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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
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 strategy compares 14-period RSI readings from 15-minute, 1-hour, and 4-hour charts. It enters long when the shorter-timeframe RSI readings are ordered from highest to lowest and the 4-hour RSI is above 30. It enters short when the 15-minute RSI is below…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy pairs an ATR-based UT Bot trailing stop with Hull Moving Average (HMA) direction to generate long and short entries. A long signal requires price to be above the trailing stop, a fresh upward crossover of the fast price signal over that stop,…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend strategy combines three EMAs with RSI and MACD to filter entries. A long setup requires price to cross above the 50-period EMA, the 50, 100, and 200-period EMAs to be ordered upward, RSI to sit between 50 and 70, and MACD to be above its signal…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy compares an 8-day exponential moving average of closing prices with an 8-day exponential average of recent lows. It describes buying when the price-to-EMA difference crosses upward through zero under conditions tied to the lower-price measure,…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This prototype outlines a statistical arbitrage strategy for the price spread between spot assets and delivery futures. It proposes running an Augmented Dickey–Fuller stationarity test hourly and allowing trades only when the spread passes a p-value…

ArbitragemMercados à vistaFuturosEstatística
Strategy library

The strategy looks for strong directional movement by measuring the change in the gap between fast and slow exponential moving averages, then scaling that change by a sensitivity factor. It compares the resulting value with the width of Bollinger Bands. A…

Indicadores técnicosSeguimento de tendênciasRutura de níveisFuturos
Strategy library

This prototype describes a market-neutral approach to trading the spread between spot assets and dated futures. It proposes checking spread stationarity with an Augmented Dickey–Fuller test, then using a Z-score to identify unusually wide or narrow spreads.…

ArbitragemMercados à vistaFuturosEstatística
Strategy library

The document presents a crossover approach that compares a short-period simple moving average with a longer-period one. An upward cross is described as a buy signal and a downward cross as a sell signal. It also proposes a short-term exponential moving…

Indicadores técnicosSeguimento de tendênciasMomentumCriptoativos
Strategy library

The strategy uses the Commodity Channel Index (CCI) to trade long only. Its description calls for opening a long position when CCI crosses above 100 and closing it when CCI falls below -100; it does not intentionally open short positions. The document…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This document explains a trend-following strategy that compares a faster EMA with a slower EMA. The stated defaults are 13 and 48 periods: a cross above the slower average opens a long position, and a cross below it closes the position. The source implements…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document presents an indicator strategy combining a short-period RSI with a 200-period exponential moving average. Its stated rules use RSI thresholds of 30 and 72: an upward cross of the lower threshold signals a buy, while a downward cross of the upper…

FuturosCriptoativosIndicadores técnicosReversão à média
Strategy library

This strategy identifies unusually large, high-volume candles and filters them with trend and strength indicators. A bullish signal requires an up candle above a 50-period EMA, a range greater than a multiplied lookback average, volume above a multiplied…

Indicadores técnicosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This futures strategy combines a moving-average trend filter with KDJ momentum signals. It waits for at least 100 bars, then evaluates the previous completed bar: a close above the 100-period moving average and K above D opens a long position, while the…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This breakout strategy compares the selected price with the prior highest high and lowest low over a configurable lookback. It signals a long when price exceeds the previous range high and a short when price falls below the previous range low. A second,…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This tutorial explains how to update selected strategy parameters through a platform’s strategy interaction feature while a bot continues running. It motivates the approach as a way to avoid stopping and restarting the bot during parameter adjustments, which…

ExecuçãoGestão do risco
Strategy library

This script combines MACD crossovers with price breaks above recent pivot resistance or below pivot support. It adds direction checks from the 14-period RSI and positive or negative directional indicators, and requires ADX to exceed a threshold before taking…

Indicadores técnicosRutura de níveisMomentumGestão do risco
Strategy library

This strategy uses 12-period price momentum and the one-period change in that momentum to guide long and short entries. The published script requires both momentum measures to have the same sign and places stop entries near the current bar’s high or low. For…

FuturosCriptoativosMomentumSeguimento de tendências
Strategy library

This open-source strategy combines a double Hull-style moving average with a volume-weighted moving average and a base weighted moving average. It also plots the moving average crossover states. The script opens a long when the Hull-derived line is above its…

CâmbioIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

The document describes a short-term long strategy built around a bearish outside bar and a subsequent low test. It defines the outside bar as having a lower low and higher high than the preceding bar, with a bearish close. The accompanying explanation adds a…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This strategy enters long when the 14-period simple moving average crosses above the 28-period average, and short on the opposite crossover. It then sets a limit exit using the prior bar's high plus an ATR multiple for a long position, or the prior bar's low…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

This strategy builds an MBO indicator from the difference between a fast and a slow simple moving average, then smooths that spread with another simple moving average. The stated default periods are 25 for the fast average, 200 for the slow average, and 18…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Bollinger Bands, built from a moving-average basis and a standard-deviation envelope, to set price-triggered entries and exits. It enters long when the close falls below the lower band and short when the close rises above the upper band.…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This script defines a configurable momentum strategy that can enter long or short positions when price momentum and a second momentum measure point in the same direction. Momentum is calculated either as a percentage change or a raw difference, with controls…

MomentumIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines a short-period RSI with four EMAs to generate long and short signals. It identifies an uptrend when the 20-, 50-, 100-, and 200-period EMAs are ordered from fastest to slowest, and a downtrend when their order is reversed. Entry…

FuturosCriptoativosSeguimento de tendênciasMomentum