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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

79,386 documentos

MQL5 code base

This short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…

ExecuçãoGestão do riscoMicroestrutura de mercado
SuperMind

This post proposes a technical screen for Chinese A-share stocks. It selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a KDJ stochastic K reading below 20. The accompanying code sketch describes…

Mercados da ChinaAçõesIndicadores técnicosReversão à média
BigQuant

This guide explains how to obtain and read monthly partitioned stock bar data at four intraday frequencies, then align the local compressed tables with corresponding cloud tables used for prediction. It describes the Feather file layout, recommends loading…

AçõesAprendizagem automáticaMicroestrutura de mercadoEstatística
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

Indicadores técnicosSeguimento de tendênciasEstatística
SuperMind

This Chinese stock selection proposal combines turnover between 3% and 12%, an opening price near the 10-day moving average, and a prior-day signal described as main-force control. The formula reference adds conditions requiring the close to exceed both the…

Mercados da ChinaAçõesMomentumIndicadores técnicos
vn.py community

This brief VeighNa forum exchange asks how to adjust bar construction for the morning futures market break from 10:15 to 10:30. A respondent explains that the BarGenerator currently divides data according to timestamps and asks which kind of bar the user…

FuturosTestes históricos
SuperMind

This stock-selection proposal targets main-board shares associated with robotics. It filters for turnover between three and twelve percent, circulating market value below 10 billion yuan, and a weekly five-period moving average crossing above the ten-period…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

Indicadores técnicosSeguimento de tendênciasMomentumTestes históricos
Lumibot

This bot aims to mirror a named member of Congress’s reported stock holdings. A research agent checks House disclosure filings, using annual reports as the starting portfolio and applying later trade reports to update it. It excludes options, real estate,…

AçõesConstrução de carteirasExecuçãoMercados dos EUA
SuperMind

This note outlines a chart-based stock screen using at least five converging moving averages, a rounded or arc-shaped price pattern, and a focus on stocks associated with 2021. It illustrates possible moving-average periods of 5, 10, 20, 50, and 200 days,…

AçõesIndicadores técnicosSeguimento de tendênciasTestes históricos
SuperMind

This note presents a Chinese equity screen combining turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and a closing price above the previous day’s low. It includes example formula and Python references for…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

This note describes an A-share stock screen combining three conditions: membership in the metaverse industry, a positive return based on the latest close versus the prior close, and circulating market capitalization below 10 billion yuan. It also gives…

AçõesMercados da ChinaMomentumGestão do risco
MQL5 code base

This document explains an MT5 indicator that tracks runs of consecutive rising and falling bars. Separate plots show upward and downward runs, and each count resets when a bar prints in the opposite direction. A trader can set a threshold around commonly…

Indicadores técnicosEstatísticaSeguimento de tendências
MQL5 code base

This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…

CâmbioIndicadores técnicosSeguimento de tendênciasTestes históricos
BigQuant

This report proposes identifying Chinese quantitative private funds through exchange-disclosed trading-seat data. It matches stocks held by four funds among the largest tradable shareholders at quarter-end with the broker seats that appeared on those stocks’…

Mercados da ChinaAçõesMicroestrutura de mercadoMomentum
SuperMind

This note proposes screening metaverse-related stocks for elevated recent turnover and a low KDJ reading, then adds valuation and leverage constraints. Its final selection logic combines sector membership, a turnover condition, KDJ below a threshold,…

AçõesIndicadores técnicosMomentumGestão do risco
BigQuant

This report reviews factor performance across the broad market, sectors, industries, and indices during the first half of 2018, then examines factor selection in a market with sharply different outcomes across stocks and sectors. It reports that most factors…

AçõesInvestimento em fatoresConstrução de carteirasTestes históricos
SuperMind

This note outlines a stock screen for companies in the metaverse theme whose average price is above its five-day moving average and that show a rebound after a recent decline. It frames the setup as a way to find stocks recovering from weakness, but does not…

AçõesIndicadores técnicosMomentumMercados da China
SuperMind

This document outlines a stock screen requiring price amplitude above a threshold, a current-day control measure above a threshold, and a MACD value below zero from two days earlier. It frames the inputs as measures of price movement, trading control or…

AçõesIndicadores técnicosMercados da China
MQL5 code base

The document presents an experimental stochastic oscillator that changes the averaging method used in its calculation while leaving the price inputs unchanged. It offers four variants based on simple, exponential, smoothed, and linearly weighted averages.…

Indicadores técnicosEstatística
SuperMind

This document describes an equity screening rule combining a metaverse industry label, a close above the previous day’s low, and a KDJ %K reading at or below 20. Its stated rationale is that the industry label identifies potential growth exposure, the price…

AçõesIndicadores técnicosMercados da China
MQL5 code base

This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…

CâmbioAçõesReversão à médiaIndicadores técnicos
Binance API docs

This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…

ExecuçãoMicroestrutura de mercadoMercados à vistaFuturos