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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 classifies market direction using the ordering of three EMAs, with the document assigning bullish or bearish status to each possible ordering. It combines that regime classification with an ATR-based trailing level: a signal is considered when…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This simple trend-following method calculates fast and slow EMAs and uses their crossovers to guide trades: a fast-line move above the slow line opens a long position, while a move below closes positions. The strategy includes inputs for EMA periods and a…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy uses a medium to long EMA and a shorter EMA-derived signal line to track trends. It applies highest and lowest calculations to the longer EMA, then selects a signal line based on how that EMA sits relative to those bounds. Crosses between the…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This MetaTrader expert advisor combines Heikin Ashi candles, Chandelier Exit levels, and a zero-lag least-squares moving average (ZLSMA). A buy signal occurs when the Chandelier indicator marks an upward level and the Heikin Ashi close is above the ZLSMA; a…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines 5-period and 20-period EMA crossovers with an ATR channel filter. It signals a long position when the fast EMA crosses above the slow EMA and price is above the slow EMA plus an ATR multiple; the inverse conditions signal a short…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This strategy uses swing highs and lows to anchor upward and downward Gann angle lines. A configurable lookback identifies those pivots, and price crossing above a rising line signals a long entry while crossing below a falling line signals a short entry.…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This trend-following strategy uses a fast and slow exponential moving average (EMA) to set directional bias, then looks for candlestick patterns to time entries. In an uptrend, a hammer or bullish engulfing pattern can open a long; in a downtrend, a bearish…

Seguimento de tendênciasIndicadores técnicosGestão do riscoMomentum
Strategy library

This reversal approach combines the slope of a linear regression on price with consecutive-bar conditions and an ATR-based channel calculation. In the described signal logic, a negative regression slope with a rising bar sequence can trigger a short, while a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This mean-reversion strategy pairs Bollinger Bands with the Intraday Intensity Index, a measure combining price location within the bar and trading volume. It looks for price to cross back inside a band after moving outside it: a move back above the lower…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy builds upper and lower price bands around a simple moving average (SMA), using average true range (ATR) to scale their distance. A close crossing above the upper band opens a long position; a close crossing below the lower band opens a short.…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

The visible script describes a range-reversal strategy that looks for relatively flat Bollinger Band midlines, then tracks touches of the lower or upper band. Such a touch opens a configurable window in which reversal signals may qualify, provided the flat…

Reversão à médiaIndicadores técnicosGestão do riscoVolatilidade
Strategy library

This document presents an open-source Pine Script strategy framework for testing externally supplied trading signals. Its visible components include selectable moving-average calculations and controls for enabling long or short trades, reversing signals,…

Testes históricosGestão do riscoDimensionamento de posiçõesIndicadores técnicos
Strategy library

This long-only strategy uses Bollinger Bands and Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum measure to time entries and exits. The stated setup treats bands fully inside the channels as a squeeze. A momentum slope…

CriptoativosFuturosMomentumVolatilidade
Strategy library

This long-only strategy calculates a rolling low and high from prior closing prices. It enters when the close crosses above the previous lookback window’s lowest close, optionally requiring price to be above an EMA. This entry is a recovery above a recent…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy seeks entries on pullbacks to a fast EMA in the direction of a broader trend. It defines bullish and bearish retests using price's relationship to the 44-period and 200-period EMAs, then requires volume to exceed its 20-period average. Daily…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy seeks pullbacks around session VWAP in the direction of a higher-timeframe trend. It defines a rejection candle as price probing beyond VWAP by a minimum tick distance and then closing back across it. The next bar places a stop entry beyond…

FuturosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This short-term strategy combines the Choppiness Index, On-Balance Volume (OBV), and Average True Range (ATR). It enters long when the Choppiness Index is below a threshold and OBV is above its moving average; it enters short when the same trend filter holds…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy uses Morning Star candlestick patterns to identify potential bullish reversals and enters when price is above the 60-period exponential moving average (EMA). The pattern combines a bearish candle, a small-bodied middle candle, and a…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This script classifies market conditions as range-bound when ADX is below a threshold, RSI is between lower and upper bounds, and Bollinger Band width is sufficiently narrow. It also calculates a historical-volatility proxy for its dashboard, though that…

AçõesReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

The WaveTrend Cross strategy derives an oscillator from typical price, an exponential average, and a normalized deviation, then smooths it into two lines. With default periods of 10 and 21, the faster WaveTrend line crossing above the slower line triggers a…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy combines three SuperTrend lines with a long-term EMA filter and Stochastic RSI timing. It permits longs above the EMA and shorts below it. Entries use Stochastic RSI crossovers from extreme zones alongside SuperTrend alignment: the code’s…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines an RSI-adjusted Tillson T3 moving average with a squeeze momentum measure to generate directional entries. RSI controls the T3 length: higher RSI shortens it, while lower RSI lengthens it. The script calculates Bollinger Bands and…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This signal strategy combines RSI, Bollinger Bands, the Intraday Momentum Index, and the Money Flow Index to identify aligned oversold or overbought conditions. A regular buy signal requires RSI and IMI below 30, price below the lower band, and MFI below 20.…

Indicadores técnicosReversão à médiaCriptoativosTestes históricos
Strategy library

This two-sided perpetual futures strategy combines crossovers of fast and medium EMAs with MACD confirmation. A long setup requires the fast EMA to cross above the medium EMA and the MACD histogram to turn positive, with the MACD difference at or above zero;…

CriptoativosFuturosFuturos perpétuosIndicadores técnicos