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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 ATR to set upper and lower trend references around recent highs and lows. The references are adjusted over time, and the closing price crossing a trend line can trigger a position when the line's direction condition is also satisfied. At…

FuturosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This strategy script detects regular and hidden bullish and bearish divergence between price and a selected indicator. It offers pivot-based detection, which uses left and right lookback settings, and an immediate method. Users can choose whether divergence…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

This rule-based strategy combines Parabolic SAR, a moving-average filter, MACD direction and RSI thresholds to form long or short signals. All four directional checks must agree, and a Choppiness Index filter is used to avoid entries during consolidating…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This long-only system scores trend conditions using eight components: the ordering and separation of smoothed EMAs, their slopes, path efficiency, positive momentum and rising-bar persistence, ATR relative to its baseline, breakout strength, and pullback…

Seguimento de tendênciasFuturosIndicadores técnicosGestão do risco
Strategy library

The AC countertrend strategy buys sharp pullbacks while a broader trend filter remains bullish. It defines that regime using a faster 40-day EMA above an 80-day EMA. Pullback depth is measured as the gap between the close and the highest close over 20 days,…

AçõesReversão à médiaSeguimento de tendênciasDimensionamento de posições
Strategy library

This strategy derives Fibonacci levels from the open and range of a selected higher-timeframe candle, with an option to use the current or last completed candle. It compares the closing price with the 50% retracement level and with prior lookback lows and…

FuturosIndicadores técnicosRutura de níveisTestes históricos
Strategy library

This strategy combines four familiar technical indicators to generate long and short signals. It uses Bollinger Band crossings, price location within Fibonacci retracement zones, MACD crossovers, and RSI overbought or oversold readings. Any one of these…

Indicadores técnicosGestão do riscoFuturosTestes históricos
Strategy library

This TradingView script enters long or short positions from a simple four-bar price pattern. It uses OHLC4 by default: a long signal occurs when the three prior observations form a rising sequence after an earlier decline, while a short signal mirrors that…

CriptoativosIndicadores técnicosGestão do risco
Strategy library

This strategy combines higher-timeframe MACD analysis with lower-timeframe trade execution. MACD direction supplies a broader trend bias, while signal-line crosses are used to time entries. Money Flow Index (MFI) overbought and oversold readings provide an…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This Dual Thrust method sets daily trigger levels from a recent price range. It compares the highest high with the lowest close and the highest close with the lowest low over a configurable lookback, then uses the larger range component with separate upper…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Bollinger Bands to enter trades when the closing price crosses beyond a volatility band. The middle band is a simple moving average, and the upper and lower bands add or subtract a multiple of the price standard deviation. A cross above…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This Nifty strategy combines three indicators for directional entries: price relative to VWAP and a 20-period EMA, plus RSI momentum. It opens long positions when price is above both reference lines and RSI exceeds 60; it opens short positions when price is…

AçõesOpçõesSeguimento de tendênciasMomentum
Strategy library

This strategy uses the Random Walk Index (RWI) high and low readings to distinguish quiet conditions from possible reversals. It computes the readings over a configurable lookback using price extremes, average true range, and the square root of the period.…

Reversão à médiaVolatilidadeIndicadores técnicosFuturos
Strategy library

The document describes an automated, single-instrument trading workflow that screens moving-average combinations and selects symbols using historical results. The supplied workflow material references liquid USDT perpetual markets, hourly candles, several…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy describes a multi-timeframe MACD approach: a higher timeframe establishes directional context, while MACD crossovers on the current, lower timeframe trigger entries. The higher timeframe defaults to 60 minutes, and the MACD settings are 12, 26,…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy combines a stochastic-based 123 reversal signal with daily floor-trader pivot levels. The reversal component compares recent closes and fast and slow stochastic values to assign a persistent long or short state. The pivot component derives a…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

The visible script combines the Elliott Wave Oscillator (the difference between fast and slow simple averages of the midpoint), RSI, money flow index, and a volume average. Its preliminary buy signal looks for RSI below 40 while the oscillator rises below…

Indicadores técnicosMomentumRutura de níveisGestão do risco
Strategy library

The visible script defines a continuation approach built around bullish and bearish order block zones. It identifies a candidate candle three bars earlier, requires its body to exceed a minimum fraction of ATR, and checks for a subsequent move in the…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy combines Bollinger Bands with a fast and slow simple moving average. A long signal requires price to cross above the upper band while the faster average crosses above the slower one; a short signal requires price to cross below the lower band…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This mean-reversion strategy measures how far the closing price deviates from a rolling simple moving average, dividing that difference by the rolling standard deviation. It enters long when the z-score falls below a negative threshold and short when it…

Reversão à médiaEstatísticaIndicadores técnicosGestão do risco
Strategy library

This strategy combines a fast and slow exponential moving average crossover with RSI momentum confirmation. It enters long when the fast EMA crosses above the slow EMA and RSI is above its midpoint; a downward crossover with RSI below that level closes the…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This educational strategy uses separate moving-average crossover rules for entering and exiting positions. Entry requires the fast and slow averages to remain crossed for a configurable observation period. While a position is open, a second pair of averages…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This trend-following system uses long-, medium-, and short-period simple moving averages to guide entries. The described rules go long when the medium average is above the long average and the short average is rising; they go short when the medium average is…

Seguimento de tendênciasIndicadores técnicosCriptoativosFuturos
Strategy library

This automated strategy uses the Relative Strength Index to seek short-term reversals. It opens a long position when RSI falls below a configurable oversold threshold and a short position when it rises above an overbought threshold. Positions are closed…

Indicadores técnicosReversão à médiaMomentumCriptoativos