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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
Quantpedia
86 documentos
TqSdk
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

79,386 documentos

MQL5 code base

The document explains an extended Stochastic Oscillator, which compares a security’s close with its recent price range. It describes the usual interpretation: closes near the high may occur during upward trends, while closes near the low may occur during…

Indicadores técnicosMomentum
SuperMind

The proposed Chinese equity screen combines intraday price amplitude, pre-open auction price movement and large-order buying with a historical dividend-ratio filter. It describes selecting candidates during the ten minutes before the open, excluding limit-up…

AçõesMercados da ChinaMomentumIndicadores técnicos
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
SuperMind

This stock-selection approach combines a price-range condition with persistent positive large-order net flow and company classifications. Its stated rule seeks stocks with amplitude above 1, large-order net flow above 0.05 for at least three consecutive…

AçõesMercados da ChinaIndicadores técnicosMicroestrutura de mercado
MQL5 code base

The document describes a revised Skyscraper indicator, which uses NRTR-style lines to represent trend relative to price. In the original version, volatility for the current bar is calculated using all earlier chart bars. As more bars accumulate, the…

Indicadores técnicosVolatilidadeSeguimento de tendências
SuperMind

This stock-selection rule screens Chinese A-shares using current turnover, the sign of the product of daily price change and large-order net flow, and the prior day's actual turnover. The stated core conditions are current turnover between 3% and 12%, a…

AçõesMercados da ChinaIndicadores técnicosMicroestrutura de mercado
SuperMind

This stock screen selects shares based on the convergence of multiple moving averages, a minimum scale requirement, and an upward trend in the 30-day average. The article's proposed final version tightens the conditions to at least ten converging averages, a…

AçõesMercados da ChinaIndicadores técnicosSeguimento de tendências
MQL5 code base

PricerEA is described as a trading utility for placing stop or limit pending orders at user-selected prices. It can calculate the lot size for each order automatically and can apply a trailing stop after a pending order is triggered; trailing stops are…

ExecuçãoDimensionamento de posiçõesGestão do risco
SuperMind

This stock-selection approach combines a reported buying-activity measure with valuation limits and an upward-sloping 30-day average. It targets Shenzhen main-board shares whose price-to-earnings and price-to-book ratios fall within stated ranges. The…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

The document introduces BBMA, a trading approach attributed to Oma Ally that combines Bollinger Bands with moving averages to identify possible entries. It describes the strategy broadly rather than specifying indicator settings, entry triggers, exit rules,…

Indicadores técnicosCâmbioAçõesCriptoativos
MQL5 code base

This description explains a signal indicator that displays current trend information derived from the Differential Average indicator at a fixed timeframe. It represents signals with a colored cloud and places colored points on the lines when a bar in the…

Indicadores técnicosMomentum
SuperMind

This note presents an A-share stock selection rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and positive large-order net inflow in the afternoon. The author frames these conditions as proxies for liquidity, a possible…

AçõesIndicadores técnicosMomentumSentimento de mercado
SuperMind

This note describes an A-share stock screen combining three conditions: price amplitude above 1, a rounded or arc-like price pattern, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It…

AçõesIndicadores técnicosInvestimento em fatoresMercados da China
BigQuant

This research digest summarizes three studies. The first compares earnings announcement returns (EAR), which capture market reactions to unexpected information in company results, with standardized unexpected earnings (SUE). It reports annualized long-short…

AçõesOrientadas por eventosInvestimento em fatoresVolatilidade
SuperMind

The document presents a Chinese equity screen combining daily price behavior with company characteristics. Its initial conditions select robot-themed stocks with circulating market capitalization below the stated threshold, daily amplitude above 1%, and a…

AçõesIndicadores técnicosMercados da ChinaGestão do risco
SuperMind

This post presents a technical stock screen that selects shares with amplitude above 1, prior-day actual turnover between 3% and 28%, and an upward-trending 30-day moving average. It frames the conditions as a combination of price movement, market…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

The post describes a stock screen requiring price amplitude above 1, current volume above 10,000 lots, an opening above the prior close, and a specified daily decline between 4% and 5%. Its rationale is to find active, liquid stocks that open positively…

AçõesMercados da ChinaReversão à médiaIndicadores técnicos
SuperMind

This post outlines a Chinese A-share stock screen combining three conditions: rank stocks among the top 100 by volume ratio, look for a Bollinger Band pattern described as contraction or expansion, and require at least two limit-up sessions within ten days.…

AçõesMercados da ChinaMomentumRutura de níveis
SuperMind

This stock-selection rule combines a 14-period RSI below 65, year-over-year growth in net profit attributable to shareholders between 20% and 100%, positive net profit, and a share price below 18.5 yuan. The post presents the screen as a way to find Chinese…

AçõesMercados da ChinaIndicadores técnicosInvestimento em fatores
BigQuant

This assignment describes building a stock strategy from four factors, including small market capitalization and turnover. The author used a provided template and AI assistance to implement a linear regression strategy, then packaged three models as options…

AçõesInvestimento em fatoresAprendizagem automáticaTestes históricos
MQL5 code base

The indicator collects real-time tick arrival times and Bid and Ask prices, displays the two price series in a subwindow, and can save collected observations to a tick file. It also supports keeping several nonstandard chart types active, including…

CâmbioMicroestrutura de mercadoExecução
MQL5 code base

The Renko Range Detector is described as a chart utility for identifying the fixed open-to-close range of a Renko bar or candle. For a rising brick, its size is calculated as close minus open; for a falling brick, it is open minus close. The indicator is…

Indicadores técnicosCâmbio
MQL5 code base

This indicator description presents a Commodity Channel Index variant that can smooth its input prices with a selectable average before calculating CCI. Available average types include simple, exponential, smoothed, and linear weighted. The stated aim is to…

Indicadores técnicosReversão à média
SuperMind

The document describes a stock screen combining daily price amplitude above 1%, the year 2021, and three consecutive declines in closing prices. It frames the amplitude condition as a way to find more volatile stocks and the consecutive declines as a…

AçõesIndicadores técnicosMercados da China