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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 strategy combines a long-term EMA filter with RSI direction and recent closing-price movement to generate long and short entries. It uses a 200-period EMA and 14-period RSI: rising closes and a rising RSI below its threshold support a long when price is…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The available script describes a divergence strategy that compares successive price pivots with RSI values at those pivots. Bullish divergence occurs when price makes a lower pivot low while RSI makes a higher low; bearish divergence uses a higher price high…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines Triple Exponential Moving Average (TEMA) with the Fisher Transform to align a trend signal with a momentum signal. A long entry requires price to cross above TEMA while Fisher crosses above zero; a short entry requires both to cross…

CriptoativosMercados à vistaSeguimento de tendênciasMomentum
Strategy library

This strategy uses Bollinger Band breakouts to take long and short positions: a move above the upper band is presented as a long signal, while a move below the lower band is a short signal. The write-up pairs these entries with fixed full exposure and…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This long-only strategy uses a fast and a slow simple moving average to follow broad price trends. It enters when the fast average crosses above the slow one and exits when the averages cross down or price reaches a fixed percentage stop based on the entry…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This script outlines a short-term UT Bot style strategy for five-minute charts. It builds an ATR-scaled trailing level from price and generates long or short entries when price crosses that level. Entries also require alignment with configurable EMA filters…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This strategy smooths price inputs with a moving average, then uses a Heiken Ashi close as a trend reference. The described rules go long when price crosses above that reference and exit when it crosses below; the inverse crossings are described as short…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This UT Bot implementation uses an Average True Range-based trailing stop to track price direction. The stop distance is the ATR multiplied by an adjustable factor, with a configurable ATR period and price source. As price remains on one side of the stop,…

Indicadores técnicosSeguimento de tendênciasVolatilidadeTestes históricos
Strategy library

This document presents the opening portion of a Pine Script strategy designed as a multi-layer signal engine. Its configurable components include an adaptive trend layer, signal thresholds, an EMA ribbon with longer anchors, a series counter intended to flag…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This short-term system combines a stateful EMA-based direction signal with a bear-power measure to time trades. The EMA component uses recent price action relative to an exponential average to assign a bullish or bearish state. Bear power is derived from…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

The document explains a market-neutral statistical arbitrage approach that pairs long and short baskets with equal value. It proposes scanning instruments to form baskets, assessing their correlations and cointegration, and filtering candidates with…

CriptoativosArbitragemNegociação de paresReversão à média
Strategy library

This hybrid system classifies conditions using price position relative to the Ichimoku cloud. When price is above or below the cloud, it seeks trend trades confirmed by RSI and the MACD histogram. When price is between the cloud boundaries, it looks for…

CriptoativosSeguimento de tendênciasReversão à médiaMomentum
Strategy library

This hybrid strategy uses the Ichimoku cloud to classify market conditions, then applies different entry filters for directional trends and range reversals. Trend entries require price to be beyond the cloud and RSI and MACD histogram to confirm direction;…

CriptoativosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This Pine Script strategy combines a linear-regression momentum measure with a volume-weighted money-flow-style oscillator to generate crypto trading signals. It exposes separate controls for long and short trading, along with percentage-based stop-loss and…

CriptoativosMomentumIndicadores técnicosGestão do risco
Strategy library

This Hummingbot controller example opens a market position in a configured direction, sizing the order from a quote-currency amount and the current mid-price. It records when the opening action is submitted, then waits for a configurable delay before placing…

ExecuçãoDimensionamento de posiçõesFuturos perpétuos
Strategy library

This example models a production-margin spread using polyester staple fiber futures against weighted PTA and ethylene glycol futures. It multiplies each contract price by its contract multiplier and a production ratio, then defines the spread as the…

FuturosMatérias-primasNegociação de paresReversão à média
Strategy library

This short-term strategy uses candle shadow proportions to identify directional signals, then enters against the inferred direction. It calculates upper and lower shadows, compares the larger shadow with the candle’s full high-low range, and requires that…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This document outlines a multi-timeframe approach combining moving averages, RSI, candlestick patterns, support and resistance, and risk limits. It describes using moving averages calculated over several short-to-long intervals to assess price direction,…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This described strategy combines RSI, MACD, Bollinger Band calculations, volume measures, and optional moving-average types. Its highlighted buy setup requires RSI below 30, a bullish MACD crossover, and positive delta volume; the stated exit triggers are a…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This long-only trend-following design compares the close with an upper band formed by a moving average of highs plus an ATR adjustment. The ATR input is itself smoothed over a long window. A close crossing above the upper band opens a position; the strategy…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This BTC/USDT futures strategy uses one-hour candles and Bollinger Bands built from a 20-period simple moving average with bands 1.2 standard deviations from the center. A candle entirely below the lower band sets up a potential long; the next candle must…

FuturosRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This strategy combines a moving-average-based Bollinger Band with RSI signals around a neutral level. It opens a long when a bar moves from below the lower band to a close above it and RSI has crossed above neutral recently. A short uses the corresponding…

Indicadores técnicosRutura de níveisReversão à médiaGestão do risco
Strategy library

This long-biased trend strategy uses a 13-period EMA and a 48-period EMA. It enters long when the faster average crosses above the slower one, then closes the position when price crosses below the fast EMA. The accompanying explanation presents a cross below…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos
Strategy library

This strategy combines two SuperTrend indicators with different ATR periods and multipliers with the MACD histogram. It enters long when both SuperTrends indicate an uptrend and the histogram is positive, and enters short when both indicate a downtrend and…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos