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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy uses the difference between the prior period’s high and the prior period’s exponential moving average of closing prices. With the default EMA length of 13, a positive difference selects a long position and a negative difference selects a short…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

The document’s prose describes a dual moving average trend-following strategy, but the included source code implements a different method: an SMI Ergodic oscillator, a normalized measure based on smoothed price changes. It applies successive exponential…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This example describes a spread-trading strategy that manages long and short spread positions through separate opening and closing algorithms. During a configured session, it starts both long-entry and short-entry algorithms when flat, using target prices, a…

FuturosExecuçãoMicroestrutura de mercadoDimensionamento de posições
Strategy library

This indicator-combination strategy uses an EMA to identify trend direction, Parabolic SAR to mark potential reversals, and TTM Squeeze to assess volatility and momentum. Its description says long signals combine upward price movement across the EMA and PSAR…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This strategy combines RSI with Bollinger Bands to generate long and short signals. Its stated idea is to buy during oversold conditions near the lower band and sell during overbought conditions near the upper band. The published code uses cross events: RSI…

Indicadores técnicosMomentumVolatilidadeFuturos
Strategy library

This long-only strategy classifies conditions using the slope of a 20-period EMA and whether price is above or below it, producing four market states. Each state selects a different pair of moving average types and periods from SMA, EMA, RMA, and HMA. A…

Seguimento de tendênciasIndicadores técnicosAprendizagem automáticaTestes históricos
Strategy library

This strategy uses a fast and slow simple moving average to identify trend changes. A bullish crossover prompts a long entry, while the implementation also describes closing a long when price crosses the slow average. The accompanying explanation presents…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco
Strategy library

This Bitcoin strategy seeks to stay long during sustained uptrends. It uses price above a 20-week exponential moving average as its higher-timeframe trend filter, then checks for a caution state based on a sharp retreat from a recent high or a close below…

CriptoativosFuturosMomentumSeguimento de tendências
Strategy library

This strategy treats a confirmed candle opening at its low as a long signal and opening at its high as a short signal. It enters a fixed-size position, sets a stop using the recent seven-bar extreme adjusted by ATR, and places a profit target at a…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy compares closing price with a volume-weighted average price and a modified Quantitative Qualitative Estimation indicator. It signals long when the close is above both values and short when it is below both. VWAP weights prices by trading…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy compares two smoothed Coral Trend lines, each formed from repeated exponential smoothing with a sensitivity adjustment. It generates a long entry when the faster line crosses above the slower line. The document frames the method for longer…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This configurable strategy uses one selected indicator family at a time: moving averages, MACD, or Bollinger Bands. The described moving-average mode trades price crossings; MACD mode uses crossings between its line and signal line; and Bollinger Band mode…

Indicadores técnicosTestes históricosDimensionamento de posiçõesGestão do risco
Strategy library

This short-term trend-following system combines a fast and slow moving average filter with MACD crossovers for entries. It takes longs when price and moving-average conditions indicate an uptrend and MACD crosses upward, and shorts under the corresponding…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines Heikin-Ashi candles with exponential moving averages to seek medium- to long-term cryptocurrency trends. The source smooths price data with a 50-period EMA, applies Heikin-Ashi calculations, then smooths those values with a 100-period…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This example explains how time-in-force settings affect the lifetime of limit orders. Good-til-canceled orders remain active until filled or canceled; day orders expire at the market close; and good-til-date orders remain active through a specified date,…

ExecuçãoAçõesTestes históricos
Strategy library

This strategy combines SuperTrend readings from multiple timeframes with Bollinger Bands to trade directional breakouts. It enters long when the close is above the upper band and above the referenced SuperTrend levels; a short entry requires a close below…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This futures strategy seeks a mean-reversion trade when price returns to the prior session’s value area after closing outside it. For a long setup, the prior close must be below value area low; for a short setup, it must be above value area high. Price must…

FuturosReversão à médiaEstatísticaGestão do risco
Strategy library

This long-only strategy enters when a fast, smoothed exponential moving average crosses above a slower, smoothed EMA and exits on the reverse crossover. Position size is based on current equity multiplied by a configurable leverage factor; the published…

AçõesSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy uses RSI to initiate a long position during an oversold reading, then adds to the position as price falls. The stated defaults are a 14-period RSI and a threshold of 30; the first purchase uses 5% of account equity. The document describes…

CriptoativosMercados à vistaReversão à médiaIndicadores técnicos
Strategy library

This trend strategy looks for regular or hidden divergence between price swings and a selectable indicator, then confirms entries with a Murrey Math oscillator derived from a Donchian channel. The divergence detector can use RSI, MACD, stochastic, volume,…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

The Kairou strategy combines Ichimoku levels, MACD, Chaikin Money Flow (CMF), and the True Strength Index (TSI) to identify medium- to long-term directional trades. A long signal requires Tenkan above Kijun, positive Chikou momentum, price above the cloud, a…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This trend-following strategy calculates fast, medium, and slow exponential moving averages using periods of 10, 25, and 50. A bullish signal requires the fast average to cross above the slow average while the medium average is already above it; the inverse…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy looks for short-term momentum using sequences of Heikin-Ashi candles. A long setup begins with a bearish candle, then requires three bullish candles without lower wicks, each of the latter two having a larger body than the preceding one. The…

CriptoativosIndicadores técnicosMomentumVolatilidade
Strategy library

This strategy uses RSI threshold crossings to generate long and short entries, with a 200-period EMA and the prior daily close as additional conditions. The described long setup crosses above the lower RSI threshold while price is below both references; the…

CriptoativosFuturosIndicadores técnicosReversão à média