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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
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

The strategy enters spot positions after a strong hourly or four-hour price rise, provided the candle’s high is not too far above its close. It exits after the position reaches a profit threshold and price pulls back from the highest price tracked since…

CriptoativosMercados à vistaMomentumDimensionamento de posições
Strategy library

This indicator strategy uses a longer simple moving average and a shorter exponential moving average to frame price direction, then combines their crossings with Stochastic K and D readings. The stated long entry occurs when price crosses above the simple…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This utility automates selling holdings across a user-specified list of spot trading pairs, a task that can arise when stopping a multi-pair grid or martingale system. It repeatedly checks each pair, combines available and order-frozen balances, estimates…

CriptoativosMercados à vistaExecuçãoMicroestrutura de mercado
Strategy library

This strategy combines two RSI readings, a SuperTrend-style trend filter, and ATR-based volatility concepts to define long and short signals. The explanatory text describes longs when the fast RSI is below the slow RSI while price is above the trend line,…

CriptoativosFuturosMomentumVolatilidade
Strategy library

This automated trend system combines an 8-period EMA direction filter with pivot highs and lows to place breakout stop orders. It enters long above a recent pivot high when the EMA is rising, or short below a recent pivot low when the EMA is falling. The…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This modified indicator script pairs an RSI and simple-moving-average Bollinger Bands with a volume-weighted moving average. The bands use a configurable lookback and standard-deviation width, while the RSI has its own period and overbought and oversold…

Indicadores técnicosReversão à médiaMomentum
Strategy library

This algorithm demonstrates how an options strategy helper can submit a covered put as a grouped position. It selects an option contract by closeness to the underlying price and then by expiration, constructs covered-put and protective-put strategy objects…

OpçõesAçõesExecução
Strategy library

This strategy uses a linear regression of closing prices as a moving trend reference. It opens a long when price rises beyond the line by a configurable percentage and a short when it falls below by the corresponding threshold. The implementation allows one…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This Pine Script strategy combines pivot-based support and resistance levels with an exponential moving average, volume measures, and ATR-based trailing levels. Its settings include pivot lookback lengths, a volume threshold, an EMA period, separate ATR…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This short-term system combines fast and slow EMAs to identify trend direction with RSI filters intended to avoid entries when momentum is stretched. It requires signal conditions to persist across multiple candles, then enters in the trend direction. Risk…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This strategy combines Bollinger Bands with an ATR-based trailing stop. It describes entering long when price crosses below the lower band and short when price crosses above the upper band, with additional entries triggered by crosses of the ATR stop.…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy uses two double exponential moving average lines derived from short EMA series to generate directional signals. A crossover between the lines prompts a long or short entry, with the approach presented as a simple trend-following method whose…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-entry strategy looks for a return inside the lower Bollinger Band after the previous bar's high remained below that band. It treats the pattern as a possible oversold reversal, with the band center as the first profit target and the upper band as…

FuturosCriptoativosReversão à médiaVolatilidade
Strategy library

This strategy combines a 20-period simple moving average crossover with an eight-period RSI filter. A close crossing above the average while RSI exceeds the stated upper threshold creates a buy signal; a close crossing below it with RSI below the lower…

CriptoativosMercados à vistaSeguimento de tendênciasMomentum
Strategy library

This long-only system combines three potential entry triggers: a fast EMA crossing above a slower EMA, MACD momentum crossing above zero, or a daily close rising sharply relative to its open. Exits use a fixed stop below the average entry price and a larger…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

This strategy combines the Schaff Trend Cycle (STC), a simple moving average, and Average True Range (ATR) to time entries and manage exits. STC changes in direction trigger potential trades; a price position relative to the moving average and the direction…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This QuantConnect demonstration shows how an algorithm can export portfolio targets to Collective2 when a fast and slow EMA relationship changes. It initializes SPY plus example equity, forex, futures, and options securities, warms up the indicators, and…

AçõesIndicadores técnicosSeguimento de tendênciasExecução
Strategy library

The document presents a customizable trend-following framework using short- and long-period simple moving averages. It generates a candidate long signal when price crosses above the short SMA while positioned above the long SMA, and a candidate short signal…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This strategy uses a hierarchy of exponential moving averages to define trend direction and time entries. The long-term pair, EMA 340 and EMA 500, sets the broad bias; a crossover between EMA 50 and EMA 120 supplies a potential entry, subject to additional…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This document describes a scalping strategy assembled from several technical indicators, including ADX, Parabolic SAR, a range filter, MACD, RSI, relative momentum, moving averages, volume, and ATR. Its settings allow choices such as price source, indicator…

Indicadores técnicosGestão do riscoTestes históricosDimensionamento de posições
Strategy library

The algorithm constructs a call butterfly from SPX weekly index options. It queries contracts within a selected expiration range and near the underlying index level, chooses the nearest expiry, and looks for three call strikes arranged symmetrically around…

OpçõesMercados dos EUAVolatilidadeExecução
Strategy library

This strategy builds a moving level from Bollinger-style bands calculated using the high and low series, then adjusts that level as price moves. Crosses of the dynamic level generate potential long or short entries. An optional RSI filter compares a smoothed…

Indicadores técnicosReversão à médiaMomentumVolatilidade
Strategy library

This indicator adapts SuperTrend bands around a selectable moving-average baseline. The default baseline is an exponential moving average, while the parameters allow several alternatives, including weighted, Hull, zero-lag, and Tillson T3 averages. ATR sets…

Indicadores técnicosSeguimento de tendênciasVolatilidadeFuturos
Strategy library

This strategy combines Bollinger Bands and Keltner Channels to identify volatility compression, then uses a regression-based momentum value and rate of change to set directional signals. It describes long signals when the regression value is positive and…

Indicadores técnicosMomentumVolatilidadeTestes históricos