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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 short-term strategy pairs a smoothed range filter with a Hull-style moving average. The described concept enters in the direction of a range-filter color change when the Hull measure points the same way, aiming to catch expanding directional moves. It…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

The visible script describes an intraday opening-range breakout approach. It defines a 15-minute range after the New York open and a trade window from 9:30 to 11:00, with a short session-exit window afterward. The visible settings include a risk/reward ratio…

AçõesRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This short-term Bitcoin futures strategy uses 55-period Bollinger Bands with a width of four standard deviations around a simple moving average. It takes a long position when price crosses above the lower band and a short position when price crosses below…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This swing-trading method uses price crossing the 200-day EMA as its main trigger and confirms direction with a 14-period RSI: a close above the average with RSI over 50 signals a long, while a close below it with RSI under 50 signals a short. The 50- and…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This short-term stock strategy calculates a five-day RSI, then smooths it with a five-day simple moving average. It signals a long entry when the smoothed RSI crosses above 40 and exits when it crosses below 80. The thresholds are framed as oversold and…

AçõesIndicadores técnicosSeguimento de tendênciasFuturos
Strategy library

This strategy combines five EMA periods with MACD and RSI to identify directional conditions. It enters long when MACD is above its signal line, RSI is above 50, and price is above the 9- and 21-period EMAs; short entries use the opposite conditions. A…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This long-only strategy uses the Commodity Channel Index to identify a possible oversold condition. Its stated settings use a 12-period lookback and a buy threshold of -90; it enters when CCI falls below that threshold. The described exit occurs when price…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy counts bullish, bearish, and neutral candles over a configurable recent window, then uses the balance of bullish and bearish candles to choose a position direction. In the accompanying source, neutral candles increase the magnitude of the…

CriptoativosFuturosIndicadores técnicosEstatística
Strategy library

This strategy adapts RSI by first smoothing price with a six-bar weighted average, then totaling upward and downward changes over a configurable lookback. It normalizes the upward total by the combined totals, producing a value between zero and one when…

Indicadores técnicosMomentumTestes históricosFuturos
Strategy library

This strategy combines a MACD histogram zero crossing with the direction of the three most recent candles. It enters long when all three candles close above their opens and the histogram crosses above zero; the short rule reverses both conditions. Entries…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy buys when the close rises above the highest price recorded over a configurable lookback period. It exits when price crosses below an exponential moving average, using a 200-period high and 90-period EMA as the stated defaults. The approach aims…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This example implements a Turtle-style futures strategy using Donchian channels to enter positions and average true range (ATR) to scale trade size and manage risk. It buys when price rises above the prior channel high and sells short when price falls below…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy enters a long position when the closing price crosses above the upper Bollinger Band. The bands use a moving average and a standard-deviation width; the stated defaults are a 20-period average and a multiplier of 1.9. While in a trade, it…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This article describes a simple Bitcoin limit-order strategy that estimates prices from cumulative depth in the order book. It scans bid and ask levels until each side reaches a chosen quantity, then places orders slightly inside those levels. If the…

CriptoativosCriação de mercadoNegociação de alta frequênciaMicroestrutura de mercado
Strategy library

This strategy looks for hammer, engulfing, or doji candles near recent support and resistance levels. It estimates support as the lowest low and resistance as the highest high over a configurable lookback, then proposes longs near support and shorts near…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only strategy combines a custom range oscillator with a stochastic crossover for entries. The oscillator measures the close's distance from a weighted mean, where historical prices receive weights based on their percentage changes; the distance is…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

This strategy uses bullish and bearish engulfing patterns to signal possible changes in market direction. It enters long after a bullish pattern and short after a bearish one, with code that checks candle relationships across up to three bars and can require…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

The Gunbot Bands strategy uses Bollinger Band levels to signal entries: it goes long when the average of open, high, low, and close falls below an adjusted lower band, and short when that value rises above an adjusted upper band. Band width is based on a…

FuturosReversão à médiaVolatilidadeDimensionamento de posições
Strategy library

This strategy uses the SuperTrend indicator, based on an ATR length of 10 and a multiplier of 3, to define bullish and bearish states. It generates a buy signal on the bar where direction flips bullish and a sell signal on the bar where it flips bearish.…

Indicadores técnicosSeguimento de tendênciasFuturosExecução
Strategy library

This trend-following strategy combines the directional movement indicators DI+ and DI− with ADX strength thresholds and an EMA price filter. It opens long positions when DI+ crosses above DI−, ADX clears a threshold, and price is above the EMA; short entries…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This long-only RSI strategy enters when the indicator crosses below an oversold threshold. It sets a stop and profit target as percentages of the entry price, and closes the position if either price level is reached or RSI crosses above the overbought…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

The excerpt presents a session-based intraday strategy organized around the New York market open. It defines a regular-hours VWAP, a narrower trading window, and additional anchored VWAP references, including one spanning the evening session and levels…

AçõesFuturosIndicadores técnicosExecução
Strategy library

This price-action method seeks breakouts using recent candle highs and lows. It describes opening a long when price moves above a prior high and a short when price falls below a prior low, then placing a take-profit target and stop loss. The document…

Matérias-primasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy estimates whether price movement and subsequent RSI movement support continuation, then uses a Bayesian-style probability score to drive long and short signals. It counts historical price moves over a lookback and checks RSI movement over a…

CriptoativosFuturosIndicadores técnicosEstatística