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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
WonderTrader
14 documentos
Alphalens
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 brief Chinese-language community discussion asks whether a strategy based on stocks opening with a gap up can remain effective over longer periods. The poster reasons that a gap may reflect meaningful buying demand and asks which momentum factors could…

AçõesMomentumRutura de níveis
MQL5 code base

The document describes an indicator that overlays three Tymen STARC Bands sets on one chart, each calculated using a separately chosen timeframe and parameters. It is designed to let traders compare volatility bands from higher or lower timeframes with the…

Indicadores técnicosVolatilidade
SuperMind

The document presents a Chinese equities screening idea that combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a price-range condition scaled by a large-order…

Mercados da ChinaAçõesInvestimento em fatoresIndicadores técnicos
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by a user with trendline tools. The trader indicates the intended direction graphically, and the advisor opens a position when price crosses the configured level. If a…

CâmbioIndicadores técnicosExecução
BigQuant

This research note explains how genetic programming can evolve mathematical formulas from market data to discover equity selection factors. Starting with randomly generated expressions, the algorithm evaluates their fitness against a target and applies…

AçõesMercados da ChinaAprendizagem automáticaInvestimento em fatores
MQL5 code base

This description outlines an indicator concept based on the ICT Silver Bullet approach. It proposes restricting fair value gap detection to selected morning or afternoon macroeconomic trading windows, on the premise that time alignment can help distinguish…

Indicadores técnicosMicroestrutura de mercadoExecução
SuperMind

This note proposes a short-term Chinese equity screen that combines daily price amplitude, price above the five-day moving average, and a price-change measure multiplied by a proxy for large-order activity. The intended interpretation is that substantial…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This note describes a Chinese equity screen requiring turnover between 3% and 12%, appearance on the previous day’s Dragon-Tiger list, and a selection period in 2021. It gives example expressions for applying those filters and mentions excluding stocks…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
MQL5 code base

This document describes an MT4 script for opening charts in batches. Users can choose every symbol in Market Watch or supply a comma-separated list, select a timeframe, and optionally apply a saved chart template. A text filter can restrict symbols by a name…

Execução
SuperMind

This document outlines a Chinese equity screening idea combining three conditions: membership in the metaverse theme, a positive institutional-flow reading, and a current high that is the highest of the latest two days. It also includes example indicator…

AçõesMercados da ChinaMomentumIndicadores técnicos
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

CriptoativosIndicadores técnicosTestes históricosSeguimento de tendências
MQL5 code base

This expert advisor opens a trade when a candle reaches a configurable minimum size within a specified number of minutes. An optional maximum length for the opposing candle shadow can filter the signal; the relevant shadow differs for buys and sells. Trading…

Indicadores técnicosDimensionamento de posiçõesGestão do riscoExecução
MQL5 code base

The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…

Indicadores técnicosVolatilidadeGestão do riscoSeguimento de tendências
SuperMind

This Chinese stock selection strategy filters for turnover between 3% and 12%, a positive product of price change and net super-large-order volume, and a 10-day return between 0% and 35%. The author presents the added 10-day return band as a way to focus on…

AçõesMercados da ChinaMomentumIndicadores técnicos
MQL5 code base

The document briefly describes a modified MACD trading indicator as a faster version of an earlier variant. It also says that the display includes multiple Bollinger stop levels, presenting the added visual levels alongside the speed improvement. It does not…

Indicadores técnicosVolatilidadeGestão do risco
Stratmill research code

This note proposes screening Chinese metaverse-sector equities using two signals: rank by the day’s opening-auction value and retain the leading five, then require at least two limit-up events within a stated 500-day lookback. It includes platform-specific…

AçõesMomentumMercados da ChinaMicroestrutura de mercado
SuperMind

This document explains how to trade a cointegrated pair using entry and exit levels produced by a minimum-profit optimization method. It defines a spread from the two asset prices and a hedge coefficient. When the spread falls below the buy threshold, the…

Negociação de paresArbitragemEstatísticaExecução
SuperMind

This note describes a Chinese equity screening rule for stocks classified in the metaverse sector. It selects stocks whose latest close is above the previous close and whose current low matches the lowest low over either a 20-session or 30-session lookback.…

AçõesIndicadores técnicosGestão do riscoMercados da China
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Indicadores técnicosEstatísticaVolatilidadeSeguimento de tendências
WonderTrader

The example sketches a Python environment that connects a CTA backtesting engine to an agent-like training loop. It initializes a backtest, subscribes a strategy to five-minute bars, starts asynchronous execution, and advances the engine one step at a time.…

FuturosTestes históricosAprendizagem automática
SuperMind

The document proposes a Chinese A-share stock screen focused on the metaverse theme. Its initial conditions are yesterday’s turnover above 8% and at least two limit-up events within 500 days. A later version adds a market-capitalization filter, described as…

AçõesMercados da ChinaMomentumRutura de níveis
FMZ forum

This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…

CriptoativosGestão do riscoSentimento de mercadoMercados à vista
MQL5 code base

The document describes a MetaTrader 4 expert advisor for managing a chart symbol’s open trade with virtual stop loss and take profit levels. It also outlines a virtual pending order that can use a trailing stop. The stated workflow initializes the levels,…

CâmbioGestão do riscoExecução
SuperMind

This proposed Chinese stock screen selects beverage and alcohol companies with turnover in a stated range and a prior-day signal described as main-force control. The article also supplies platform formulas and a Python example. The code uses industry…

Mercados da ChinaAçõesIndicadores técnicosMomentum