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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

The proposed Chinese equity screen selects stocks with daily amplitude above 1, turnover between 2% and 9%, and a stated share-float ceiling of 5.5 billion shares. The intended rationale is to find stocks with notable price movement and trading activity…

AçõesMercados da ChinaVolatilidadeIndicadores técnicos
MQL5 code base

The document describes an indicator that derives an index for 49 currency pairs from price indexes for seven currencies. It also reports timeframe-specific trend readings calculated with MACD and generates buy, sell, or wait suggestions using moving…

CâmbioIndicadores técnicos
MQL5 code base

This indicator plots a moving average of the difference between closing and low prices, normalized relative to Average True Range. It displays overbought and oversold thresholds in a separate chart window. Its inputs let the user choose the calculation…

Indicadores técnicosVolatilidadeReversão à média
FMZ forum

R-Breaker uses the previous session’s high, low, and close to calculate six reference levels for the current session. The document contrasts this setup with conventional pivot points and describes a hybrid approach: reversal trades are considered when price…

CâmbioIndicadores técnicosRutura de níveisReversão à média
MQL5 code base

This document describes a technical indicator that applies exponential moving average smoothing five times. It accepts a real-valued period and allows the resulting indicator to be shifted horizontally or vertically, giving users control over its display or…

Indicadores técnicosSeguimento de tendências
SuperMind

The document outlines a Chinese equity screening approach that starts with price amplitude, a minimum market capitalization, and a comparison of 2021 revenue with 2018 revenue. It discusses limitations of relying on revenue growth alone, including omitted…

AçõesMercados da ChinaInvestimento em fatoresGestão do risco
ProRealCode

Kaufman’s Adaptive Moving Average (KAMA) adjusts its smoothing in response to the market’s directional efficiency. The described calculation compares the absolute price change over a lookback interval with the sum of absolute one-step price changes over that…

Indicadores técnicosSeguimento de tendênciasEstatística
BigQuant

This BigQuant example shows how a China stock universe selector can be connected to a trading engine that reads a daily signal table. The engine filters rows to the current date, closes existing positions once the elapsed time since their last sale reaches…

Mercados da ChinaAçõesExecuçãoDimensionamento de posições
MQL5 code base

The Elastic Volume Weighted Moving Average (EVWMA) is presented as a trend indicator that adapts its averaging behavior to market conditions. Instead of using a fixed averaging period, it uses volume or time, incorporating volume information into the moving…

Indicadores técnicosSeguimento de tendênciasCâmbio
ProRealCode

The document presents an indicator that draws Heikin-Ashi candles and marks narrow-body candles as potential dojis. It distinguishes an upward case, a downward case, and an undecided case, using the relationship between the Heikin-Ashi and regular candle…

Indicadores técnicosVolatilidadeAções
SuperMind

This post proposes screening Chinese A-shares in the metaverse sector using a maximum circulating share count of 5.5 billion and previous-day turnover above 8%. The strategy is intended to focus on companies with a moderate float and active trading. Its…

AçõesMercados da ChinaMicroestrutura de mercado
vn.py community

A user describes running one VeighNa process and one strategy connected to two SimNow futures accounts through separate CTP gateways. Both accounts return order acknowledgements, and the second account appears to have executed trades when checked in another…

FuturosExecuçãoMicroestrutura de mercado
SuperMind

This post outlines a daily, after-close stock screen combining positive MACD conditions with beverage import and export data, then ranking qualifying shares by market attention. Its rationale is that MACD may indicate upward momentum, while attention and…

AçõesMomentumIndicadores técnicosMercados da China
SuperMind

This Chinese-language post proposes a daily stock screen combining price amplitude above 1%, a controlling-shareholder measure above 21%, and an upward relationship between short and longer moving averages. Its examples describe the moving-average condition…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

The document describes a collection of scripts for closing orders by comment, profit or loss threshold, magic number, order type, or symbol. A combined script supports the criteria offered by the individual tools. This is operational guidance for managing…

ExecuçãoGestão do risco
OctoBot

Grid trading places a series of buy and sell orders at set price intervals. As the market moves through those levels, orders can buy at lower prices and sell at higher ones. The approach seeks to collect gains from price fluctuations without relying on a…

Negociação em grelhaVolatilidadeExecuçãoGestão do risco
SuperMind

This document describes an A-share momentum screen requiring turnover from 3% to 12%, a rising DEA indicator, and a daily price gain above 1%. Its stated rationale is to combine recent price direction with a turnover filter representing trading activity. It…

AçõesMomentumIndicadores técnicosMercados da China
SuperMind

This document presents an A-share stock screen requiring turnover between 3% and 12%, seven consecutive daily declines, and a weekly price crossover above a 30-week reference line. It combines a trading-activity filter with a short-term losing streak and a…

AçõesIndicadores técnicosMercados da China
SuperMind

This document describes a daily A-share screening rule combining a positive MACD condition, a share price below 12 yuan, and a maximum daily decline between 4% and 5%. It says to run the screen before 10 a.m. each trading day. The intended idea is to combine…

AçõesIndicadores técnicosMercados da China
MQL5 code base

The document describes a trading utility with a single action for closing positions and managing pending orders. Its settings determine whether it acts only on the currency pair associated with the chart or across all pairs, whether it closes only manually…

CâmbioExecução
Lumibot

The document contrasts OpenAlice, presented as an AI agent for researching and managing trades across a full lifecycle, with LumiBot, a Python framework for building trading strategies. LumiBot can support deterministic strategies, individual AI agents, or…

Aprendizagem automáticaTestes históricosGestão do riscoExecução
MQL5 code base

The document describes OsmaX, a modification of the standard MACD oscillator. It calculates fast and slow exponential moving averages from a selected price, subtracts the slow average from the fast one to form MACD, then subtracts an EMA signal line from…

Indicadores técnicos
SuperMind

This Chinese equity screen looks for stocks whose codes begin with 60, whose daily high-to-low range exceeds 1% of the opening price, and whose weekly candle is bullish, meaning the weekly close is above the weekly open. The article’s example also sorts…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This Chinese equity screen selects stocks associated with the robotics theme, with a stated free-float market value below 10 billion yuan and daily turnover between 3% and 12%. It also requires the current day’s low to be below the prior day’s low, then…

AçõesMercados da ChinaMomentumIndicadores técnicos