Saltar para o conteúdo

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
Quantpedia
86 documentos
TqSdk
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 trend-following method fits a linear regression to a rolling window of prices and measures the fitted slope relative to the standard deviation of deviations from the fit. The resulting trend-confidence measure is compared with separate entry and exit…

Seguimento de tendênciasEstatísticaGestão do riscoTestes históricos
Strategy library

This short-timeframe forex script combines fractal turning points with a three-EMA alignment filter. It calculates upper and lower fractals using a configurable lookback, alongside fast, medium, and slow exponential averages. The explanatory note describes…

CâmbioIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines a short-term reversal pattern with a stochastic oscillator and a CMO disparity signal. The described pattern looks for a change in the direction of recent closes; the oscillator compares its fast and slow readings against a threshold,…

Reversão à médiaIndicadores técnicosMomentumTestes históricos
Strategy library

The strategy looks for a down gap followed by an up day: the current bar opens below the previous close and closes above its open. It enters long after that pattern, with the described entry occurring on the next session’s open or close. A trailing stop is…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy uses a TD Sequential style count to identify potential reversals after a sequence of price comparisons. A completed downward sequence can mark a possible long signal, while an upward sequence can mark a possible short signal. The source code…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines a short and long exponential moving average with engulfing candlestick patterns. A bullish bias requires price above the short EMA and the short EMA above the long EMA. A bullish engulfing bar accompanied by volume greater than the…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This script describes a moving-average breakout approach using a configurable 200-period EMA, SMA, or HMA, with a 15-minute EMA as a higher-timeframe filter. Inputs allow adaptive filters, distance limits from the averages, and a slope filter. The visible…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This open-source strategy combines the Choppiness Index with Directional Movement Index and Parabolic Stop and Reverse tools. The visible code calculates the index from the sum of true ranges over a lookback window relative to that window’s high-low span,…

Indicadores técnicosSeguimento de tendênciasGestão do riscoTestes históricos
Strategy library

This strategy uses the direction of a configurable moving average to define the prevailing trend, then enters when price breaks beyond the average by a threshold. It also allows re-entry on a pullback toward the average while the trend remains in place. Long…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This short-term strategy uses a long-term exponential moving average to set directional bias, then looks for a cross of the 20-period average confirmed by RSI. It enters long when price is above the 200-period average, crosses above the 20-period average,…

FuturosMatérias-primasMomentumIndicadores técnicos
Strategy library

The Commodity Selection Index (CSI) combines Average True Range, which reflects price range, with Average Directional Index information to rank commodities by volatility and trend strength. The described approach compares CSI with its own simple moving…

Matérias-primasMomentumVolatilidadeIndicadores técnicos
Strategy library

This strategy combines a custom G-Channel with RSI and MACD. The channel is recursively updated from the selected price source to form an average and a bullish or bearish state. Entries require agreement between that state, an RSI extreme, and MACD histogram…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This daily momentum setup uses consecutive closes relative to a five-period simple moving average to identify an extended run. After at least eight closes above the average, it waits for a close back below it to enter long; after a similarly extended run…

MomentumReversão à médiaIndicadores técnicosFuturos
Strategy library

This trend-following method compares a fast EMA with a slow EMA. A crossover above the slower average opens a long position, and a cross below it closes that position. The example uses configurable periods, with defaults of nine and twenty-one bars, and…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This hybrid strategy combines RSI, MACD, Bollinger Bands, moving-average trend checks, volume spikes, and rolling liquidity-zone boundaries. It defines three alternative long setups: an oversold reading below the lower band, positive MACD momentum with an…

FuturosIndicadores técnicosMomentumRutura de níveis
Strategy library

This document describes a channel-based swing strategy intended for four-hour charts. It calculates rolling highs and lows over a configurable lookback, then derives adjusted channel limits. Long and short entries use price crossings of those limits, while…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This Pine Script strategy trades gold using crossovers of 9-period and 21-period exponential moving averages, taking signals only when the ADX value exceeds 15 and the chart time falls within the specified weekday session. It places long and short entries on…

Matérias-primasIndicadores técnicosSeguimento de tendênciasExecução
Strategy library

This strategy uses the WaveTrend oscillator to generate entries and exits, with optional direction filtering from an EMA calculated on a selected timeframe. Long entries follow a WT1 crossover above WT2 near the oversold region, and exits follow a bearish…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

The document presents a long-oriented strategy built around MACD, RSI, and an EMA. Its narrative describes entering on a MACD golden cross when weekly RSI is above a threshold and price is above an EMA, then exiting when price falls below the EMA or MACD…

FuturosIndicadores técnicosSeguimento de tendênciasMomentum
Strategy library

This strategy combines an EMA trend filter, MACD direction, candle direction, and a time-of-day window to select intraday or short-term entries. Long entries require price above the EMA, positive MACD, and a bullish candle; short entries apply the inverse…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This script outlines a configurable chart strategy built around TEMA and LSMA, with an EMA trend filter and ATR-based stop and target distances. Its inputs also indicate trend-strength and exhaustion checks, momentum divergence, volume confirmation, and a…

Indicadores técnicosSeguimento de tendênciasReversão à médiaVolatilidade
Strategy library

This document describes a simple RSI-based trading bot for a spot account. It calculates RSI over a configurable period and uses configurable buy and sell thresholds to trigger trades. The entry logic compares recent RSI readings to detect a turn across a…

Indicadores técnicosExecuçãoDimensionamento de posições
Strategy library

This strategy calculates fast and slow Elder’s Force Index series using exponential averages of price change multiplied by volume, with periods of 13 and 50. Each series is standardized against its own recent average and standard deviation. A long signal…

FuturosCriptoativosMomentumEstatística
Strategy library

This strategy builds price bands around a simple moving average using ATR multiplied by configurable Fibonacci ratios. It plots three upper and three lower levels, with a 20-period lookback and default ratios of 1.618, 2.618, and 4.236. The source enters…

FuturosCriptoativosIndicadores técnicosVolatilidade