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
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 a 14-period RSI on an M5 timeframe to seek reversals from extreme readings. It enters long when RSI falls below 30 and short when RSI rises above 70, but only during a specified daily trading window. Each trade has a fixed 1% stop and 2%…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições
Strategy library

The document outlines a composite, low-frequency CTA approach that combines multiple factors, markets, time horizons, and strategy types. Its components include trend following, mean-reversion signals intended to offset trend exposure, swing trading that…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This strategy builds a multi-period price channel from conversion, base, and leading-span lines, then uses price position and line ordering to define directional entries. A long signal requires the close above the displaced second leading span, the first…

Seguimento de tendênciasIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy pairs the Williams Alligator’s three smoothed price averages with a longer exponential moving average (EMA). It opens a long position when price is above the EMA and the Alligator lines are ordered upward; it opens a short when price is below…

Seguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This scalping strategy combines a momentum oscillator’s divergence signals with an adaptive moving-average channel’s extreme readings. It seeks entries when the signals align and recent candle bodies grow successively larger, using the most recent swing high…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This intraday method combines a momentum oscillator’s divergence signals with an adaptive moving average’s upper or lower extremes. It seeks early moves after range-bound consolidation: bullish divergence and a lower-side AMA extreme support a long, while…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This strategy uses a fast and a slow moving average to generate long trades. The fast average may be a simple or exponential moving average, while the slow average can optionally be set as a multiple of the fast period. A cross above the slower average opens…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Pine Script strategy is designed to turn plotted indicator values into orders on a chart. It offers signal modes for signed pulses, threshold crossings, two-series crossovers, separate trigger series, and three-source logic. A built-in volume mode…

Indicadores técnicosExecuçãoTestes históricosDimensionamento de posições
Strategy library

This intraday method tracks each day’s high and low, calculates two Fibonacci retracement reference levels from that range, and signals long when the close breaks above the daily high or short when it falls below the daily low. The Fibonacci levels are…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy uses a 33-period exponential moving average to identify directional changes. It enters long when the close crosses above the EMA and short when it crosses below, then uses recent highs and lows over a 14-period lookback as profit targets and…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy calculates the Chande Momentum Oscillator (CMO) from recent price changes and compares it with rolling percentile thresholds. Using a stated lookback of 425 periods, the document describes entering long when CMO reaches its low extreme…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This experimental strategy uses a random coin-flip result to choose a long or short position on a selected weekday. It sets take-profit and stop levels at one ATR from the entry reference, giving a nominal one-to-one reward-to-risk distance, and describes…

FuturosCriptoativosTestes históricosEstatística
Strategy library

This swing strategy combines ten technical indicators into bullish and bearish scores. Three indicators—ALMA, STC, and DEMA-DMI—receive double weight, while the others receive one point. The score difference defines weak or strong directional signals, and…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

The document presents a script for a VWAP-based intraday strategy. It calculates VWAP from typical price and uses the prior bar's VWAP as a rolling limit price; the prior close's position relative to that VWAP sets a mechanical long or short bias. Inputs…

Indicadores técnicosExecuçãoGestão do risco
Strategy library

This strategy modifies the Chande Momentum Oscillator (CMO) by ignoring price changes smaller than a configurable threshold. It sums the filtered gains and losses over a lookback window, then compares the oscillator with upper and lower bands to set a…

FuturosCriptoativosMomentumSeguimento de tendências
Strategy library

This strategy uses short-period exponential moving averages, particularly the 5, 9, and 21 periods, to help identify directional changes. A shorter average crossing above a longer one is treated as bullish, while a downward cross is bearish. RSI is used to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The visible portion describes a long-only strategy with two entry engines. The dip engine looks for a broadly bullish context, defined by price above VWAP and a slower EMA, then checks for a pullback near a faster EMA and a bullish reversal candle. The…

Seguimento de tendênciasRutura de níveisIndicadores técnicosExecução
Strategy library

This document explains a basic trend-following approach using an 8-period EMA and a 72-period EMA on closing prices. A cross of the shorter average above the longer one is treated as a buy signal; a cross below it is treated as a sell signal. The rationale…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines fast and slow exponential moving averages with an RSI filter and a long-term direction check. A fast EMA crossing above the slow EMA signals a potential long, while a downward cross signals a potential short. RSI movements from…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

The document describes a long-only strategy that combines Supertrend direction changes with RSI conditions and an ADX strength filter. It specifies a long entry when Supertrend changes direction, several RSI readings meet the stated conditions, and ADX is…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a grid strategy that places buy and sell orders across a defined price range. It opens a position when price moves across a grid level and closes it when price crosses back through the adjacent level, aiming to harvest repeated price…

CriptoativosFuturosNegociação em grelhaGestão do risco
Strategy library

This Pine Script excerpt describes a configurable framework for evaluating trade exits and risk settings. It offers a choice between a risk-to-reward target and fixed percentage take-profit and stop-loss levels. In risk-to-reward mode, the target ratio is…

Gestão do riscoTestes históricosDimensionamento de posiçõesIndicadores técnicos
Strategy library

This long-only strategy combines a linear regression line and a lower channel band with a Hull moving average (HMA) filter. It enters when price falls below the channel band while remaining above the HMA, then closes the position when price rises above the…

Seguimento de tendênciasIndicadores técnicosReversão à médiaFuturos
Strategy library

This short-term strategy combines ATR-based bands with a pair of RSI measures and two exponential moving averages. A long setup occurs when the bar opens below the lower ATR band and the faster RSI exceeds the slower RSI; a short setup uses an open above the…

Indicadores técnicosMomentumVolatilidadeFuturos