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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

SuperMind

This stock-selection approach combines price amplitude above 1, a weekly crossover of the 5-period moving average above the 10-period average, and a condition that the stock rose during 2021. It aims to find shares with notable price movement and an upward…

Mercados da ChinaAçõesSeguimento de tendênciasIndicadores técnicos
MQL5 code base

This document describes configurable settings for a MetaTrader 5 position risk monitor panel. Users can adjust where the panel appears on a chart, how often it refreshes, and how many open positions it displays. It also lists risk percentage thresholds used…

Gestão do riscoDimensionamento de posições
SuperMind

This A-share stock screen combines a turnover ratio between 3% and 12%, a newly formed KDJ bullish crossover, and a closing price of at least 18.5 yuan. The stated rationale is to seek stocks with moderate trading activity and a possible upward trend, while…

Mercados da ChinaAçõesIndicadores técnicosMomentum
ProRealCode

This indicator estimates price waves from the close’s distance above or below a 150-period weighted moving average. It converts that relative distance into a percentage, scales it by ten, and plots the result alongside a zero reference line. Positive and…

Indicadores técnicosEstatística
SuperMind

This post describes a stock screen that combines a prior-period price-amplitude condition with a MACD signal above the zero line and a closing price between the Bollinger middle and upper bands. It frames the amplitude filter as selecting more volatile…

AçõesIndicadores técnicosMomentum
SuperMind

This Chinese-language post presents a screen for mainland Chinese equities in the metaverse sector. Its final selection rules combine a high prior-day turnover measure, a shareholder-concentration threshold, positive year-over-year net-profit growth above a…

Mercados da ChinaAçõesInvestimento em fatoresTestes históricos
NautilusTrader

This reference explains how a bar represents open, high, low, close, and volume data for a specified bar type. A venue or provider may supply bars, or a trading system may build them from quote ticks, trade ticks, or smaller bars. Bar type carries…

Microestrutura de mercadoTestes históricosExecução
MQL5 code base

This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…

CâmbioIndicadores técnicosTestes históricos
SuperMind

This stock-selection rule first limits candidates to the metaverse industry, then looks for an opening price near the 10-day moving average and simultaneous bullish signals from MACD, KDJ, and RSI. In the example formulas, the price condition uses recent…

AçõesIndicadores técnicosMomentumMercados da China
SuperMind

This stock screen combines three filters: daily amplitude above 1%, a 10-day gain greater than zero but below 35%, and membership in the metaverse concept group. The article explains that the amplitude condition seeks active price movement, while the return…

AçõesMomentumVolatilidadeIndicadores técnicos
MQL5 code base

This brief description presents a higher-timeframe variant of the XMA_BBx7 indicator. A timeframe input lets the user select the chart period from which the indicator should draw its information; the provided example selects a four-hour period. The stated…

Indicadores técnicosMultiactivos
MQL5 code base

This moving-average modification lets a trader define the input price as a weighted combination of open, high, low, and close rather than choosing only from standard price constants. Four coefficients determine each component’s contribution; components with…

Indicadores técnicosTestes históricos
MQL5 code base

This indicator describes an empirical way to classify bar direction and identify gaps in price quotes. Rather than relying only on whether a bar closes above or below its open, it evaluates the candle’s total height and body against statistical…

Indicadores técnicosEstatísticaCâmbio
BigQuant

This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since…

FuturosIndicadores técnicosTestes históricos
SuperMind

This document outlines an equity screen that keeps stocks with turnover between 3% and 12%, a rising KDJ K value, and improving capital-flow strength rank. It also excludes a specified board category in the formula and example code. The intended ordering…

AçõesIndicadores técnicosMomentum
MQL5 code base

This document describes an indicator that plots stop-loss levels based on Average True Range. It provides an adjustable multiplier and ATR period, and includes helper functions so the calculation can be called from other code. The author says it can be used…

Gestão do riscoIndicadores técnicosVolatilidade
MQL5 code base

This document presents a programming approach for working with millisecond timestamps in a trading platform. It extends a date-time structure with a millisecond field and methods to convert between milliseconds since the Unix epoch and ordinary date-time…

Negociação de alta frequênciaMicroestrutura de mercadoExecução
SuperMind

This document describes a Chinese equity screening rule that looks for stocks with amplitude above 1, three moving averages in a bullish ordering, and a signal interpreted as the start of a strong advance. Its example uses 5-, 10-, and 20-period averages, an…

AçõesIndicadores técnicosSeguimento de tendências
MQL5 code base

KI_signals_v2 is described as a trend indicator that derives trade signals from the XMACD histogram. The document identifies the signal source and points to a smoothing library used by the implementation, but it does not explain how histogram values are…

Indicadores técnicosSeguimento de tendênciasMomentum
NautilusTrader

This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…

Indicadores técnicosRutura de níveisGestão do riscoTestes históricos
MQL5 code base

This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…

CriptoativosCriação de mercadoNegociação em grelhaDados on-chain
BigQuant

This tutorial explains how to build and install a reusable BigQuant module that reads a named data table, selects a date range, and rounds chosen floating-point fields to a requested number of decimal places. It describes defining required and optional…

AçõesEstatísticaExecução
SuperMind

This post describes a stock selection screen requiring an intraday range above 1, RSI below 65, and a rising KDJ K value across successive observations. It interprets the conditions as seeking stocks with notable price movement, without a high RSI reading,…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This post describes a stock screen combining three conditions: volume ratio ranks among the top 100 stocks, the current day's decline falls between 4% and 5%, and the 10-day gain is positive but below 35%. The author interprets this mix of trading activity,…

AçõesMercados da ChinaReversão à médiaIndicadores técnicos