Saltar para o conteúdo

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 trend-following method calculates four double exponential moving averages (DEMA) with periods of 10, 15, 21, and 30. The source enters long when they are aligned from shortest to longest, and enters short when their order is reversed. It closes either…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

The document presents a trend-following strategy built around 50-, 144-, and 200-period exponential moving averages. Its written rules call for opening a long position when the faster average crosses above both slower averages and closing it when the faster…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes an indicator that plots two SuperTrend calculations on one chart. Each uses an ATR period and multiplier, with separate fast and slow settings; the defaults use the same ATR period but different multipliers. The trend state changes…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy uses a fast KDJ oscillator on five-minute charts to seek reversals from extreme readings. It calculates K from the recent high-low range, smooths it minimally, and derives D and J from K. Long entries occur when K crosses below 5, with exits…

FuturosIndicadores técnicosReversão à médiaDimensionamento de posições
Strategy library

This stock-oriented strategy smooths highs and lows with separate smoothed moving averages (SMMA), then looks for price to move outside the resulting band. A close above the upper average creates a buy signal; a later confirmation requires the close and low…

AçõesRutura de níveisIndicadores técnicosExecução
Strategy library

This document explains a trend-following approach using a Gaussian filter and filtered True Range to form a center line and surrounding channel. A price move above the upper band is used to open a long position, while a move back below that upper band closes…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy derives a directional bias from whether a selected higher-timeframe candle closes above or below its open. It can generate long signals in a bullish candle state and short signals in a bearish state, subject to optional EMA and volume filters.…

Seguimento de tendênciasIndicadores técnicosExecuçãoTestes históricos
Strategy library

This short-term strategy combines an EMA trend filter with RSI extremes to seek mean-reversion trades. It considers the market upward-trending when price is above the EMA and downward-trending when below it. In an uptrend, RSI below 40 triggers a long entry;…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy builds a central price level from smoothed rolling highs and lows, then places volatility-adjusted thresholds around it. It uses an average of recent closes as the signal price: crossing above the upper band opens a long position, and crossing…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This strategy combines breakouts of recent swing levels with higher-timeframe trend direction. It identifies pivot highs and lows on the chart timeframe and as many as two higher timeframes, interpreting breaks above highs as upward trends and breaks below…

FuturosRutura de níveisSeguimento de tendênciasTestes históricos
Strategy library

This XAUUSD strategy combines short-term EMA direction with confirmation from a higher timeframe. It checks whether the 9-period EMA is above or below the 15-period EMA on both five-minute and fifteen-minute charts, then requires a rejection candle in the…

Matérias-primasSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document describes a trading system built around the Ichimoku Cloud. It outlines the conversion and base lines, leading spans, and lagging line, then uses the cloud as a trend and support or resistance reference. The described entries include price…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This document presents a countertrend system intended for sideways markets. It combines a fast and a slower exponential moving average with simple moving averages, using the relationship between the exponential averages to set directional context and a…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This trend-following strategy combines two EMA comparisons to require alignment across short and longer horizons. It enters long when the 10-period EMA is above the 200-period EMA and the 20-period EMA is above the 50-period EMA; the short condition reverses…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This reversal strategy combines price zones called order blocks with RSI confirmation. It defines bullish and bearish zones from candle patterns involving a move past a prior high or low, then tracks the relevant candle’s price range. A long signal occurs…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy uses a 10-period EMA and a 20-period EMA to generate directional signals. A cross of the short EMA above the long EMA opens a long position; a cross below opens a short position. It closes existing positions at a signal and sets take-profit and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The visible portion of this Pine strategy combines several technical tools into directional signals. It calculates a custom smoothed RSI, a QQE-style RSI with a trailing stop, Keltner Channel zones, and WaveTrend crossovers. The code assigns directional…

Indicadores técnicosMomentumVolatilidadeSeguimento de tendências
Strategy library

This basic trend-following strategy compares a fast simple moving average with a slower one. With the published lengths of 9 and 21, it enters long when the fast average crosses above the slow average and short when it crosses below. The averages are…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

The Twin Range Filter strategy builds a price-following filter from two exponentially smoothed measures of absolute price changes, each using a different period and multiplier. It averages the resulting ranges and adjusts the filter according to whether…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This Bitcoin strategy combines normalized trend, momentum, mean-reversion, volume, and price-slope features into a weighted score. A long position opens when the scaled score exceeds a threshold while the fast EMA is above the slow EMA and price remains…

CriptoativosMomentumSeguimento de tendênciasGestão do risco
Strategy library

The document describes a strategy that combines a moving-average crossover with a binary indicator based on whether consecutive bar ranges are positively correlated. It smooths that indicator and uses a threshold to permit long entries when price crosses…

FuturosCriptoativosAprendizagem automáticaEstatística
Strategy library

This document presents a long-only trend strategy using a volatility-scaled upper price band for entry and a short exponential moving average for exit. The described entry requires price to cross above the moving average of the Upperband and to satisfy an…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses Average True Range (ATR) to create adaptive upper and lower bands for identifying trend changes. With the stated default settings, it calculates volatility over a configurable lookback and scales the bands by an ATR multiplier. The code…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

The document describes a momentum strategy that pairs Stochastic Momentum Index (SMI) crossovers with standard pivot levels. It outlines an SMI calculation based on a price source’s position within its recent high–low range, followed by two moving-average…

FuturosCriptoativosMomentumIndicadores técnicos