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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 algorithm example demonstrates how to select and open an index put butterfly using weekly SPX options. It subscribes to SPX index data and SPXW options, filters for expirations 15 to 45 days away and strikes within three increments of the underlying,…

OpçõesAvaliação de derivadosDimensionamento de posiçõesTestes históricos
Strategy library

This breakout strategy uses a 55-period simple moving average as the Bollinger Band center and places the upper and lower bands one standard deviation from it. A close above the upper band produces a long signal, while a close below the lower band produces a…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This single-venue strategy aims to keep the cash balance and the marked value of a crypto holding near parity. It compares the account’s cash with the asset value, then calculates half the difference as the amount to shift: buy when cash exceeds the…

CriptoativosReversão à médiaMercados à vistaDimensionamento de posições
Strategy library

This trend-following strategy uses a fast and slow simple moving average crossover to signal possible changes in direction. A bullish crossover is accepted when RSI is below its overbought threshold, while a bearish crossover requires RSI to be above its…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This Bitcoin strategy seeks pullbacks in the direction of a broader trend. It defines bullish or bearish conditions using price relative to a higher-timeframe EMA and the ordering of faster and slower EMAs. Entries also require ADX strength, ATR above its…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This BTC futures strategy combines a moving average, Bollinger Bands, and a percentage deviation threshold. It tracks when price has moved sufficiently far from the average, then resets that state once price returns inside the bands. Its stated entry rules…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy finds the highest high and lowest low in a configurable lookback window, then calculates retracement levels at 23.6%, 38.2%, 50%, and 61.8%. Users choose whether the levels run from the high down to the low or in the reverse direction. A long…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This strategy example uses the crossover of short and long moving averages to identify possible trends and enter long positions. It calculates the averages from recent bar closes and combines trend direction with thresholds for the average spread and…

Seguimento de tendênciasIndicadores técnicosMomentumDimensionamento de posições
Strategy library

This strategy uses five exponential moving averages, ranging from a fast line to a long-term line, to define bullish and bearish conditions. It opens a long when the bullish ordering is present and the system is flat; a short also requires ATR to be above…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

The document describes a Fish Net trend strategy built around a price “center of gravity” indicator. Its calculation weights recent price data more heavily than older observations, then smooths and transforms the result. The modified approach uses threshold…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This document describes a threshold strategy built around the change in closing price from a selected number of bars earlier. The change can be displayed as a raw price difference or a percentage, and a histogram colors bars to show direction. When the…

FuturosCriptoativosMomentumSeguimento de tendências
Strategy library

The TAM strategy uses separate pairs of RSI calculations for entering and closing long positions. A buy signal occurs when either the fast or slower entry RSI crosses above 50, provided both entry RSIs are above that threshold. A close signal occurs when…

Indicadores técnicosReversão à médiaFuturosTestes históricos
Strategy library

This short-term long strategy uses a five-period RSI to seek rebounds after weakness. The stated entry is an RSI rise above 60, with the source code further requiring the prior RSI reading to be below 50. A position is closed when RSI falls below its value…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy combines Heikin Ashi prices with ATR-based SuperTrend bands and additional trend and pullback conditions. Long entries require a bullish Heikin Ashi candle, a pullback interaction with a moving average, a move above the SuperTrend level, and…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This strategy script describes two selectable trading modes, labeled Break and ABLC, with an option to compare them. It exposes direction controls, a per-trade risk setting, a one-trade-per-day limit, and a time-based exit. Backtests can be restricted to a…

Rutura de níveisGestão do riscoDimensionamento de posiçõesTestes históricos
Strategy library

This document describes a trend-following approach that smooths price with a Hodrick–Prescott filter and compares price with a volume-weighted average price calculated over a configurable session or timeframe. The stated rule is to favor long positions above…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This document explains a breakout strategy based on price ranges, drawing on Nicolas Darvas’s box theory. A box is defined by a recent upper resistance level and lower support level. A close above the upper boundary is treated as a possible move into a…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a short-period RSI, the change in RSI, and a price rate-of-change measure into a composite signal. The description says to average the three components, enter long when the composite crosses above 40, and exit when it crosses below 70.…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy combines Ichimoku levels, MACD, a stochastic oscillator, and a moving average to identify directional entries. A long signal requires the stochastic K line to cross above 20 while MACD is positive and price is above the moving average and both…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy enters long when a fast simple moving average crosses above a slower one. After entry, it sets a take-profit threshold relative to the entry price and closes a configured portion of the position when price reaches it; the example setting is…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a periodic averaging strategy implemented for a crypto derivatives exchange. It opens an initial position, then checks unrealized profit or loss after each configured interval. If the position is losing by more than a chosen…

CriptoativosFuturos perpétuosDimensionamento de posiçõesGestão do risco
Strategy library

This script describes an intraday reversal strategy based on price briefly moving beyond a reference high or low and closing back inside it. It checks the completed Asian and London session ranges, the previous day’s high and low, and recent swing highs and…

Indicadores técnicosCâmbioGestão do riscoExecução
Strategy library

This strategy trades a basket of Binance USDT perpetual contracts against BTC. It tracks each coin’s price relative to BTC and compares that ratio with a baseline that is updated using an exponential moving average. The mean of the basket’s relative changes…

CriptoativosFuturosReversão à médiaDimensionamento de posições
Strategy library

This document presents a crossover strategy that uses very short moving averages to identify changes in direction and a much longer weighted moving average as a filter. The written description specifies a 2-day and 3-day crossover, filtered by a 420-day…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos