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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 reversal system looks for candles that test beyond daily Bollinger Bands and show a sufficiently large wick relative to the candle body. Its default configuration uses 20-period bands with a standard-deviation multiplier of 2, and a minimum wick-to-body…

Reversão à médiaVolatilidadeIndicadores técnicosDimensionamento de posições
Strategy library

This intraday strategy uses the prior session’s high and low as breakout levels, then checks trend and volume flow before entering. A long signal requires the day’s high to cross above the previous high, the close to be above a moving average, and a…

Rutura de níveisIndicadores técnicosExecuçãoGestão do risco
Strategy library

This short-term strategy uses an altered MACD-style indicator to trade against its crossover signals. It calculates a 32-period and a 5-period exponential moving average of closing prices, takes their difference, and smooths that difference with another…

MomentumIndicadores técnicosGestão do riscoCriptoativos
Strategy library

This scalping system seeks breakouts when short-term volatility rises and the higher-timeframe trend agrees. It compares a seven-period ATR with a fourteen-period EMA of ATR, requiring the ATR to exceed the smoothed value by a stated multiplier. Direction…

Rutura de níveisSeguimento de tendênciasVolatilidadeIndicadores técnicos
Strategy library

This trend and momentum strategy combines a fast and slow simple moving average crossover with a longer moving average as a directional filter. The described settings use five-, thirteen-, and fifty-period averages: a bullish crossover above the trend…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This spot strategy repeatedly places a buy limit order at a preset price, then places a sell limit order after the buy fills. Once the sell fills, it returns to the buy stage, creating a simple two-price trading loop. The parameters include the buy and sell…

Mercados à vistaNegociação em grelhaExecuçãoTestes históricos
Strategy library

This short-term strategy adapts a Sequential-style setup by comparing each bar’s high and low with those from two bars earlier. Consecutive higher highs or lower lows build a count capped at seven; a completed count signals a reversal entry against the…

Indicadores técnicosReversão à médiaFuturosGestão do risco
Strategy library

This trend-following system uses a 9-period and 15-period simple moving average crossover for direction, filtered by a 200-period exponential moving average. The stated entry rules allow longs after a bullish crossover when price is above the long-term EMA,…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy compares a fast exponential moving average with a slower simple moving average. The stated default periods are 13 and 30. When the fast average is above the slow one, the basic logic enters long; when the slow average is above the fast one, it…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy uses a fast exponential moving average and a slower simple moving average to switch between long and short positions. The documented default periods are 13 for the EMA and 30 for the SMA. The basic rule enters long when the fast average is…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines price crossings of volume-weighted average price (VWAP) with the direction of a Supertrend indicator. A long signal occurs when price moves above VWAP while Supertrend is positive; a short signal requires a move below VWAP while…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses Ichimoku components to identify long and short trends. Entries require the current and projected clouds to favor the trade direction, with optional checks for the conversion line, base line, price position, and indicator slopes. The…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy scores the alignment of price and a set of moving averages to estimate trend strength. It awards weighted points when price stands above successive averages and when shorter averages exceed longer ones, then sums the score over a configurable…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This one-hour trend strategy uses Ichimoku conversion and base lines to identify direction changes, then applies ADX as a trend-strength filter. The document specifies lookback lengths of 18 bars for Tenkan and 58 for Kijun; a cross upward is treated as…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only trend strategy builds an enhanced MACD series in stages: it subtracts a slow EMA from a fast EMA, smooths that difference with a signal EMA, then smooths the residual between MACD and its signal. The stated approach enters long when the…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This strategy combines swing-based breaks of structure with fair value gaps. It records recent swing highs and lows, treats a confirmed close beyond one as a directional break, and looks for a same-direction gap formed within a specified bar window. A long…

Indicadores técnicosRutura de níveisFuturosGestão do risco
Strategy library

This strategy uses the direction changes of a short-period Hull moving average (HMA) to time entries and a longer-period HMA to confirm the broader trend. A short HMA turn triggers a trade only when the long HMA points in the same direction, aiming to filter…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy combines Bollinger Bands, a moving average, and RSI to seek short-term trades. The described long condition requires price above the upper band and moving average while RSI is below a lower threshold. The code also defines the mirror-image…

Indicadores técnicosRutura de níveisGestão do riscoExecução
Strategy library

This UMD strategy ranks stocks by returns over a long lookback while omitting the most recent month, then buys the strongest group and shorts the weakest. It updates the selections monthly, uses equal weighting, and delays positions by one period before…

AçõesMomentumInvestimento em fatoresConstrução de carteiras
Strategy library

This long-only strategy uses Ichimoku components to identify an upward trend. It enters when the close is above both cloud spans, the cloud is rising, and the conversion line exceeds the base line. A further lagging-span condition compares current price with…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy combines a 123 Reversal signal with an Elder-style power measure. It takes a long position when both components signal long, a short position when both signal short, and closes positions when they disagree. The reversal component uses recent…

Indicadores técnicosMomentumReversão à médiaTestes históricos
Strategy library

The strategy seeks long entries when technical indicators align across six timeframes, from one minute to one day. It describes checking RSI, Stochastic, Stochastic RSI, and CCI against configured ranges and for rising values. The written rules say each…

Seguimento de tendênciasIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This long-only strategy combines a long-period exponential moving average with RSI. It enters when price crosses above the EMA and RSI is above its specified entry threshold, using the EMA as a broad trend filter and RSI as a momentum condition. It exits…

FuturosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-entry system replaces a fixed RSI trigger with Bufi’s Adaptive Threshold method. It calculates a short-period RSI, estimates price-trend slope with linear regression, and measures dispersion with standard deviation. The normalized slope adjusts the…

FuturosReversão à médiaIndicadores técnicosVolatilidade