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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 example demonstrates how an options strategy helper can submit a straddle as a grouped trade. It searches the option chain for a strike and expiry that have both a call and a put, selecting contracts near the underlying price and favoring later expiries…

OpçõesAvaliação de derivadosExecução
Strategy library

This trend following approach combines a 200-period EMA, VWAP, and a 14-period MFI to create long and short entry signals. Entries require price to clear a buffer above or below the EMA, align with VWAP and MFI conditions, and move in the same direction as…

FuturosSeguimento de tendênciasIndicadores técnicosRutura de níveis
Strategy library

This strategy combines the Vortex Indicator’s positive and negative lines with the True Strength Index and its signal line. It opens a long position when the positive Vortex line crosses above the negative line at the same time that the TSI crosses above its…

FuturosSeguimento de tendênciasIndicadores técnicosMomentum
Strategy library

This RSI-based strategy uses a 21-period RSI with thresholds of 20 and 80. The described entry signal is an upward cross of the oversold threshold, while a downward cross of the overbought threshold is described as a sell signal. It also specifies a stop…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This strategy uses a simple moving average to classify direction and places limit orders at the average in the direction of the prevailing trend. With its anti-saw filter enabled, an uptrend requires the bar’s low to be above the average and a downtrend…

FuturosSeguimento de tendênciasIndicadores técnicosExecução
Strategy library

This strategy combines Bollinger Band breakouts with a directional filter based on the slope of a 200-period simple moving average. It identifies a long signal when price crosses above the upper band while the SMA is rising, and a short signal when price…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This long-only strategy combines a 9-period and 21-period simple moving average crossover with a volume filter. It enters when the faster average crosses above the slower one, provided current volume exceeds 1.5 times its 20-period average and is higher than…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This long-only approach combines VWAP, a 15-period EMA, and RSI for entry selection. It buys when the close is above both VWAP and the EMA and RSI exceeds its configured threshold; the listed threshold is 45. Exit management uses a stop, a fixed profit…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This Bitcoin strategy trades both long and short as the SuperTrend indicator changes direction. It sets stop distances using ATR, with described defaults of a 14-period ATR and a 1.5 multiplier, while SuperTrend uses a 9-period ATR and a 2.5 factor. The plan…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This short-term strategy counts consecutive candles whose close is below their open. When the count reaches a configurable threshold, it opens a short position if none is already open; otherwise, it keeps holding. The document gives a default threshold of…

CriptoativosFuturosMomentumIndicadores técnicos
Strategy library

This Bitcoin strategy takes long positions when SuperTrend changes direction and several RSI and ADX conditions align. The entry requires a 21-period RSI below 66, a 3-period RSI above 80, a 28-period RSI above 49, and ADX above 20. It exits when SuperTrend…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This candlestick strategy identifies a Doji when the open-close body is small relative to the candle’s full range. On detection, it places buy and sell stop orders around the Doji’s high and low, with the prior candle’s extremes affecting order placement in…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

The described reversal method combines two RSI readings with the Commodity Channel Index (CCI). It proposes a long entry when both the shorter and longer RSI are below 30 and CCI is below -100, and a short entry when both RSI readings are above 70 and CCI is…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This simple long-only trend strategy enters when the closing price crosses above a 45-day simple moving average, then exits after eight trading days. Following an exit, it waits before allowing another entry on a later upward cross. The stated approach uses…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This strategy combines stochastic oscillator levels and moving average direction to take long or short positions. A long entry is triggered by an upward stochastic cross in oversold territory or a filter signal, provided the moving average is rising; short…

CriptoativosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This open-source US30 strategy combines a New York session filter with three exponential moving averages, MACD, Stoch RSI, and RSI pivot divergence. Its configurable inputs include daily profit and loss limits, point-based stop and target distances, and…

Mercados dos EUAIndicadores técnicosMomentumGestão do risco
Strategy library

This trend-following method first adjusts an EMA using the difference between a single EMA and a second EMA of that series. It then applies weighted moving-average calculations in a Hull-style smoothing construction. The strategy compares the resulting…

FuturosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This indicator strategy combines RSI direction and thresholds, a smoothed RSI line, and Stochastic %K/%D crossovers. The described defaults use a 14-period RSI with buy and sell thresholds of 37 and 49, and a Stochastic setup of 14, 3, 3 with oversold and…

Indicadores técnicosMomentumReversão à média
Strategy library

This SPY strategy combines a volatility squeeze with VWAP direction and the current bar’s direction. It identifies a squeeze when Bollinger Bands sit inside Keltner Channels, then treats a move out of that condition after the prior bar was squeezed as a…

AçõesMercados dos EUARutura de níveisVolatilidade
Strategy library

This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…

CriptoativosMercados à vistaReversão à médiaNegociação em grelha
Strategy library

This short-term strategy combines the RSI of the Ultimate Oscillator with Williams Alligator averages to identify short entries. It opens a short when the Alligator averages are ordered downward, price is below the middle average, and the RSI of the Ultimate…

FuturosIndicadores técnicosMomentumGestão do risco
Strategy library

This long-only strategy opens a position when the close crosses above a simple moving average, set to 20 periods by default. If the holding falls to a specified loss threshold, it adds a fraction of the current position, aiming to lower the average entry…

Reversão à médiaDimensionamento de posiçõesGestão do riscoIndicadores técnicos
Strategy library

This strategy looks for a rolling low that falls below previously recorded rolling lows, then opens a long position in anticipation of a rebound. The lookback length controls how many bars are used to calculate rolling lows and highs. A selectable condition…

Reversão à médiaRutura de níveisIndicadores técnicosFuturos
Strategy library

The P-Signal strategy turns recent price-change statistics into a bounded indicator using a Gaussian error-function mapping. It uses moving averages and standard deviations over a configurable sample, then smooths the resulting signal. A change in direction…

FuturosReversão à médiaEstatísticaIndicadores técnicos