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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 long-only trend-following method compares closing price with 20-day, 50-day, and 100-day exponential moving averages. It enters after the close stays above all three averages for two consecutive days. It closes the position if price falls below any one…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy uses the crossover of a Double Exponential Moving Average (DEMA) and a Triple Exponential Moving Average (TEMA) to signal entries. It calculates DEMA from two layers of exponential averaging and TEMA from three, aiming to balance responsiveness…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This trend-following framework builds Ichimoku-style lines from Donchian channel midpoints over three lookback periods. It forms a conversion line from the shortest period, a base line from the middle period, and two leading lines, with the first averaging…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

The visible portion describes a Pine Script strategy that combines regime detection, trend and context filters, price-structure triggers, execution refinements, divergence checks, and risk controls. Its inputs include range and efficiency measures for the…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

The proposed method measures each five-minute candle's percentage change from the open recorded at 2:00 AM. Crossing an initial threshold triggers a position, with specified stop-loss and take-profit distances; a second threshold is intended to activate a…

CriptoativosFuturosRutura de níveisGestão do risco
Strategy library

This short-term strategy combines regression-based price channels with a double exponential moving average (DEMA) filter. The narrative describes calculating upper and lower channel lines from recent highs and lows, then using the DEMA to judge the…

FuturosRutura de níveisIndicadores técnicosSeguimento de tendências
Strategy library

The source combines confirmed high and low fractals with a three-EMA alignment filter. It calculates exponential averages over 10, 20, and 100 periods, then defines bullish alignment when they rise in that order and bearish alignment when they fall in that…

CâmbioCriptoativosFuturosSeguimento de tendências
Strategy library

This strategy pairs an 8-period and a 21-period exponential moving average with pin bar and engulfing pattern signals. It takes long setups when a bullish pattern appears during an uptrend with price above the slower average, and short setups when a bearish…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a trading method based on the Hull Moving Average, designed to reduce some of the lag found in conventional moving averages. Its calculation uses weighted moving averages at different lengths, combines them, and smooths the result.…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy uses two exponential moving averages, with a shorter period intended to respond faster than a longer one. A cross of the short EMA above the long EMA signals a long position; a cross below signals a short position. The document explains that an…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a short and a long exponential moving average to choose direction: a cross above signals a long entry, while a cross below signals a short entry. Once a position is open, stop-loss and take-profit levels are calculated as fixed percentages…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines an upward EMA crossover entry with up to two averaging orders during a decline. It uses a fast and slow EMA to signal entry, then sets safety order levels either at fixed percentage drops or at distances based on ATR. The stated…

CriptoativosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This TradingView script tracks daily changes in large holders’ aggregate crypto assets using IntoTheBlock data. It compares each change with a 21-period Bollinger Band calculated from those changes, then marks positive moves above the upper band as purchases…

CriptoativosDados on-chainIndicadores técnicosSentimento de mercado
Strategy library

This intraday MNQ strategy defines an opening range from 9:30 to 10:00 New York time, then places a limit order at the regular trading hours anchored VWAP from 10:01 onward. The direction comes from the opening range break: after an upside break, a buy limit…

FuturosRutura de níveisSeguimento de tendênciasExecução
Strategy library

This strategy combines Ichimoku conditions with Bollinger Band breaks to form long and short signals. Its trend checks include the conversion line relative to the base line, the lagging price relationship, and price relative to the cloud. The example long…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This trend-following system combines Bollinger Bands with three Supertrend lines. It uses 20-period Bollinger Bands with a standard deviation multiplier of 2, plus three Supertrend calculations using an ATR length of 10 and factors of 3, 4, and 5. A long…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This long-short system enters when a 14-period simple moving average crosses a 28-period average: an upward cross signals long exposure and a downward cross signals short exposure. Alongside these entries, it tracks strategy equity from its previous peak,…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses two RSI series with different lookback periods to generate directional trades. A crossover of the shorter RSI above the longer RSI signals a long position, while a cross below signals a short position. The documented defaults are 25 and…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

The strategy combines a 123 reversal signal based on recent closing prices and stochastic values with RAVI, which measures the relative gap between fast and slow moving averages. It enters long or short only when both components indicate the same direction;…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy compares a simple moving average and an exponential moving average of the selected price source, both using a configurable smoothing length. An offset shifts the simple average upward and the exponential average downward. A cross of the shifted…

Indicadores técnicosSeguimento de tendênciasExecução
Strategy library

This document presents a long-only setup using a 14-period simple moving average as a reference. It buys when the closing price falls below 99% of the average, treating that distance as an oversold pullback, then places a stop 10 points below the entry and a…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy calculates RSI from a moving-average-smoothed price series and uses upper and lower bands to trigger entries. A cross above the lower band signals a long, while a cross below the upper band signals a short. It describes using OCO orders and…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This script outlines a pullback strategy for ENSO/USDT. It identifies direction with fast and medium exponential moving averages plus price relative to a slow average, then requires price to be near the medium average and on the matching side of VWAP. A…

CriptoativosIndicadores técnicosSeguimento de tendênciasReversão à média
Strategy library

The document describes a trend-following approach that identifies turns in a moving average using its rate of change (ROC). It says to go long when the faster average turns up after the other turns down, and short when it turns down after the other turns up.…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos