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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 TradingView strategy combines fast and slow Supertrend lines with a simple moving average to set directional bias. It enters long when the fast line is above the slow line and price is above the average, and short when the inverse conditions hold.…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy combines two Hull moving averages with a threshold based on the daily change in a selected price series. It compares the fast and slow averages and checks whether price is on the same side of the slower average. A long entry requires the fast…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses a short and long exponential moving average to identify possible trend changes. It enters a long position when the 9-period EMA crosses above the 21-period EMA and closes that position when the short EMA crosses below the long EMA. The…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines Bollinger Bands, RSI, and a 50-period moving average to generate long and short entries and exits. It describes Bollinger Bands with a 20-period length and two standard deviations as price channels, while RSI thresholds identify…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a long-term moving-average framework to identify a favorable trend, with a 150-period average above a 200-period average, a rising 200-period average, and price above the faster average. Optional filters include breakout confirmation,…

Seguimento de tendênciasIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

This BTC long-only strategy uses a low RSI reading on a four-hour timeframe to arm an entry, then averages into the position through five fixed price-deviation orders. Each successive order is larger, with sizing scaled from the base order. The strategy…

CriptoativosFuturos perpétuosReversão à médiaIndicadores técnicos
Strategy library

This indicator-based strategy combines the Commodity Channel Index, directional movement measures, and the Awesome Oscillator to generate long entries. The stated entry rule requires CCI below zero, +DI below a threshold, and AO below zero; a position closes…

CriptoativosFuturosIndicadores técnicosDimensionamento de posições
Strategy library

This short-only mean-reversion system looks for price extensions using a volatility-adjusted threshold. It adds a multiple of ATR to the closing price, smooths that level with an SMA, and enters short when the close rises above the resulting trigger. An…

CriptoativosReversão à médiaVolatilidadeIndicadores técnicos
Strategy library

This long-only trend strategy combines volatility, price-volume behavior, and directional movement. It compares a 10-period ATR with a five-period EMA of ATR, treats positive 10-period Ease of Movement as bullish, and uses a 10-period Vortex calculation to…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This long-only trend strategy combines Ichimoku signals to identify bullish conditions and potential breakouts. Its trend entry requires a bullish Conversion Line/Base Line crossover, price above the cloud, and price above its displaced comparison level. A…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines a VWAP-based direction filter with RSI and Bollinger Bands to generate entries. It examines whether the prior 15 closes are consistently above or below VWAP, then looks for price beyond a Bollinger Band with RSI thresholds: the…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This strategy applies MACD to On-Balance Volume rather than directly to price. OBV accumulates volume according to whether the close rises or falls; fast and slow exponential averages of OBV form the MACD line, with a further average as the signal line. A…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy enters long when the MACD line crosses above its signal line and short when it crosses below. It places the long stop at the previous candle’s low and the short stop at the previous candle’s high, with a stated take-profit distance based on a…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This strategy combines a UT Bot reversal signal with a higher-timeframe trend filter and an ADX strength threshold for long entries on a 15-minute gold chart. It calculates a 200-period EMA on the one-hour timeframe and requires price to be above that…

Matérias-primasSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy uses Williams Alligator lines to identify and follow upward trends. Its Jaw, Teeth, and Lips are smoothed moving averages calculated over different periods and plotted with forward shifts. A long position opens when the lines are ordered upward…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This long-only breakout method uses Bollinger Bands built from a moving average and a multiple of rolling price standard deviation. It enters when closing price crosses above the upper band, treating the move as evidence of strength. The published…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosFuturos
Strategy library

This long-only strategy uses a Trend Regularity Adaptive Moving Average (TRAMA) as a trend filter and a rising upper trendline as the breakout trigger. A long entry occurs when the close is above the adaptive average, crosses above the trendline, and the…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This short-term strategy combines a fast and slow EMA crossover with an RSI threshold filter. The described defaults use short EMA periods and a standard RSI window: an upward crossover can trigger a long entry when RSI is below the stated upper threshold,…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This crypto futures strategy combines moving averages, price breakouts, and candle shapes. Its overview describes three EMA horizons and classifies the market using the short and long averages. In the published code, however, the medium horizon is a simple…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This document describes an older crypto trend strategy, originally aimed at ETH perpetual or quarterly futures. It evaluates signals on a configurable candle interval using an EMA and a standard deviation calculated from candle midpoints or closes. The…

CriptoativosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This automated RSI strategy takes a contrarian position at threshold extremes: it opens long when RSI is at or below the oversold level and short when RSI is at or above the overbought level. The described configuration uses a 14-period RSI with thresholds…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This configurable strategy combines higher-timeframe MACD and Money Flow Index signals for long entries. It can enter when MACD crosses its signal line or when MFI recovers above its lower threshold under an upward trend condition. An EMA-versus-SMA…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

MilleMachine is a long/short trend-following system built around a configurable moving-average entry signal. A baseline moving average can filter trades and switch directional bias; an optional confirmation indicator adds another filter. Users can choose…

Seguimento de tendênciasIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy takes long positions when two momentum measures are positive and exits when both are negative. It calculates momentum either as a percentage change over a chosen lookback or as an absolute price difference. The user can select a one-bar…

MomentumIndicadores técnicosTestes históricosExecução