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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

The Twin Range Filter combines two smoothed measures of price movement to set a dynamic range around a filtered price. Each measure applies exponential smoothing to absolute price changes over a different lookback, scales it by a multiplier, and the two are…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This strategy script combines an exponential moving average filter with the previous daily candle and trade management rules. It offers switches for long and short entries, uses a configurable EMA length set to 200 by default, and can filter trades using the…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesFuturos
Strategy library

This strategy smooths price data, applies a recursive cycle calculation, and converts the result into a stochastic value. A signal derived from that value is compared with its prior reading to trigger long or short entries. The described parameters include…

CriptoativosFuturosIndicadores técnicosTestes históricos
Strategy library

This strategy combines a 123 reversal signal with the Detrended Synthetic Price indicator. The reversal component uses recent closing-price patterns and fast and slow stochastic readings around a threshold to define directional signals. The trend filter…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This system combines a short and long simple moving average crossover with nearby supply or demand levels. It describes entering long after an upward crossover near a demand zone and short after a downward crossover near supply. Zones are identified from…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This strategy describes periodic long entries based on an EMA trend filter and a MACD condition. Its narrative says to enter when a fast EMA crosses above a slow EMA and MACD turns negative, with no more than one entry per month and a configurable amount per…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy combines directional movement and stochastic indicators to time trades. A long signal requires DI+ above DI−, ADX above 25, and %K below 20; a short signal requires DI− above DI+, ADX above 25, and %K above 80. It describes using the lowest and…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy combines EMA crossovers, MACD crossovers, RSI extremes, and Bollinger Band excursions, then requires volume to exceed a multiple of its recent average. Any one of the four indicator conditions can trigger a buy or sell signal, so volume is the…

Indicadores técnicosMomentumVolatilidadeExecução
Strategy library

This signal framework uses a 20-period EMA crossing a 50-period EMA as its trigger, then filters entries with RSI, MACD, and price relative to a 200-period EMA. Long signals require upward crossover, RSI above its midpoint, MACD above its signal line, and…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos
Strategy library

This candlestick strategy places buy-stop and sell-stop orders around a detected doji, using the doji’s range and, in some cases, the preceding candle’s high and low to set entry levels. The orders share a cancellation group, so triggering one is intended to…

CâmbioRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This trend-following breakout method combines fast and slow EMAs, RSI, prior-bar price levels, and ATR-based exits. It treats the EMA relationship as directional context, requires RSI above or below its midpoint for confirmation, and enters when price…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This long-only strategy combines an EMA trend filter with a grid of limit buys spaced by ATR. When the trend condition is met, it places three entry orders below the current price, with exits one grid step above each entry and a shared stop at the fifth grid…

FuturosSeguimento de tendênciasNegociação em grelhaVolatilidade
Strategy library

The described approach buys after a 5% decline, adds long positions on further weakness within a limited candle window, and aims to close each position after a 5% rise from its entry. It allows up to four additions and describes a 3% stop loss. The published…

FuturosReversão à médiaDimensionamento de posiçõesGestão do risco
Strategy library

The strategy uses random values to choose long or short trades, then sets a target and stop based on a configurable risk percentage and reward ratio. It randomizes the interval between signals, can display trade levels, and includes a backtest option. The…

EstatísticaGestão do riscoTestes históricosFuturos
Strategy library

This trend-following approach uses upper and lower rails derived from moving averages of highs and lows to classify the market as bullish or bearish. It pairs that direction filter with a long-period moving average for entry confirmation, and describes…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This short-term strategy combines ATR bands, RSI, and 21- and 65-period EMAs. It flags a potential long when the bar opens below the lower ATR band and RSI is above 50; a potential short occurs when the open is above the upper band and RSI is below 50. EMA…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This strategy combines Stochastic RSI, Keltner Channels, a percentage-offset EMA envelope, Ichimoku spans, and a higher-timeframe EMA filter. Long entries require an oversold Stochastic RSI crossover plus price above the lower channel and envelope…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

The strategy combines three overbought and oversold measures for countertrend entries. It opens a long when price is below the lower Bollinger Band, RSI is below 33, and CCI is below -215; it opens a short when price is above the upper band, RSI exceeds 70,…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This short-term trend-following strategy uses weighted moving averages to form a Hull-style signal. It compares a faster average with a slower one, smooths their difference, and uses price relationships with the resulting line to enter long or short…

Seguimento de tendênciasIndicadores técnicosTestes históricosFuturos
Strategy library

The visible script header describes an intraday strategy built around reclaiming and holding the regular-session VWAP near the NYSE open. Its settings define a trade window, a regular-hours VWAP anchor, a separate evening-to-close VWAP, and fast, middle, and…

AçõesIndicadores técnicosExecuçãoGestão do risco
Strategy library

This strategy combines a 123 price reversal signal with a second signal based on the Stochastic oscillator. The reversal component checks the relationship among recent closes and compares the oscillator’s fast and slow lines against a threshold. The other…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy looks for possible reversals by comparing recent price extremes with the Accelerator Oscillator (AC) and Stochastic indicator. A bullish signal requires a lower recent price low alongside rising AC and a bullish Stochastic divergence; a bearish…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This strategy combines RSI thresholds with the rate of change of a weighted moving average to generate directional trades. The stated long condition is RSI above 60 alongside a negative moving-average ROC threshold; the short condition uses RSI below 40 and…

Seguimento de tendênciasIndicadores técnicosVolatilidadeDimensionamento de posições
Strategy library

This document presents a TradingView strategy template intended to route signals through a webhook execution backend, with crypto perpetual markets suggested as a use case. Its trading logic is described as a simple EMA crossover with an RSI filter; the…

CriptoativosFuturos perpétuosExecuçãoGestão do risco