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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
TqSdk
86 documentos
Quantpedia
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 document presents a configurable market-structure strategy based on breaks of structure (BOS) and changes of character (CHoCH). Its inputs cover pivot lookback, whether to scale that lookback by timeframe, and entry timing, including an option to enter…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This document describes a long and short strategy using an Arnaud Legoux moving average (ALMA), Parabolic SAR, and candle direction. A long signal requires a bullish candle, SAR below the bar’s low, and the close crossing above ALMA; the short rules reverse…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This long-only trend-following strategy buys when the close crosses above the prior period's Donchian upper band. The band is based on the highest high and lowest low over a configurable lookback, with their average used as a midline. The position closes…

Seguimento de tendênciasRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This code example builds a two-sided price grid around a starting level for a futures contract. It creates multiple long-side trigger prices below the start and short-side trigger prices above it by repeatedly applying a fixed percentage spacing. Each grid…

FuturosNegociação em grelhaExecuçãoMicroestrutura de mercado
Strategy library

This BTC/USDT futures chart indicator combines short exponential and simple moving averages with RSI readings at several lookback lengths. It plots the averages and marks conditions involving oversold or overbought RSI, candle patterns, and comparisons…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This trend-following system enters long when price exceeds the preceding N1-period high and short when it falls below the preceding N1-period low. The document gives a default N1 of 20 periods. It exits using either a stop set two ATRs from the recorded…

Seguimento de tendênciasRutura de níveisVolatilidadeDimensionamento de posições
Strategy library

This utility estimates price and quantity decimal precision by scanning ask-side order book entries. It converts scientific-notation values to ordinary decimal strings, then records the greatest number of digits after the decimal point seen among prices and…

ExecuçãoMicroestrutura de mercadoEstatística
Strategy library

This strategy combines a price crossover of an ATR trailing stop with trend, momentum, and volume filters. Long and short entries require price to be on the corresponding side of a 100-period EMA and a 100-period EMA on a one-hour timeframe. RSI must remain…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy uses Bollinger Bands to generate directional entries: a close crossing above the upper band signals a long, and a close crossing below the lower band signals a short. The middle band is a simple moving average of closing prices, while the upper…

Indicadores técnicosRutura de níveisSeguimento de tendênciasFuturos
Strategy library

The strategy uses a long-period DEMA as a market filter and crossovers between short- and medium-period TEMA lines as entry signals. A cross of the shorter TEMA above the longer one prompts a long entry; a downward cross prompts a short entry. The document…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy looks for disagreement between the direction of RSI and price, treating opposing slopes as possible reversal signals. It fits linear trends over recent RSI and price observations, then enters long or short when the slopes diverge and a…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This educational example shows how to define a dynamic equity universe using a built-in selection helper. It selects the three stocks with the highest dollar volume and applies daily data resolution to securities added through the universe. The algorithm…

AçõesConstrução de carteirasExecução
Strategy library

This strategy trades closing-price breaks above a prior lookback high or below a prior lookback low. It places stops at recent swing lows for long trades and swing highs for short trades, then sets profit targets at five times the entry-to-stop distance. A…

FuturosCriptoativosRutura de níveisGestão do risco
Strategy library

This strategy combines a price reversal pattern with the Smart Money Index (SMI), taking a position only when both components agree. Its 123 reversal component compares recent closing prices and uses a stochastic oscillator as a condition for long or short…

FuturosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This short-term strategy uses two ATR-based trailing stop lines with different periods and multipliers. The fast line reacts quickly to price changes, while the slower line provides a wider reference. Crossovers between the lines generate long or short…

FuturosVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy combines a fast and slow moving average crossover with a slope filter on the slow average. A bullish crossover signal is considered only when the slow average’s angle exceeds a threshold; the description frames entries around persistent upward…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a mean-reversion strategy that sells short when RSI crosses above an upper threshold and buys when RSI crosses below a lower threshold. It exits when RSI returns through the relevant boundary or when take-profit, stop-loss, or…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This Pine strategy plots daily price levels around the session open using an implied-volatility index selected for the chosen asset class. It estimates a one-day move by scaling the index level by the square root of the inverse of the assumed trading days…

VolatilidadeIndicadores técnicosGestão do riscoFuturos
Strategy library

This document outlines a short-term trend strategy that combines fast and slow exponential moving averages with RSI, VWAP, and a relative-volume filter. Long signals require price above both averages and VWAP, RSI within a moderate range, and volume above…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This document explains a long-only trend-following strategy built around two simple moving averages. It enters when a shorter SMA crosses above a longer SMA and closes the position when the shorter average crosses below. The published inputs set the short…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This TradingView strategy uses a volatility-adjusted trailing line to identify trend changes and manage long exposure. It sets the line’s distance from price as a configurable sensitivity factor multiplied by ATR, then updates the line so it trails price in…

Seguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This document describes a BotVS template for collecting strategy profit observations and summarizing performance over recent and completed daily, weekly, and monthly windows, as well as over the full history. It replaces the platform’s profit logging call…

EstatísticaGestão do risco
Strategy library

This strategy uses confirmed pivot highs and lows as reference levels for stop entries. Pivot calculations require a chosen number of bars on each side, so the level is identified only after the right-side bars have formed. The rules place a long stop order…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This intraday breakout method records the high and low of the first five-minute candle after a session opens. A close crossing above that range triggers a long entry, while a cross below it triggers a short entry. The documented example uses the New York…

CriptoativosRutura de níveisVolatilidadeGestão do risco