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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 mean-reversion approach measures price against a moving average and divides deviations into bands. It scales into a position as price moves farther below the average, using larger unit amounts at deeper levels, then sells in corresponding stages as…

CriptoativosFuturosReversão à médiaDimensionamento de posições
Strategy library

The visible portion of this strategy describes a trend-pulse channel built from a smoothed price source and filtered true range. The channel uses a configurable filter period, pole count, and range multiplier; an optional zero-lag pre-transform is applied to…

Seguimento de tendênciasRutura de níveisIndicadores técnicosMicroestrutura de mercado
Strategy library

This short-term strategy combines Supertrend direction, price position relative to an EMA, and RSI thresholds to qualify long and short entries. It also limits trading to one position at a time and sets stop and target distances using a percentage stop…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a hierarchy of moving averages with price-cross signals to follow established trends. It identifies an uptrend when the 50-period average is above the 100-period average, which is above the 200-period average; it applies the inverse…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This example implements a daily breakout approach for a futures contract. It uses the previous session’s high and low as upper and lower trigger levels. A move above the high sets a long target, while a move below the low sets a short target. The example…

FuturosRutura de níveisDimensionamento de posiçõesExecução
Strategy library

This document describes a strategy framed around Elliott Wave theory, Stochastic, and multiple EMAs. In the source, however, the actual entry rules are simpler: a close crossing above the five-period EMA enters long, and a close crossing below it enters…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This alpha model turns MACD signal-line values into directional price insights. For each security with a nonzero price, it divides the MACD signal value by the current price and compares the result with a one-percent threshold. Values beyond the positive or…

Indicadores técnicosMomentumExecução
Strategy library

This demonstration shows how to adapt a conventional trading algorithm to a framework that uses directional insights. It applies daily MACD to SPY and compares the MACD line with its signal line using a tolerance. When the normalized difference exceeds the…

AçõesIndicadores técnicosMomentumExecução
Strategy library

This document outlines a long-only pullback strategy intended for markets already in an uptrend. It seeks an entry when two-period RSI falls below 20, provided price remains above both an 80-period EMA and a 200-period SMA, current volume exceeds its…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This excerpt describes an overnight strategy for Micro E-mini S&P 500 futures. It builds a range shortly after the Globex session begins, then exposes settings for trading range breakouts or fading moves near the range boundaries. Configurable filters…

FuturosRutura de níveisSeguimento de tendênciasReversão à média
Strategy library

This document presents a rule-based count built from recent Bitcoin futures prices. On hourly records, it compares each close with the close four bars earlier. Consecutive higher comparisons increment a positive count, while lower comparisons build a…

FuturosIndicadores técnicosExecuçãoTestes históricos
Strategy library

This document describes a basic trend-following system that compares price with a moving average. Its default setup uses a 17-period simple moving average, with a long signal when the close crosses above the average and a short signal when it crosses below.…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This excerpt describes a long-only dollar-cost averaging framework using two separate lower-timeframe RSI signals. An RSI crossing upward through an oversold threshold arms a base entry; an RSI crossing downward through an overbought threshold can trigger a…

CriptoativosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

This long-only system uses a custom weighted smoothing calculation to build K, D, and J stochastic lines from the close’s position within the recent high-low range. It enters when J crosses above D and closes when D crosses above J. A five percent stop loss…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy uses a short-period RSI to identify oversold conditions for long entries, then applies optional filters based on weekly RSI, a moving average, and a second RSI. An ATR comparison can block entries following unusually sharp price drops. The…

AçõesFuturosIndicadores técnicosGestão do risco
Strategy library

This document presents the setup for a long-only EURUSD grid strategy. It places grid levels between configurable high and low prices, with geometric spacing by default and arithmetic spacing as an alternative. The accompanying description says the bot buys…

CâmbioNegociação em grelhaDimensionamento de posiçõesExecução
Strategy library

This Pine Script strategy combines three entry conditions: a fast EMA must be above the slow EMA for a long, RSI must exceed its buy threshold, and the close must cross above the latest confirmed swing high. Shorts use the inverse conditions, crossing below…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

The system generates directional signals from crossovers between an 8-period and a 30-period exponential moving average. An upward crossover opens a long position, while a downward crossover closes the long and opens a short. A 200-period EMA is plotted as…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy sets a stop level from the highest high or lowest low over a configurable lookback window. For a long position, the stop follows the rolling low, adjusted by a percentage offset; for a short position, it follows the rolling high with an offset.…

Gestão do riscoSeguimento de tendênciasFuturosTestes históricos
Strategy library

This script describes a reversal approach that looks for unusually stretched RSI readings alongside elevated volume. A long setup requires RSI below its lower threshold and volume above a multiple of its moving average, followed by a close above the previous…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

This example implements a two-sided grid for a futures contract. Starting from a reference price, it calculates successive levels at fixed percentage intervals: lower levels for a long grid and higher levels for a short grid. As price crosses levels, the…

FuturosNegociação em grelhaDimensionamento de posiçõesExecução
Strategy library

This strategy replaces the fast and slow price averages in a MACD-style system with elastic volume-weighted moving averages (EVWMAs). The fast and slow EVWMAs incorporate recent trading volume, while their crossover determines long and short entries. A…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This system is designed for range-bound markets and uses ADX to gate trades when directional strength is low. It contains two separate, mutually exclusive signal modules: one combines price deviation from the Bollinger Band middle line with MACD crossovers…

Reversão à médiaIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy combines Squeeze Momentum (SQM) signals with a multi-timeframe check and progressively adjusted exit levels. It enters long when the lower-timeframe SQM rises and the main-timeframe SQM turns upward from a recent negative range, alongside a…

FuturosCriptoativosMomentumIndicadores técnicos