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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 combines an EMA trend filter, MACD momentum, and smoothed Williams %R. It enters long when price is above the EMA, the MACD histogram is positive, and the fast Williams %R average exceeds the slow average. The short rules reverse…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This system generates trend-following entries and exits from crossovers between fast and slow moving averages. A fast average crossing above the slow one signals a long entry; crossing below signals a short entry. Users can choose SMA or EMA calculations,…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines a short-term dip trigger with a long-term trend filter. It measures percentage price change over a lookback period and considers a decline greater than three percent a dip; it buys only while price is above a simple moving average. The…

CriptoativosFuturosReversão à médiaSeguimento de tendências
Strategy library

This strategy uses a modified MACD to trade long and short on Bitcoin–USDT hourly bars. It double-smooths fast and slow moving averages, then reduces their lag by subtracting a second smoothed series from each. The difference between the adjusted averages…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a HalfTrend-style direction state to identify a bearish-to-bullish reversal. When the state changes back to bullish, it places a stop-limit buy at the trend value recorded during the prior bearish phase. The amplitude threshold controls…

Indicadores técnicosSeguimento de tendênciasExecuçãoFuturos
Strategy library

This strategy combines RSI, MACD histogram conditions, a TD-style count based on closes relative to earlier closes, and Bollinger Bands to generate contrarian entries. It opens a position only when the RSI, MACD, and count conditions align and the price has…

Reversão à médiaIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy description combines moving-average trend signals with Stochastic timing. It proposes using a fast and slow average to identify bullish or bearish direction, then using K and D line crosses near overbought or oversold levels to time entries.…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This teaching strategy opens a long position on the first trading day of each month and closes it on the last. It also includes an optional dollar-based stop loss. The source describes a switch for long-only versus long-and-short operation, though its…

FuturosGestão do riscoTestes históricos
Strategy library

This trend following approach derives a relative body value from each candlestick: the candle body divided by its full high to low range, positive for an up candle and negative for a down candle. The value ranges from -1 to 1, and a moving average of it…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday strategy enters when a fast EMA crosses both medium and slower EMAs, provided current volume exceeds its moving average. It takes long or short positions on bullish or bearish alignment changes and closes an opposing position when a new signal…

Indicadores técnicosSeguimento de tendênciasGestão do riscoExecução
Strategy library

This strategy combines relative strength index signals with moving average filters to trade in the direction of a broader trend. The description uses a 14 period RSI, treating readings above 80 as overbought and below 20 as oversold, and looks for RSI to…

FuturosCriptoativosReversão à médiaSeguimento de tendências
Strategy library

This strategy generates directional entries from MACD crossovers, using independently configurable settings for long and short trades. A bullish crossover can open a long position and a bearish crossover can open a short position; reverse crossovers can…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

The visible portion describes a configurable futures strategy built around an EMA trend measure, ADX strength filter, and volatility tools including Bollinger Bands, Keltner Channels, and Donchian levels. It also defines optional higher-timeframe…

FuturosIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This document describes a simple trend following strategy based on crossovers among short and long simple moving averages. It lists 5, 20, and 200 period averages, and illustrates entries with the 5 period average crossing the 200 period average: an upward…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only trend-following method looks for rising price and volume averages together. The written description specifies a five-day price moving average and a fifteen-day volume moving average: it opens a long when both rise and closes when either falls.…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This BTC strategy uses a short-term and long-term simple moving average crossover as its stated market-regime signal, supplemented by an EMA direction and relative-value filter. The description associates an upward crossover with buying and a downward…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy uses a smoothed oscillator that measures how far closing price sits from a 21-period EMA, scaled by three times the 14-period Wilder ATR. A reading of +100 corresponds to price being three ATRs above the EMA; −100 corresponds to three ATRs below…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This document presents a backtest strategy built around swing pivots, breaks of market structure, and supply and demand zones. It tracks recent swing highs and lows, changes its structural direction when price crosses those levels, and can filter trades…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy generates directional entries from crossovers between two smoothed series derived from Heiken Ashi and typical-price inputs. It applies repeated exponential smoothing and combines the resulting averages into adjusted lines; a crossover of the…

Rutura de níveisMomentumIndicadores técnicosFuturos
Strategy library

This strategy combines a 123 reversal rule with the Accelerator Oscillator and trades only when both indicate the same direction. The 123 component uses a two-bar change in closing prices and a stochastic comparison, while the oscillator component derives…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This trend-following method opens long positions when a fast EMA crosses above a slow EMA and short positions when it crosses below. The document describes fixed-point stop-loss and profit-target levels, plus a time-based exit after a stated number of bars.…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy looks for reversals near Bollinger Bands, with an EMA filter and a two-candle direction change. A long setup requires price to touch the lower band while above the EMA, following a bearish candle and then a bullish one. A short setup mirrors…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This proposed gold strategy combines Fair Value Gaps (FVG), which represent price imbalances, with Break of Structure (BoS) signals based on breaks of recent highs or lows. It describes filtering small gaps, using a lookback to define structure, and spacing…

Matérias-primasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

The strategy looks for a two-bar inside-bar pattern, where the second bar stays within the first bar’s high-low range, then trades a move beyond that range. A long signal requires the next bar’s high and low to remain below the inside bar’s high while its…

Rutura de níveisIndicadores técnicosGestão do risco