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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 long-only strategy combines a 34-period exponential moving average trend filter with a bearish candle followed by two bullish candles, RSI momentum confirmation, and a volume filter. It seeks entries when price is above the EMA, RSI is above 50, and…

CriptoativosMercados à vistaSeguimento de tendênciasMomentum
Strategy library

This strategy uses 34-period and 89-period simple moving averages to generate directional signals during a specified morning session. A cross of the short average above the long average triggers a long entry, while a cross below triggers a short entry. The…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This momentum method combines rate-of-change readings from twelve lookback periods, spanning short to long horizons. Each ROC series is smoothed and multiplied by a weight, and the weighted values are summed into a composite oscillator. A further simple…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands with a moving average to trade price crossings of the bands. Its stated rules go long when price crosses upward through the lower band, and short when it crosses downward through the upper band. A position is closed…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

The visible portion describes a configurable scalping strategy built around alternate-timeframe signals and selectable moving-average types. It includes options for long, short, or two-way trading, with an optional Heikin Ashi signal source. Risk controls…

Indicadores técnicosVolatilidadeGestão do riscoExecução
Strategy library

This strategy measures price deviation from a 21-day exponential moving average and standardizes that deviation as a Z-score. It enters long when the score crosses above 0.5 and short when it crosses below -0.5, then exits as the score returns through the…

Matérias-primasSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This strategy selects common stocks with relatively high trading liquidity, ranks them by current borrow fees, and shorts the highest-fee group. Liquidity is estimated from the rolling average of closing price times volume over 30 days; the strategy keeps…

AçõesMercados dos EUAExecução
Strategy library

This long-only trend-following method builds an upper band from a moving average of the highest high over a lookback period. It subtracts an ATR-based buffer from that upper band to create a lower band. A close crossing above the upper band opens a long…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy uses fast and slow exponential moving averages to identify crossovers, then filters signals with RSI and ADX. A bullish crossover can open a long position when RSI is below its overbought threshold and ADX exceeds its trend-strength threshold.…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines MACD crossovers with a long-term EMA filter. It takes a long position when MACD crosses above its signal line below zero and price is above the EMA; it takes a short position when MACD crosses below the signal line above zero and price…

FuturosCriptoativosIndicadores técnicosGestão do risco
Strategy library

This two-sided price-action strategy identifies bullish and bearish engulfing candles, stores recent pattern levels, and creates a trading zone when price has crossed at least two levels from patterns in the opposite direction. A long entry is triggered when…

Indicadores técnicosRutura de níveisGestão do riscoDimensionamento de posições
Strategy library

This charting script gathers mortgage rate series and lets users display selected categories, including adjustable-rate and fixed-rate loans, purchase and refinance rates, government-backed and conforming loans, and provider-specific series. It includes data…

Rendimento fixoIndicadores técnicosEstatística
Strategy library

This strategy enters long when a fast EMA crosses above a slower SMA and the EMA's measured strength clears a threshold. It exits when a separate fast EMA crosses below its slower SMA or when a trailing stop is breached. The stop follows a short EMA adjusted…

AçõesCriptoativosFuturosSeguimento de tendências
Strategy library

This strategy uses a long-period CCI to define the prevailing direction and a short-period CCI to time entries. A long is opened when the long CCI is above zero on consecutive bars and the short CCI crosses above zero; a short uses the inverse conditions…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This long-only trend-following strategy combines a 50-period and 250-period EMA filter with RSI hidden bullish divergence. It looks for price to form a higher low while RSI forms a lower low, then checks that the shorter EMA is above the longer EMA and that…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy identifies alternating pivot highs and lows, then uses the latest three pivots to construct a median line and parallel channel boundaries. It enters long when price crosses above the upper line while the median line slopes upward, and short when…

Rutura de níveisIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This short-only strategy is designed for SOL perpetual futures. It opens a short when a three-minute RSI with a nine-period setting crosses down through an overbought threshold. If price rises after entry, it can add up to three averaging orders at fixed…

CriptoativosFuturos perpétuosReversão à médiaGestão do risco
Strategy library

The Delta-RSI oscillator estimates the smoothed rate of change of RSI by fitting a local polynomial to its recent values. It is used as a standalone momentum signal, with configurable buy, sell, and exit rules based on crossing zero, crossing a smoothed…

MomentumIndicadores técnicosEstatísticaFuturos
Strategy library

The strategy builds a linear regression line from price and estimates the residual deviation around it to create upper and lower channel bands. It places long and short orders around the bands and uses the channel midpoint as an exit level. The stated intent…

Rutura de níveisIndicadores técnicosEstatísticaTestes históricos
Strategy library

This script combines a simple momentum test with a stochastic position measure derived from a Keltner Channel. Momentum compares the current close with a prior close. The channel uses an EMA center and ATR-based width; the script scales the close's location…

MomentumVolatilidadeIndicadores técnicosDimensionamento de posições
Strategy library

This open-source script pairs a pivot-based trading system with a table-oriented method for tracking weekly and yearly returns against a benchmark. It identifies pivot highs and lows using configurable left and right bar counts, retains the latest pivot…

Indicadores técnicosRutura de níveisTestes históricosEstatística
Strategy library

This strategy combines moving averages, RSI, Bollinger Bands, and price structure tools to form long and short signals. Long entries require the fast EMA to exceed the slow EMA, price to be above the short SMA and Bollinger midpoint, and RSI to remain below…

Seguimento de tendênciasReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy combines a Supertrend signal with moving averages and a price-channel concept. The described entry rules go long when the close crosses above the Supertrend and exceeds an open-price average, and go short on the opposite cross when the close is…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy calculates a selected moving average—simple, exponential, weighted, or smoothed—and signals trades when the closing price crosses it. It enters long on an upward cross and short on a downward cross, within a defined backtest window. The…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco