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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
Aulas Quantopian
45 documentos
Binance API docs
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 an ATR-based SuperTrend line to identify changes in direction. A close crossing the line can trigger a long or short entry, subject to an optional Moscow-time session window and a price threshold. Users can choose long-only, short-only, or…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

ReinforcedQuickie is a five-minute long-only strategy designed to buy pullbacks while a slower resampled trend filter points upward. Its entry logic accepts either a short-term low near the lower Bollinger Band, with price below short and medium EMAs, or a…

CriptoativosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This script uses a 14-period Relative Strength Index with adjustable overbought and oversold thresholds, set by default to 70 and 30. When RSI falls below the lower threshold, it enters a long position; when RSI rises above the upper threshold, it closes…

Indicadores técnicosReversão à médiaMomentumGestão do risco
Strategy library

The strategy combines a triple exponential moving average trend measure with a MACD-style filter and moving average crossovers. The described entry requires an upward MACD filter cross while the TEMA measure is rising, followed by a 9-period EMA crossing…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy builds upper and lower bands by shifting an exponential moving average and scaling it by separate percentage margins. A close below the lower band sets a long position; a close above the upper band sets a short position. A reverse setting swaps…

Indicadores técnicosReversão à médiaSeguimento de tendênciasFuturos
Strategy library

This strategy combines a 14-period RSI with 100- and 150-period simple moving averages. It opens a long when the fast SMA crosses above the slow SMA and RSI is above 50; it opens a short on the opposite crossover when RSI is below 50. The same opposing…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This trend-following approach combines Ichimoku cloud position, moving averages, SuperTrend, WaveTrend, and money flow across multiple timeframes. A long requires price and the moving average to be above the cloud, SuperTrend to indicate an uptrend,…

Seguimento de tendênciasIndicadores técnicosGestão do riscoVolatilidade
Strategy library

This framework combines a moving average direction filter with an efficiency score to select more direct price moves. The score divides the absolute net change over a lookback period by the sum of absolute bar to bar changes. Values nearer one indicate that…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This long-only strategy uses 8-, 18-, and 50-period exponential moving averages to combine a short-term entry trigger with a broader trend filter. It buys when the closing price crosses above the 8-period EMA while price is above the 50-period EMA. It closes…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy uses a 14-period EMA, a 28-period EMA, and a 56-period SMA to follow trends in either direction. It enters long when the 14-period average crosses above the 56-period average while also exceeding the 28-period average, and short on the opposite…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy excerpt builds indicator scores from candlestick shapes over a configurable lookback. Its indecision score counts doji and spinning top candles, while a fear score counts shooting stars, hanging men, and bearish engulfing patterns. Each pattern…

Indicadores técnicosSentimento de mercadoGestão do riscoTestes históricos
Strategy library

This Pine Script strategy combines technical indicators to generate swing trading signals. Its settings expose Parabolic SAR, Supertrend, ADX, and a liquidity delta measure, with Supertrend, ADX, and liquidity delta enabled by default. The stated purpose of…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This trend-following framework uses 144- and 169-period exponential moving averages as a long-term tunnel, with a 12-period EMA and price position as entry confirmation. Long setups require price and the fast EMA above both tunnel averages while the averages…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands, RSI, and MACD to seek reversal entries. It enters long when price is below the lower band, RSI is below 30, and the MACD line is below its signal line; it enters short when price is above the upper band, RSI is above…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only trend system combines a historical price breakout with a moving average filter. It enters when price reaches a 55-day high and closes above a 200-day moving average, then exits when price reaches a 20-day low. The moving average can be…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis
Strategy library

This Pine strategy builds evenly spaced price levels between an upper and lower bound, then prepares a grid of order states for trading. Bounds can be supplied manually or calculated from recent closing-price highs and lows, widened or narrowed by a…

Negociação em grelhaIndicadores técnicos
Strategy library

This QuantConnect example adds Tiingo daily price data for Apple alongside the platform’s equity subscription, then reads the custom data in the algorithm’s data callback. It creates fast and slow exponential moving averages with periods of five and ten.…

AçõesIndicadores técnicosMomentumTestes históricos
Strategy library

This document describes a monitor that samples prices from two exchanges and plots their difference over time. The operator can choose last-traded, bid, or ask prices independently for each venue, set polling and retry intervals, and optionally adjust…

CriptoativosArbitragemMicroestrutura de mercadoExecução
Strategy library

This strategy tracks the account’s drawdown from a recent rising-price reference and opens a long position when the drawdown falls below a chosen threshold. It closes the position when the next day’s close is above the prior day’s close, then recalculates…

CriptoativosFuturosReversão à médiaGestão do risco
Strategy library

This strategy seeks reversals when price moves beyond a Bollinger Band while RSI indicates an extreme reading. A close below the lower band with RSI below the oversold threshold triggers a long; a close above the upper band with RSI above the overbought…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This indicator and strategy combines a smoothed, volatility-scaled price oscillator with dynamic support and resistance zones calculated from the Commodity Channel Index. The oscillator begins with a weighted price derived from the high, low, and close, then…

Indicadores técnicosReversão à médiaTestes históricosFuturos
Strategy library

This strategy combines multi-timeframe exponential moving averages with MACD divergence to trade in both directions. A faster EMA on a shorter timeframe relative to a slower EMA on a longer timeframe sets the directional filter. The method then looks for…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This strategy turns a set of candlestick formations into directional trade signals. The listed patterns include engulfing, harami, piercing line and dark cloud cover, morning and evening stars, three white soldiers and three black crows, and several others.…

FuturosCriptoativosIndicadores técnicosGestão do risco
Strategy library

This strategy uses a 9-period exponential moving average as a directional reference. It signals a long when a bar opens below the EMA and closes above it, and a short when a bar opens above and closes below. The described exit levels are near the previous…

FuturosCriptoativosSeguimento de tendênciasRutura de níveis