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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 partial strategy script combines pivot-based swing detection and Fibonacci levels with an EMA trend filter across multiple timeframes. Its visible settings include a Fibonacci entry level, an extension target, a minimum swing size relative to ATR, setup…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesTestes históricos
Strategy library

This strategy calculates a short-period RSI, then smooths it with faster and slower exponential moving averages. A cross of the fast average above the slow average signals a long position; a cross below signals a short position. The document also describes…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy pairs Bollinger Bands with a moving-average trend filter. It describes using a 20-period short-term average and a 60-period trend reference: trades are allowed in the direction indicated by the trend filter, with lower-band moves serving as…

CriptoativosFuturosSeguimento de tendênciasReversão à média
Strategy library

This strategy combines Bollinger Bands with five-candle price fractals to identify possible turning points. It uses a 20-period simple moving average and bands two standard deviations away. A close below the lower band marks a downside excursion; a…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This educational example describes a spot-style grid strategy for BTC/USDT using fixed price levels. It initializes buy levels at regular intervals across a configured range, assigns each level a fixed order amount, and sets a take-profit price above each…

CriptoativosNegociação em grelhaExecuçãoTestes históricos
Strategy library

This swing strategy uses the crossover of RSI and a moving average of RSI to trigger long and short positions. It is described for four-hour charts, with configurable RSI and average lengths and a choice between simple and exponential averaging. The exit and…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This QuantConnect example shows how framework components can be assembled into an options algorithm. Its universe model filters for weekly puts near the money with expirations within a short date window, and calls a user-provided selector daily to choose the…

OpçõesConstrução de carteirasExecuçãoGestão do risco
Strategy library

This script defines a trend-following strategy using a Variable Index Dynamic Average (VIDYA) and volatility-scaled bands. Its VIDYA calculation adjusts responsiveness using the balance of positive and negative price momentum, then smooths the result. The…

Seguimento de tendênciasMomentumVolatilidadeIndicadores técnicos
Strategy library

This TradingView strategy combines a rolling support and resistance display with a MACD-based long entry. It plots the lowest low as support and highest high as resistance, then signals a long when the MACD line crosses above its signal line, the histogram…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This trend-following approach looks for ADX to rise through a low threshold while accelerating, then checks whether price is above or below two moving averages. The described long setup requires rising ADX above the threshold and price above both averages;…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

The strategy combines Bollinger Bands with a medium-term EMA filter to trade price moves back toward the mean. It uses 20-period bands set two standard deviations from the average, a 50-period EMA to filter direction, and 14-period ATR to size stop-loss and…

Reversão à médiaIndicadores técnicosGestão do riscoFuturos
Strategy library

This Freqtrade strategy calculates the full set of TA-Lib candlestick pattern recognition indicators on daily candles, then uses a configurable pattern and signal value as its long-entry condition. The published configuration selects the high-wave pattern…

Indicadores técnicosTestes históricosGestão do risco
Strategy library

This strategy uses a short and a long moving average to identify directional changes. The accompanying explanation describes 7-period and 20-period averages: a cross above the longer average signals a long entry, while a cross below signals a short entry.…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a moving average as the center of a Keltner Channel and a volatility measure to set its upper and lower bands. It signals a long entry when price crosses above the upper band and a short entry when it crosses below the lower band. The…

FuturosCriptoativosRutura de níveisVolatilidade
Strategy library

This strategy looks for reversals after price briefly moves beyond a confirmed swing high or low and then closes back through that level. It measures the sweep relative to ATR, accepts only depths within configured bounds, and requires the reclaim to occur…

Indicadores técnicosReversão à médiaDimensionamento de posiçõesGestão do risco
Strategy library

This monitor searches a small, predefined set of spot currency pairs on Binance, OKX, or Bybit for two possible triangular conversion routes through a selected base currency. It calculates gross route returns from the latest close prices, keeps the best…

CriptoativosArbitragemMercados à vistaExecução
Strategy library

This directional strategy uses CCI values over 14, 25, and 50 periods to combine shorter and longer momentum readings. It enters long when the 14- and 25-period readings are above zero as the 50-period CCI crosses upward through zero; the short setup mirrors…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos
Strategy library

The document presents a hybrid breakout system that combines moving averages, volatility bands around a volume-weighted moving average, price-channel levels, and Parabolic SAR. Its stated rationale is to use moving averages and Turtle-style breakout rules…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosFuturos
Strategy library

The strategy combines fast and slow simple moving average crossovers with a volume filter. A bullish crossover can trigger a long entry when current volume exceeds its moving average; a bearish crossover can trigger a short when volume is below its moving…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This simple directional strategy uses the ratio of each bar’s open to its close. A ratio below one corresponds to a close above the open and is treated as bullish; a ratio above one is treated as bearish. The example averages this ratio across the previous…

Indicadores técnicosMomentumFuturosTestes históricos
Strategy library

This long-only cryptocurrency strategy uses a fast and slow simple moving average to identify a potential uptrend, then confirms entry with RSI and MACD. The configured moving-average lengths are 9 and 21; entry requires the fast average to cross above the…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This long-only averaging strategy uses a low RSI reading on a higher timeframe to arm an initial entry. If price falls further from the base entry, it places up to five additional orders at preset percentage distances, with each order sized twice as large as…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This intraday strategy sets an upper and lower range from an early session bar, then watches for price to break beyond that range. The code also compares the first bar’s opening price with the prior daily close to decide whether to enable a long or short…

FuturosRutura de níveisExecuçãoGestão do risco
Strategy library

This trend-following strategy smooths open, high, low, and close prices with a moving average, then derives Heikin-Ashi candles from those values. It enters long after three bullish smoothed candles with consecutively rising closes, and exits on a…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos