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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 uses two simple moving averages of closing prices to switch between long and short positions. The described defaults are a 20-period fast average and a 50-period slow average. A cross of the fast average above the slow one opens a long position…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This script combines a price reversal setup with a modified price-volume trend (MPVT) filter. The reversal component tracks a position when two consecutive closes move in the same direction and the fast and slow stochastic readings meet specified level…

FuturosIndicadores técnicosTestes históricosSeguimento de tendências
Strategy library

This strategy uses Bollinger Bands to generate long and short entries, with additional position management through exits and pyramiding. It calculates a moving-average middle band and upper and lower bands from a multiple of the standard deviation. The…

FuturosRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This strategy combines a 10-period simple moving average, a normalized MACD-style measure, and RSI relative to its own moving average to establish directional conditions. The overview describes confirmation across one-, three-, and five-minute charts for…

AçõesFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy identifies bullish and bearish candlestick formations and maps them to long entries and exits. The enabled pattern set includes doji variants, three soldiers or crows, three line strikes, piercing and dark cloud patterns, morning and evening…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy uses an adaptive range filter to track price movement and issue directional signals. Its range can be based on measures such as average change, average true range, standard deviation, ticks, or a percentage of price, with smoothing and…

CriptoativosFuturosRutura de níveisMomentum
Strategy library

This strategy combines Supertrend direction with RSI as a momentum check. It opens a long position when Supertrend indicates bullish conditions and RSI is above 50, and opens a short position when Supertrend turns bearish while RSI is below 50. RSI…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy builds two Supertrend lines from an average price and the average true range. One line uses a standard multiplier and the other a wider multiplier; price crossings of the lines, together with its position relative to the second line, define…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy looks for short-term pullbacks during strong Bitcoin price impulses. It uses an hourly EMA change relative to ATR to identify an impulse, then checks whether the four-hour trend EMA supports a long or short direction. Three-minute prices supply…

CriptoativosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This trend following method combines short, medium, and long moving averages. It enters long when the short average crosses above the medium average while the medium average is above the long average; the reverse alignment and cross trigger a short signal.…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines a short-term reversal signal with a volatility-adjusted momentum filter. The 123 component uses recent close movements and stochastic conditions to generate long or short signals. The Dynamic Momentum Index adapts the RSI lookback to…

Indicadores técnicosReversão à médiaVolatilidadeFuturos
Strategy library

The document presents a strategy combining MACD crossovers, RSI thresholds, and moving-average checks. The narrative says it opens longs on a MACD bullish crossover with RSI above 50, opens shorts on a bearish crossover with RSI below 50, and closes…

Indicadores técnicosMomentumFuturosCriptoativos
Strategy library

This intraday reversal system looks for price to return inside a Bollinger Band after closing beyond it. A long signal requires a prior close below the lower band and a current close above it; a short uses the corresponding move back below the upper band.…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

The document introduces a moving-average crossover method and describes a three-average version using 20-, 50-, and 200-day exponential moving averages. Its stated long condition is for the 20-day and 50-day averages to cross above the 200-day average, with…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This long-only trend strategy uses the relative position of short and long EMAs as a direction filter, then enters when MACD crosses upward and RSI remains below its overbought threshold. While a position is open, it defines exit conditions using a bearish…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy classifies market direction by comparing current indicator features with historical feature vectors, then voting across the nearest labeled observations. The description mentions RSI, ROC, CCI, and volume as possible inputs, normalized to a…

CriptoativosFuturosAprendizagem automáticaSeguimento de tendências
Strategy library

This long-only Litecoin strategy waits for two entry conditions: a 14-period RSI on the four-hour timeframe below 29 and a closing price below a configurable ceiling, set to $61 by default. It starts with a $1,000 base order and places up to four averaging…

CriptoativosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

The visible Pine Script combines several technical indicator components in a strategy framework. It calculates MACD from selectable fast and slow simple or exponential moving averages, with a selectable signal-line average. It also calculates a long-term…

Indicadores técnicosMomentumVolatilidade
Strategy library

This strategy plots one or two configurable moving averages and generates long or short entries when the main average crosses its own smoothed prior value. It supports several average types, including SMA, EMA, WMA, Hull, volume-weighted, RMA, and TEMA, and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document shows the opening portion of a Pine Script strategy labeled for a trading evaluation account. Its inputs define London and New York morning entry and management sessions, an opening-range length, a delay before entry, breakout strength and…

FuturosRutura de níveisGestão do riscoDimensionamento de posições
Strategy library

This strategy combines an SMA and standard-deviation price channel with candlestick pattern rules, volume confirmation, and directional probability estimates. It describes nine patterns, including hammer, shooting star, engulfing, and multi-candle…

CriptoativosFuturosAprendizagem automáticaIndicadores técnicos
Strategy library

This trend-following setup looks for three consecutive candles closing outside the Bollinger Bands. A long signal requires all three candles to be bullish and each close to sit in the upper half of its range; a short signal applies the corresponding bearish…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy builds fast and slow Optimized Trend Tracker (OTT) lines from configurable moving averages and percentage-based trailing levels. Their relative position determines the directional bias: the fast line above the slow line indicates a long state,…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This trend-following approach uses the Distance Close Bars (DCB) concept: it tracks the latest up-candle and down-candle closing prices, measures the gap between them, and compares that distance with its 30-period simple moving average. A signal is generated…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições