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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 script describes a 15-minute EURUSD scalping strategy that seeks one trade per day during a defined session. It uses a SuperTrend direction change to signal a possible reversal, with RSI thresholds to filter entries and a volume condition requiring…

CâmbioIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses a Kalman-style price filter and a volatility-like stop line to switch between long and short trend states. The stop line trails the filtered price, with its distance reduced over time while the trend persists and reset when the trend…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines EMA, MACD, OBV, and Parabolic SAR (PSAR) to identify directional setups. Long entries require a positive MACD histogram crossover, price above the EMA, an uptrend by PSAR, and a negative volume oscillator; short entries use the inverse…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This long-only trend-continuation strategy uses three exponential moving averages to combine short- and medium-to-long-term context. It seeks an entry when price recovers above the shortest average after a pullback, provided the two longer averages are…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy uses a short and long simple moving average to identify bullish and bearish crossovers. Its stated example uses 13- and 30-period averages, while additional filters assess whether the trend has persisted and whether the averages' slope…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy seeks reversals using candle direction, trading volume, and overlap between consecutive candles. It treats a bullish candle with volume above its 20-period average as buying pressure and a bearish candle with above-average volume as selling…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

The document describes a simple entry rule that uses candle volume modulo a chosen integer to select a long or short signal. With the example integer of 6, the resulting values are divided into two groups: one for longs and one for shorts. A position is…

FuturosCriptoativosEstatísticaGestão do risco
Strategy library

This strategy identifies session gaps by checking whether the opening price clears the previous bar’s high or low, with an additional condition that the gap remains open relative to the prior candle body. It sets a reference level from the prior candle’s…

AçõesReversão à médiaRutura de níveisIndicadores técnicos
Strategy library

This strategy combines a short and long simple moving average with ATR bands to identify trend direction and manage exits. It signals a long when price crosses above the short average while it is above the long average, and a short on the inverse cross. The…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This grid strategy divides a price range into evenly spaced levels and opens positions as price moves below grid levels, then closes the corresponding positions when price rises through the next level. Its boundaries may be manually set or recalculated from…

FuturosNegociação em grelhaSeguimento de tendênciasExecução
Strategy library

This strategy combines a 200-period exponential moving average (EMA), Aroon crossovers, and an Absolute Strength Histogram (ASH) to define long and short entries. A long setup requires price above the EMA, a bullish Aroon crossover, and bullish ASH; a short…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This BTC futures strategy combines Wave Trend signals with the Awesome Oscillator (AO) to guide staged entries and exits across market cycles. It calculates Wave Trend from HLC3 and exponential averages to identify overbought and oversold conditions, while…

FuturosIndicadores técnicosSeguimento de tendênciasDimensionamento de posições
Strategy library

This combined strategy uses price movement across short and longer exponential moving averages to frame trend and entry timing, then checks a bull-bear balance indicator for directional confirmation. Trades are opened only when both components agree; the…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy standardizes logarithmic returns using a rolling mean and standard deviation, calling the resulting z-score the Shiryaev-Zhou Index (SZI). It opens a long position when the score falls below a negative threshold and a short position when it…

FuturosReversão à médiaEstatísticaGestão do risco
Strategy library

This strategy uses the QQE indicator to identify potential momentum entries and exits, with three signal types: a zero-line cross, a cross of the fast QQE line, and an exit from the RSI threshold channel. Users can select which signal opens or closes trades.…

FuturosMomentumIndicadores técnicosSeguimento de tendências
Strategy library

This script describes a rule-based approach that derives Fibonacci entry levels from the highest high and lowest low over a configurable swing lookback. It seeks a long entry when the close crosses below the calculated retracement level while price is above…

Indicadores técnicosRutura de níveisGestão do riscoExecução
Strategy library

This strategy seeks breakouts aligned with two MACD histogram readings. It describes a multi-timeframe process: use 15-minute MACD direction for trend confirmation, identify a strong candle on a shorter chart, then watch for a break above or below that…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

The visible script excerpt describes a long-side setup built around market structure. It tracks recent highs and lows over a configurable sensitivity window, marks a downside sweep below the structure low, waits for price to recover above that level, and…

Indicadores técnicosRutura de níveisDimensionamento de posiçõesGestão do risco
Strategy library

This script turns RSI into a directional oscillator by first comparing the close with a simple moving average. It applies one RSI rescaling when price is above that average and another when price is at or below it, then compares the resulting value with a…

Indicadores técnicosSeguimento de tendênciasTestes históricosGestão do risco
Strategy library

The description presents a medium- to long-term system combining triple exponential moving averages with MACD crossovers to identify trend changes. It claims that using two indicator families can filter some signals and discusses drawdowns, consecutive…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following method combines pivot highs and lows with an ATR-based trailing band. Recent pivots are blended into a center line, and volatility-scaled upper and lower bands define trend state changes. A separate SuperTrend calculation and moving…

Seguimento de tendênciasIndicadores técnicosVolatilidadeFuturos
Strategy library

This indicator compares Bitcoin market value with realized value using the MVRV ratio, then calculates a Z-score from the difference between market and realized capitalization relative to historical market-cap variation. A free-float option substitutes…

CriptoativosDados on-chainEstatísticaIndicadores técnicos
Strategy library

This intraday strategy uses RSI threshold crossovers to trade equity index futures during the regular U.S. session. It opens a long when RSI rises above the oversold level and a short when RSI falls below the overbought level, then closes positions at or…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy combines Supertrend direction on a chart timeframe with readings from daily and weekly timeframes. It enters long or short when the local indicator reverses and both higher-timeframe directions agree, using their alignment as a trend filter.…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos