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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

This strategy uses price crosses of VWAP to trigger directional trades and ATR to set risk and profit levels. It enters long when the close moves above VWAP after the prior close was below it, and short on the reverse cross. The source calculates a…

FuturosCriptoativosIndicadores técnicosVolatilidade
Strategy library

This strategy uses short-term RSI pivot divergences to identify possible reversals, with a longer-term RSI condition to filter entries. Regular bullish divergence occurs when price makes a lower low while RSI makes a higher low; hidden bullish divergence…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This basic trend-following strategy calculates fast and slow simple moving averages from closing prices. A cross of the fast average above the slow average generates a long entry, while a cross below generates a short entry. The lengths are adjustable,…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This trend-following method combines three Supertrend indicators with different parameter settings and an exponential moving average. It enters long when the close is above all three Supertrend lines and the EMA, and short when the close is below all four…

FuturosSeguimento de tendênciasIndicadores técnicosRutura de níveis
Strategy library

This strategy combines an impulse-style MACD calculation, Ichimoku cloud levels, and an adjustable exponential moving average to define directional entries. A long signal requires the IMACD color condition associated with strong upward momentum and the EMA…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This strategy combines swing highs and lows with bullish or bearish candle patterns to seek reversal entries. It identifies potential swing levels by comparing recent highs and lows, then looks for a close above the tracked high alongside a bullish candle…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy uses a simple moving average as the center of a price channel, with standard deviation setting the distance to its upper and lower bands. A move above the upper band signals a long entry, while a move below the lower band signals a short entry,…

Seguimento de tendênciasRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This short-term strategy uses a five-period exponential moving average to identify stretches where price remains wholly above or below the average. It records a recent low or high during those stretches, then enters when price crosses the stored extreme,…

FuturosReversão à médiaIndicadores técnicosRutura de níveis
Strategy library

This trend-following approach uses Ichimoku components to form a cloud and place stop orders around its boundaries. The conversion and base lines are midpoints of recent price ranges, and their average forms one leading span; a longer range midpoint forms…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy combines engulfing candle patterns with a longer-term trend count, Fibonacci retracement and extension levels, a McGinley Dynamic indicator, and moving average crossovers. It describes taking positions after engulfing signals under trend-count…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy combines ADX and directional movement readings to identify strong bullish or bearish conditions, then uses Supertrend as a second trend check and as the position exit trigger. Entries require the trend, strength, direction, and zone conditions…

Seguimento de tendênciasIndicadores técnicosMicroestrutura de mercadoGestão do risco
Strategy library

This open-source strategy turns repeated weekly highs or lows into reversal-style entry signals. After two consecutive candles share a low, it enters long at the close of the next candle if that candle makes a higher low. After two consecutive highs, it…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This strategy combines a smoothed range filter with fast and slow EMAs. The filter estimates a range from smoothed price changes and updates only when price moves beyond that range; its direction and price position produce alternating long or short signals.…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This strategy pairs RSI extremes with Bollinger Band positions to seek potential reversals. It signals a long when RSI crosses upward through its oversold threshold while price is below the lower band, and a short when RSI crosses downward through its…

Indicadores técnicosReversão à médiaVolatilidadeFuturos
Strategy library

This long-only trend-following system combines Supertrend direction with ADX trend strength and an RSI filter. It enters when Supertrend signals an upward trend, ADX is above its stated threshold, and RSI meets the specified condition; it exits when…

Indicadores técnicosSeguimento de tendênciasMomentumCriptoativos
Strategy library

This strategy uses Average True Range (ATR) to scale a trailing stop to recent volatility and price signals around an EMA to choose long or short entries. Its stated rules also describe moving take profit and stop loss levels as a position changes, then…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This trend-pullback strategy tracks the highest high and lowest low over a channel period, alongside a moving average used as a trend filter. After price reaches a channel extreme, the system records a reference point and sets a directional state. It then…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This combined trend system requires agreement between two components before taking a position. One component derives a directional state from price action around an exponential moving average. The other uses three displaced moving averages of median price,…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following method uses a 21-period EMA and a 20-period SMA. A cross of the EMA above the SMA creates a potential long signal, while a cross below creates a potential short signal. The strategy confirms a signal by requiring the current close to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This partial strategy script combines SuperTrend direction changes with RSI and an optional SMA trend filter for trading VN30F1M futures. It defines SuperTrend parameters, RSI overbought and oversold thresholds, a 200-period SMA filter, trade direction…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This example shows a basic algorithm for trading a continuous E-mini S&P 500 futures series. It configures a date range, uses backward-ratio price normalization and last-trading-day contract mapping, and calculates daily fast and slow simple moving averages.…

FuturosSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

The visible script describes a strategy that searches historical log-return sequences for a window resembling the recent return pattern. It then sums returns following the closest historical match over a forecast horizon to infer a directional forecast. This…

EstatísticaSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy pairs a price reversal pattern with Stochastic oscillator conditions and enters only when both components agree. The 123 component compares recent closes and the fast and slow Stochastic lines around a threshold; a separate Stochastic rule…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This strategy combines MACD crossover signals with a moving average filter. It describes entering long when price crosses above an EMA as MACD crosses upward into positive territory, and entering short when price moves below the EMA as MACD crosses downward…

CriptoativosFuturosMomentumIndicadores técnicos