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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 daily futures strategy calculates Qstick as the moving average of the difference between each bar's close and open. A move from negative to positive Qstick prompts a long entry when price is above its simple moving average; a move from positive to…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines RSI thresholds with bullish or bearish engulfing-style candles to seek reversals. A long signal requires RSI to be at or below its oversold threshold currently or on the previous bar, alongside a bullish candle that closes above the…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This strategy estimates buying and selling pressure by splitting each candle’s volume into bullish and bearish portions. It assigns all volume to buyers when the close exceeds the open; for a down candle, it estimates the bullish share from the open’s…

Indicadores técnicosSentimento de mercadoFuturosCriptoativos
Strategy library

This primarily long strategy combines volume, momentum, and trend measures to seek entries when several conditions align. It requires OBV to exceed its moving average, positive net volume, RSI above a threshold, and MFI below a threshold. A short-term EMA is…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy combines EMA trend direction, candlestick shapes, rolling support and resistance, and risk-based sizing. It defines trend using the relative positions of the 20- and 90-period EMAs. In an uptrend, a bullish candle with a sufficiently long lower…

Indicadores técnicosSeguimento de tendênciasDimensionamento de posiçõesGestão do risco
Strategy library

This proposed long-only method combines three indicators to identify pullbacks: price must close below the lower Bollinger Band, the stochastic K line must be below 20 and above its D line, and RSI must be below 30. For an exit, the document describes…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This indicator varies the lookback length of a Hull moving average according to either a volume measure or a volatility comparison. When the selected condition is active, the lookback contracts; otherwise, it expands within user-set bounds. A slope…

Indicadores técnicosVolatilidadeSeguimento de tendênciasFuturos
Strategy library

This strategy combines a fast RSI with a slower RSI to filter entries. Its stated rules use a 5-period RSI and a 14-period RSI: the fast RSI crossing above 70 with the slow RSI above 50 triggers a long, while a fast RSI crossing below 30 with the slow RSI…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This strategy description proposes buying when an 11-period RSI falls below 20, with a 290-period EMA intended to filter for longer-term trend conditions. It describes a 1.4% stop loss, a 3.5% profit target, and an RSI exit above 79. It also proposes adding…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
Strategy library

The strategy combines recent bar extremes with a 200-period simple moving average to define long entries and exits. Its description uses the lowest low and highest high over seven bars, with the moving average intended to filter trades by trend. However, the…

Rutura de níveisIndicadores técnicosSeguimento de tendênciasTestes históricos
Strategy library

This long-only dip-buying approach uses a 14-period RSI and a 100-period simple moving average. It enters when RSI falls below 35 while price is below the moving average, then closes the position when RSI rises above 65. The RSI thresholds seek to identify…

CriptoativosReversão à médiaIndicadores técnicosTestes históricos
Strategy library

This strategy uses an RB SSL channel derived from moving averages of highs and lows to switch between long and short positions. The listed periods are both 13. The source code updates a directional state according to whether the close is above the high…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

The available excerpt describes an intraday strategy configured for a one-hour session beginning at 2 a.m. Eastern time. It allows weekday selection and includes fast and slow exponential moving averages, RSI thresholds, and an option to favor short…

Indicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This composite system combines a 123-style reversal signal with a recursive moving trend average. The reversal component uses consecutive price changes alongside stochastic oscillator conditions; the trend component recursively updates an estimated price and…

FuturosCriptoativosReversão à médiaSeguimento de tendências
Strategy library

This strategy describes entries around a smoothed moving average and volatility channel, with RSI and EMA conditions intended to filter signals. The narrative specifies a 60-period weighted moving average construction and bands based on true range; it says…

FuturosCriptoativosRutura de níveisIndicadores técnicos
Strategy library

This document provides a simple Freqtrade strategy intended to compare backtest behavior across platforms. It calculates 14-period and 28-period simple moving averages on hourly data, marks a long entry whenever the fast average is above the slow average,…

Testes históricosIndicadores técnicosSeguimento de tendênciasFuturos
Strategy library

This trend-following strategy uses the 9-period and 20-period exponential moving averages to generate directional signals. It also describes using price crossing the 9-period EMA as an additional, faster signal. A trailing stop is intended to follow…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This intraday system combines a fast and slow exponential moving average crossover with RSI as a momentum filter. It enters long when the fast EMA crosses above the slow EMA while RSI is above 50, and short when the reverse crossover coincides with RSI below…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy pairs an Ichimoku Tenkan line as a trend reference with MACD crossovers as reversal signals. The stated rule sells when MACD crosses down while price is classified as above the Tenkan line, and buys on an upward cross when price is below it. It…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This intraday approach combines Supertrend direction changes with MACD histogram momentum to trade long or short. It describes opening positions when the indicators align, switching direction as signals change, and closing all positions at a set time each…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This combined strategy requires agreement between a 123 reversal system and a price filter described as empirical mode decomposition. The reversal component uses two consecutive higher or lower closes alongside a comparison between fast and slow stochastic…

FuturosReversão à médiaIndicadores técnicosEstatística
Strategy library

This strategy uses two exponential moving averages to generate trend-following entries. It enters long when the faster average crosses above the slower one and short when it crosses below. The document describes the EMA’s recursive weighting, in which the…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy pairs the KDJ oscillator with a moving average to produce directional entries. It calculates K and D from the stochastic relative value, then derives J as three times K minus twice D. A short entry is specified when J reaches or exceeds the…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This system combines fast, medium, and slow moving averages with an RSI filter and optional higher-timeframe moving-average confirmation. Entries can be configured as retests into a moving-average zone or breakouts out of it, with direction checked against…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco