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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
WonderTrader
14 documentos
Alphalens
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 assigns each bar's volume a positive sign when the close is above the open, a negative sign when the close is below the open, and zero when they match. It sums these signed volumes over a selected window and divides by the window length to form…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This long-only accumulation strategy uses a 14-period Relative Strength Index (RSI) to identify oversold conditions. It buys when RSI is below a threshold and enough time has passed since the prior purchase; the described defaults are a threshold of 30 and a…

FuturosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

This strategy compares a short-period and a long-period exponential moving average (EMA) to identify trend direction. It enters long when price is above the short EMA and the short EMA exceeds the long EMA; it enters short under the inverse conditions. A…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This document describes a Directional Movement Oscillator built from the difference between smoothed positive and negative directional indicators. It computes directional movement from changes in highs and lows, normalizes each side by smoothed true range,…

FuturosIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy combines several Ichimoku signals for entries: cloud breakouts, Tenkan–Kijun crosses, cloud twists, and moves from one cloud edge toward the other. It also describes Kijun bounce entries. Exits may occur when price returns into the cloud or an…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses the VIX as a market stress gauge to time purchases of SPXL, a leveraged equity ETF. It distinguishes panic and extreme VIX levels, tracks whether volatility has fallen from a recent peak, and includes a rule to wait for several consecutive…

AçõesVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy uses a short-lookback RSI to identify extreme readings, then enters when RSI crosses back through an oversold or overbought threshold. A fast and slow moving average filter gates long and short entries, while opposite RSI threshold crossings…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This short-term strategy uses four exponential moving averages for long-only trading. A crossover of the 9-period EMA above the 26-period EMA triggers an entry; a separate crossover, when the 100-period EMA falls below the 55-period EMA, closes the position.…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This Pine Script library provides reusable calculations for strategy position analysis. Its helpers convert a percentage of a reference price into ticks, calculate a price at a percentage distance from a reference, and express a percentage of price as an…

Indicadores técnicosGestão do riscoExecução
Strategy library

This strategy combines a MACD crossover with the direction of a Supertrend calculation. It opens a long position only when the MACD line crosses above its signal line while Supertrend indicates an upward trend. The document describes a 20-period ATR-based…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This trend-following system enters when a fast Hull moving average crosses a slower one and a second-change measure of the fast average confirms acceleration in the same direction. It uses ATR to set stop distances and calculate position size from a chosen…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This reversal strategy compares price swings with RSI swings. A price high that is not matched by a higher RSI high is treated as bearish divergence; a price low without a corresponding lower RSI low is treated as bullish divergence. Fractal-style local…

Reversão à médiaIndicadores técnicosGestão do riscoRutura de níveis
Strategy library

This automated strategy uses the Kronos financial time-series model to forecast a future price distribution. It compares the forecast median with the current price to decide whether the projected opportunity is large enough to trade, while the lower and…

Aprendizagem automáticaSeguimento de tendênciasGestão do riscoExecução
Strategy library

This trend-following system combines Supertrend with a long-period double exponential moving average (DEMA). It enters long when price crosses above Supertrend while closing above DEMA, and enters short when price crosses below Supertrend while closing below…

Seguimento de tendênciasIndicadores técnicosRutura de níveisCriptoativos
Strategy library

This strategy combines trend, momentum, and volatility indicators to generate long and short signals. A short EMA above or below a long EMA sets the trend direction, MACD relative to its signal line confirms momentum, and RSI thresholds filter entries. ATR…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This trend-following design confirms direction on a one-hour chart and seeks entries on a 15-minute chart. On each timeframe, a 9-period simple moving average is compared with a 21-period average, while RSI filters signals near overbought or oversold…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This BTC/USDT strategy uses a 14-period Relative Strength Index with oversold and overbought reference levels of 30 and 70. It opens a long position when RSI crosses upward through the oversold level and opens a short position when RSI crosses downward…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This document outlines an automated system that uses a large language model to produce entry, hold, or close decisions for multiple cryptocurrency perpetual futures. Its pipeline collects market and account data, calculates indicators across short and long…

CriptoativosFuturos perpétuosAprendizagem automáticaExecução
Strategy library

This strategy combines a stochastic-based 123 reversal signal with directional movement and moving average crossovers. It takes a long or short position only when the reversal signal and the DMI-plus-MA component agree; otherwise, it closes the position. The…

Indicadores técnicosSeguimento de tendênciasReversão à médiaFuturos
Strategy library

This short-term strategy combines a fast and a slower simple moving average crossover with a longer moving average filter and Bollinger Bands. A long setup requires the faster average to cross upward through the slower one, price to remain above the longer…

Indicadores técnicosOpçõesVolatilidadeGestão do risco
Strategy library

This strategy uses a Hull moving average, or its exponential and triangular variants, to identify direction from the relationship between the current line and its recent value. Entries occur when that relationship crosses, subject to a user-selected trading…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This strategy uses repeated swing formations to identify possible turning points, then trades breaks of the resulting fractal levels. Its rules describe top and bottom patterns built from neighboring bars: a local high or low is established by comparing the…

Rutura de níveisIndicadores técnicosFuturosCriptoativos
Strategy library

This Pine strategy builds a long position after a bullish reversal bar: the close must be above the bar midpoint, and the low must match the lowest low over a configurable lookback. It can add up to four position layers as price falls through percentage…

Indicadores técnicosDimensionamento de posiçõesGestão do riscoTestes históricos
Strategy library

This strategy combines a cumulative high-low measure, aligned moving averages, and Supertrend to generate directional entries. The high-low component tracks whether price reaches a period high or low; the moving-average component scores price and averages…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos