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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 combines a long-horizon MACD trend filter with Stochastic signals for entries and exits. Its code tracks changes in the MACD histogram across several lookback intervals to set a directional state. Long entries require a rising Stochastic…

FuturosIndicadores técnicosSeguimento de tendênciasMomentum
Strategy library

This strategy uses an EMA-based channel to classify the market as trending or sideways, then applies different entry logic in each regime. The description centers on EMA 200 with an offset, and a 9-period KDJ oscillator with stated overbought and oversold…

FuturosSeguimento de tendênciasReversão à médiaIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands with RSI and a Stochastic-style oscillator to identify potential overbought and oversold conditions. It proposes a long when RSI is below 34, the oscillator is below 20, and price is at or below the lower band; the…

CriptoativosFuturosReversão à médiaVolatilidade
Strategy library

This short-term crossover strategy pairs a 5-period fast simple moving average with a 10-period slow simple moving average, then uses a 30-period exponential moving average as a directional filter. A fast-average cross above the slow average can open a long…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This intraday equity strategy takes a position when two same-day return intervals agree in direction. It compares the 10:00 opening price with the previous session’s 15:59 close, so the first measure includes the overnight move. It then compares 15:30 with…

AçõesMercados dos EUAMomentumTestes históricos
Strategy library

This strategy combines a McGinley Dynamic average with a pair of exponential moving averages to identify trend changes. A 21-period EMA crossing a 42-period EMA sets the directional bias, while price relative to the McGinley line and a short-EMA price-cross…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This small trading-terminal plugin plots the price difference between quarterly and current-week futures contracts. It retrieves five-minute records for each contract, aligns the most recent observations by their array positions, subtracts the current-week…

FuturosCriptoativosMicroestrutura de mercadoExecução
Strategy library

This strategy defines several candlestick patterns, including long-legged doji, marubozu, gap windows, tower bottoms, mat holds, and matching highs. It combines selected bullish patterns with a condition that price is above a simple moving average, and…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This rules-based strategy combines an Advanced Sentiment Oscillator (ASO), an SSL channel, and a momentum breakout indicator. Long or short entries require alignment between the ASO’s bullish or bearish state, a recent crossover, the SSL trend direction, and…

Seguimento de tendênciasMomentumRutura de níveisIndicadores técnicos
Strategy library

This trend-following approach tracks an asset’s highest price and sets entry and exit thresholds as percentages of that peak. It describes buying when the close falls below 80% of the tracked high and closing the position when the close rises above 99%. The…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a smoothed Awesome Oscillator to generate directional signals. It calculates the difference between fast and slow moving averages of median price, using default lengths of 5 and 34 periods, then subtracts a further fast-length moving…

Indicadores técnicosMomentumFuturosTestes históricos
Strategy library

This trend-following approach adds selected low-frequency Fourier components to price and applies fast, medium, and slow moving averages. The stated defaults are 5, 20, and 200 periods. It enters long when the fast average is above the medium average and…

Seguimento de tendênciasIndicadores técnicosFuturosTestes históricos
Strategy library

This strategy combines a three-bar 123 reversal signal with the Fisher Transform. It opens a long or short position only when both indicators point in the same direction, and closes positions when their signals disagree. The document describes the reversal…

Indicadores técnicosReversão à médiaFuturosTestes históricos
Strategy library

The document describes a sector rotation approach combining relative momentum with a market regime filter. Its stated rules hold the strongest sectors by three-month gains when the S&P 500 is above its ten-month simple moving average, exit when the index…

MomentumAçõesSeguimento de tendênciasConstrução de carteiras
Strategy library

This script turns Supertrend direction changes into a simple long-only trading rule. It buys when the direction switches from positive to negative and closes the long position when direction switches back. The indicator uses an ATR length of four and a…

Indicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This strategy classifies the MACD histogram on a four-hour timeframe by both its sign and whether it is rising or falling. Those states are used to generate long and short entries or to close positions, with configurable MACD lengths and an optional mode…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This Pine Script template shows how to connect strategy orders to webhook alert messages. Its example signal uses a fast and slow moving average crossover, with selectable EMA, SMA, WMA, or RMA calculations. The example enters long or short when the averages…

Indicadores técnicosGestão do riscoExecução
Strategy library

BRAHMASTRA combines a smoothed moving-average crossover module with pivot-based trendlines. The HMA-Kahlman component compares two Hull moving-average variants, optionally smoothed with a Kahlman filter, and marks bullish or bearish crossovers. The…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This trend-following approach combines two moving-average filters with Parabolic SAR. It classifies the market as rising when the faster EMA is above the slower EMA and the faster SMA is above the slower SMA. During that condition, the rules place a stop…

Seguimento de tendênciasIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy describes staged accumulation in volatile BIST stocks. It derives support and resistance levels from price crossings with Hull moving averages applied to closing prices, then compares the distance between those levels with a configurable range.…

AçõesReversão à médiaVolatilidadeDimensionamento de posições
Strategy library

The document presents a configurable reversal strategy that combines RSI, MACD, Williams %R, volume spikes, Bollinger Bands, and divergence checks. Its inputs set indicator thresholds and lengths, choose a trading session, and let users require divergence,…

Indicadores técnicosReversão à médiaGestão do riscoDimensionamento de posições
Strategy library

The available script excerpt describes an ICT-style setup that combines session timing, trend filters, swing levels, liquidity sweeps, displacement, fair value gaps, and market-structure signals. It defines bullish and bearish context using 50- and…

Indicadores técnicosMicroestrutura de mercadoGestão do riscoExecução
Strategy library

This proposed gold strategy combines trend direction, momentum context, and candle reversals. It uses the relative positions of 50- and 200-period exponential moving averages to set direction, then looks for RSI readings from 45 to 55 and a bullish or…

Matérias-primasSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy uses fast, medium, and slow exponential moving averages to classify bullish and bearish conditions, then looks for engulfing-style candles with a minimum body-to-range ratio. The description presents trend-following and reversal entries, fixed…

AçõesSeguimento de tendênciasIndicadores técnicosDimensionamento de posições