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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 strategy uses the one-bar change in the Relative Strength Index (RSI) to trigger directional entries. With the example settings, RSI is calculated over 14 periods; a rise of at least 10 points triggers a long entry, while a decline of at least 10 points…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy seeks long entries when price breaks above the upper boundary of a falling wedge. It identifies pivot highs and lows, retains the latest two of each, and uses their values and bar positions to project upper and lower trendlines. A qualifying…

CriptoativosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

The script separates traded volume into bullish volume on up-closing bars and bearish volume on down-closing bars, then smooths each series with a selectable simple, exponential, or double exponential average. A long bias occurs when smoothed bullish volume…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This example uses fast and slow moving averages, with published periods of 14 and 21, to determine long and short direction. A crossover changes the position, and an option can invert the signal direction. A configurable timestamp gate prevents the strategy…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a 20-period simple moving average (SMA) and a 50-period smoothed moving average (SMMA) to generate directional signals. It enters long when the SMA crosses above the SMMA and short when it crosses below. Each position has a fixed…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following method uses Renko bars and an exponential moving average of the midpoint between each bar's high and low. A close crossing above the 22-period average opens a long position; a cross below opens a short. Trading is restricted to a…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This intraday trend strategy uses a simple moving average to define direction and looks for pullback entries. In an upward trend, a long is opened when the current candle moves above the prior candle's high after a pullback pattern; in a downward trend, a…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

The strategy defines an intraday price channel from the high and low of the first 15-minute candle, identified at 9:15. After that candle is captured, a close above its high signals a long entry and a close below its low signals a short entry. It is…

FuturosRutura de níveisIndicadores técnicosTestes históricos
Strategy library

This strategy pairs a 20-period SMA and an 89-period EMA crossover with a 200-period SMA trend filter. It enters long when price is above the long-term average and the shorter average crosses upward, and enters short under the inverse conditions. A 14-period…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following method enters long when price breaks above a recent confirmed swing high and uses the latest swing low as its stop. As higher swing lows form, the stop moves upward to follow the trend and protect accumulated gains. The source confirms…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

The document presents a configurable grid strategy organized around price crossovers of a simple moving average. Its visible settings allow a long or short side, a 50-period SMA, a starting capital input, a grid spacing percentage, stop-loss and take-profit…

CriptoativosNegociação em grelhaIndicadores técnicosGestão do risco
Strategy library

This long-only strategy combines a moving average trend filter, a Keltner Channel condition, and directional movement strength. The trend filter compares a 46-period EMA with a 46-period SMA. Entry requires the candle to open within the channel and close…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This simple breakout strategy compares the close with moving averages of recent highs and lows. With a four-bar length and zero displacement in the listed settings, a close above the high-price average triggers a long entry, while a close below the low-price…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses RSI calculated on VWAP to identify extreme conditions and trade for reversals. It opens a long position when RSI crosses above the oversold threshold and a short position when RSI crosses below the overbought threshold. The described…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This relative-value strategy models the log price of the EWY Korea equity ETF as a linear combination of Samsung Electronics and SK Hynix prices, with an intercept. It standardizes the regression residual over a rolling window and treats large positive or…

AçõesNegociação de paresArbitragemEstatística
Strategy library

This two-sided strategy combines a medium-period RSI, a very short RSI, and three exponential moving averages. Long entries require the medium RSI to be low, the short RSI to cross upward through a threshold, and the EMAs to be ordered bearishly; short…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

The visible portion describes TURKS, a Pine Script strategy that combines a trend-state framework, tiered unit risk, and a Nadaraya-Watson kernel-based sell engine. Its comments specify use of a one-sided, non-repainting kernel variant, with the envelope…

Seguimento de tendênciasDimensionamento de posiçõesGestão do riscoIndicadores técnicos
Strategy library

This strategy combines RSI, MACD-style crossovers, and price moving averages to seek trend-following entries. RSI is calculated from the average price, with overbought and oversold reference levels shown; fast and slow averages of RSI form a MACD-like line…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This long-only trend approach is applied separately to individual securities. It compares each security’s close with a simple moving average, optionally adjusted by a percentage band, and uses the S&P 500’s relationship to its own 200-day moving average as a…

AçõesSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy builds a trailing range filter from an exponentially smoothed average of absolute price changes, then scales that range by a multiplier. The filter moves only when price exceeds its prior value by more than the smoothed range, creating a…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This document describes a reporting tool that organizes realized strategy profit and loss by calendar month and year. It records cumulative net profit when trades have closed across month boundaries, derives monthly changes, and displays them in a table with…

Testes históricosEstatísticaGestão do riscoFuturos
Strategy library

This trend-following system uses the ordering of 21-period and 89-period simple moving averages, together with price and short-period EMA conditions, to classify an uptrend or downtrend. In an uptrend it seeks a long entry as price pulls back to the EMA of…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This long-only reversal concept combines a smoothed low derived from a long-period EMA with Camarilla pivot levels. It looks for a rebound after recent closes fall below the EMA-low reference: the trigger is the 9-period EMA of the Camarilla center crossing…

Reversão à médiaIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy tests several Ichimoku entry signals: conversion line crossing the base line, price crossing either line or the cloud, and cloud color changes. Optional cloud filters require price to be beyond the cloud for selected signals. Traders can adjust…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos