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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
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 intraday method defines a range from the market’s first hour, then looks for a close above its high or below its low after that period ends. A long entry also requires the 9-period EMA to cross above VWAP with a positive EMA slope; a short entry…

Rutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy combines a long-period simple moving average with a short-period RSI to generate short entries. The stated rule opens a short when RSI crosses above its entry threshold while price is below the SMA. It closes the position if RSI reaches a…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy looks for four-candle fair value gap reversals, using a 50-period EMA to filter trade direction. A setup combines an initial gap, a liquidity sweep and retracement, then a confirming candle that reverses the gap. The document describes longs…

FuturosCriptoativosIndicadores técnicosRutura de níveis
Strategy library

This strategy combines Fibonacci levels calculated from the recent price range with an EMA trend filter. It measures the highest high and lowest low over the previous 10 bars, derives five retracement levels, and compares 20-period and 50-period EMAs to…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This script pairs a long-only RSI entry with an optional filter based on recent trade outcomes. Its unfiltered entry occurs when the 14-period RSI crosses below 35. The filter version instead checks a simple candle condition for entry and permits a trade…

Indicadores técnicosEstatísticaGestão do riscoDimensionamento de posições
Strategy library

This strategy combines Parabolic SAR, a Stochastic Oscillator, and a higher-timeframe price comparison to generate long or short entries. It requires all three components to agree: the Stochastic K value must be below 20 for a long or above 80 for a short,…

Indicadores técnicosFuturosMultiactivosTestes históricos
Strategy library

This indicator combines directional movement and MACD conditions to label a market as bullish or bearish. A bullish state requires the positive directional indicator to exceed the negative one and the MACD line to exceed its signal line. The bearish state…

Indicadores técnicosFuturosTestes históricos
Strategy library

This long-only trend-following strategy uses a 5-period and a 12-period simple moving average. A cross of the faster average above the slower one opens a long position; a downward cross closes it. The described risk controls begin with a 10% take-profit…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy uses a 14-period Stochastic Oscillator, smoothing %K and %D with simple moving averages. A bullish crossover below 20 opens a long position, while a bearish crossover above 80 opens a short. Each position has fixed take-profit and stop-loss…

Indicadores técnicosFuturosGestão do riscoTestes históricos
Strategy library

This strategy uses the change in direction of a linear regression applied to an exponential moving average as its signal. When the regression value turns upward, it records a long entry level at the bar's high and a stop level at its low; a downward turn…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This automated strategy uses a MACD line crossing its signal line to open long or short positions. Its stated default indicator periods are 12 and 26 for the fast and slow averages and 9 for signal smoothing. The exit framework combines a stop 1% from entry,…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy script defines candidate price bases by checking whether enough recent bars form lows near the current bar's bottom. It lets the user choose candle lows or the lower of opens and closes as the base source, set the lookback and required…

Rutura de níveisReversão à médiaDimensionamento de posiçõesGestão do risco
Strategy library

This TradingView strategy looks for pullbacks after a 9-period EMA crosses a 20-period EMA. It keeps a directional setup active until a qualifying signal appears, then requires price to touch either EMA, ADX to exceed its threshold, and a candle in the trade…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This document outlines a short-only dollar-cost averaging strategy for DOT perpetual futures. It starts a short when a nine-period RSI on a three-minute timeframe crosses down through 80, treating the move as a possible exhaustion of overbought momentum. If…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This short-term long-only strategy seeks entries after a pronounced decline, using several conditions together. On a five-minute timeframe, it requires closing price to be below the five- and twelve-period EMAs, at the twelve-period rolling low, and at or…

CriptoativosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy combines a 68-period exponential moving average with a 13-period relative strength index. It opens a long when price crosses above the EMA plus an offset and a short when price crosses below the EMA minus an offset. For a long, the described…

Indicadores técnicosSeguimento de tendênciasReversão à médiaGestão do risco
Strategy library

This document describes a mechanical trend-following strategy that uses the prior 20 days’ high and low to define breakout levels. A close above the range triggers a long entry, while a close below it triggers a short entry. The source also calculates a…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines a 2/20 exponential moving-average signal with the Adaptive Price Zone, a volatility-based band indicator, to trade possible turning points in oscillating markets. The moving-average component tracks price behavior around short and…

Reversão à médiaIndicadores técnicosVolatilidadeCriptoativos
Strategy library

This strategy combines a 2/20 exponential moving-average signal with the Adaptive Price Zone, a volatility-based band indicator, to trade possible reversals in oscillating markets. The moving-average component tracks price behavior around short and longer…

Reversão à médiaIndicadores técnicosVolatilidadeCriptoativos
Strategy library

This strategy combines Supertrend direction changes with MACD signals calculated from daily data, while RSI contributes additional exit signals. Entries require agreement between Supertrend and MACD direction. The MACD component uses the slope of its line…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

The document introduces a session-based momentum scalper for FCPO, with configurable presets for different chart intervals and a custom mode for manual take-profit and stop-loss settings. Its listed filters include an ATR ceiling and floor, minimum…

FuturosMatérias-primasMomentumVolatilidade
Strategy library

This QuantConnect example demonstrates estimating the QC500 index constituents through the platform’s built-in universe selection. It configures daily data resolution, sets a historical test interval covering 2018, assigns starting cash, and adds the QC500…

AçõesInvestimento em fatoresConstrução de carteirasMercados dos EUA
Strategy library

This open-source strategy framework combines several market filters: a smoothed regime band, normalized pressure measures, participation across price levels, recent price structure, and an optional higher-timeframe directional bias. It also offers optional…

Indicadores técnicosSeguimento de tendênciasGestão do riscoExecução
Strategy library

This strategy uses hourly candlesticks to detect unusually large intrabar moves. It labels an upward spike when the high stands sufficiently above the close, and a downward spike when the close stands sufficiently above the low. A signal is taken only when…

CriptoativosVolatilidadeIndicadores técnicosDimensionamento de posições