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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 implements a stateful Parabolic SAR calculation for a long-only approach. It tracks the trend direction, an extreme price point, and an acceleration factor that increases when the trend makes new extremes up to a configured maximum. SAR is…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses a standard Supertrend and a second Supertrend calculated on a higher timeframe to set directional bias. It enters long when both indicators show an uptrend and short when both show a downtrend, with entries triggered when that agreement…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy uses Bollinger Bands to seek mean-reversion trades. It opens a long when the close crosses back above the lower band and a short when the close crosses below the upper band. The bands use a moving average and a standard-deviation multiplier,…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This trend-following strategy compares three fast EMAs, with periods of 8, 13, and 21, against a 55-period EMA. It signals long when all three fast averages are above the 55-period average and the close is also above it; the short condition reverses those…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This Pine Script template combines RSI threshold signals with risk-based position sizing. It enters long when RSI crosses below the oversold level and short when RSI crosses above the overbought level, provided the current position allows that direction. RSI…

Indicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines Ichimoku-style trend conditions with Fibonacci-scaled distances between cloud lines. The described long setup requires price and the lagging span above the cloud, the conversion line above the base line, and price above a stop…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine Script excerpt presents a persistent market-regime state machine labeled as an HMM and stationarity detector. It estimates a Hurst-like value from a chop calculation, then combines that proxy with ADX to identify trending conditions. RSI,…

CriptoativosSeguimento de tendênciasEstatísticaMicroestrutura de mercado
Strategy library

This strategy uses Ichimoku components to combine a directional trend filter with a faster momentum comparison. It describes long positions when price is above both cloud spans and the conversion line is above the base line, with the reverse conditions for…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This backtest script calculates the floor pivot point from the previous day’s high, low, and close, then derives the first resistance and support levels. It goes long when the current close rises above first resistance and short when it falls below first…

Indicadores técnicosRutura de níveisFuturosTestes históricos
Strategy library

This BTC futures strategy combines Bollinger Bands with the Stochastic oscillator to seek entries around price extremes. It describes long entries below the lower band and short entries above the upper band, with Stochastic K and D cross conditions; an…

FuturosCriptoativosIndicadores técnicosGestão do risco
Strategy library

This strategy combines Heikin Ashi prices, a fast and slow exponential moving average crossover, and an optional MACD filter. A fast average crossing above the slow average triggers a long entry; a downward cross triggers a short. The described filter uses…

Indicadores técnicosSeguimento de tendênciasMomentumCriptoativos
Strategy library

This intraday strategy combines VWAP, 9-period and 20-period EMAs, and recent candle levels to identify pullback reversals in the direction of a trend. Its description suggests use on SPY and QQQ on a five-minute chart, with signals concentrated in the…

AçõesMercados dos EUASeguimento de tendênciasRutura de níveis
Strategy library

This strategy uses the Ichimoku Conversion Line and Base Line crossovers to signal trades: a cross above opens a long position, while a cross below opens a short position. The indicator also calculates the leading spans that form the cloud and plots the…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This position-sizing example links trade quantity to account equity. It divides equity by a leverage parameter to derive a benchmark, rounds that benchmark down to a whole number with a minimum of one, then adjusts the quantity in unit steps toward that…

FuturosDimensionamento de posiçõesGestão do riscoTestes históricos
Strategy library

This long-only approach begins with a fast and slow simple moving average crossover. When the fast average crosses above the slow one, it records a low and sets a buy threshold above that low using a configurable percentage. As subsequent lows fall, the…

FuturosSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

This indicator combines an ATR-based Supertrend with four simple moving averages. The Supertrend uses a selectable price source, ATR period, multiplier, and ATR calculation method to form trailing upper and lower bands. A change in trend direction generates…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy applies Bollinger Bands to VWAP and opens a long position when VWAP crosses above its moving average basis while price is at or above a pivot point calculated from the prior period. It sizes the position using a risk-capital setting and a…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy combines a smoothed T3 moving average, a medium-term simple moving average, and faster and slower T3 averages to form trend-filtered entries. A long entry is described when the medium-term SMA crosses above the T3 basis while the fast T3 is…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-oriented reversal strategy combines Stochastic RSI, exponential moving average relationships, and a volume-weighted MACD measure. The description says a buy signal may follow a rebound in Stochastic RSI from oversold territory, an upward fast/slow…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This long-only strategy uses Bollinger Bands to enter when the close rises above the upper band and exit when it falls below the lower band. The band center is configurable across several moving average types, while the upper and lower bands are set by a…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines moving averages, MACD, RSI, Stochastic, and VWAP readings to seek aligned directional signals from 15-minute price data. A long requires a fast moving average to cross above a slow one, MACD to exceed its signal line, RSI to be above…

Mercados à vistaSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines three indicators as a multi-part entry filter. For a long, QQE MOD must turn blue, SSL Hybrid must be blue with price above its moving-average channel, and Waddah Attar Explosion must be green and above its explosion threshold. Short…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy looks for an upward break after the prior bar’s high has remained below the five-day exponential moving average. An optional filter requires the current close to exceed the previous close. Long entries are placed at the prior bar’s high; the…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy uses the relative position of fast and slow simple moving averages to signal long or short positions. Its default periods are 20 and 50. A 14-period ATR multiplied by a configurable factor sets the stop distance, while a chosen fraction of…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco