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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
WonderTrader
14 documentos
Alphalens
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 short-term BTC perpetual futures bot combines trend, momentum, and volume signals to decide when to enter. The described filters include ADX, a range filter, Parabolic SAR, RSI, TWAP, Jurik moving average, MACD, cumulative volume delta, volume…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This strategy opens a long position and adds further buys as price falls below the initial entry by configured increments. Later order sizes are scaled from the prior safety order, while the spacing between triggers can also be scaled. It caps the number of…

CriptoativosFuturosReversão à médiaDimensionamento de posições
Strategy library

This strategy builds Renko-like price steps using ATR as the brick size, adapting the step threshold as volatility changes. It manually calculates Renko open and close series to seek non-repainting signals: a cross of the Renko open and close triggers a long…

FuturosSeguimento de tendênciasReversão à médiaVolatilidade
Strategy library

This document presents a stochastic crossover example and explains how TradingView alerts can pass calculated trade values to an external execution connector. A long signal occurs when the smoothed %K line crosses above %D below the upper threshold; a short…

CâmbioIndicadores técnicosExecuçãoGestão do risco
Strategy library

This intraday strategy defines an opening range from the first five minutes of the US session. It waits for a candle to sit fully above or below that range, then places a limit order at the relevant boundary in anticipation of a retest. The opposite range…

AçõesRutura de níveisExecuçãoGestão do risco
Strategy library

This strategy seeks to enter when a closing price breaks beyond recent closing-price highs or lows. It confirms a long breakout by requiring price to be above both a simple moving average and an ATR-based Alpha Trend line; short entries require price below…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a rule-based trend strategy that combines the Ichimoku Cloud, RSI, and MACD. It treats price above or below both cloud spans as the directional filter, checks that RSI is outside the relevant extreme zone, and uses MACD crossovers to…

FuturosSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This document describes an intraday forex breakout approach built around the transition from Tokyo to London trading. It records the high and low during the final Tokyo hour, then watches the first 30 minutes after the London open for a move beyond either…

CâmbioRutura de níveisTestes históricosGestão do risco
Strategy library

This short example defines a changing resistance level from an earlier high that follows a lower high. It plots that level and uses the previous bar’s close relative to resistance to choose direction: a close at or above the level leads to a long order,…

AçõesRutura de níveisIndicadores técnicosTestes históricos
Strategy library

This generic backtesting script accepts user-provided long and short input series and turns changes in those series into entry signals. It permits a new position only when flat, sizes orders from a chosen fraction of equity and the configured stop distance,…

Testes históricosDimensionamento de posiçõesGestão do riscoExecução
Strategy library

This QuantRocket pipeline example builds a daily screen for common stocks. It first limits the starting universe to common shares, then retains securities in the upper decile of 30-day average dollar volume, trading above their 20-day simple moving average,…

AçõesIndicadores técnicosVolatilidadeMercados dos EUA
Strategy library

This daily strategy uses Internal Bar Strength, calculated from the previous session’s close relative to its high-low range, to identify potential short-term reversals. A low IBS reading triggers a long entry when price is above a configurable EMA; a high…

Reversão à médiaIndicadores técnicosAçõesMercados dos EUA
Strategy library

This strategy looks for closes at recent closing-price extremes while average candle ranges are contracting. It compares the highest close over a short lookback and the lowest close over a longer one, then checks whether the average high-low range over five…

FuturosRutura de níveisVolatilidadeIndicadores técnicos
Strategy library

This configurable strategy trades MACD momentum signals while offering optional trend filters based on moving averages, ADX, or Parabolic SAR. Its core trigger is the MACD histogram crossing zero. Users can select long, short, or both directions, and choose…

MomentumIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This strategy compares an asset’s return over a lookback period with the return of a chosen market index. It smooths the two return series with a configurable moving average and enters long when the asset’s smoothed return exceeds the index’s; it closes the…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This trend-following method uses the Supertrend indicator, based on ATR, to detect possible changes in market direction. It adds a candle-body filter: a Supertrend direction change is treated as a potential reversal, and the signal is confirmed when the…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy uses the difference between a fast and a slow exponential moving average to track price direction. It doubles the EMA calculated over half the chosen period, subtracts the EMA over the full period, then smooths that difference with another EMA.…

Seguimento de tendênciasIndicadores técnicosFuturosCriptoativos
Strategy library

This strategy searches for potential reversals when daily candles extend beyond Bollinger Bands and have a sufficiently large wick relative to the candle body. A lower-band breach with a qualifying lower wick sets up a long entry; an upper-band breach with a…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This BTC strategy combines moving averages, oscillators, and volume to filter trade signals. It uses the 20-period and 200-period exponential moving averages as directional filters, with MACD crossovers as the trigger. Long entries also require RSI below its…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document describes an EMA-based trading approach with short-, medium-, and long-period averages, plus RSI and candle-based filters. Its overview says a fast EMA crossing a slower EMA triggers directional signals, while candle-body comparisons and a close…

Indicadores técnicosMomentumFuturosCriptoativos
Strategy library

This strategy looks for unusually deep price declines as potential mean-reversion entries. It measures the current close’s percentage drawdown from the highest high in a rolling lookback, then calculates the recent mean and standard deviation of those…

CriptoativosFuturosReversão à médiaEstatística
Strategy library

This strategy builds a trailing trend reference from the average true range and a momentum condition. With volume data, it uses the money flow index; when volume data is unavailable, it can use RSI instead. A multiplier controls the distance of the reference…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The strategy combines moving-average alignment, a short-timeframe stochastic reading labeled SRI, and candle opening gaps to generate long and short entries. The daily 5-, 10-, 50-, and 100-period averages describe trend direction and price context, while…

Indicadores técnicosMomentumSeguimento de tendênciasGestão do risco
Strategy library

This trend-following system uses a 50-period Kaufman Adaptive Moving Average as its price trend reference and MACD as a momentum confirmation. A long entry occurs when price crosses above KAMA while MACD is bullish; a cross below KAMA with bearish MACD…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade