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 combines ADX with the positive and negative directional indicators to identify trend strength and direction. It enters long when ADX is above a configurable threshold and rising over a lookback period, with DI+ above DI−; the short setup…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines three Supertrend indicators with different ATR settings and uses the Ichimoku cloud as a directional filter. It describes taking long signals when price is above all three Supertrend lines and the cloud, and short signals when below…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday strategy trades opening gaps in SPY. It compares the current session open and high or low with the previous close and range, requiring the gap measure to exceed a configurable threshold tied to the recent average high-low range. Upward gaps can…

AçõesMercados dos EUAMomentumExecução
Strategy library

This trend-following approach builds a channel from the prior 20 periods’ highest and lowest closing prices, then takes their midpoint as a reference line. A close above the midpoint prompts a long position, while a close below it prompts a short position.…

Seguimento de tendênciasRutura de níveisIndicadores técnicosFuturos
Strategy library

This Pine Script combines an ATR trailing stop reversal signal with several filters to generate long and short entries. A long signal requires price to cross above the trailing stop, a bullish alignment of the 50 and 200 period EMAs, RSI above its bullish…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This Python trading script gradually sells a target quantity using repeated limit orders. It sets each order near the current ask, adjusted upward by a configurable depth percentage, and skips placements when that price is below a minimum. Order size varies…

CriptoativosExecuçãoDimensionamento de posiçõesMicroestrutura de mercado
Strategy library

This is a long-only dollar-cost averaging framework for HBAR perpetual futures. A 14-period RSI on the four-hour timeframe arms an entry when it falls below the configured oversold threshold. The strategy begins with a base order and can add up to five…

CriptoativosFuturos perpétuosReversão à médiaDimensionamento de posições
Strategy library

This strategy uses 9, 26, and 55 period exponential moving averages (EMAs) to frame trend direction and generate trades. A higher timeframe is used to judge the broad market state, with the slope of the 55 EMA described as a bullish or bearish cue. On a…

Seguimento de tendênciasMomentumIndicadores técnicosFuturos
Strategy library

This strategy uses Supertrend direction on a higher timeframe to filter signals on a lower timeframe. The higher timeframe is derived as a configurable multiple of the chart timeframe, with a default multiplier of four. It enters long or short only when the…

Indicadores técnicosSeguimento de tendênciasTestes históricosFuturos
Strategy library

This strategy calculates Heikin-Ashi close as the average of a bar’s open, high, low, and close, then derives Heikin-Ashi open recursively from the previous bar’s values. It colors bars by direction and enters long when the calculated close is above the…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This partial automated strategy script describes a short-side setup centered on shooting-star candles. Its inputs include a session window, an optional overbought RSI filter, an optional bullish prior-bar condition, and a filter requiring the signal bar to…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesExecução
Strategy library

This proposed TSLA strategy combines RSI readings from TSLA and the S&P 100 to identify oversold conditions, then uses a Stochastic reading on TSLA to signal an exit. The stated entry requires both RSI values to fall below 30; an exit is triggered when…

AçõesReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy seeks pullbacks after breakouts, using a longer-term trend filter to set direction and a short-term retracement to time entries. The described long setup follows an 80-period high breakout and a subsequent pullback toward the prior bar’s low;…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

The code describes three candidate factors for ranking crypto assets: an ATR-based volatility measure, a volume-distribution measure, and an inverse-price measure. The volatility function calculates ATR over 14 periods, ranks the observations, and maps the…

CriptoativosVolatilidadeEstatísticaInvestimento em fatores
Strategy library

This document explains a trend-following system that compares two configurable moving averages and changes position when they cross. The averages can be selected from simple, exponential, Hull, and volume-weighted types, with independent lengths and a…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This document describes a long-only breakout method that scales a prior daily range by a coefficient and adds it to the prior close to set a threshold. When the current high exceeds that level, the strategy enters a long position. The code exits at the next…

FuturosRutura de níveisVolatilidadeSeguimento de tendências
Strategy library

This document presents a combined strategy that requires agreement between a stochastic price-reversal signal and an ADXR-based regime signal before taking a position. The reversal component compares recent closes and fast and slow stochastic values around a…

FuturosReversão à médiaSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes an automated trend strategy that uses ATR bands to define a Supertrend direction. A long signal occurs when the trend changes upward, and a short signal when it changes downward. On entry, the system sets an initial stop and can…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This basic trend-following method compares closing price with a moving average, using upward and downward crossovers to initiate long and short positions. The stated default lookback is 20 periods. It places a fixed stop loss at 1% from entry and a…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines On-Balance Volume, its simple moving average, and RSI to generate directional trades. A cross above the OBV average triggers a long when RSI is below the stated upper threshold; a cross below triggers a short when RSI is above the…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This multi-coin futures strategy compares each altcoin’s price relative to Bitcoin with a benchmark index of those relative prices. It shorts coins trading above the index and buys those below it, scaling target exposure with the size of each deviation. A…

CriptoativosFuturosReversão à médiaNegociação de pares
Strategy library

The visible portion of this script describes a daily opening-range breakout system for one-hour charts. It records the high and low of the bar beginning at 09:00, then places a buy stop above that range and a sell stop below it, each offset by a multiple of…

Rutura de níveisVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This strategy uses RSI thresholds to trigger long and short entries. It calculates RSI and upper and lower bands; crossing below the lower band signals a long, while crossing above the upper band signals a short. Signal counters and configurable pyramiding…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday system combines RSI, the Stochastic oscillator, and pivot levels to define entries and exits. It buys when RSI and Stochastic are oversold while price is above a daily pivot low; it sells short when both indicators are overbought while price is…

Reversão à médiaIndicadores técnicosMomentumFuturos