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
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 short-term reversal signal with a detrended price oscillator to seek rebounds after cyclical turns. The reversal component uses recent closing-price changes and the relationship between fast and slow stochastic values, with a…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This BTC futures strategy description combines an RSI-based measure called VPS with a WOW-style ATR trend method. The RSI component generates signals at overbought and oversold levels or from simple price-indicator divergence conditions. A separate trend…

FuturosCriptoativosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy seeks to trade price differences between two or more crypto exchanges while holding both cash and coins across the accounts. It adjusts bid and ask prices for estimated fees, selects a venue to buy and another to sell, and acts only when the…

CriptoativosArbitragemExecuçãoMicroestrutura de mercado
Strategy library

This BTC futures strategy combines a 50-period EMA crossover for direction with a 14-period ADX filter that admits trades above 20. It uses 14-period ATR to set a stop one ATR beyond the signal bar’s low for longs or high for shorts. The exit plan allocates…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy transforms price into oscillator-based candles using a selectable indicator such as RSI, Stochastic, MACD, TSI, CCI, CMO, or MFI. A delayed Supertrend-style calculation provides a trailing direction and stop, while ATR-scaled stop and target…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This BTC futures system builds rolling resistance and support levels from a weighted price calculation using the high, low, and close. It enters long when the current high reaches or exceeds the prior bar’s resistance, and short when the low reaches or falls…

FuturosRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This short-only strategy combines four exponential moving averages with Fibonacci levels calculated from a rolling range of the 9- and 55-period EMAs. It opens a short when the prior close is below the calculated range high and the 21-period EMA is below the…

Seguimento de tendênciasIndicadores técnicosFuturosGestão do risco
Strategy library

This automated strategy seeks momentum trades only when trends agree across five chart intervals, from one minute through four hours. Each interval assesses fast versus slow exponential moving averages, RSI relative to 50, and price relative to the fast…

MomentumIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This intraday method combines volatility-based Fibonacci levels with RSI signals. It calculates a volume-weighted moving average basis over a configurable lookback, then uses standard deviation and a multiplier to place upper and lower bands. A long setup…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

The Double Seven method combines a long-term trend filter with a short-term pullback entry. It considers long positions only when the closing price is above its 200-day simple moving average, entering when the close reaches a new low over the recent…

CriptoativosFuturosSeguimento de tendênciasReversão à média
Strategy library

This strategy uses three simple moving averages to describe shorter and longer price movements, plus a long-term moving average as a directional filter. The written rules call for a long entry when the fast average crosses above the slow average and the slow…

CriptoativosFuturosSeguimento de tendênciasReversão à média
Strategy library

This partial Pine Script describes a configurable strategy combining a Follow Line Indicator (FLI), Schaff Trend Cycle (STC), MACD, and an exponential moving average filter. Its inputs expose entry strictness, display options, FLI band and ATR settings, EMA…

Indicadores técnicosTestes históricosGestão do risco
Strategy library

This BTC strategy combines the distance between closing price and an exponential moving average with MACD crossovers. A long signal requires price to sit sufficiently below the EMA while its deviation begins to recover, alongside a MACD bullish crossover at…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy uses Bollinger Bands to trade breakouts, with the accompanying description identifying VN30F1M as its intended market. The bands use a 20-period simple moving average and a multiplier of 2.0. A close above the upper band triggers a long entry,…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This script outlines a long-only Supertrend strategy intended for NIFTY and other liquid markets. It enters when the Supertrend direction changes from bearish to bullish, then closes the position if the indicator reverses bearish. While the position is open,…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines liquidity sweep signals with bullish or bearish engulfing candles to generate long and short entries. Sweeps are defined by price moving beyond a prior lookback high or low; the document treats a break below a low as bullish and a…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This document outlines a mainly long-side trend-following system using a 100-period simple moving average, a 200-period exponential average, a Hull moving average trend check, and Williams %R. The stated entry rules also require improving Williams %R…

Seguimento de tendênciasIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy compares fast and slow Arnaud Legoux moving averages (ALMAs) to identify directional changes. A crossover provides the long or short direction, and the position is closed on the opposite crossover or through percentage-based take-profit and…

Indicadores técnicosMomentumGestão do riscoFuturos
Strategy library

The strategy records the high and low during a user-defined Asian trading session, then watches for a break of that range after an adjustable delay. A move above the range is intended to trigger a long position and a move below it a short position. It limits…

Rutura de níveisFuturosGestão do riscoTestes históricos
Strategy library

This strategy uses the Know Sure Thing (KST) indicator on 30-minute SPY data to generate long and short signals. KST combines four rate-of-change series, smooths them with separate simple moving averages, and weights the resulting values. A further moving…

Indicadores técnicosMomentumSeguimento de tendênciasTestes históricos
Strategy library

This strategy combines Bollinger Bands, an Ichimoku-style cloud, and recent highs or lows to identify breakouts. A long signal requires price to close above the upper band, both cloud lines, and the previous lookback high. A short signal requires a close…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This reversal strategy pairs candle size and direction with changes in the MACD histogram. It signals a short when a bullish candle has a larger body than the prior candle while the histogram declines across three periods, interpreting this as fading upward…

Indicadores técnicosMomentumReversão à médiaGestão do risco
Strategy library

This strategy combines the Awesome Oscillator (AO), a 100-period exponential moving average, the Relative Strength Index (RSI), and Parabolic SAR (PSAR) across several timeframes. Long signals require AO to turn positive, price to be above the EMA, and RSI…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This long-only reversal strategy calculates a 14-period RSI from daily lows rather than closing prices. It enters when RSI falls below the default entry threshold of 24, then closes when RSI rises above 72 or when the loss from the recorded entry price…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições