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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy combines three exponential moving averages with a stochastic oscillator to identify and confirm medium-term trend changes. A long signal requires both the 5-period and 15-period EMAs to cross above the 50-period EMA at the same time that the…

CriptoativosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy combines a fast and slow Hull-style moving average comparison with Ichimoku cloud, MACD, and a cross-timeframe price filter. Long entries require the faster line to lead, price to be above the slower line, the cloud to be bullish, MACD to…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy pairs Supertrend direction changes with MACD-style moving-average crossovers, entering only when both indicate the same direction. A bullish Supertrend flip and upward crossover trigger a long entry; corresponding bearish signals trigger a…

Seguimento de tendênciasMomentumIndicadores técnicosVolatilidade
Strategy library

This strategy combines a fast and a slower EMA crossover with daily and weekly RSI filters. A bullish crossover qualifies for a long entry only when both RSI readings exceed their bullish thresholds; a bearish crossover qualifies for a short entry only when…

Seguimento de tendênciasMomentumIndicadores técnicosTestes históricos
Strategy library

This long-only system uses the relationship between a shorter and a longer simple moving average to define the trend, then looks for a Stochastic RSI crossover as a timing signal. It enters when the faster oscillator line crosses above the slower line while…

Seguimento de tendênciasMomentumIndicadores técnicosTestes históricos
Strategy library

This strategy combines Bollinger Band breakouts with an ATR-adjusted Follow Line that acts as a direction-sensitive trailing level. The line is updated with a ratchet rule: it can advance with the trend but does not retreat against it. Changes in its…

Seguimento de tendênciasRutura de níveisIndicadores técnicosVolatilidade
Strategy library

This script enters a long position when a 9-period EMA crosses above a 21-period EMA while volume is at least 1.5 times its 20-period average. It closes that long position when the reverse EMA crossover occurs with the same volume condition. The script also…

Indicadores técnicosMomentumAções
Strategy library

This strategy calculates the Ichimoku conversion line, base line, leading spans, and lagging span from rolling price highs and lows. Its described entry logic uses the base line as a trend boundary and applies candle-body and candle-color filters. In the…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This document describes a trend-following system built around the Gann HiLo Activator. It computes moving averages of highs and lows over a chosen length, with an offset, and tracks a directional state: a close above the prior upper band turns the state…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This note combines three exponential moving averages with MACD signals to stage long entries and manage exits. It describes a first entry when MACD momentum crosses upward above zero, another when the fast average crosses the intermediate average, and a…

Indicadores técnicosMomentumSeguimento de tendênciasFuturos
Strategy library

This note describes a stock strategy using Bollinger Bands and a moving average to produce entries and exits. It gives a 20-period band setup, with the middle line as a simple moving average and the outer lines set at a stated standard-deviation distance.…

Indicadores técnicosRutura de níveisVolatilidadeTestes históricos
Strategy library

This strategy combines pin bar signals with moving average trend filters to trade breakouts. It calculates fast and slow averages, identifies bullish or bearish candles using wick proportions, and checks whether price pierces an average before placing a stop…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines directional movement and MACD signals to guide trades. It compares +DI with -DI to determine directional bias, then uses a MACD line cross of its signal line for entry timing: bullish alignment supports a long and bearish alignment a…

FuturosIndicadores técnicosSeguimento de tendênciasMomentum
Strategy library

This rule-based long strategy enters when price moves above either a rolling all-time-high proxy or the 52-week high calculated from weekly data. Each breakout level can be enabled independently, and the entry is taken only when no position is already open.…

Rutura de níveisMomentumVolatilidadeIndicadores técnicos
Strategy library

This strategy combines trend direction across hourly, four-hour, and daily charts with momentum, optional volume and breakout filters, and market structure concepts. Trend is assessed using price relative to EMA and VWAP; signals are intended to align with a…

MultiactivosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This trend-following method uses a fast and slow exponential moving average (EMA) crossover to choose direction. A cross of the fast EMA above the slow EMA signals a long entry; a cross below signals a short entry. The published defaults are 9 and 21…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy uses the difference between On Balance Volume (OBV) and its exponential moving average as a momentum oscillator. It enters long when the oscillator crosses above zero and short when it crosses below zero, provided no position is open. Its…

Indicadores técnicosMomentumGestão do riscoExecução
Strategy library

This short-term reversal approach identifies runs of three candles in the same direction, then looks for a large candle move as an entry trigger. After three down candles, a sufficiently large down candle prompts a long entry; after three up candles, a large…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy uses five exponential moving averages, spanning short to long lookback periods, to organize four long-entry zones. It adds to a long position as price falls through progressively longer EMA ranges, with larger quantities assigned to later…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This reversal strategy fades selected Bollinger Band breakouts. It sells after the prior close crosses above the upper band when RSI is above 50 and the MACD line is above its signal line. It buys after a cross below the lower band when RSI and MACD are…

FuturosCriptoativosReversão à médiaVolatilidade
Strategy library

This strategy uses Supertrend to take intraday long or short positions. A close above the indicator line signals long, while a close below signals short; entries are allowed only during a user-defined trading session. The indicator’s multiplier and ATR…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document presents a long-only strategy with selectable simple and augmented Bollinger Bands. The simple version uses a simple moving average of closing prices as its middle band; the augmented version uses exponential averages of closes, highs, and lows.…

Indicadores técnicosSeguimento de tendênciasVolatilidadeFuturos
Strategy library

This strategy filters candlesticks by body size, then combines directional runs of qualifying bars with price breakouts and an optional simple moving average filter. The description defines a meaningful bar using a body-size comparison with recent bars, and…

Rutura de níveisIndicadores técnicosSeguimento de tendênciasFuturos
Strategy library

This strategy uses Heikin-Ashi-style prices to generate directional signals. It defines the smoothed close as the average of a candle’s open, high, low, and close, then calculates the smoothed open recursively from the prior smoothed open and close. A cross…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos