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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
Quantpedia
86 documentos
TqSdk
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 Chinese-language post proposes screening stocks with turnover from 3% to 12%, a rising DEA condition, and at least one limit-up session in the prior 25 trading days. It presents the approach as combining an upward technical signal with recent market…

AçõesMomentumIndicadores técnicosMercados da China
MQL5 code base

This document outlines an automated trading strategy that compares a moving average with the Parabolic SAR indicator to generate trading signals. The expert advisor operates using the current, still-forming bar, allows only one open position at a time, and…

CâmbioSeguimento de tendênciasIndicadores técnicosGestão do risco
SuperMind

This Chinese-language post describes a stock selection rule using turnover and recent price weakness. It screens for shares with turnover between 3% and 12%, seven consecutive declining sessions, and a current maximum decline between 4% and 5%. The article…

AçõesReversão à médiaIndicadores técnicosGestão do risco
SuperMind

This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…

AçõesMercados da ChinaIndicadores técnicosRutura de níveis
SuperMind

This stock selection idea filters Chinese listed equities to the metaverse industry, ranks candidates by the day’s opening auction amount, and retains those with a positive institutional-flow measure. The stated rationale is to combine trading activity with…

AçõesMercados da ChinaMomentumExecução
MQL5 code base

This document explains a chart indicator that displays the net direction and lot size of open positions for the chart’s symbol. It is aimed especially at hedge accounts, where a trader may hold long and short positions in the same instrument at different…

Dimensionamento de posiçõesGestão do riscoExecução
FMZ forum

This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…

CriptoativosSeguimento de tendênciasRutura de níveisTestes históricos
MQL5 code base

This indicator presents three RSI lines with different lookback periods, then smooths the first RSI line with a moving average and optionally applies a second moving average to that result. Crosses between the smoothed RSI and its second average can serve as…

Indicadores técnicosMomentum
MQL5 code base

This brief description covers an assistant expert adviser that first moves open positions to breakeven and then enables trailing stops. Its three settings control the trailing distance in pips, the trailing step, and a magic number used to identify positions…

Gestão do riscoDimensionamento de posiçõesExecução
vn.py community

A forum user reports an integer overflow error while backtesting options with a trading platform’s OptionStrategy module. The problem reportedly occurred only for CSI 300 ETF options and on two specific dates. The user traced the error to loading the…

OpçõesTestes históricos
BigQuant

The article contrasts quantitative trading, which it describes as using statistical models and systematic execution to exploit price deviations linked to investor emotion, with discretionary investing, where patience, independent judgment, and resilience may…

EstatísticaSentimento de mercadoGestão do risco
SuperMind

This A-share screening rule combines three conditions: RSI below 65, tradable market capitalization between 5 and 10 billion yuan, and a ten-day price gain above zero but below 35 percent. The accompanying Python example calculates a 14-period RSI and…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This A-share stock screen selects names whose prior trading range exceeds a stated threshold, whose opening price is within five percent of the ten-day moving average, and whose registered province is not Beijing. The document provides example formulas and…

AçõesMercados da ChinaIndicadores técnicosEstatística
vn.py community

A forum exchange describes a failed attempt to receive tick data from a Ronghang test interface after replacing its market data DLL with the one used by vn.py’s CTP integration. A participant explains that Ronghang and CTP use incompatible market data…

ExecuçãoMicroestrutura de mercado
MQL5 code base

The document describes an indicator that combines ZigZag and Parabolic SAR values and displays the resulting points as fractal labels. It notes that the labels repaint in a way similar to the extreme points of a standard ZigZag, so displayed turning points…

Indicadores técnicos
SuperMind

This proposed Chinese equity screen uses turnover, recent price movement, and prior-day actual turnover to identify candidates. Its headline criteria specify a turnover rate between 3% and 12%, a 10-day gain above zero but below 35%, and prior-day actual…

AçõesMercados da ChinaMomentumIndicadores técnicos
MQL5 code base

This proposed Chinese equity screen combines a positive MACD reading, positive price-to-earnings ratio, and evidence of institutional net buying. The described filter further requires net institutional purchases to be positive and recent net-buy volume to…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This chapter overview introduces common built-in MQL5 functions used when developing MetaTrader 5 programs for data handling and automated trading. It outlines array operations, string processing, file access, data conversion, user interaction, mathematical…

Execução
SuperMind

This note describes a Chinese equity screen combining metaverse and robotics themes with circulating market capitalization filters. Its stated criteria conflict: the opening logic requires capitalization above 10 billion yuan and below 10 billion yuan at the…

AçõesMercados da China
MQL5 code base

The Trend Envelopes indicator uses percentage price deviation to decide whether a trend has changed or remains in place. Its calculation needs only a deviation percentage as a parameter and internally uses closing, high, and low prices; the described version…

Indicadores técnicosSeguimento de tendências
BigQuant

This 2018 report revisits whether the investment clock can guide asset allocation amid trade tensions and political shocks. Its traditional mapping assigns equities to recovery, commodities to overheating, bonds to recession, and cash to stagflation. It…

MultiactivosConstrução de carteirasInvestimento em fatoresEstatística
MQL5 code base

This signal module generates long and short trade votes from price position relative to a moving average. It adds protective filters based on the direction and minimum size of both the current and previous bars: long signals require bullish bars, while short…

Indicadores técnicosSeguimento de tendênciasExecuçãoTestes históricos
SuperMind

This stock-selection idea combines three conditions: membership in the metaverse theme, a rising 30-day moving average, and a signal of institutional buying. The post also suggests considering valuation measures such as price-to-earnings and price-to-book…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This proposed screen selects stocks in the metaverse sector when price is above the Bollinger upper and middle bands and the KDJ indicator has just formed a bullish crossover. It proposes running the selection before 10 a.m. and trading the chosen shares…

AçõesMercados da ChinaIndicadores técnicosMomentum