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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
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 Hummingbot strategy is a data-only screener that compares volatility across configured trading pairs using three-minute candles. Once candle histories are ready, it periodically reports a ranked table of markets. Its selected measures are Bollinger Band…

CriptoativosVolatilidadeIndicadores técnicosEstatística
Strategy library

This Pine strategy describes a long-only grid for XAU. It divides a fixed price range into configurable levels spaced either geometrically or arithmetically. The system buys as price crosses levels downward and sells as price crosses upward to the next…

Matérias-primasNegociação em grelhaDimensionamento de posiçõesTestes históricos
Strategy library

This trend-following strategy calculates ATR-based trailing stop levels on the current chart and three higher timeframes. Each stop tracks a directional state as price crosses it. The stated method enters long when all four timeframes agree on a long signal…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

The document presents a broad technical trading framework described as intended for gold and multiple timeframes. It combines fast and slow moving-average crossovers with RSI and MACD confirmation to assess direction, then proposes entries from Bollinger…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This strategy uses anchored VWAP bands and ADX to frame breakout entries. VWAP bands are formed around a volume-weighted average price using inner and outer standard-deviation multipliers, defaulting to 1 and 2. The description says ADX identifies a ranging…

Rutura de níveisIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy combines an ATR-based SuperTrend direction filter with Stochastic Oscillator thresholds. It enters long when the SuperTrend indicates an uptrend and %K crosses above the oversold level; it enters short when the indicator indicates a downtrend…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This document presents a long-only breakout system based on rolling price extremes. It calculates the highest high and lowest low over a configurable lookback, then defines a midpoint between them. A close crossing above the prior period’s upper boundary…

FuturosRutura de níveisIndicadores técnicosTestes históricos
Strategy library

This note describes a grid-like strategy that opens a long position when flat and reacts to the open position’s percentage profit or loss. At the configured grid threshold, a profitable position is closed and replaced with another long. A losing long is…

FuturosNegociação em grelhaSeguimento de tendênciasDimensionamento de posições
Strategy library

This document outlines a trend-following strategy that uses Supertrend direction changes for its primary entry signal, with RSI thresholds as a filter. It describes long entries when Supertrend turns bullish and RSI is below 70, and short entries when…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This document describes a moving-average trend strategy using 50-day, 100-day, and 200-day averages. It proposes buying when the 50-day average crosses above the 200-day average, then closing when the 50-day average falls below the 100-day average. The short…

Seguimento de tendênciasIndicadores técnicosTestes históricosGestão do risco
Strategy library

This mechanical strategy pairs a short-term price channel with a long-term simple moving average. It enters long when price is above the moving average but below the prior channel low, and enters short when price is below the moving average but above the…

Reversão à médiaSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy smooths closing prices with an exponential moving average before calculating RSI, then smooths the RSI again to create a signal line. It uses the difference between the two RSI series as a histogram. A bullish signal occurs when the modified…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This Pine Script strategy is presented for crypto futures alerts and combines several technical indicators, including WaveTrend, RSI and money flow, Stochastic RSI, and the Schaff Trend Cycle. Its visible settings include WaveTrend overbought and oversold…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy combines three technical tools to identify possible trend reversals. ZigZag pivots are used to classify the broad direction, fractals mark local highs or lows, and a Parabolic SAR crossover supplies the entry trigger. The described long setup…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This document outlines a trend-following approach that uses moving-average breaks to signal long or short entries. It proposes setting an initial stop distance using ATR, then moving the stop in the direction of the trade as prices advance or decline. A…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This note describes a simple trend-following system using an 8-period exponential moving average. It enters long when the closing price crosses above the EMA and short when it crosses below, with an optional stop loss. The EMA weights recent prices more…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy calculates a simple moving-average center line and standard-deviation bands, then signals long positions when the close is at or below the lower band and short positions when it is at or above the upper band. It also specifies pyramiding,…

Indicadores técnicosRutura de níveisDimensionamento de posiçõesFuturos
Strategy library

This strategy combines Williams Vix Fix, a volatility proxy, with StochRSI and RSI readings. The source computes Williams Vix Fix from the gap between the recent highest close and the current low, then compares it with a Bollinger-style band and a rolling…

Indicadores técnicosVolatilidadeRutura de níveisFuturos
Strategy library

This configurable strategy uses either Bollinger Bands or Keltner Channels to identify prices that move beyond a channel and may revert. Entry choices include reacting to a wick or close outside a boundary, with an option to wait for a later close back…

FuturosIndicadores técnicosReversão à médiaVolatilidade
Strategy library

This strategy combines price structure and common indicators to generate long and short signals. It identifies bullish and bearish fair value gaps, MACD crossovers paired with RSI thresholds, and flag conditions that also require price relative to a moving…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This indicator screens two directions of a three-asset conversion cycle, using BTC, ETH, and a stablecoin as its example. It estimates gross returns from the prices of three trading pairs, then compares each route with an assumed transaction-cost allowance…

CriptoativosMercados à vistaArbitragemExecução
Strategy library

This strategy combines a higher-timeframe trend filter with lower-timeframe pullback entries. It classifies the environment using daily price relative to an exponential moving average and recent momentum, then looks for pullbacks around a four-hour EMA.…

CriptoativosSeguimento de tendênciasMomentumDimensionamento de posições
Strategy library

This script calculates Camarilla support and resistance levels from high, low, and close data at a selectable resolution, defaulting to daily values. It derives the first four support and resistance levels by scaling the prior range around the close, with…

Indicadores técnicosRutura de níveisTestes históricos
Strategy library

This document describes an execution program that receives TradingView alerts and translates them into long, short, and position-closing actions on a futures exchange. Its configuration covers the trading pair, contract type, leverage, order sizing, price…

FuturosExecuçãoDimensionamento de posiçõesGestão do risco