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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 short-term strategy pairs a 5-period and 21-period EMA crossover with the sign of the MACD histogram. A bullish crossover is accepted when the histogram is positive, and a bearish crossover when it is negative. The source sets fixed stop and target…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This strategy uses Parabolic SAR (PSAR) to track directional moves and place orders around the projected level for the next bar. The description treats PSAR below price as an uptrend and above price as a downtrend, with the indicator’s starting value,…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

The strategy uses 10-period and 26-period exponential moving averages to signal long and short trades when the faster average crosses the slower one. The source enters at the close on the crossover and sets fixed price targets and stops, then permits another…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

The visible portion describes an intraday breakout system that tracks premarket highs and lows, then looks for regular-session closes beyond those levels. It can filter trades using ADX strength and Bollinger Band width to avoid low-trend or low-volatility…

Rutura de níveisIndicadores técnicosGestão do riscoMercados dos EUA
Strategy library

This strategy combines MACD, RSI, and Ichimoku components to seek long entries in directional markets. The written description calls for bullish MACD conditions, price above the cloud, and RSI below an overbought threshold; it exits on a bearish MACD…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy uses a 20-period simple moving average and bands set two standard deviations away to define entry levels. A close crossing back above the lower band triggers a long setup, while a close crossing back below the upper band triggers a short setup.…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
Strategy library

This strategy uses bullish and bearish engulfing patterns to start positions in the direction of a 200-period EMA filter. It sizes an initial entry from a small equity fraction, then permits up to four additional entries when price moves against the position…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This strategy uses a fast, medium and slow EMA to define the broader trend, then looks for a pullback and a renewed move through the fast EMA. The example uses 25-, 100- and 200-period averages: bullish alignment requires the fast EMA above the medium EMA…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy builds a MACD-style line from the difference between configurable fast and slow moving averages, with options for simple, exponential, weighted, or linear-regression averages. It then calculates a moving average and standard-deviation bands…

Indicadores técnicosMomentumReversão à médiaSeguimento de tendências
Strategy library

This document explains a simple position-visualization technique built around moving-average crossovers. A fast simple moving average crossing above a slower one triggers a long entry; a downward cross triggers a short entry. At entry, the script records the…

Indicadores técnicosGestão do riscoExecuçãoFuturos
Strategy library

This document presents a directional crypto futures strategy based on the Parabolic SAR indicator. While flat, it opens a long position when the latest price is above the latest SAR value, or a short position when price is below it. A long is closed when…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This market-making bot places a limit buy and a limit sell around a reference price for one trading pair. The reference can be the mid price or most recent trade, and separate bid and ask spreads determine how far each quote sits from it. When the refresh…

Criação de mercadoExecuçãoCriptoativos
Strategy library

This Pine Script strategy calculates initial balance ranges for Bitcoin and a configurable panel of cryptocurrency pairs. Its visible code defines a volatility stop using an average true range length and multiplier, and begins computing session highs and…

CriptoativosRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This Pine Script strategy accepts an external buy or sell signal and manages one open position at a time. Same-direction signals are ignored while a position is open. An opposing signal can be configured to do nothing, close the position, or close it and…

Gestão do riscoDimensionamento de posiçõesExecução
Strategy library

The document describes an intraday trend strategy that compares fast and slow exponential moving averages across several chart intervals. It proposes entering long when the fast average is above the slow average on the selected intervals, and short when it…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines trend, pullback, and momentum filters. It uses a 200-period simple moving average to set the broad direction, then looks for a recent move across a 50-period exponential moving average as a pullback condition. Long entries require…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

This document presents a trend-following method that builds a channel from price data and the Average True Range (ATR). A close moving beyond the channel by one ATR triggers an initial directional signal; a move of two ATRs triggers a stronger, second-tier…

FuturosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This short example uses Bollinger Bands calculated over 20 periods with a two-standard-deviation setting, but its position rules rely on the middle band. When flat, it opens a long position if the previous candle closes above the midline, or a short position…

Indicadores técnicosSeguimento de tendênciasCriptoativos
Strategy library

This trading-terminal plugin automates a simple buy-then-sell sequence. The user sets a buy price, purchase amount, target sell price, and account-check interval. The script first cancels all pending orders, checks that the account balance can cover the…

ExecuçãoMercados à vistaGestão do risco
Strategy library

This trend-following system combines a fast and slow EMA crossover with a longer-period SMA filter and a relative volume condition. It takes long positions when the fast EMA crosses above the slow EMA while price is above the trend average and volume exceeds…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This calendar-based equity strategy aims to capture a rebound around Tuesday by entering long at Monday’s open and exiting at Wednesday’s open. Entry requires the previous close to be below a 30-period simple moving average, a low short-period RSI reading,…

AçõesReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This long-only setup looks for a brief pullback after a strong upward candle, then enters when price resumes upward and breaks above the prior bar’s high. A qualifying initial candle must rise by a fraction of ATR and occur on volume above both a multiple of…

CriptoativosMomentumRutura de níveisIndicadores técnicos
Strategy library

This strategy looks for breakouts from unusually narrow ranges in the Relative Strength Index. It measures the recent RSI high-to-low range, ranks that range against its historical window, and treats a low percentile rank as a squeeze. A long signal occurs…

MomentumRutura de níveisIndicadores técnicosDimensionamento de posições
Strategy library

This document outlines a short-term strategy that uses a 5-period and 13-period EMA to indicate direction, with MACD, its slope and signal line, ADX, and an RSI-based signal as additional filters. It describes long and short setups that require six…

AçõesMomentumIndicadores técnicosGestão do risco