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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

MQL5 code base

This trading utility estimates the deposit-currency profit or loss of open market orders on the current chart symbol at a hypothetical price. The trader places a horizontal line named LP, and the calculation updates as the line moves, showing the projected…

Gestão do riscoDimensionamento de posições
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and three consecutive limit-up sessions as of the previous day. The stated rationale is to find actively traded stocks with recent…

AçõesMercados da ChinaMomentumGestão do risco
MQL5 code base

The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…

CâmbioVolatilidadeRutura de níveisIndicadores técnicos
SuperMind

This Chinese stock selection rule combines three conditions: daily high-to-low amplitude above 1%, a newly formed KDJ golden cross, and a 14-period RSI below 65. The accompanying examples describe calculating the range as the high-low difference relative to…

AçõesIndicadores técnicosMomentumGestão do risco
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that difference as a histogram. The document explains that the bands tend to widen during strong upward or downward price impulses and narrow as the movement loses force. It…

Indicadores técnicosVolatilidadeCâmbio
SuperMind

This stock selection proposal filters for amplitude above one percent, a positive ten-day price change below thirty-five percent, and turnover between two and nine percent. The post interprets the range as a measure of volatility, the return band as a way to…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This stock screen combines an amplitude threshold above one percent, an opening auction gain below six percent, and a current high that is the highest across two days. The post frames these conditions as a way to identify shares with short-term upward…

AçõesMercados da ChinaIndicadores técnicosRutura de níveis
Lumibot

The document contrasts an educational AI investing project, which organizes investor-style agents to debate ideas, with a framework centered on the trading strategy lifecycle. It describes a workflow in which agent decisions are tested on historical data,…

Aprendizagem automáticaTestes históricosGestão do riscoExecução
OctoBot

FUD describes a wave of pessimism, rumors, or uncertainty that can influence investment choices and market behavior. The document contrasts it with FOMO: fear of missing gains can draw investors into rising assets, while FUD may prompt panic selling. It also…

CriptoativosSentimento de mercado
SuperMind

This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This Chinese equity screen selects stocks with RSI below 65, free-float market value between 5 billion and 10 billion yuan, and displayed best-bid volume greater than best-ask volume. It combines a technical indicator, a company-size filter, and a snapshot…

AçõesMercados da ChinaIndicadores técnicosMicroestrutura de mercado
SuperMind

This Chinese equity screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…

AçõesMercados da ChinaVolatilidadeMomentum
ProRealCode

This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…

Matérias-primasFuturosRutura de níveisSeguimento de tendências
SuperMind

This stock screen selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires prior-day trading value above 60 million. The article argues that trading value can serve as a rough indicator of market participation and…

Mercados da ChinaAçõesIndicadores técnicosExecução
SuperMind

This Chinese stock-selection proposal screens for shares with an amplitude above 1, a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s auction volume relative to the prior day’s volume, and upward-diverging moving averages. Its…

Mercados da ChinaAçõesMomentumIndicadores técnicos
ProRealCode

TMAGi combines the spacing among three moving averages with the difference between the ADX system’s positive and negative directional indicators. It multiplies total moving-average separation by that directional difference, then plots the result with a short…

Indicadores técnicosSeguimento de tendênciasMomentum
FMZ guides

This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…

Investimento em fatoresIndicadores técnicosEstatísticaTestes históricos
MQL5 code base

This document briefly describes a Murrey levels indicator that places level values in indicator buffers and adds visual text identifying those levels. It attributes the indicator to Vladislav Goshkov and notes that it depends on a font-name library file…

Indicadores técnicos
SuperMind

The post describes a multi-factor stock-selection strategy and compares its performance with and without a hedge during a period of severe market weakness. The author says the unhedged strategy still showed excess returns, while adding a hedge visibly…

AçõesInvestimento em fatoresTestes históricosGestão do risco
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

Rutura de níveisReversão à médiaIndicadores técnicosGestão do risco
MQL5 code base

This document describes a MetaTrader indicator that plots a vertical histogram showing the distribution of prices over a configurable calculation period. Its listed inputs control the period, the initial drawing shift, the histogram scale, and the color used…

Indicadores técnicosEstatística
SuperMind

This short-term stock screen selects Chinese equities using three conditions: daily amplitude above 1, the 9:25 price gain below 6%, and previous-day turnover above 60 million. The stated rationale is to find active, liquid stocks while avoiding stocks that…

AçõesIndicadores técnicosGestão do riscoMercados da China
MQL5 code base

This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…

CâmbioIndicadores técnicosDimensionamento de posiçõesTestes históricos
BigQuant

The article presents six discretionary rules for short-term trading: exit when a closing price falls below its five-day moving average, use a two-day moving average to judge the near-term trend, wait for preset entry conditions, and follow sell signals…

Indicadores técnicosSeguimento de tendênciasGestão do riscoDimensionamento de posições