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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 grid strategy divides a price range into evenly spaced levels. The range can be set manually or derived from recent highs and lows or a moving average, with optional deviations. When price is below an unfilled grid level, the rules add a long position;…

Negociação em grelhaReversão à médiaFuturosDimensionamento de posições
Strategy library

This intraday system observes price during the first 90 seconds after the market opens and compares it with the opening price to choose a direction. It enters long after an upward move or short after a downward move. The described exit rules close a long…

MomentumIndicadores técnicosOpçõesFuturos
Strategy library

This strategy estimates the price that would reverse the direction of a Heikin Ashi candle, then smooths that reverse-close value with a selectable moving average. It treats price crossing above the resulting line as a long signal and crossing below it as a…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a fast exponential moving average crossing a slower simple moving average with the stochastic oscillator. A bullish cross can trigger a long when the stochastic reading is below its oversold threshold; a bearish cross can trigger a…

Indicadores técnicosSeguimento de tendênciasReversão à médiaGestão do risco
Strategy library

This strategy looks for double bottoms and double tops in price data and uses those patterns to trigger long and short trades. It compares current highs and lows with extrema over configurable monitoring and lookback windows, both set to 100 periods by…

FuturosIndicadores técnicosReversão à médiaTestes históricos
Strategy library

This strategy combines Ichimoku levels and signals with other technical indicators to build configurable long and short entries and exits. Its listed signal choices include price and line crossings, cloud transitions, candle patterns, and signals from…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy outline combines moving averages, RSI, Bollinger Bands, and MACD to identify possible trend reversals. The described long setup uses the relationship between shorter- and longer-period averages, an oversold RSI reading, price near the lower…

Indicadores técnicosMomentumReversão à médiaSeguimento de tendências
Strategy library

This script centers RSI around its midpoint by shifting and scaling the usual RSI reading, then opens a long position when the transformed value crosses its negative threshold and a short position when it crosses its positive threshold. It uses a fixed…

Indicadores técnicosVolatilidadeGestão do riscoExecução
Strategy library

The described framework combines predefined support and resistance levels, bullish and bearish sentiment thresholds, and a candlestick feedback condition to trigger long or short entries. It also presents a risk-reward target and position sizing based on…

FuturosCriptoativosIndicadores técnicosSentimento de mercado
Strategy library

This strategy combines a price and EMA state signal with an ATR-based trailing stop state. The document describes the EMA component as a 2/20 method, while the supplied code uses a configurable EMA length and a state calculation based on recent highs, lows,…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

The Heyping strategy uses a faster EMA and a slower moving average to generate long entries and exits. Its inputs allow separate timeframes for Heikin Ashi price data and the two averages, along with an optional logarithmic price transform. A bullish…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy overview proposes combining moving-average direction with RSI and MACD signals. It describes RSI readings above an overbought threshold as short cues and readings below an oversold threshold as long cues, while MACD crossovers provide additional…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy pairs fast and slow EMA conditions with an Outside Bar, defined as a bar whose high exceeds the prior bar’s high and whose low falls below the prior bar’s low. A long setup occurs when the close is above both EMA references on an Outside Bar; a…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines short- and medium-term EMA alignment with VWAP location and a close-confirmed break of a prior-day high or low. Long entries require a bullish CBC flip, price and both EMAs above VWAP, and the fast EMA above the middle EMA; short…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy builds a volume-based oscillator by comparing a rolling volume sum with a longer smoothed volume baseline. Rising oscillator readings or a threshold cross can qualify an entry, while price direction relative to its value a configurable number…

Indicadores técnicosEstatísticaTestes históricosGestão do risco
Strategy library

The Twin Range Filter combines fast and slow smoothed measures of price movement to define a volatility-based filter. In the described setup, a filtered price line serves as the center, while a range derived from both measures defines the distance price must…

CriptoativosFuturosRutura de níveisVolatilidade
Strategy library

This strategy uses five closely spaced exponential moving averages (EMAs) to define directional conditions. The documented periods are 12, 15, 18, 21, and 24 bars. It signals long when the averages are ordered from shortest-period highest to longest-period…

Seguimento de tendênciasIndicadores técnicosRutura de níveisFuturos
Strategy library

This Pine Script tutorial presents a long-only market-order strategy built around three moving averages. Each average has configurable period, type, price source, and chart resolution; available types include simple, exponential, weighted, volume-weighted,…

AçõesSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

The visible script describes a rule-based ICT-style setup built around liquidity sweeps of recent swing highs or lows during selected London or New York sessions. After a sweep, it tracks whether a large directional candle appears, then looks for a fair…

CâmbioFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy adapts the Finite Volume Elements indicator by comparing a money-flow measure with a threshold derived from intraday and interday volatility variability. It computes a flow value from changes in price medians, then assigns positive, negative,…

FuturosVolatilidadeIndicadores técnicosSentimento de mercado
Strategy library

The strategy combines an automated triple-bottom pattern detector with moving-average crossovers and Average True Range (ATR) exits. It tracks three successive lows, flags a rebound when price rises above earlier lows, and can enter long after a crossover or…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

This document presents a long-only trend-following approach that looks for a percentage decline from a recent high, then exits at a percentage gain from entry. The prose describes finding the highest high over 90 bars, entering after a 3% pullback, and…

Seguimento de tendênciasRutura de níveisGestão do riscoTestes históricos
Strategy library

This reversal strategy builds a cumulative Negative Volume Index (NVI) that changes only when current volume is below the previous session’s volume. On those lower-volume sessions, it adds the price rate of change; otherwise, the index remains unchanged. The…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This script combines two types of intraday logic. During defined London and New York UTC hours, it scores long or short trend conditions using 50 and 200 period EMAs, an optional higher timeframe EMA filter, RSI, a pullback relative to the fast EMA, a recent…

Indicadores técnicosSeguimento de tendênciasReversão à médiaVolatilidade