Skip to content

Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
Quantpedia
86 documents
TqSdk
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

68 documents

Freqtrade

This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…

CryptoMean reversionTrend followingTechnical indicators
Freqtrade

This Freqtrade example is an operational strategy for winding down open positions after stopping new buys. It defines no entry or exit signals; instead, a minimal return-on-investment schedule closes trades that reach a small initial profit threshold, then…

Risk managementExecutionPosition sizing
Freqtrade

This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…

Technical indicatorsMomentumRisk managementBacktesting
Freqtrade

This five-minute crypto strategy combines entry conditions drawn from two named Bollinger Band approaches. One setup looks for a sharp downward move below a 40-period lower band, with price change, candle tail, and closing-price conditions used to qualify…

CryptoTechnical indicatorsMean reversionRisk management
Freqtrade

This hourly long-only strategy combines the Average Directional Index (ADX) with two simple moving averages. It calculates a 14-period ADX and 3-period and 6-period SMAs. A long entry is signaled when ADX is above 25 and the shorter SMA crosses above the…

Technical indicatorsTrend followingBacktesting
Freqtrade

Quickie is a five-minute long-only strategy designed to enter and exit trades quickly while limiting losses with a preset stop. Its entry rule combines an ADX threshold, a rising nine-period TEMA below the Bollinger middle band, and a close below the…

MomentumTechnical indicatorsRisk management
Freqtrade

This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…

CryptoMean reversionTechnical indicatorsRisk management
Freqtrade

This Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…

CryptoTechnical indicatorsMean reversionRisk management
Freqtrade

This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…

CryptoTechnical indicatorsMean reversionMulti-asset
Freqtrade

This Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…

Technical indicatorsMean reversionRisk managementBacktesting
Freqtrade

GodStra is a Freqtrade long strategy that builds a broad set of technical indicators and evaluates configurable entry and exit rules. Each rule compares a selected indicator with another indicator or a numeric threshold; supported operators include…

Technical indicatorsBacktestingRisk management
Freqtrade

This strategy describes frequent, small-target long trades on a one-minute chart, using a five-minute moving average as a broad trend filter. Entry conditions combine a fast stochastic crossover with configurable low readings in money flow and stochastic…

CryptoTechnical indicatorsRisk management
Freqtrade

This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…

Technical indicatorsMomentumRisk managementHigh-frequency trading
Freqtrade

This strategy uses hourly candles and technical indicators to identify directional momentum. It calculates ADX, positive and negative directional indicators, Parabolic SAR, and momentum. Long entries are signaled when ADX exceeds a threshold, momentum is…

CryptoMomentumTrend followingTechnical indicators
Freqtrade

This Freqtrade strategy defines long entries on a five-minute chart using MACD, RSI, and Bollinger Bands. It requires MACD to be above zero and its signal line, the upper Bollinger Band to be rising, and RSI to exceed 70. Long exits are triggered when RSI…

Technical indicatorsMomentumBacktestingRisk management
Freqtrade

This Freqtrade strategy example applies an Almgren–Chriss style execution schedule to position entries and exits. It estimates a parameter called kappa from rolling price variability, candle range, and volume, using it to shape the fraction traded in each…

ExecutionMarket microstructureRisk managementTechnical indicators
Freqtrade

This crypto trading strategy uses TD Sequential style counts on hourly candles. A buy count increments when each close is below the close four bars earlier; a sell count increments when each close is above that reference. The strategy looks for a price…

CryptoTechnical indicatorsTrend followingRisk management
Freqtrade

This strategy template combines the Awesome Oscillator (AO) with MACD on a one-hour timeframe. It enters a long position when MACD is above zero and AO crosses from negative to positive. It exits when MACD is below zero and AO crosses from positive to…

Technical indicatorsMomentumBacktesting
Freqtrade

This example describes a five-minute long-only strategy built from moving averages, Heikin-Ashi candles, and RSI. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the faster average, and the candle is positive.…

CryptoTechnical indicatorsMomentumRisk management
Freqtrade

This Freqtrade strategy framework uses sets of generated buy and sell rules, called spells, assembled from technical indicators, operators, and numeric thresholds. Its documentation describes deriving the rules through hyperoptimization, then assigning…

EquitiesTechnical indicatorsMachine learningBacktesting
Freqtrade

This strategy combines a short and medium exponential moving average crossover with a trend filter from a longer resampled timeframe. It enters long when the short average crosses above the medium average, provided the close is above the longer-timeframe…

Technical indicatorsTrend followingBacktesting
Freqtrade

This five-minute long-only strategy combines exponential moving average crossovers with Heikin-Ashi candle direction. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the 20-period EMA, and the Heikin-Ashi…

Technical indicatorsTrend followingRisk management
Freqtrade

This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…

ForexTrend followingMomentumTechnical indicators
Freqtrade

This Freqtrade strategy generates long-entry and exit signals by comparing configurable dataframe columns. Entry occurs when a selected fast series, optionally shifted by a chosen number of bars, crosses above a selected slow series multiplied by a vertical…

CryptoTechnical indicatorsBreakoutBacktesting