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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 document presents an implementation of the R-Breaker method for calculating and displaying six reference levels from recent price data. It first takes the highest high, lowest low, and lowest close across a two-period window, then applies three…

Indicadores técnicosRutura de níveis
Strategy library

This example combines a stochastic crossover entry signal with pivot-based stop levels to illustrate pending orders and alert messages for broker execution. A long setup occurs when the stochastic %K crosses above %D below an upper threshold; a short setup…

FuturosIndicadores técnicosExecuçãoGestão do risco
Strategy library

This strategy uses 50-period and 200-period simple moving averages to signal directional trades. A cross of the shorter average below the longer one triggers a short entry, while a cross above triggers a long entry. It also includes an optional date-range…

Indicadores técnicosSeguimento de tendênciasTestes históricosGestão do risco
Strategy library

This strategy shorts eligible stocks after a one-day decline of at least 10%. Eligibility requires average dollar volume over a rolling 22-session window to meet a market-specific threshold; it also filters for equities and can restrict securities by…

AçõesReversão à médiaDimensionamento de posiçõesExecução
Strategy library

This trend-following system combines several exponential moving averages with RSI-based exits and percentage stop and profit settings. The described long entry occurs when the 55-period EMA crosses above the 100-period EMA while the 12-period EMA is above…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This price-action strategy looks for a large momentum bar, followed by one or two smaller consolidation bars, then a trigger bar that breaks recent price levels. A large bar is defined relative to ATR and by the share of its range occupied by the body. The…

FuturosReversão à médiaRutura de níveisVolatilidade
Strategy library

The available excerpt describes a configurable Pine strategy with a default EMA-cross entry mode and a menu of alternatives, including RSI reversals, MACD crosses, Bollinger Band setups, Supertrend flips, Ichimoku breakouts, and other approaches. It defines…

Indicadores técnicosSeguimento de tendênciasReversão à médiaRutura de níveis
Strategy library

This long-only approach combines an upward crossover of the 10-period and 20-period EMAs with confirmation that the signal candle closes above its open. It sizes the position using a fixed numerator divided by the distance between the close and that candle’s…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy adapts Donchian channels for trend following. It calculates upper and lower bands from rolling highs and lows, then uses their midpoint as a baseline. A close above the prior upper band opens a long position; a close below the baseline exits…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This crypto strategy combines two entry approaches: an MFI divergence setup filtered by a stochastic reading above 50, and a trend entry when stochastic is above 50 as MFI crosses above 50. Both are gated by an upward VWMA–SMA relationship. OBV and an…

CriptoativosFuturosReversão à médiaSeguimento de tendências
Strategy library

This strategy uses a short and a long exponential moving average to identify directional changes, with example periods of 26 and 200. A bullish crossover can trigger a long entry when price is above both averages; a bearish crossover can trigger a short…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy generates long and short signals when a short-period simple moving average crosses above or below a longer-period average. The described defaults are five and twenty periods. It also checks that recent candles have closed on the corresponding…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses LazyBear’s Coral Trend indicator to define the prevailing direction, then looks for a brief countertrend pullback followed by a close back in the trend direction. A qualifying setup also requires price to have established itself beyond the…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This rules-based strategy uses a fast and slow EMA crossover to choose direction, with RSI filtering some entries: longs require RSI below 70, while shorts require it above 30. It sets stop-loss and take-profit levels using ATR, placing the stop 1.5 ATR from…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Ichimoku components to generate directional entries when the leading spans cross: an upward cross opens a long, and a downward cross opens a short. The spans are calculated from rolling high and low ranges, with selectable parameter…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document presents a momentum-oriented system built around an ATR trailing stop. Signals occur when a short EMA crosses that stop, with price also required to be on the matching side of a zero-lag smoothed regression line and ADX above a minimum. The…

CriptoativosFuturosMomentumSeguimento de tendências
Strategy library

This one-minute Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index. A long entry requires both CCI values to be below -100, money flow to be negative beyond a stated threshold, and MFI to be below…

Indicadores técnicosReversão à médiaGestão do riscoEstatística
Strategy library

This short-term strategy uses the percentage change in consecutive Heikin-Ashi closes to generate directional signals. A rise of at least 0.5% prompts a long entry, while a fall of at least 0.5% prompts a short entry. It opens a position only when the…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy combines slow and fast Donchian channels to trade breakouts. It enters long when the close crosses above the prior slow-channel high, or short when it crosses below the prior slow-channel low. The range of the slow channel must also exceed a…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This Freqtrade example combines short- and long-period exponential moving average crossovers with a simple moving average calculated on a resampled, longer interval. A long entry requires the close to be above that resampled average and the short EMA to…

Seguimento de tendênciasIndicadores técnicosRutura de níveisGestão do risco
Strategy library

The visible portion describes an intraday breakout strategy for the London session, with session times set in New York time. It builds a high-low range during the pre-London window, locks those levels when the London session begins, and allows trades only…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This long-only strategy combines a fast exponential moving average with a slower simple moving average to define the broad regime. It considers entries when the fast average is above the slow one, price is above a shorter trend EMA, RSI is below a…

AçõesSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This indicator calculates RSI for five configurable timeframes, with defaults ranging from 15 minutes to four hours. Users choose the price source, RSI length, overbought and oversold thresholds, and which timeframes to include. It plots the selected RSI…

Indicadores técnicosMomentumCriptoativosFuturos
Strategy library

This breakout system tracks the day’s high and low, premarket high and low, and the previous day’s high and low. It enters long when price crosses above the premarket or previous-day high, and short when price crosses below the corresponding low. Open long…

Rutura de níveisIndicadores técnicosFuturosCriptoativos