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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 Bollinger Bands with SuperTrend direction. It uses a 20-period band with a two-standard-deviation multiplier and a SuperTrend built from a 10-period ATR with a factor of three. A long signal occurs when the low crosses back above the…

CriptoativosFuturosIndicadores técnicosVolatilidade
Strategy library

This trend-following system uses the crossover of a shorter and longer exponential moving average to initiate long or short positions. A simple moving average acts as a stop for long trades; after a stop, the rules allow a long re-entry when price recrosses…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses the prior day’s high and low as breakout reference levels. A move above the high is treated as a long signal, while a move below the low signals a short; the intended stop for each direction is near the opposite level. The article…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This trend-following method combines three short-period simple moving averages (SMAs) with three longer-period exponential moving averages (EMAs). It enters long when the SMAs are stacked from shortest to longest and all sit above the EMAs, whose own…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This approach combines Ichimoku cloud position with 55-period and 200-period simple moving averages (SMAs) to frame trend-following entries. A long signal requires price above both cloud spans and the long SMA, with price crossing back above the short SMA…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This simple long-only strategy combines a 50-period EMA for entry timing with a 200-period EMA as a broad trend filter. It opens a position when price crosses above the shorter average while remaining above the longer one, and closes when price crosses below…

AçõesSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

This strategy uses two groups of exponential moving averages (EMAs) to identify trend direction and signal trades. Seven faster averages cover periods from 3 to 21, while a slower group runs from 24 to 66; a 200-period EMA can also be displayed. The source…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

TMA-Legacy is an indicator that offers three views of RSI: standard RSI divergence, a smoothed RSI, and an RSI-based momentum composite. The standard view colors RSI according to its recent direction and compares oscillator pivots with price pivots to flag…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This strategy combines a band formed from separate moving averages of recent highs and lows with GBS-style candle signals. The band is intended to indicate trend direction and support or resistance, while the candle rules select entries. The code identifies…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses two volatility channels around an 81-period simple moving average. The inner band is one standard deviation from the average, while the outer band is two standard deviations away. A move across the inner channel is described as a…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy uses Average True Range (ATR) to scale a trailing stop to recent market volatility. It updates the stop as prices move, enters long or short positions when price crosses the stop, and aims to stay with trends while limiting losses or protecting…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy looks for a candle that pierces a prior rolling high or low, then combines that sweep with an RSI comparison and a wick-heavy candle pattern. A dragonfly-style doji below the prior lookback low can trigger a long; a gravestone-style doji above…

Reversão à médiaIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This document presents a trend-following system built around the Variable Index Dynamic Average. Its smoothing factor is adjusted by a volatility-related weight: users can select an absolute Chande Momentum Oscillator value, calculated over a configurable or…

Seguimento de tendênciasIndicadores técnicosMomentumVolatilidade
Strategy library

This low-frequency trend strategy enters long when the latest close rises above a channel built from an 11-period moving average plus 1.3 times ATR. While in a position, it tracks the highest observed bar high and sells when the close falls 15% below that…

Seguimento de tendênciasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This BTC futures strategy combines Aroon oscillators, moving-average crosses, Williams %R, Bollinger Bands, and ADX to generate entry and exit signals. For long entries, it scores five conditions involving two Aroon readings, a moving-average cross, Williams…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This indicator looks for price to cross back inside Bollinger Bands after moving beyond a band. The standard bands use a moving average and a configurable standard-deviation width; a second, wider pair identifies more extreme moves. A bullish candle crossing…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This script demonstrates a participation-of-volume (POV) approach for executing a target order in a silver futures contract. It measures the change in cumulative market volume since a reference point, multiplies that amount by a configurable participation…

FuturosExecuçãoMicroestrutura de mercado
Strategy library

This XAU/USD strategy combines a 50-period and 200-period EMA trend filter with MACD crossover signals and an RSI range check. It opens long positions when price and the EMA relationship indicate an uptrend, MACD crosses upward, and RSI is between 50 and 70;…

Matérias-primasCâmbioSeguimento de tendênciasMomentum
Strategy library

This short-term signal system combines an 11-period and 50-period EMA crossover with Stochastic RSI momentum confirmation. A long signal requires the fast EMA to cross above the slow EMA while the Stochastic RSI %K line is above %D; the reverse crossover…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This trend-following method uses an ATR-based trailing line inspired by Wilder’s volatility stop. ATR is calculated using a selectable averaging method, then scaled by a multiplier. The strategy tracks stop levels using recent price extremes or closes and…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

The Holy Grail strategy combines a 20-period EMA crossover with the Average Directional Index (ADX). It proposes going long when price crosses above the EMA while ADX is at or below 30, and short when price crosses below the EMA while ADX is at or above 30.…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This BTC futures strategy combines a 24-period Donchian Channel with a 200-period EMA. It looks for a prior close beyond a channel boundary, then uses the current bar’s direction and relationship to the EMA to form a reversal entry. Stops are based on the…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This strategy identifies bullish and bearish engulfing candles by comparing the current candle with the previous one. It requires the current candle’s range to cover the prior candle’s high and low, while its open and close also span the previous body in the…

Indicadores técnicosMercados à vistaExecução
Strategy library

The visible portion describes a long-only daily spot strategy that combines market structure with indicator-based scoring. It argues that a rebound within a downtrend can resemble a genuine reversal, so it requires a close above a confirmed swing high before…

Mercados à vistaIndicadores técnicosRutura de níveisMomentum