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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

The document describes a chart overlay that compares a fast and a slow exponential moving average, with a colored cloud showing which average is higher. A bullish signal occurs when the fast average crosses above the slow one; a bearish signal occurs when it…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This multi-factor framework combines three trading approaches: Stochastic reversals for ranging markets, fast-versus-slow simple moving average (SMA) crosses for trends, and price breaks beyond recent highs or lows for breakouts. ADX acts as a regime filter:…

Indicadores técnicosSeguimento de tendênciasReversão à médiaRutura de níveis
Strategy library

This short-term strategy uses the Commodity Channel Index (CCI) to identify reversals from extreme readings and a weighted moving average (WMA) as a directional filter. A long signal occurs when CCI crosses upward through -100 after being below it, provided…

Indicadores técnicosReversão à médiaCriptoativosFuturos
Strategy library

This indicator calculates a Kijun-Sen style line as the midpoint between the highest high and lowest low over a configurable lookback. It compares the bar’s high-low midpoint with that line and marks upward and downward crosses. The plotted line changes…

Indicadores técnicosSeguimento de tendências
Strategy library

This strategy combines a responsive Ghost Moving Average (GMA), normalized momentum, and Fibonacci price levels. The GMA is calculated from weighted moving averages: twice a half-length WMA minus a full-length WMA, smoothed with a WMA whose length is the…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This short-term strategy combines an ATR-derived price envelope with fast and slow exponential moving averages and two RSI readings. The described long setup requires price below the lower band, an upward EMA crossover, and the fast RSI above the slow RSI;…

Indicadores técnicosVolatilidadeNegociação de alta frequênciaFuturos
Strategy library

This trend-following system uses a short and a long simple moving average to generate directional signals. The documented defaults are 50 and 200 periods: a cross of the short average above the long average opens a long, while a cross below closes that long…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy uses the Ichimoku Cloud to define trend direction and generate breakout entries. The indicator combines the Tenkan-sen and Kijun-sen with leading spans A and B; the space between the spans forms the cloud. The document describes price above the…

Seguimento de tendênciasRutura de níveisIndicadores técnicosFuturos
Strategy library

The visible script defines controls for long-only, short-only, or two-way trading, a daily trade cap, and a minimum waiting period between trades. It also includes session and expiration settings, configurable chart tables, and futures contract fields for…

FuturosGestão do riscoDimensionamento de posiçõesExecução
Strategy library

The visible portion describes a configurable breakout strategy organized around trend, market structure, consolidation, Smart Money Concepts, volatility exits, volume analysis, and chart displays. Its inputs include three exponential moving average lengths,…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This strategy uses a moving average as a reference price and places percentage bands above and below it. It supports several average types, including DEMA, EMA, RMA, and SMA, and lets the trader choose the average window, band spacing, and number of bands.…

Reversão à médiaIndicadores técnicosDimensionamento de posiçõesFuturos
Strategy library

The strategy identifies recent pivot highs and lows as resistance and support levels, then looks for price sweeps and reversals around those levels. A short signal occurs when price has moved above resistance and then closes back below it; a long signal uses…

Reversão à médiaIndicadores técnicosMicroestrutura de mercadoGestão do risco
Strategy library

This strategy combines two indicator systems and trades only when their directional signals agree. The 123 component uses recent closing-price changes and stochastic conditions to identify potential short-term reversals. The Double Smoothed Stochastic (DSS)…

FuturosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This short example illustrates regular fixed-amount investing: at each weekly interval, it uses a fixed 100 USDT to buy an asset at the latest quoted price. The purchase quantity therefore changes inversely with price. It updates cumulative holdings and…

CriptoativosMercados à vistaDimensionamento de posições
Strategy library

This system combines RSI, a 50-period EMA, SuperTrend, Donchian channel slope, and volume to generate long and short signals. Entries require RSI to cross the midpoint, the Donchian channel to slope in the matching direction, price to be on the corresponding…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines RSI, moving averages, SuperTrend, Donchian channels, and volume to define directional entries. Long signals require RSI to cross above its midpoint, the Donchian center to rise, price to be above a longer-term EMA, SuperTrend to be…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This open-source strategy is organized around confirmed swing highs and lows. Its lookback setting controls how many elapsed bars are needed before a pivot is identified. The visible settings also include a selectable moving-average type and length for trend…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This document describes a long-only trend-following system using 9- and 15-period EMA crossovers for timing and a 50-period EMA as a trend filter. A bullish crossover while price is above the long EMA opens a position; a bearish crossover below it closes the…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following strategy calculates Supertrend using Heikin Ashi data and places stop-entry orders when the Supertrend direction changes. On a bullish flip, it sets a long stop above the Heikin Ashi high by a configurable percentage buffer; on a bearish…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This strategy places limit orders near the lower and upper Bollinger Bands, seeking long positions below the lower band and short positions above the upper band. It uses a moving-average basis as the exit reference and includes percentage-based stop orders.…

FuturosReversão à médiaIndicadores técnicosExecução
Strategy library

This indicator marks a potential bullish order block at the last down candle before a run of up candles, and a bearish block at the last up candle before a run of down candles. The default setting requires seven subsequent candles in the same direction. A…

FuturosIndicadores técnicosMicroestrutura de mercadoTestes históricos
Strategy library

This intraday approach uses a 50-period EMA as a price filter and the Stochastic Momentum Index (SMI) for entry timing. During the morning session, it goes long when SMI crosses above its signal line while below zero, provided price is above the EMA. A close…

AçõesRutura de níveisMomentumIndicadores técnicos
Strategy library

The strategy enters when a short EMA crosses a longer EMA and the MACD line agrees with the trade direction. It places stop-loss and take-profit levels using ATR, with the target set at twice the stop distance. Position size is calculated from the distance…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This strategy combines a 50-period and a 150-period EMA trend filter with a Stochastic oscillator for entries. A long setup requires price above both averages, the shorter EMA above the longer one, and the Stochastic K line crossing above D while below 30. A…

FuturosIndicadores técnicosSeguimento de tendênciasMomentum