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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 attempts to estimate favorable hours for long and short trades from cumulative hourly rate-of-change data. It calculates a weighted average hour using ROC values for the buy estimate and inverse ROC values for the sell estimate, then compares…

FuturosIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy transforms RSI values into a Stochastic RSI oscillator, smooths that series with Ehlers’ SuperSmoother filter, and compares it with a short moving average. The source uses RSI calculated from log-transformed prices, then generates long signals…

FuturosMomentumIndicadores técnicosTestes históricos
Strategy library

This long-only trend-following setup combines a moving-average filter, a candlestick pattern, a momentum threshold, and volatility-based exits. It requires the 100-period EMA to be above the 200-period EMA, then enters when a bullish engulfing condition…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy uses RSI on a higher timeframe to set directional bias, then looks for entries on a lower timeframe. It identifies swing highs and lows in the higher-timeframe RSI over a lookback window. A new swing low paired with the higher-timeframe open…

FuturosRutura de níveisMomentumIndicadores técnicos
Strategy library

This long-only strategy uses Heikin-Ashi candles to identify a possible shift from a bearish move to bullish momentum. It requires three consecutive green Heikin-Ashi candles and a red candle immediately before them, using the configured validation period to…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

The visible portion describes a public educational strategy built around Bollinger Band exhaustion, RSI filters, and bearish divergence logic. It provides configurable long-and-short, long-only, or short-only modes, with an option to require the strategy to…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

This intraday strategy uses a volume-weighted moving average that resets at the start of each trading day. It generates a bullish signal when a candle’s low moves above the VWMA and a bearish signal when its high moves below it; signals occur on the first…

Indicadores técnicosRutura de níveisAçõesDimensionamento de posições
Strategy library

This intraday SOL strategy combines smoothed Heikin-Ashi candles with a linear-regression filter on price change. It enters long when the smoothed candle turns bullish while the filter is positive, and short when the candle turns bearish while the filter is…

CriptoativosIndicadores técnicosMomentumGestão do risco
Strategy library

This trend-following strategy uses 50-period and 100-period EMAs to define the broader market direction, with MACD crossovers as shorter-term entry triggers. It goes long when MACD crosses above its signal line while price is above both EMAs, and short when…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only breakout system combines Bollinger Bands, RSI, and Heikin Ashi candles. It uses a 20-period middle band with boundaries two standard deviations away, and a 14-period RSI. A long entry is signaled when the Heikin Ashi candle is bullish, the…

CriptoativosFuturosRutura de níveisMomentum
Strategy library

This document shows a Pine strategy organized around fast, intermediate, and long-term exponential moving averages, RSI, ATR, and several configurable trade filters. The visible settings include momentum thresholds, a Heikin Ashi wick check, compression and…

Indicadores técnicosMomentumVolatilidadeGestão do risco
Strategy library

The document presents a crypto futures reversal strategy that combines RSI, parabolic SAR, ADX, and a Bollinger-style band calculation. Its prose describes using fast and slow moving averages to identify direction, RSI extremes to mark overbought or oversold…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This long-only setup seeks a pullback while price remains above a longer-term simple moving average. The supplied source enters when the close is above the 200-period average but below the 10-period average, then exits when price moves back above the short…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This is a short-only averaging strategy for ARB perpetual futures. A downward cross of an overbought RSI threshold on a four-hour timeframe starts a short. If price rises against the position, up to two averaging orders are placed at fixed percentage…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This strategy combines Bollinger channels and the Commodity Channel Index (CCI) to place entries on 15-minute bars. When flat, a positive CCI prompts a buy order at the upper Bollinger level, while a negative CCI prompts a short order at the lower level. The…

Indicadores técnicosSeguimento de tendênciasGestão do riscoExecução
Strategy library

This strategy uses an exponential moving average (EMA) to define a trend reference and places upper and lower bands 0.3% from it. With the default 50-period EMA, a price move above the upper band opens a long position, while a move below the lower band…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy description combines moving-average signals, VWMA, SuperTrend, RSI, MACD, trend strength, and volume conditions. Its stated approach is to require multiple indicators to align before generating a trade, with stop and profit exits and an…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy combines Bollinger Bands with Aroon readings to time trades in markets described as oscillating. The written explanation proposes a long when price crosses upward through the Bollinger middle band and Aroon Up exceeds a confirmation threshold.…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday long strategy looks for a hammer candle followed by a bullish candle whose low remains above the hammer’s low. The hammer is defined by a small body relative to its full range, a lower wick at least twice the body length, and a very short or…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday strategy records each one-minute candle’s high and low from 9:15 to 9:19, then sets the opening range from the highest high and lowest low. After the range is established, a close crossing above its high signals a long entry, while a cross…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy scores potential bottoms by combining candlestick patterns with several indicator signals: Noro’s Bottom Sensitivity, a volatility-based measure, CVI, UCS, and RSI. Users can enable or disable components and set a minimum signal count. A buy…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This daily GLD strategy applies a fixed linear score to five features derived from price and volume, including short moving averages and interaction terms. The feature weights and normalization constants are embedded in the script, and the strategy holds a…

Aprendizagem automáticaAçõesMatérias-primasEstatística
Strategy library

This strategy opens a long position when the chart time matches a user-selected hour and minute. It records the entry close and calculates an exit level by adding an ATR value obtained from five-minute data. The published settings use BTC/USDT futures on a…

FuturosVolatilidadeIndicadores técnicosExecução
Strategy library

This strategy combines moving average crossovers with Wyckoff-style accumulation, distribution, spring, and upthrust signals. It enters long when an accumulation crossover and spring signal coincide, and short when distribution and upthrust coincide. The…

FuturosRutura de níveisIndicadores técnicosGestão do risco