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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy combines MACD crossovers, RSI thresholds, and the relationship between 50-day and 200-day simple moving averages to identify long and short entries. It uses the ATR to set volatility-adjusted exits: a stop at twice ATR and a profit target at…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This short-term reversal approach combines a two-period RSI with five- and 200-period simple moving averages. It seeks a long entry when price is above the long average but below the short average and RSI is deeply oversold. The short setup mirrors this…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines moving averages with unusually large candle moves to seek reversals. The document describes using moving averages to frame trend direction and custom “black swan” and “white swan” measures to flag large bearish or bullish candles. A…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy uses ZigZag turning points to track price direction. It opens a long position when a turn establishes a new high and a short position when a turn establishes a new low, then exits when the indicator reverses again. The accompanying source uses…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document describes a bot for 15-minute Polymarket BTC Up/Down contracts. It monitors both asks for a sharp fall in either side, then submits buy orders for that side and its opposite. The target is to keep the combined purchase cost below one USDC, so a…

CriptoativosArbitragemExecuçãoGestão do risco
Strategy library

This stock strategy combines the AR sentiment indicator with moving averages. AR compares the sum of each session’s high minus open with the sum of open minus low over a chosen lookback; the text gives 26 sessions as a typical setting. It interprets readings…

AçõesIndicadores técnicosGestão do risco
Strategy library

This strategy combines 20-period Bollinger Bands with recent support and resistance levels to generate long and short signals. The described rules look for a close beyond the relevant band and a further move beyond a nearby support or resistance threshold.…

Indicadores técnicosRutura de níveisVolatilidadeGestão do risco
Strategy library

This strategy uses a fast and slow exponential moving average crossover to generate long and short entries. The supplied defaults are a 20-period fast EMA and a 50-period slow EMA. Position quantity is fixed, while a percentage input is used in calculations…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This long-only approach combines pivot levels with a least-squares moving average (LSMA) filter. It looks for a pivot high formed using recent bars and places a long entry when price is above a 20-period LSMA; a later pivot low supplies the stated exit…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

The strategy combines a moving average direction filter with entries tied to Bollinger Bands. It uses a short simple moving average relative to a longer one to choose long or short direction, then looks for price to cross the lower band for entries. The…

CriptoativosIndicadores técnicosSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines an EMA trend filter with RSI momentum signals, volume confirmation, and optional MACD and Bollinger Band width filters. It enters in the direction of the EMA trend when RSI is in a middle range and volume is above its recent average.…

MomentumSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy calculates a trailing stop from average true range and a selected price source, then compares a configurable moving average with that stop to generate entry signals. A crossover above the stop supports a long entry, while a crossover below…

Mercados à vistaSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines three exponential moving averages with RSI to define long entries and exits. The described entry requires price to move above the fast, medium, and slow averages while RSI is between a medium threshold and the overbought level.…

FuturosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This document describes a channel breakout trend strategy using separate lookback periods for entries and exits. The stated defaults are 20 periods for the entry channel and 10 for the exit channel. A break above the entry channel signals a long trade, while…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy combines a multi-pole Gaussian filter with a channel whose width follows filtered true range, plus Stochastic RSI. The filter is calculated from average high, low, and close prices; optional settings aim to reduce lag or increase…

Mercados à vistaSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy uses a moving average and a volatility band built from twice the average true range to classify the market as rising or falling. It switches to an uptrend when the low moves above the upper threshold and to a downtrend when the high falls below…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines confirmed pivot highs and lows with SuperTrend direction. A long stop entry is placed just above a detected pivot high when the SuperTrend direction permits longs; a short stop entry is placed just below a pivot low when direction…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy combines EMA trend direction, MACD crossovers, and RSI thresholds to identify long and short entries. It uses 20- and 50-period EMAs to define the prevailing direction, a shorter MACD configuration to spot potential turns, and RSI boundaries of…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This intraday strategy combines MACD crossovers, RSI thresholds, and a 50-period versus 200-period simple moving average trend filter. A bullish MACD crossover can trigger a long when RSI is below its overbought threshold and the shorter average is above the…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This trend strategy combines fast, medium, and slow Supertrend indicators to create up to three long entries. Its described setups use the indicators’ directions for an initial entry, a later stop entry around the faster Supertrend, and another entry after…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This short-only setup uses Bollinger Bands and RSI to look for a reversal after price reaches the upper band. The written rules describe waiting for price to cross back below the upper band in an overbought area, then closing when RSI retreats or a stop is…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This model describes a seasonal approach to selling agricultural commodity futures, originally presented by Perry J. Kaufman to commodity producers. Its premise is that prices for crops with one annual harvest may tend to be weakest around harvest and…

Matérias-primasFuturosIndicadores técnicos
Strategy library

This example shows how to collect decentralized exchange quotes through an AMM gateway data feed. Users configure a network, a base order amount, and up to three trading pairs; the network’s configured swap provider determines which DEX supplies the quotes.…

Finanças descentralizadas (DeFi)CriptoativosMercados à vistaMicroestrutura de mercado
Strategy library

This backtest script calculates an Awesome Oscillator variant by subtracting a slower simple moving average of the midpoint price from a faster one, then subtracting a further smoothed value. It plots the resulting oscillator as a histogram and classifies…

MomentumIndicadores técnicosTestes históricos