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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
Aulas Quantopian
45 documentos
Binance API docs
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 system combines a Zero-Lag Smoothed Moving Average (ZLSMA), Chandelier-style ATR stop calculations, and relative volume (RVOL). The written rules call for long entries when price crosses above ZLSMA and RVOL exceeds a threshold, and…

FuturosCriptoativosSeguimento de tendênciasVolatilidade
Strategy library

The document outlines a price breakout approach using Bollinger Band boundaries, RSI, moving averages, and an ATR-based stop. Its stated entry rules buy when price breaks above the upper band with RSI above 50, and sell when price breaks below the lower band…

FuturosRutura de níveisIndicadores técnicosGestão do risco
Strategy library

The document presents the Willy Wonka Breakout Strategy as a multi-indicator approach combining RSI, stochastic crossovers, EMA direction, and reversal candles near support or resistance. Its written rules describe buying when RSI falls below 28 and selling…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

The strategy generates directional signals when a fast simple moving average crosses a slow one. It confirms long entries with positive rate of change, price above the 200-period EMA, and RSI above 55; short entries require negative rate of change, price…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy pairs an exponential moving average crossover with a volume filter to generate directional trades. It describes using a 34-period EMA as the trend reference and comparing current volume with a 21-period volume average; a crossover or crossunder…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This futures grid strategy opens an initial long and short position, then adds to each side when price moves against that side by a configured percentage. Position sizes increase through a preset sequence, creating a martingale-like scale-in process. Each…

FuturosNegociação em grelhaDimensionamento de posiçõesExecução
Strategy library

This long-only system combines momentum, trend-strength, volatility, liquidity, and trend filters. Entry requires volume above 1 million, ADX above 25, RSI above 60, ATR above 2, and price above a 200-period EMA. It proposes a 15% stop, partial profit taking…

FuturosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses crossovers between fast and slow EMAs to initiate long and short positions, with starting periods of 5 and 10. It pairs those signals with percentage-based stop-loss and take-profit orders, each initially set to 1%. The document describes…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This trend-following strategy combines a simple moving average with an ATR-based stop. It enters long when price is above the SMA after several consecutive falling closes, and short when price is below the SMA after several rising closes. The stop distance…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This BTC futures strategy combines short and long EMA direction with RSI filters, candlestick patterns, and above-average volume to generate entries. It uses ATR to set volatility-adjusted stops and targets, modifies the ATR multiplier according to recent…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This JavaScript template shows how to retrieve a requested length of historical candles from Binance futures when one exchange request cannot supply them all. It maps supported second-based intervals to Binance interval names, selects the USD-margined or…

FuturosCriptoativosExecução
Strategy library

This trend-following method aligns three exponential moving averages and the closing price to identify directional conditions. A long signal occurs when price is above the fastest average and the averages are ordered from fastest to slowest; a short signal…

Seguimento de tendênciasIndicadores técnicosRutura de níveisGestão do risco
Strategy library

This strategy uses a short-period RSI with several fixed oversold levels to trigger long entries and several overbought levels to close them. The supplied implementation enters when RSI crosses upward through selected low thresholds and exits when it crosses…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This strategy uses a 20-period and 50-period EMA crossover to generate long and short entries. For an open position, it calculates both a trailing stop and a fixed percentage stop based on entry price, then selects the stop closer to the current market…

AçõesFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This script describes an intraday Micro E-mini Nasdaq futures strategy that combines one-minute market-structure signals with a five-minute EMA trend filter. It identifies swing highs and lows using pivots, tracks a directional structure state, and signals…

FuturosAçõesSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only trend-following approach uses the Directional Movement Index: a crossover of positive DI above negative DI triggers entry. The accompanying explanation presents ADX as a way to assess trend strength and describes a percentage-based trailing…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This BTC futures system uses a short and long EMA crossover to signal trend changes, then checks MACD direction and RSI thresholds before entering. An optional higher-timeframe EMA filter requires price to agree with the broader trend. The strategy supports…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This trend-following strategy compares fast and slow exponential moving averages. A fast-line cross above the slow line signals a long entry, while a cross below signals a short entry. The described approach uses ADX to filter for stronger trends, although…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines a Super Signals channel, MACD, and Laguerre RSI to confirm entries. It looks for price to break the channel while MACD indicates direction and RSI confirms the setup. It supports long and short trades, with stop losses based on ATR, a…

Indicadores técnicosRutura de níveisGestão do riscoDimensionamento de posições
Strategy library

This strategy enters on a 9-period and 21-period EMA crossover, requiring confirmation from a 14-period RSI and the MACD line relative to its signal line. Longs require RSI above 50 and MACD above its signal; shorts require both readings to support downward…

FuturosMomentumIndicadores técnicosGestão do risco
Strategy library

This BTC futures strategy marks potential reversal areas using MACD line and signal-line crosses alongside comparisons with earlier price and MACD values. A bullish signal occurs when price is lower than at the prior cross while the MACD line is higher,…

FuturosReversão à médiaIndicadores técnicosMomentum
Strategy library

The strategy description combines moving-average or MACD crossover signals with an RSI momentum filter and volatility-aware risk controls. A bullish crossover permits a long when RSI is above a threshold, while a bearish crossover permits a short when RSI is…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

The document describes a trend-following method that pairs moving-average direction signals with an RSI momentum filter. The explanatory overview says a fast average crossing above or below a slower average sets the directional bias, while RSI above or below…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This long-only Turtle-inspired strategy enters when the close exceeds the prior period’s highest high over a configurable lookback, optionally requiring price to be above a simple moving average. It uses a shorter lookback’s prior lowest low as a channel…

Seguimento de tendênciasRutura de níveisDimensionamento de posiçõesGestão do risco