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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 crossovers of a short and long simple moving average to generate long and short entries. Its stated defaults are 9 and 21 periods. It sets a stop one percent from entry and a profit target at twice that distance, presenting a one-to-two…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy looks for price moves beyond recent swing highs or lows that close back inside those levels, treating them as liquidity sweeps. It uses an 11-period swing lookback, requires volume above its 11-period average multiplied by the configured…

FuturosRutura de níveisIndicadores técnicosSeguimento de tendências
Strategy library

This long-only strategy uses an Ichimoku conversion line and base line crossover for entries and exits, with the lagging span as an additional filter. A bullish crossover opens a long position only when the current close, plotted as the lagging span, is…

Indicadores técnicosSeguimento de tendênciasFuturosGestão do risco
Strategy library

This expert advisor combines Bollinger Bands with RSI to identify potential reversals after price moves beyond an outer band. A long setup requires RSI and closing price to recover from below their lower thresholds while remaining below their respective…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições
Strategy library

This strategy combines Stochastic %K with ATR-derived bands. It calculates ATR, applies RSI to that series, and uses the resulting value to move upper and lower thresholds for Stochastic crossings. Crosses of those bands generate long and short entries, with…

Indicadores técnicosVolatilidadeMomentumFuturos
Strategy library

This trend-following method combines fast and slow simple moving averages with ADX and DMI. A fast average above the slow average, positive directional imbalance, and ADX above a threshold trigger a long entry; the reverse conditions trigger a close. The…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This perpetual futures strategy chooses long or short direction randomly, opens a position near the order book, and monitors it for fixed profit or loss thresholds. After a losing trade it increases the next order-size multiplier; after a winning trade it…

Futuros perpétuosDimensionamento de posiçõesGestão do riscoExecução
Strategy library

This strategy identifies directional price sequences from highs and lows over consecutive bars. Three successive higher lows increase an upward counter, while three successive lower highs increase a downward counter; the opposite counter resets, and other…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy pairs the Stochastic %K value with RSI to identify extreme readings. It enters long when both indicators are below the oversold threshold and short when both are above the overbought threshold, with stop loss and take profit inputs. The…

Indicadores técnicosReversão à médiaFuturosGestão do risco
Strategy library

This strategy builds Bollinger Bands from a moving average and a standard-deviation range. It detects a close outside either band, then looks for a close back inside and enters after that reentry. The article's prose says to trade in the breakout direction,…

FuturosReversão à médiaRutura de níveisIndicadores técnicos
Strategy library

This Pine strategy builds a trend line from the highest and lowest source prices over a configurable lookback, then offsets its midpoint by an ATR-based buffer. A move across or beyond the buffered levels changes the trend state and can trigger a long or…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy uses crossovers among exponential moving averages to identify directional moves, with RSI as an additional entry filter. It calculates EMA periods of 9, 21, 51, 100, and 200 days; the described long entries follow selected upward crosses when…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes an execution script that receives TradingView alerts and places or closes futures positions. Alerts use four text commands for opening or closing long and short positions. The configuration covers the trading pair, contract type,…

FuturosExecuçãoGestão do riscoDimensionamento de posições
Strategy library

This trend-following method uses a 20-period EMA crossover to time entries and a 50-period EMA as a directional filter. It enters long when price crosses above the short EMA while above the mid EMA, and short when price crosses below it while below the mid…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This charting tool organizes trend and pullback analysis across 15-minute and one-minute charts. It displays several exponential moving averages, a price-action channel, pivot or fractal markers, and optional swing-structure labels. The accompanying method…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy combines a 15-minute trend filter with 5-minute engulfing candles. It defines trend using recent highs and lows, then looks for bullish engulfing candles during an uptrend or bearish engulfing candles during a downtrend. Recent…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses crossovers between two smoothed MACD signal lines to open long or short positions. After an initial entry, it places additional limit orders at progressively farther retracement levels, increasing order size by a configurable multiplier.…

FuturosSeguimento de tendênciasMomentumDimensionamento de posições
Strategy library

This educational example shows why an algorithm may need historical data before acting on live or simulated updates. It subscribes to second-resolution SPY data, creates fast and slow exponential moving averages, and requests enough warmup history for the…

AçõesIndicadores técnicosSeguimento de tendências
Strategy library

This strategy calculates Fibonacci retracement levels from the previous day’s high and low, then uses the current bar’s opening price to define three possible long-entry conditions. The conditions involve price zones around the 23.6%, 50%, and 61.8% levels,…

FuturosIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy builds upper and lower channel boundaries from the highest high and lowest low over a rolling lookback, then expands the range by a percentage. A close beyond the prior bar’s upper boundary signals a long; a close below the lower boundary…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses rolling highest-high and lowest-low bands to identify breakouts. A close above the previous highest high opens a long position; a close below the previous lowest low opens a short position when shorting is enabled. Positions exit when…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy uses a 9-period and 50-period EMA crossover as its entry trigger, then checks direction with the Vortex Indicator and a 200-period simple moving average. An ADX threshold filters out weak momentum; an optional RSI condition can add another…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This system derives MACD from the difference between a fast eight-period EMA and a slow sixteen-period EMA, then smooths MACD with an eleven-period simple moving average to form a signal line. When MACD is above the signal line, the strategy takes a long…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a short and a medium-term exponential moving average to generate directional signals: a cross of the faster average above the slower one opens a long, while a cross below it is intended to close the position. It also plots recent pivot…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos