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
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
WonderTrader
14 documentos
Alphalens
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 combines a 15-minute moving-average trend filter with RSI signals calculated on five-minute bars. It sets the trend direction by comparing a fast and a slow simple moving average; the defaults are five and twenty periods. When the filter is…

Indicadores técnicosSeguimento de tendênciasMomentumExecução
Strategy library

This trend-following system uses momentum over a configurable lookback and enters when the previous momentum reading is higher than the two preceding readings, or lower than both for a short signal. Its documented default momentum period is 2. At entry, it…

FuturosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This five-minute strategy combines MACD crossovers with the Commodity Channel Index (CCI) to time long entries and exits. It opens a long position when MACD crosses above its signal line while CCI is at or below -50. It signals an exit when MACD crosses…

Indicadores técnicosMomentumGestão do risco
Strategy library

This strategy defines hammer and shooting star candles using the candle body and wick proportions. A hammer must be bearish, have a lower wick at least 0.9 times its body, an upper wick no more than 0.45 times the body, and a body at least 20% of the full…

FuturosIndicadores técnicosReversão à médiaGestão do risco
Strategy library

This strategy uses daily Camarilla levels to generate directional breakout entries. It calculates H4 and L4 from price range formulas based on prior daily data, then enters long when the close rises above H4 and short when it falls below L4. The source also…

FuturosRutura de níveisIndicadores técnicosTestes históricos
Strategy library

This strategy combines a fast and slow exponential moving average crossover with StochRSI signals. The documented defaults use EMA periods of 12 and 25, and StochRSI settings for its K and D lines, RSI window, stochastic window, and overbought and oversold…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This document outlines a combined trend and momentum approach using a fast and slow exponential moving average (EMA) alongside StochRSI. The described entry logic requires agreement between an EMA direction change and a StochRSI K/D crossover from an…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This document describes a short-term strategy that uses Renko price bars and a triple exponential moving average (TEMA) compared with a short simple moving average (SMA). A cross above the SMA signals a potential long entry, subject to a longer smoothed…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This short term strategy uses Stochastic RSI to identify overbought and oversold conditions for reversal entries. It derives Stochastic RSI from RSI, smooths the indicator, and looks for a crossover or crossunder in the relevant extreme region. A fast versus…

Reversão à médiaMomentumIndicadores técnicosDimensionamento de posições
Strategy library

This strategy combines Bollinger Bands, an EMA, and ATR. It calculates the bands from a moving average of closing prices and their standard deviation, then uses the EMA as a trend filter. A close above both the EMA and upper band triggers a long entry; a…

Seguimento de tendênciasRutura de níveisIndicadores técnicosFuturos
Strategy library

This strategy builds a heatmap around the current price by dividing a configurable price range into levels and totaling past volume classified as buying or selling at each level. It displays those totals with color coded labels or chart shapes and plots the…

Indicadores técnicosMicroestrutura de mercadoFuturosCriptoativos
Strategy library

This strategy uses a seeded linear congruential generator to choose trade direction. When flat, it compares each generated value with half the modulus, entering long above that threshold and short otherwise. Percentage based stop loss and take profit…

EstatísticaGestão do riscoTestes históricosFuturos
Strategy library

This bidirectional trend strategy uses the midpoint of the recent highest high and lowest low as a HiLo Activator level. A close crossing above that level can trigger a long, while a cross below can trigger a short. The signal is accepted only when ADX…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

The document presents the opening portion of a Pine Script strategy for ETH momentum breakouts, with settings described as tuned for a two-hour chart. Its visible configuration supports long-only, short-only, or two-way trading and combines several filters:…

CriptoativosMomentumRutura de níveisVolatilidade
Strategy library

This bidirectional strategy uses a fast and a slow exponential moving average crossover as its entry trigger, with RSI confirming direction: RSI must be above its midpoint for a long and below it for a short. Entries are restricted to a stated Asian-market…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This simple directional strategy calculates the intercept of a linear regression fitted to a selected price series over a rolling window. The intercept is the fitted value at the time coordinate zero. The strategy compares the current close with that…

FuturosIndicadores técnicosEstatísticaSeguimento de tendências
Strategy library

This strategy starts with SuperTrend signals and can require confirmation from additional indicators before entering. Optional filters include MACD and moving average alignment, price relative to a 200-period EMA, Stochastic RSI, MFI relative to its EMA,…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses an ATR-based trailing stop to generate trend signals. The stop distance is the ATR multiplied by a sensitivity setting, with the stop moving behind price as a move continues. A signal occurs when the source price crosses the stop; the…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This BTC grid strategy alternates between long and short futures positions at configurable price thresholds. When flat, it opens a base position in the direction associated with the current price region: long below a lower threshold or short above an upper…

Negociação em grelhaCriptoativosFuturosFuturos perpétuos
Strategy library

This strategy seeks directional trades from fair value gaps (FVGs), filtered by trend, volume, and price movement. It uses the relationship between 50-period and 200-period EMAs to set the trend direction. An FVG is considered actionable when volume exceeds…

CriptoativosMercados à vistaMomentumIndicadores técnicos
Strategy library

This strategy combines fast and slow exponential moving averages (EMAs) with a longer trend filter to generate directional entries. It buys when the fast EMA crosses above the slow EMA while price is above the trend filter, and sells when the reverse…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

The document describes a long-only strategy intended specifically for FNGU, a volatile leveraged equity product. It combines a long-period Bollinger Band with a short-period RSI: a long entry is associated with RSI recovering above its oversold threshold…

AçõesReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This trend-following method combines ATR-based SuperTrend bands with a smoothed signal line and a Stochastic RSI filter. It enters long when price crosses above the filtered line in an identified uptrend and Stochastic RSI is below 80; it enters short on a…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This excerpt presents a Pine Script strategy built around bullish and bearish three line strike candle patterns. It includes switches for long and short trades, a session filter, moving average display options, and several stop methods: fixed pip distance,…

Indicadores técnicosGestão do riscoVolatilidade