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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 indicator estimates market sentiment by dividing smoothed price changes by smoothed volume, then applying fast and slow exponential averages to that ratio. Their difference forms a MACD-like line, with a signal average and histogram. In the supplied…

FuturosMomentumSentimento de mercadoIndicadores técnicos
Strategy library

This trend-following method smooths true range with a Hull moving average and compares the resulting series across bars. The source enters long when the smoothed value rises relative to its prior value and short when it falls. It also attaches fixed…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This partial strategy script exposes a configurable framework for combining several technical concepts: opening-range levels, market structure, order blocks, fair value gaps, liquidity sweeps, premium and discount zones, and Fibonacci confluence. Entry…

Indicadores técnicosRutura de níveisMicroestrutura de mercadoGestão do risco
Strategy library

This one-hour strategy combines four-hour trend filters with local momentum and recent price structure. Longs require price above the higher-timeframe EMA and bullish MACD alignment, plus a bullish one-hour MACD and either a recent-high breakout or a rebound…

FuturosMomentumRutura de níveisIndicadores técnicos
Strategy library

This strategy combines higher-timeframe trend alignment, local momentum, recent price structure, and volatility-based exits. Its description uses a four-hour EMA and MACD to set directional bias, then checks the chart timeframe's MACD alongside either a…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

This document presents a simple cryptocurrency trading approach based on a 14-period Relative Strength Index. It treats RSI below 30 as an oversold condition for entering long and RSI above 70 as an overbought condition for entering short. The accompanying…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This document describes a long-only dollar-cost-averaging approach that adjusts each allocation according to the latest price change. It increases allocation after a decline and reduces it after a rise, sizing orders from a preset starting capital and the…

CriptoativosDimensionamento de posiçõesGestão do riscoReversão à média
Strategy library

This strategy uses three exponential moving averages, with stated default periods of 10, 30, and 50, to define directional alignment. A bullish arrangement has the shortest EMA above the middle EMA and the middle above the longest; the bearish arrangement…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This document defines paired bullish and bearish price patterns through a set of comparisons among recent closing prices. The buy setup checks that a sequence of closes is lower than selected closes several bars later, then applies a final comparison that…

FuturosIndicadores técnicosTestes históricosGestão do risco
Strategy library

This trend-following approach builds a ZigZag-style reference from a sequence of exponential moving averages and detected price extremes. It determines direction from whether the middle smoothed line is rising or falling, then uses a recent low or high as…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy builds Heikin-Ashi candles from price data and uses their direction to form long and short signals. A signal requires a configurable run of consecutive candles in one direction, then checks the count of bullish candles over a wider lookback…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

The document describes a basis strategy that pairs a spot position with an opposing futures position when their prices differ enough to meet a target. Its example buys spot BTC and shorts futures when futures trade above spot, aiming to capture convergence…

CriptoativosFuturosMercados à vistaArbitragem
Strategy library

This strategy combines a higher-timeframe trend filter with lower-timeframe technical indicators and ICT-style price structure. It uses a 200-period EMA to set directional bias, restricts entries to a stated morning trading window, and looks for three-candle…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy pairs MACD crossovers with RSI as a directional filter. It enters long on a MACD line crossing above its signal line when RSI is above 50, and enters short on a downward crossover when RSI is below 50. The documented default settings are MACD…

FuturosMomentumIndicadores técnicosTestes históricos
Strategy library

This document presents a BTCUSD swing strategy built around a 200-period EMA, MACD histogram crossovers, RSI, and money flow index (MFI). Long signals require price above the EMA, an upward MACD histogram cross, RSI within a specified lower-to-mid range, and…

CriptoativosMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy pairs a three-close 123 reversal pattern with the Awesome Oscillator to generate directional signals. The pattern uses recent closing-price relationships and a Stochastic condition around a threshold; the Awesome Oscillator component compares…

Reversão à médiaMomentumIndicadores técnicosGestão do risco
Strategy library

This 15-minute strategy combines the Williams Alligator’s three-line ordering with RSI to confirm directional trades. A long entry requires the close above Lips, Lips above Teeth, Teeth above Jaw, and RSI above 55; a short entry applies the reverse ordering…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines a fast and slow EMA trend filter with a price-action entry pattern. A long setup requires the fast EMA above the slow EMA, a recent lower low, and a close above the prior close; the short setup mirrors these conditions. It submits stop…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses confirmed pivot highs and lows to place stop entries in both directions. With left and right pivot settings of four bars, a detected high arms a long entry just above that level, while a detected low arms a short entry just below it. The…

CriptoativosFuturosRutura de níveisReversão à média
Strategy library

This buy-only strategy uses a fast and slow moving average crossover for initial entries, with optional weekly Commodity Channel Index and Average Directional Index filters. It exits a long position when the close falls below a third, longer moving average.…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines short-, medium-, and long-horizon linear regressions into a directional trading signal. It evaluates each regression using slope, R-squared, and correlation thresholds, then weights the three outputs, with the short horizon receiving…

EstatísticaSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines Bollinger Bands with RSI to seek short-term reversals within a trading range. It enters long when price crosses back above the lower band while RSI crosses above an oversold threshold, and short when price crosses below the upper band…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines a 9-period and a 50-period exponential moving average with an RSI filter for long entries. It enters when the faster average crosses above the slower one, provided RSI has risen by more than five points from the prior period and…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This long-only strategy uses the Directional Movement Index components to identify a possible bullish transition. It enters when DMI+ crosses above both DMI− and ADX, combining relative directional strength with a measure of trend strength. It exits when…

Seguimento de tendênciasIndicadores técnicosGestão do risco