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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
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 long-only breakout approach looks for a bullish candle pattern using four conditions: the current low falls below both its open and the prior candle’s low, while its close is above its open and above the prior candle’s open and close. When all…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy combines the SuperB indicator’s SpreadVol momentum measure with a price-based trend tracker. SpreadVol is derived from price range, volume, and the open-to-close move; its smoothed values and dispersion contribute to trend thresholds. A trend…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This trend-following system enters long when a 9-period EMA crosses above a 21-period EMA and short when it crosses below. It uses a 14-period ATR to set stop and target distances: the stated defaults place the stop 1.5 ATR from the current price and the…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy combines trend, momentum, price-location, and volatility indicators. It uses 50- and 200-period EMAs for trend direction, RSI to qualify momentum, VWAP as a price reference, and Supertrend as another directional filter. The source enters long…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses Bollinger Bands to identify possible reversals after unusually extended price movement. The prose describes buying after price rebounds from the lower band and shorting after it falls back from the upper band. The supplied script instead…

FuturosCriptoativosReversão à médiaVolatilidade
Strategy library

This trend-following method calculates fast and slow exponential moving averages, with listed default periods of 12 and 26. It defines a bullish zone when the fast average is above the slow average and price is above the fast average; the bearish zone…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses an ATR-width Supertrend channel to identify trend changes. A move above the upper rail signals a long entry, while a move below the lower rail signals a short entry. The channel’s width is based on average true range and a multiplier; the…

FuturosCriptoativosRutura de níveisSeguimento de tendências
Strategy library

This strategy seeks directional trends by requiring five moving average types—simple, exponential, smoothed, weighted, and volume-weighted—to slope in the same direction. The description says it calculates fast averages over 8 periods and slow averages over…

Seguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This five-minute long-only strategy combines a fast stochastic crossover, an ADX threshold, and the open price relative to a short EMA channel. It enters when the open is below the five-period EMA of lows, fast %K crosses above %D, both stochastic values are…

Indicadores técnicosMomentumGestão do risco
Strategy library

This trend-following framework combines a fast and intermediate simple moving average crossover with a longer moving average filter and VWAP confirmation. A long entry requires the 9-period average to cross above the 50-period average, the 200-period average…

Seguimento de tendênciasIndicadores técnicosFuturosExecução
Strategy library

The document presents a Supertrend approach paired with an equity-curve filter. Supertrend uses an ATR-based band to identify direction, while the proposed filter compares strategy net profit with an exponential moving average. The stated rule is to allow…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

The source implements a daily Keltner Channel breakout approach for an index futures contract. It builds the channel around an exponential moving average (EMA), using a rolling average of true range to set its width. A shorter EMA confirms trend direction,…

FuturosRutura de níveisSeguimento de tendênciasVolatilidade
Strategy library

This strategy combines a three-bar price reversal pattern with a Positive Volume Index (PVI) filter. It enters long after two lower closes followed by a higher close, or short after two higher closes followed by a lower close, subject to a Stochastic…

Indicadores técnicosReversão à médiaMomentumFuturos
Strategy library

This short-term strategy description combines an ATR-based price channel with fast and slow EMAs and RSI readings of different lengths. The prose presents channel breaks, EMA crossovers, and RSI extremes as a multi-indicator signal process, and identifies…

Indicadores técnicosRutura de níveisVolatilidadeFuturos
Strategy library

This strategy pairs an inside-bar pattern with a moving average filter. It identifies an inside bar within a configurable lookback, then looks for price to break above that bar’s high for a long entry or below its low for a short entry. The direction is…

Indicadores técnicosRutura de níveisFuturosGestão do risco
Strategy library

This document outlines an EMA crossover strategy using fast and slow averages on short timeframes, with volume and RSI conditions intended to filter entries. It also describes a stay-out rule based on consecutive narrow-range bars and labels market…

Indicadores técnicosSeguimento de tendênciasRutura de níveisTestes históricos
Strategy library

This document outlines two RSI-based approaches. The simpler method calculates RSI with a smoothed moving average and takes a long position when RSI falls below 30 or a short position when it rises above 70. It also describes a pattern-recognition method…

Indicadores técnicosReversão à médiaAçõesTestes históricos
Strategy library

This partial script presents a TradingView strategy that detects many named candlestick formations and can filter signals by the prevailing trend. The trend setting uses either the close relative to a 50-period simple moving average, the alignment of 50- and…

Indicadores técnicosAçõesGestão do riscoTestes históricos
Strategy library

This document describes a bot that maintains target portfolio weights by comparing each asset’s current value with its assigned share of total portfolio value. For each asset, configurable buy and sell deviation thresholds determine when the bot trades…

Construção de carteirasDimensionamento de posiçõesExecuçãoMultiactivos
Strategy library

This strategy combines Ichimoku conditions with Average Directional Index measures to seek directional moves. Its long setup requires price above the displaced cloud, the conversion line above the base line, a bullish cloud, sufficient ADX, and a positive…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This order-placement utility submits a sequence of limit orders at regular price intervals. For a buy ladder, the first order is at the configured starting price and later orders step downward; for a sell ladder, prices step upward. The user specifies the…

ExecuçãoMicroestrutura de mercadoDimensionamento de posições
Strategy library

This trend-following method uses Average True Range to scale a trailing stop to recent volatility. In an uptrend, the stop is anchored below the running price high by a multiple of ATR; in a downtrend, it is placed above the running low. A move through the…

Seguimento de tendênciasVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy scans for a broad set of bullish and bearish candlestick patterns, including reversal and continuation formations. It assigns directional signals by pattern type and can filter interpretation using moving-average trend conditions: price…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos
Strategy library

This indicator applies Shannon entropy to price and volume data as a measure of how information changes over a rolling window. It can calculate the two streams separately or display their difference, with optional bands and percentile-rank markers. The…

Indicadores técnicosEstatísticaFuturosTestes históricos