Saltar para o conteúdo

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
Binance API docs
45 documentos
Aulas Quantopian
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 one-minute long strategy uses a 20-period Bollinger Band with two standard deviations and enters when the close is at or below 98% of the lower band. The accompanying description characterizes the idea as buying after a move through that level and…

Reversão à médiaIndicadores técnicosGestão do risco
Strategy library

This controller turns the Supertrend indicator into a directional signal for a selected candle feed and trading pair. It calculates Supertrend using configurable length and multiplier values, then measures the absolute distance between the close and the…

Seguimento de tendênciasIndicadores técnicosCriptoativos
Strategy library

This crypto futures strategy combines a short EMA with a longer RMA to establish directional bias, then uses recent price extremes and an offset around the long average to shape entries and exits. The accompanying explanation describes a no-trade zone near…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine Script strategy builds a Supertrend trend state from an ATR-adjusted price band. Its default settings use a 15-period ATR and a 9.1 multiplier, with a choice between the built-in ATR calculation and a smoothed true-range calculation. A buy signal…

Seguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy applies MACD to a conventional RSI series to create directional signals. RSI is calculated from closing prices, then fast and slow exponential averages of RSI form the MACD line; a signal average is used to calculate the histogram. A histogram…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This expert advisor combines two MACD readings with a stochastic oscillator to generate entries. A long setup requires the slower MACD to be positive while the faster MACD is negative, followed by the stochastic rising through its signal line from an…

CâmbioIndicadores técnicosNegociação em grelhaGestão do risco
Strategy library

The document describes a crypto breakout strategy that tracks local highs and lows with fractals, then enters long when price crosses above a stored upper fractal and short when it crosses below a stored lower fractal. The break can be checked using candle…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This indicator marks Williams-style fractal turning points while making their chart symbols smaller and their transparency configurable. It identifies an upper fractal when a central high stands above surrounding highs, and a lower fractal when a central low…

Indicadores técnicosFuturosTestes históricos
Strategy library

The document defines the Three Outside Down as a three-candle bearish reversal: an initial up candle is followed by a bearish engulfing candle, then another down candle that closes below the prior candle. The script checks these candle relationships and uses…

Indicadores técnicosTestes históricosGestão do risco
Strategy library

This strategy builds upper and lower thresholds around an EMA using ATR multiples. It enters long when price crosses above the upper band and short when price crosses below the lower band; the opposite band crossing closes the position. The described setup…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document explains a classic crossover approach that uses a faster and a slower moving average to generate long and short signals. A fast average crossing above the slow one opens a long when flat; a downward cross opens a short when flat. The opposite…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document outlines a long-and-short system that enters on fast and slow EMA crossovers, using a 20-period fast average and a 50-period slow average by default. After entry, it sets an initial stop and target, then advances both in the favorable direction…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a long-only trend-following system using the 20-day and 200-day exponential moving averages. It enters when price rises above the faster average while that average is above the slower one, and tracks trade status so it does not…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This indicator calculates separate z-scores for recent highs and lows using a 500-candle simple moving average and standard deviation, then averages the two readings. It treats high positive values as potentially overbought and low negative values as…

AçõesReversão à médiaEstatísticaIndicadores técnicos
Strategy library

This long-only Bitcoin strategy combines a three-line Alligator indicator with the Awesome Oscillator. It enters when the oscillator crosses above its own five-period average, provided price is above all three Alligator lines calculated from daily data. The…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This customizable trading system combines two moving averages with a measure of price deviation from moving averages to represent trend intensity. It also describes using candlestick patterns such as engulfing bars, hammers, shooting stars, and doji as…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a short weighted moving average, a medium exponential moving average, and a long simple moving average to identify directional alignment. It seeks entries when the averages indicate a trend and price action revisits the medium average…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This system combines Stochastic RSI thresholds with the direction of the current candle. It calculates RSI and then Stochastic RSI, smoothing the indicator into K and D lines. A long signal occurs when K crosses upward through the oversold threshold while…

FuturosIndicadores técnicosReversão à médiaTestes históricos
Strategy library

The visible portion describes a multi-session trading strategy that combines Supertrend, SSL, and MACD indicators, with configurable risk and chart settings. It defines an ATR-based stop and target multiplier, and includes inputs for a per-trade dollar risk…

Indicadores técnicosGestão do riscoExecução
Strategy library

This strategy combines a short-term reversal system with an Extracting The Trend (ETT) filter. The 123 component looks for a two-day change in closing-price direction and uses stochastic oscillator conditions to qualify long or short signals. The ETT…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a one-direction spot trading system adapted from an averaging strategy. It opens a position, places an additional order after price moves against the position, and sets the added quantity so the revised average entry approaches a…

CriptoativosMercados à vistaNegociação em grelhaDimensionamento de posições
Strategy library

This strategy uses three simple moving averages to generate long entries and exits. A crossover of the 3-period SMA above the 50-period SMA opens a long position. A cross below the 40-period SMA closes it, and a separate close-below-50-period-SMA condition…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy seeks breakouts above recent resistance or below support, with moving averages used to filter the broader trend and manage exits. Its long entry logic uses a breakout level, while an initial stop is tied to a recent range low. After a trade…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses a smoothed stochastic transformed through a Fisher-style calculation to generate entries when the indicator crosses preset upper or lower levels. It describes these signals as an Ichimoku-based approach, although the calculation shown is…

CriptoativosFuturosIndicadores técnicosVolatilidade