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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 strategy uses a simple Bollinger Band breakout rule to take long or short positions. It calculates a moving-average middle band and upper and lower bands using a configurable standard-deviation multiplier. Stop entries are placed at the upper band for…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This document presents a long-only dollar-cost averaging strategy that combines EMA trend conditions, MACD, RSI, and Bollinger Bands. It starts with a configurable purchase allocation and increases the next allocation after each buy, subject to a maximum.…

CriptoativosIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This document describes a minimal bar-based strategy: go long when a candle closes above its open and short when it closes below its open. Position size and the backtest date range are configurable. The published backtest settings use BTC/USDT futures and a…

FuturosSeguimento de tendênciasTestes históricosDimensionamento de posições
Strategy library

This strategy combines SuperTrend direction changes with a 49-period exponential moving average as a price filter. It uses an ATR period of 16 and a factor of 3.02 for SuperTrend, with stated fixed initial stops of 50 points and trailing stops that activate…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

Qualitative Quantitative Estimation (QQE) extends RSI by smoothing it and adding fast and slow volatility-based trailing levels. The document describes deriving these levels from changes in the smoothed RSI, with the fast line compared against a slower…

Indicadores técnicosMomentumVolatilidadeTestes históricos
Strategy library

This long-only momentum strategy transforms the Commodity Channel Index through scaling, weighted moving average smoothing, and a hyperbolic tangent mapping that confines readings to a range from -1 to +1. It enters when the indicator rebounds through a…

MomentumIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This script encodes a bearish Harami pattern as a short-entry setup. It looks for a sufficiently large current candle whose real body is smaller and contained within the prior candle’s larger bullish real body, with the current candle moving downward. A…

Indicadores técnicosReversão à médiaTestes históricosGestão do risco
Strategy library

This strategy combines three Supertrend direction signals for long entries and a separate set of three for short entries. It opens a long position when all selected buy indicators are up, and opens a short position when all selected sell indicators are down;…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy uses the Ichimoku system’s Conversion and Base lines, calculated as the midpoint of recent highs and lows over configurable lookback periods. A cross above the Base line opens a long position, and a cross below it closes that position. The…

Seguimento de tendênciasIndicadores técnicosMomentumTestes históricos
Strategy library

This strategy looks for unusually large candle bodies as possible trend starts. It compares each body with a recent average, then checks the candle’s close location and, in some cases, hammer-like shapes. A bullish or bearish bar sets the trade direction,…

FuturosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy uses moving average relationships across 180-minute, 60-minute, and 120-minute timeframes to filter crossover trades. A 10-period EMA on the 180-minute chart crossing a 200-period EMA provides the faster signal. The relationship between…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy pairs simplified harmonic-pattern detection with Williams %R. It uses pivot highs and lows to approximate bullish or bearish formations, then looks for confirmation from an oversold or overbought WPR reading. Long entries combine a bullish…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This short-term system combines EMA trend direction, RSI readings, and an ATR volatility filter. It takes long signals when the 5-period EMA is above the 21-period EMA and RSI is below 45; short signals require the reverse EMA relationship and RSI above 55.…

FuturosMomentumVolatilidadeIndicadores técnicos
Strategy library

This strategy combines price swing patterns, an EMA, and an ATR-based stop. It marks higher highs, lower lows, higher lows, and lower highs as potential supply or demand context, while the signal rule enters long when a candle closes above the previous high…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This long-only breakout method defines a flagpole as one to three rising closes with a price move exceeding three times the prior ATR. It measures pole height from the latest pole top to a prior 10-period simple moving average, then places the flag’s lower…

Rutura de níveisIndicadores técnicosSeguimento de tendênciasFuturos
Strategy library

This long-only approach combines Supertrend with a least-squares moving average (LSMA). It enters when Supertrend changes to a bullish direction and the selected closing price is above the LSMA. It closes the long position when Supertrend changes to a…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This trend-following strategy generates signals when a 20-period exponential moving average crosses a 50-period EMA. An upward cross triggers a long entry, while a downward cross triggers a short entry. A 200-period EMA is plotted as a reference for the…

Seguimento de tendênciasIndicadores técnicosMomentumFuturos
Strategy library

This strategy combines a short-term reversal setup with a trend filter. Its 123 component looks for a price turn after two closes in one direction, with Stochastic conditions around the midpoint. The Ergodic component compares smoothed price momentum lines…

Indicadores técnicosSeguimento de tendênciasReversão à médiaMomentum
Strategy library

This document outlines a trend-following strategy combining fast and slow moving-average signals with a trend ribbon based on price relative to another moving average. It describes configurable position sizing using a portfolio percentage and leverage, plus…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy builds a trend channel from a linear regression baseline and an ATR-scaled width. The regression slope determines whether the market is treated as rising or falling; in an uptrend, a long signal is generated near the lower channel boundary,…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This document presents a trend-following method based on the difference between fast and slow simple moving averages. It describes upward and downward crossovers as indications of changing trend direction, and adds a smoothed signal derived from the gap…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a monitoring utility that polls ticker endpoints across multiple exchanges concurrently. It records whether each request returns data, keeps a rolling sample for each exchange, and reports the share of successful responses as an…

ExecuçãoMicroestrutura de mercadoEstatística
Strategy library

This script adapts Supertrend by centering its volatility bands on a recent volume-weighted average price rather than a simple price reference. ATR scales the upper and lower bands, and the band logic carries prior values forward to form a trend-following…

Seguimento de tendênciasIndicadores técnicosVolatilidadeExecução
Strategy library

This reversal strategy combines price comparisons over a lookback window, a volume check, a selectable moving average, and ATR-based trade levels. The description presents it as a short-term approach for five-minute charts, with a default lookback of 12…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco