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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 indicator marks the previous trading day's high, low, and close on a price chart. The high and low are presented as possible resistance and support, while the close can serve as a pivot or reference point. The levels are sourced from daily data…

CâmbioIndicadores técnicosRutura de níveis
MQL5 code base

This brief indicator description explains a channel-based way to display price direction and candle alignment. Candles are assigned colors after price moves outside a gray envelope: aquamarine signals an upward trend direction, while yellow signals a…

Indicadores técnicosSeguimento de tendências
SuperMind

This Chinese stock-screening post describes a rule combining a 14-period RSI below 65, membership in the beverage and alcohol import-export industry category, and a positive daily MACD reading. The author presents the filter as a way to find stocks that may…

AçõesIndicadores técnicosMomentum
SuperMind

This Chinese stock-screening post proposes combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a volume ratio between 1.5 and 6. The rationale is to find volatile shares with active trading while a bearish MACD…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This Chinese stock-screening post describes a proposed selection rule combining price amplitude above 1, exclusion of stocks marked ST, a five-part limit-up method, and first-level bid volume greater than ask volume. It says selection is intended before 10…

AçõesMercados da ChinaRutura de níveisMicroestrutura de mercado
SuperMind

This post presents an A-share stock selection rule that combines a daily high-low range threshold, a newly formed KDJ crossover, and a close between the Bollinger middle and upper bands. It supplies example implementations in a charting formula language and…

AçõesMercados da ChinaIndicadores técnicosMomentum
BigQuant

The post asks how to persist and reload a model produced by the newer BigQuant DAI stock-ranking workflow. It describes reading a model data source, saving it with pandas pickle, then loading it in a custom Python module and writing it back as a data source.…

Aprendizagem automáticaTestes históricos
MQL5 code base

This brief post presents a modified Damiani Volatmeter indicator for MetaTrader 5. Its author says a subtle implementation error caused the indicator to produce different values in visual backtesting, non-visual backtesting, and live charts. The stated…

VolatilidadeIndicadores técnicosTestes históricos
ProRealCode

This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…

AçõesReversão à médiaIndicadores técnicosGestão do risco
SuperMind

This Chinese-language post outlines an equity screening strategy combining a positive MACD condition, descending money-flow strength, a market-cap ceiling of 10 billion yuan, positive earnings measures, and ROE above 10. Its accompanying Python example…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

The document describes a higher-timeframe variant of the Boa ZigZag Arrows indicator. It says the chart period can be selected through an indicator input, with a four-hour period shown as the default in the supplied excerpt. This lets a user view the…

Indicadores técnicosSeguimento de tendências
MQL5 code base

The document describes an adaptive channel indicator that combines two adaptive components: an ATR-based channel width and a central value calculated as an adaptive exponential moving average. Both adjustments use Kaufman’s efficiency ratio, which allows the…

Indicadores técnicosVolatilidadeSeguimento de tendências
SuperMind

This document presents a preliminary stock-selection screen combining daily price amplitude above a threshold, a positive weekly MACD histogram, and a K indicator reading below a threshold. It frames the combination as a way to find stocks with possible…

AçõesIndicadores técnicosMomentumMercados da China
BigQuant

The document describes a timing question in a daily trading strategy. Signals are created in an after-market routine, while orders are submitted in a data handler and intended to fill at the opening price. The author expects a signal generated after one…

AçõesExecuçãoTestes históricos
SuperMind

This stock-selection rule screens for amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a stochastic K value below 20. The article frames the range and net-flow measures as signals related to market sentiment and…

Mercados da ChinaAçõesIndicadores técnicosMomentum
NautilusTrader

The document explains an account-state object used to represent a snapshot of balances and margin information. Such snapshots can arrive from venue updates through an execution client or be calculated by a portfolio after a position change when calculation…

Gestão do riscoConstrução de carteiras
vn.py community

This short community exchange addresses why orders may fail in a SimNow simulated trading account even when login and account queries work and the user has checked the configuration. The reply identifies a specific environment limitation: SimNow does not…

FuturosExecução
MQL5 code base

This Expert Advisor uses four Accelerator Oscillator readings, sampled at the selected bar shift and three successive seven-bar intervals, as inputs to a weighted perceptron. It multiplies each reading by a weight derived from an optimized parameter, sums…

CâmbioIndicadores técnicosAprendizagem automáticaGestão do risco
MQL5 code base

This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…

CâmbioAçõesIndicadores técnicosReversão à média
vn.py

The document explains how to use a market-depth trading interface for live, manual intraday trading in a single futures contract. After connecting a trading gateway and opening a contract chart, the ladder displays price levels, bid and ask quantities, best…

FuturosExecuçãoMicroestrutura de mercado
SuperMind

This stock-selection idea combines three signals: ranking shares by volume ratio, requiring large-order net volume to remain above 0.05 for at least three consecutive days, and looking for a shortening negative MACD histogram on a 15-minute chart. The…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

The document describes a short-term A-share stock screen combining turnover, market capitalization, profitability, and the price move observed at the market open. It selects shares with turnover between 3% and 12%, market value below 10 billion yuan, no…

AçõesMercados da ChinaMomentumIndicadores técnicos
MQL5 code base

This short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…

Indicadores técnicosAçõesFuturos