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 trend-following strategy combines T3, a Fibonacci-parameterized T3 variant, and the MavilimW weighted moving average. Depending on which components are enabled, entries and exits use price crossings, crosses between the two T3 lines, or agreement among…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy defines consolidation on a four-hour chart and seeks entries on a five-minute chart after a breakout and retest. It uses the prior 12 higher-timeframe bars to form a range, requires a strong breakout candle and a buffer beyond the range, and…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This short-term system combines price levels, volume-weighted average price, and Stochastic RSI. Its stated logic looks for alignment among breaks of pivot or Fibonacci support and resistance, VWAP and average-price crosses, and Stochastic RSI crosses before…

CriptoativosFuturosIndicadores técnicosRutura de níveis
Strategy library

This strategy combines a 14-period RSI with short- and medium-term simple moving averages to seek entries when momentum and trend conditions coincide. Its stated rules use a 9-period average crossing a 50-period average, with RSI below 30 for longs and above…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This automated spot-trading script describes a long-only approach using MACD and price conditions. It checks for enough historical bars, then enters when the MACD difference is positive and the histogram moves above a configured threshold after being below a…

Indicadores técnicosMomentumExecuçãoGestão do risco
Strategy library

This strategy compares two linear regression curves calculated from closing prices: a 100-day curve and a 150-day curve. It signals a long position when the shorter curve crosses above the longer one and a short position when it crosses below. The shorter…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-only strategy for BCH perpetual futures seeks to fade overbought price spikes. Its entry signal is a 9-period RSI on a five-minute timeframe crossing down through 80. After the initial short, it can add up to three averaging orders at fixed…

CriptoativosFuturos perpétuosReversão à médiaIndicadores técnicos
Strategy library

This trend-following strategy aims to stay long during sustained price advances. It enters after a weighted moving average has risen for five consecutive days and exits after it has fallen for four consecutive days. The document says that counting…

FuturosCriptoativosSeguimento de tendênciasMomentum
Strategy library

This strategy uses a short and long simple moving average to generate directional trades. The description presents a 30-day average crossing a 200-day average as the long or short signal, with a fixed 40,000-point stop and target and a reversal when the…

Matérias-primasFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines RSI thresholds with a restricted trading window and staged position entries. It uses a 14-period RSI, with oversold and overbought levels of 30 and 70, and the source sets the default window to hours 2 through 4. Initial long or short…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This long-only strategy uses the Relative Strength Index to seek rebounds after oversold readings. It calculates RSI over a configurable period, with a stated default of 14, and enters when RSI crosses back above the oversold threshold, whose default is 30.…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This TradingView strategy identifies potential ABCD chart patterns from a sequence of fractal swing highs and lows. It calculates retracement and extension ratios for the legs, accepting an intermediate retracement from 0.382 to 0.886 and a final leg ratio…

Indicadores técnicosTestes históricosGestão do risco
Strategy library

This script implements a basic one-sided grid for a spot-style exchange interface. It places a limit buy below the current price, or below a user-specified starting price, using a configured price interval. The buy size is calculated as a percentage of the…

Negociação em grelhaExecuçãoGestão do riscoMercados à vista
Strategy library

This scalping approach calculates a linear regression estimate and places upper and lower trigger levels around it using a configurable price gap. It buys when the close falls below the lower level and sells short when the close rises above the upper level,…

FuturosNegociação de alta frequênciaIndicadores técnicosReversão à média
Strategy library

This strategy uses a moving-average centerline and range-based upper and lower bands to identify price breakouts. It combines channel signals with directional movement readings and a trend filter: the described long setup requires price to cross above the…

FuturosRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This Pine Script strategy combines breakout entry logic with a configurable time window. Its inputs set the breakout lookback, define the allowed hours and minutes for trading, and provide chart display options. The script also exposes risk controls:…

Rutura de níveisIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This controller configuration describes a Bollinger Band based directional signal. It obtains candle data for a configurable exchange, trading pair, and interval, defaulting the data source to the trading connector and pair when those fields are left empty.…

Indicadores técnicosReversão à médiaFuturos
Strategy library

This Chinese-language example describes an automated hedge between OKX and Binance perpetual futures. It reads signed position sizes and quotes from both venues, tracks progress toward a requested amount, and uses an opening spread threshold to trigger…

CriptoativosFuturos perpétuosArbitragemExecução
Strategy library

This example demonstrates adding futures subscriptions for an equity index and a metal with extended market hours. It applies an expiration filter to each futures chain, then inspects available contracts and selects one whose expiry is more than 90 days…

FuturosMatérias-primasExecuçãoGestão do risco
Strategy library

This backtesting system places a limit entry at a configurable percentage above or below a selected price reference, depending on whether it is set to trade short or long. Once a position is open, it cancels the initial exit orders and sets profit-taking and…

Testes históricosGestão do riscoDimensionamento de posiçõesFuturos
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover to identify short-term direction, with price relative to a 200-period SMA as a broader trend check. Long entries also require RSI above 50 and price above the Bollinger middle band;…

Seguimento de tendênciasIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This strategy combines fast and slow EMA crossovers with MACD crossovers, using RSI thresholds to filter entries. A long signal occurs when either the fast EMA crosses above the slow EMA or MACD crosses above its signal line, while RSI is above the oversold…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

This strategy combines a 200-period EMA for broad direction, a 9-period RSI for momentum, and bullish or bearish engulfing candles for entries. Trades are opened when these signals align, subject to a selectable long-only, short-only, or two-way direction…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This daily cryptocurrency strategy combines a long-term MACD measure, a custom smoothed momentum measure, recent price direction, and StochRSI. A long entry requires positive MACD, positive custom momentum, and a close higher than the previous close. The…

CriptoativosFuturosMomentumIndicadores técnicos