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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 strategy detects hammer and shooting star candles using the relationship between each candle’s body and its upper and lower wicks. A hammer is defined as a bearish candle with a long lower wick and a limited upper wick; a shooting star is a bullish…

Indicadores técnicosReversão à médiaGestão do riscoExecução
Strategy library

This strategy looks for reversals at the edges of 20-period Bollinger Bands. A move back above the lower band triggers a long entry, while a move below the upper band triggers a short. It pairs these signals with a 14-period ATR and describes stop and target…

FuturosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This futures strategy combines a short-term reversal setup with a bandpass filter. Its 123 component uses recent closing-price direction and a 9-period stochastic oscillator to identify potential reversals. The bandpass component classifies direction by…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only strategy combines entry conditions inspired by two approaches, BinHV45 and ClucMay72018. One setup looks for an unusually wide Bollinger envelope, a sharp close-to-close move, a small lower tail, and a close below the prior lower band. The…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This example demonstrates how an algorithm can convert incoming security data into five-minute bars. It subscribes to SPY options with a strike and expiration filter, then listens for changes to the option chain. When securities are added, it attaches a…

OpçõesAçõesExecução
Strategy library

This strategy combines a short-term momentum filter with a moving average breakout to generate directional entries. It signals long when the current and previous two momentum readings are above 50 and price is above the five-period exponential moving…

FuturosCriptoativosMomentumRutura de níveis
Strategy library

This strategy applies several moving averages to a 14-period RSI and uses the crossover between the medium and long averages to signal entries and exits. The described defaults are 50 and 100 periods for those averages; their types can be selected from…

Indicadores técnicosMomentumFuturosTestes históricos
Strategy library

This BTC futures strategy combines RSI and CCI threshold conditions with a minimum persistence period. It describes timeframe-dependent settings, a 200-period EMA as a trend reference, and exits based on changes in RSI or CCI from their values at entry. In…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This document presents a BTC/USDT futures strategy built around the VuManChu Cipher B indicator family. Its settings expose WaveTrend oscillators and regular or hidden divergence signals, with optional money flow, RSI, Stochastic RSI, higher-timeframe…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

The strategy combines a fast and slow exponential moving average with an ADX trend-strength filter, then looks for pullbacks using RSI. It specifies an ATR-based stop and partial profit taking at a rolling price extreme. The accompanying Pine source also…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy ranks configured equity sectors by the average lookback return of their valid constituents, using closed four-hour bars. It buys every member of the strongest sector and shorts every member of the weakest, with equal total notional on each…

AçõesMomentumFuturos perpétuosConstrução de carteiras
Strategy library

This long-only method combines a Trend Regularity Adaptive Moving Average (TRAMA), a trendline breakout, and RSI. It enters when price is above TRAMA and crosses above an upper trendline, while limiting entries to one per calendar month. A position is closed…

FuturosSeguimento de tendênciasMomentumRutura de níveis
Strategy library

This bidirectional reversal method looks for price to breach a recent high or low, then requires a strong candle in the opposite direction before signaling a trade. The reversal candle must exceed a threshold based on the 14-period ATR. A breach below a…

Reversão à médiaVolatilidadeIndicadores técnicosGestão do risco
Strategy library

The main discussion describes a system that calculates support and resistance zones from prior high-low ranges and closes across monthly, weekly, and daily timeframes. It uses scaled range offsets to define nearer and farther levels, then seeks a long entry…

MultiactivosVolatilidadeRutura de níveisIndicadores técnicos
Strategy library

This script is designed to generate short-term call and put signals for SPY and QQQ using a weighted set of technical conditions. It includes fast and slow EMA crossovers, a longer-term EMA trend filter, RSI, VWAP, volume spikes, MACD, stochastic readings,…

AçõesOpçõesIndicadores técnicosMomentum
Strategy library

This Bitcoin trend-following script enters when the Supertrend direction flips, using a long entry only when price is above a long-term exponential moving average and a short entry only when it is below. An optional ADX filter requires trend strength to…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines Ichimoku components to seek medium- to long-term directional moves. It signals around price crossings of the Kijun-sen, filters entries by whether price is above or below the cloud, and uses the lagging span as additional confirmation.…

FuturosSeguimento de tendênciasIndicadores técnicosRutura de níveis
Strategy library

This strategy derives an nBBB indicator from relationships among the current and prior candlesticks, using their open, high, low, and close values to estimate changes in bullish and bearish pressure. When nBBB falls below a configurable sell threshold, the…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This system uses the relationship between 50-day and 200-day EMAs to set the permitted trade direction. It then waits for price to approach the 50-day EMA and for RSI to recover from an oversold reading in an uptrend, or retreat from an overbought reading in…

CriptoativosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy pairs a recursive G-Channel indicator with an exponential moving average filter. The channel tracks upper and lower boundaries from recent closes; its direction is inferred from the recency of crossings. The rules take a long position when the…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This strategy combines a 123-style reversal rule with Elder Ray bull and bear power. The reversal component uses two consecutive closes in one direction and a 9-period stochastic condition: a long requires a low slow stochastic reading, while a short…

FuturosCriptoativosReversão à médiaSeguimento de tendências
Strategy library

This intraday signal framework starts with a 7 period EMA crossing a 14 period EMA. It confirms a long signal with RSI above 50, a positive MACD histogram, and a bullish candle; a short-side crossover with RSI below 50, a negative histogram, and a bearish…

MomentumIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This monitoring tool collects Binance spot trade events for a configurable pair and interval. It classifies each trade by the exchange’s maker-side flag, accumulates traded quantity and notional value for buyer- and seller-initiated flow, and displays the…

CriptoativosMercados à vistaMicroestrutura de mercadoEstatística
Strategy library

This strategy builds two trailing stop lines from ATR: a fast layer using a 5-period ATR at a 0.5 multiplier and a slow layer using a 10-period ATR at a 3 multiplier. Each line updates with price, tightening in the favorable direction while maintaining an…

FuturosSeguimento de tendênciasVolatilidadeIndicadores técnicos