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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 reversal approach combines the Money Flow Index (MFI) with a simple moving average (MA). Its stated logic looks for MFI readings at overbought or oversold extremes and uses the close relative to the MA as a directional filter. The…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This Pine Script combines a basic three-candle directional strategy with a proposed composite performance score. It enters long after three consecutive bullish candles and short after three consecutive bearish candles, provided the position is flat and the…

Indicadores técnicosGestão do riscoTestes históricosEstatística
Strategy library

This strategy adapts Turtle-style price levels into a two-horizon system. A longer lookback level and a shorter lookback level are used to define potential long entries: the description proposes buying a short-term pullback when the longer trend is up, or a…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This BTC futures strategy maps a recent high-low range into Fibonacci zones and uses ADX and directional movement to filter entries. The source computes several zone boundaries from a lookback range, then allows configurable price-location rules and a…

CriptoativosFuturosSeguimento de tendênciasDimensionamento de posições
Strategy library

This BTC futures trend-following system filters Donchian Channel breakouts through a long-term EMA and a faster-versus-slower EMA relationship called the Madrid Ribbon. Long entries require price above the 200-period EMA, a bullish relationship between the…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This Bitcoin futures strategy follows trend changes using a 65-period and a 240-period exponential moving average. It enters long on an upward crossover and short on a downward crossover, provided current volume exceeds a threshold. The source also describes…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This BTC futures strategy uses RSI extremes over a recent lookback to define reversal entries. A short signal occurs when the RSI high over the prior six bars exceeded a high threshold and current RSI falls below a lower threshold. A long signal requires the…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This BTC strategy combines RSI threshold crossings with MACD positioning to generate long and short entries. Longs follow an RSI recovery from oversold territory while MACD remains below its signal line and a stated negative threshold; shorts use an RSI…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This document describes a countertrend approach that waits for RSI to enter an overbought or oversold zone, then looks for divergence between price and RSI before signaling a reversal trade. It includes regular and hidden divergence patterns and configurable…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This long-only strategy uses a simple moving average and standard deviation bands to frame entries and exits, with an exponential moving average as an emergency exit. The visible script defines a 20-period basis, a narrow band multiplier for entry, wider…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesExecução
Strategy library

This strategy combines pivot-based Quantitative Movement (QM) signals with Awesome Oscillator (AO) divergence to seek potential reversals. It defines bullish and bearish QM setups using five-bar pivots and a close beyond the prior bar’s range. AO is…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

This document presents an automated strategy built around RSI extremes. It describes a 15-period RSI, with readings below 20 associated with a potential long and readings above 80 with a potential short; the long description also mentions a move above a…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This document describes an automated trend-following system that enters long when price crosses above an EMA and short when it crosses below. It uses a configurable EMA, with a stated default of 50 periods, and sizes trades from a chosen share of account…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This script outlines an automated long strategy that derives Fibonacci-style price levels from recent pivot highs and lows, then places or moves a limit entry at a user-selected level. If price crosses the prior bar's entry level, the script treats the order…

CriptoativosFuturosIndicadores técnicosExecução
Strategy library

This strategy compares a short-period simple moving average with a longer-period volume-weighted moving average. A fast-line cross above the slow line signals a long entry; a cross below signals a short entry. The accompanying explanation frames the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy places Bollinger Bands around a centerline built from an adaptive EMA and Hull moving average blend, with an option to use a conventional simple moving average instead. Its stated rule is contrarian at the bands: a move above the upper band…

FuturosCriptoativosRutura de níveisVolatilidade
Strategy library

This script defines a fair-price zone from the open and close of selected time-of-day candles in the America/New_York timezone. The listed anchor times are 2:59 a.m., 8:29 a.m., 9:29 a.m., 1:59 p.m., 4:59 p.m., and 7:59 p.m.; each can be enabled or disabled.…

Indicadores técnicosRutura de níveisExecuçãoGestão do risco
Strategy library

This long-only framework combines RSI and MACD signals to seek upward momentum. An entry can occur when RSI crosses above its midpoint while MACD is bullish, or when MACD crosses above its signal line while RSI is already at or above the midpoint. Optional…

MomentumIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses a fast 9-period EMA and a slow 21-period EMA to generate directional signals: a cross above favors a long position, while a cross below favors a short. Opposite crosses also serve as signal-based exits. Percentage-based stop-loss and…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy treats runs of rising or falling closes as directional signals. It counts consecutive candles whose closes are higher or lower than the preceding close, resetting the opposite count; a flat close resets both. Reaching the chosen count opens a…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy compares the closing price of a chosen market with a benchmark by calculating their price ratio and smoothing it with a simple moving average. It enters long when the smoothed ratio exceeds a buy threshold and short when it falls below a sell…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This trend-following strategy uses the Supertrend indicator, which combines average true range with price information, to identify direction changes. A shift from downtrend to uptrend triggers a long entry; a shift from uptrend to downtrend triggers a short…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This proof-of-concept strategy uses two exponential moving averages with tunable short and long periods. It enters a long position when the shorter average crosses above the longer one and exits when the longer average crosses above the shorter. The…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos
Strategy library

This strategy combines an Adaptive Indicator for Moving Averages (AIOMA) with a weighted moving average (WMA). AIOMA is formed by applying several successive exponential smoothings to closing prices; WMA is calculated over its own lookback. A cross of WMA…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos