enters long when price is above all three and short when price is below all three. The fourth and fifth averages are auxiliary visual references.…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This Bitcoin strategy uses the previous one-hour candle’s high and low as breakout levels, while checking closes on a 15-minute timeframe. A close above the prior high triggers a long entry; a close below the prior low triggers a short entry. The script sets…

CriptoativosRutura de níveisGestão do riscoDimensionamento de posições
Strategy library

This daily breakout system uses the previous trading day's high and low as reference levels. A close above the prior high signals a long trade, while a close below the prior low signals a short trade. Flags limit entries to one trade in each direction per…

Rutura de níveisFuturosCriptoativosGestão do risco
Strategy library

This long-only trend strategy enters when price closes above the upper Bollinger Band, aiming to capture continued upward movement after a volatility breakout. The bands use a configurable lookback, standard-deviation multiplier, and moving-average type. An…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This trend-following strategy uses a long moving average to define direction and Average True Range (ATR) bands to require a price move beyond ordinary volatility. A close above the average plus an ATR threshold signals an uptrend; a close below the average…

Seguimento de tendênciasFuturosCriptoativosIndicadores técnicos
Strategy library

This short-term crypto strategy looks for long entries during declines using MACD divergence and oversold or weak-price conditions. One entry path requires a fresh price low while MACD stays above its recent low, RSI below 31.1, and recent highs below a…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy description combines a zero-line cross from either the Commodity Channel Index or a momentum measure with recent RSI extremes. It adds a mean filter based on an exponential moving average and standard-deviation bands: long signals require…

FuturosMomentumReversão à médiaIndicadores técnicos
Strategy library

The document combines Supertrend, calculated using average true range, with Bollinger Bands to define entries and exits. It proposes a long entry when the close moves above the Supertrend line while remaining below the lower band, and a short entry when the…

FuturosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This document describes a Bollinger Band entry method paired with a fixed-percentage stop. Bands are built around a simple moving average, with upper and lower limits set by a multiple of price standard deviation. The proposed entries buy when price crosses…

FuturosReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

The document presents a short-term trend strategy that combines the Awesome Oscillator (AO) with moving averages. Its description proposes taking long positions when AO crosses above zero and a fast average crosses above a slow one, with the reverse…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This trend-following strategy compares fast and slow moving averages, with published default lengths of 25 and 62 periods. It offers EMA, VWMA, SMA, RMA, and WMA choices. When the selected fast average crosses above the slow average, the strategy enters a…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy fits a rolling linear relationship between closing price and bar index. Over a configurable window, it calculates averages, standard deviations, and correlation to derive a regression slope and intercept, then evaluates whether the resulting…

EstatísticaSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This QuantConnect alpha model turns changes in the relationship between fast and slow exponential moving averages into directional price insights. Its defaults are 12 periods for the fast EMA and 26 for the slow EMA, with daily resolution. After both…

Indicadores técnicosSeguimento de tendênciasMomentum
Strategy library

This short-term strategy uses a 14-period RSI with oversold and overbought thresholds of 30 and 70. A move back above 30 triggers a long entry, while a move below 70 closes that position. The overview describes use on a 15-minute timeframe for range trading,…

Indicadores técnicosReversão à médiaFuturosCriptoativos