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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

21 documents

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

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 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 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 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 five-minute Freqtrade strategy combines moving averages, directional movement, ADX, and RSI to generate long entries and exits. It compares 120-period and 240-period simple moving averages to classify the broader trend, while exponential averages of…

Technical indicatorsTrend followingMomentumRisk management
Freqtrade

This Freqtrade example defines a simple long-only trend signal using MACD. It calculates the MACD line, signal line, and histogram, then enters when MACD is above zero and above its signal line. It exits when MACD falls below the signal line. The…

Technical indicatorsTrend followingMomentumRisk management
Freqtrade

This Freqtrade strategy combines MACD direction with the Commodity Channel Index (CCI) to generate long entries and exits. It enters when MACD is above its signal line and CCI is at or below a tunable buy threshold; it exits when MACD is below its signal…

Technical indicatorsMomentumBacktestingRisk management
Freqtrade

This proposed equity screen combines three conditions: the position-increase ratio is above 5%, the prior day's trading value exceeds 60 million yuan, and the histogram bars in a 15-minute MACD calculation are getting shorter. The text interprets the…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy uses a four-hour timeframe and computes an Ichimoku base line and the KST indicator’s difference. Each indicator is normalized across the available dataframe range. Entry and exit thresholds are exposed as tunable numeric values and…

CryptoTechnical indicatorsMomentumBacktesting
Freqtrade

This Freqtrade strategy seeks long entries on a five-minute chart by combining trend strength, oversold conditions, and a stochastic crossover. It requires either a high short-period ADX or a higher slow ADX, a CCI reading below its oversold threshold, and…

CryptoTechnical indicatorsMomentumRisk management
Freqtrade

This Freqtrade strategy computes a normalized MACD-like measure as the ratio of the 12-period exponential moving average to the 26-period exponential moving average, minus one. On a five-minute timeframe, it enters long when this value falls within…

CryptoSpot marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy is designed for spot cryptocurrency trading on five-minute candles. It defines parameterized entry and exit rules using comparisons between recent closing prices and closes from earlier bars, with separate adjustable parameters for…

CryptoSpot marketsMomentumBacktesting
Freqtrade

This sample hourly strategy calculates a broad set of indicators, including RSI, ADX, stochastic readings, MACD, money flow, Bollinger Bands, Parabolic SAR, TEMA, and a Hilbert-transform cycle measure. Its actual entry and exit rules use RSI crossings around…

Technical indicatorsMean reversionMomentumRisk management
Freqtrade

This Freqtrade strategy combines MACD crossovers with Commodity Channel Index thresholds to time long trades on a five-minute chart. It enters when MACD moves above its signal line while CCI is at or below a negative threshold, and exits when MACD crosses…

Technical indicatorsMomentumRisk managementBacktesting
Freqtrade

The document presents a basic long-only strategy that enters when a shorter exponential moving average crosses above a longer one and exits when the longer average crosses above the shorter. It calculates multiple EMA periods so the short and long lookbacks…

Technical indicatorsMomentumTrend followingBacktesting
Freqtrade

This Freqtrade strategy trades five-minute candles using a volume surge and several momentum and price filters. It enters long when volume exceeds four times its rolling average, price is below a 40-period simple moving average, and fast stochastic, RSI, and…

CryptoTechnical indicatorsMomentumRisk management
Freqtrade

This Freqtrade hyperoptimization module searches for rule-based long entries and exits using a catalog of price, volume, volatility, trend, and momentum series. For each rule, the search space selects an indicator, a second indicator or comparison target, a…

Machine learningBacktestingTechnical indicatorsMomentum