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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

79,386 documentos

SuperMind

This note proposes a stock screen combining price amplitude above a threshold, upward movement around a short moving average, and MACD above zero. It interprets amplitude as a measure of recent price movement, the moving-average condition as a short-term…

AçõesIndicadores técnicosMomentumMercados da China
MQL5 code base

This brief listing describes a MetaTrader Expert Advisor that bases its trading decisions on iBullsPower and iBearsPower indicator readings from the first bar. It identifies an EUR/USD five-minute test setup with a stated deposit, date range, and default…

CâmbioIndicadores técnicosTestes históricos
FMZ forum

This note introduces a charting template intended to make strategy behavior easier to inspect during development and live monitoring. It draws real-time candlesticks and marks entries and exits on the chart. The author motivates the tool with a double moving…

Indicadores técnicosExecuçãoTestes históricos
SuperMind

This note describes a Chinese equity screening rule that combines three filters: RSI below 65, membership in the beverage and alcohol import-export industry, and a newly formed KDJ bullish crossover. It explains the indicators as technical conditions and…

AçõesIndicadores técnicosMomentumMercados da China
MQL5 code base

The document describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…

CâmbioMatérias-primasMultiactivosIndicadores técnicos
SuperMind

This post describes a stock selection screen that combines a turnover range of 3% to 12%, a K value below 20, and a sequence of seven declining sessions. The stated idea is to find stocks that have fallen for several days, potentially identifying a turning…

AçõesReversão à médiaIndicadores técnicosMercados da China
BigQuant

This short Q&A shows a fixed-threshold exit rule for stocks and asks how to make the exit dynamic. For each held position, the example retrieves the cost price and latest market price, calculates the percentage change from cost, and closes the position when…

AçõesGestão do riscoExecução
SuperMind

The proposed Chinese equity screen selects main-board stocks associated with beverage and alcohol imports and exports. Its stated criteria include an RSI below 65 and a daily price rise greater than 1%. The accompanying discussion frames the industry filter…

Mercados da ChinaAçõesIndicadores técnicosMomentum
MQL5 code base

This Expert Advisor looks for a run of identical-direction candlesticks and trades in the direction of those candles: bullish runs prompt buys and bearish runs prompt sells. The number of consecutive candles required is configurable. The fifth version adds a…

Indicadores técnicosMomentumGestão do riscoExecução
MQL5 code base

The document describes a TDI indicator displayed as a trend index line, a direction line, and a directional histogram. Its calculation uses a configurable period and applied price. The histogram indicates the favored trade direction: upward for buying and…

Indicadores técnicosSeguimento de tendênciasReversão à média
MQL5 code base

This indicator presents the CMx oscillator’s status across ten timeframes in a single display. It compares each timeframe’s oscillator reading with the configured overbought and oversold thresholds, using gold for readings below the oversold level,…

Indicadores técnicosMultiactivos
BigQuant

This study asks whether corporate bonds become more vulnerable to price swings when held mainly by open-end funds with illiquid portfolios. It builds a bond-level fragility measure in two stages: first estimating each fund’s portfolio illiquidity from its…

Rendimento fixoVolatilidadeEstatísticaMicroestrutura de mercado
BigQuant

The report compares linear, polynomial, Gaussian, and sigmoid support vector machine classifiers, along with support vector regression, for multi-factor stock selection. Its workflow extracts features and labels, preprocesses inputs, trains and tunes models…

Mercados da ChinaAçõesAprendizagem automáticaInvestimento em fatores
ProRealCode

This indicator adapts Bollinger Bands by calculating a moving average and the standard deviation of closing prices, then offsetting the resulting upper and lower bands by a chosen number of bars. The stated purpose is to display a support and resistance…

Indicadores técnicosVolatilidadeSeguimento de tendências
SuperMind

This stock selection approach combines three signals: more than two limit-up sessions within ten days, a closing price above the previous day's low, and a reported daily position increase above 5%. The post interprets these as signs of buying interest and…

AçõesMomentumRutura de níveisGestão do risco
SuperMind

This Chinese stock screen combines a positive MACD reading with a volume ratio between 1.5 and 6 and positive net profit. The rationale is to find shares with upward price momentum, stronger than usual trading activity, and a basic profitability signal. The…

AçõesMomentumIndicadores técnicosGestão do risco
MQL5 code base

ColorBearsGap is described as an indicator that displays price gaps associated with ColorBearsCandle bars. The text suggests that these gaps can precede continuation of short-term price trends. It says a histogram bar becomes available for analysis after the…

Indicadores técnicosMomentum
SuperMind

This post outlines a Chinese equity screen that combines metaverse-sector membership, an arc-shaped price pattern, and a prior-day close above the 250-day moving average. The long moving-average condition is intended to favor stocks already in an established…

AçõesIndicadores técnicosSeguimento de tendências
ProRealCode

This indicator rescales each candlestick around its opening price, displaying the open at zero and the high, low, and close as offsets from the open. Candle direction is marked with different colors. It also calculates thresholds at positive and negative…

Indicadores técnicosVolatilidadeReversão à média
SuperMind

This Chinese stock-selection proposal combines three technical conditions: daily price amplitude above 1%, at least two limit-up events within 500 days, and a reported external-to-internal volume ratio above 1.3. The document interprets the first two…

Mercados da ChinaAçõesIndicadores técnicosMicroestrutura de mercado
BigQuant

This proposed Chinese equity screen combines membership in the metaverse industry with a rounded price pattern and seven consecutive down sessions. The accompanying explanation frames the falling-price condition as an added technical filter intended to…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This document introduces factor research as a quantitative way to study characteristics that may help explain asset returns and risk. It names market capitalization, quality, momentum, low volatility, and yield as examples, and describes using statistical or…

Investimento em fatoresEstatísticaConstrução de carteirasGestão do risco
SuperMind

This Chinese A-share stock screen combines a positive MACD reading with a stock-heat ranking and a prior-day actual-turnover range of 3% to 28%. It proposes selecting after the daily close. The accompanying explanation treats MACD as a short-term trend…

Mercados da ChinaAçõesIndicadores técnicosMomentum