Saltar para o conteúdo

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 Expert Advisor runs separate long and short systems using configurable ColorMETRO signals. Each direction has independent settings for sizing and a rule that examines recent trades in that direction. If the specified count of losses appears within the…

CâmbioDimensionamento de posiçõesGestão do riscoIndicadores técnicos
MQL5 code base

This document describes an Expert Advisor that trades when two moving averages cross. It checks their values on two adjacent completed bars: a buy signal occurs when the first average moves from below to above the second, and a sell signal when it moves from…

CâmbioIndicadores técnicosMomentumSeguimento de tendências
vn.py community

This forum exchange clarifies how VeighNa’s CTA strategy state file is used during initialization. A strategy first derives variable values from historical data and indicators, then reads saved JSON data to overwrite corresponding strategy variables.…

FuturosTestes históricosEstatística
Hummingbot docs

These release notes describe changes to Hummingbot’s client and Gateway, including a refactor of decentralized exchange connectors and reliability work on exchange connections. For strategy developers, the main additions include controller risk controls such…

CriptoativosArbitragemTestes históricosGestão do risco
OctoBot

The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…

CriptoativosMercados à vistaExecuçãoGestão do risco
SuperMind

This stock screen combines three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and a newly formed KDJ golden cross. The post frames the combination as a way to find relatively large, volatile stocks with a…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

The screen selects listed Chinese stocks with an amplitude above one, more than three years since listing, and closing prices that fell on each of the last three sessions. Its stated rationale is to seek actively traded shares while excluding newer listings,…

AçõesMercados da ChinaIndicadores técnicosReversão à média
MQL5 code base

DayRSI is an RSI indicator whose calculation period adjusts automatically according to the number of bars in the current day. The description says it is intended for intraday decision-making and supports chart timeframes from one-minute to daily. This makes…

Indicadores técnicosAções
SuperMind

The document introduces hidden Markov models (HMMs) as a way to infer unobserved market regimes from observed asset returns. It explains the Markov assumption that the next state depends on the current state, and describes how regimes can change return…

EstatísticaAprendizagem automáticaGestão do risco
MQL5 code base

The document describes a candlestick indicator that colors candles extending beyond the Ozymandias channel. The colors distinguish candles that align with the indicated trend from those that move against it: trend-aligned candles receive a brighter shade,…

Indicadores técnicosSeguimento de tendênciasRutura de níveis
MQL5 code base

The document describes an indicator that displays the relative change in the current price compared with a price from a chosen number of bars earlier. It gives two default lookback lengths and illustrates their time span on a five-minute chart, where the…

Indicadores técnicosMomentum
MQL5 code base

The document explains the inputs and output buffers of a channel indicator. Its channel length setting determines how many bars are used to create the channel. A second setting controls the local peak and valley evaluation: the method considers a centered…

Indicadores técnicosEstatística
MQL5 code base

The document describes a trading robot that opens equal-volume long and short positions in the same asset, creating a lock whose opposing price exposure offsets at the position level. It then outlines ways to manage that locked position: average into both…

CâmbioGestão do riscoDimensionamento de posições
SuperMind

This stock screen looks for Shenzhen Main Board companies with annual return on equity above 15% in each of five years, a price-to-earnings ratio from zero to 29.01, and a price-to-book ratio from zero to 3.11. It also requires the daily high-low range to be…

AçõesInvestimento em fatoresMercados da ChinaEstatística
MQL5 code base

The BS Living Now indicator marks chart highs and lows using filters that differ from those in the standard Bill Williams Fractals indicator. Its period parameter controls how many extrema appear: a larger setting produces fewer marks, while a smaller one…

CâmbioIndicadores técnicosSeguimento de tendênciasRutura de níveis
SuperMind

This Chinese stock selection rule combines three filters: rank stocks among the top 100 by volume ratio, keep those whose opening price is within five percent above or below the ten-day moving average, and look for a shortening histogram in the 15-minute…

AçõesIndicadores técnicosMomentumMercados da China
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

AçõesIndicadores técnicosSeguimento de tendênciasTestes históricos
SuperMind

This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…

AçõesIndicadores técnicosReversão à médiaTestes históricos
Hyperliquid docs

HyperEVM divides transaction throughput across two interleaved block types: small blocks produced frequently and larger blocks produced less often. This design separates confirmation speed from block capacity, aiming to let users benefit from faster…

CriptoativosExecuçãoMicroestrutura de mercado
SuperMind

This guide outlines how to move a strategy from backtesting or simulation into Supermind’s live research-trading environment. It describes logging in to a simulated or funded account, creating live-trading code, and adapting a backtest template to initialize…

ExecuçãoTestes históricos
SuperMind

This proposed stock screen looks for shares with a daily high-low range above 1%, trading activity above 60 million in the prior day, and a newly formed KDJ golden cross, defined as K moving above D after being below it. The article frames the range and…

Mercados da ChinaAçõesMomentumIndicadores técnicos
SuperMind

This proposed stock screen selects main board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It also requires large-order net volume to exceed 0.05 for at least three consecutive days. The article…

Mercados da ChinaAçõesMomentumEstatística
MQL5 code base

ADXVMA is described as a moving average whose calculation weights depend on ADX values. This makes the average responsive to a measure of trend strength rather than relying only on a conventional fixed weighting scheme. The description also notes that the…

Indicadores técnicosSeguimento de tendências
MQL5 code base

XAng_Zad_C applies additional smoothing to indicator values to reduce noisy signals from false moving-average crossings. Its configurable inputs include the smoothing ratio, smoothing method and depth, a method-specific parameter, applied price, and…

Indicadores técnicos