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

1,976 documents

TradingView scripts

This chart indicator supports manual identification of XABCD harmonic patterns. The user selects time points X, A, B, and C; the script retrieves their price data, determines the directional orientation, and evaluates price ratios against pattern-specific…

Technical indicatorsStatisticsRisk management
TradingView scripts

This template trades crossovers between a fast and a slow exponential moving average, with configurable lengths and an optional filter based on the direction of a longer simple moving average. A bullish crossover can open a long when the filter is rising; a…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This XAUUSD-focused strategy records the low during the final hour of the New York session as a reference level, then compares it with lows during the following Asia and London sessions. If Asia trades below that New York low, the system signals a short at…

CommoditiesForexBreakoutPosition sizing
TradingView scripts

This strategy identifies a four-swing ABCD harmonic pattern using confirmed pivot highs and lows. It compares the retracement and extension between successive swing prices with Fibonacci-based ratio ranges, then looks for a close between nearby swing levels…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This long-only strategy for ONEUSDT seeks rebounds after a sharp decline. Its entry filters require a specified two-bar price move from five to three bars ago to fall within a decline range, while the latest two-bar move must be flat or negative. The…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This intraday strategy trades opening gaps in SPY, using SPY price data even when applied to another chart. It flags upward or downward gaps when the separation between the current bar and the previous bar’s range exceeds a threshold tied to a configurable…

EquitiesUS marketsBreakoutTechnical indicators
TradingView scripts

This long-only strategy looks for a price dip below a lower VWAP standard-deviation band, then requires sequential recovery signals from an oscillator and MACD. The default oscillator is RSI; StochRSI is an alternative. A minimum distance between VWAP and…

Mean reversionTechnical indicatorsRisk managementForex
TradingView scripts

This strategy defines a rolling range from recent highs and lows, then enters long when a bar closes above the range or short when it closes below. Volume confirmation is enabled by default: the breakout bar’s volume must exceed its moving average, though…

BreakoutTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator replaces a conventional candle display for recent bars with stylized blocks that trace the open, the order in which the bar’s high and low occurred, and the close. It requests one-minute data to determine which extreme came first, then…

Technical indicatorsMarket microstructure
TradingView scripts

This TradingView indicator builds volume profiles for configurable market sessions and calendar periods, including Tokyo, London, New York, daily, weekly, and longer intervals. It divides each period’s price range into bins, allocates lower-timeframe volume…

Technical indicatorsMarket microstructureFuturesForex
TradingView scripts

This indicator measures the close’s distance from a movement-weighted mean and scales that distance by an ATR-based range width. The resulting oscillator is centered around zero, with reference levels at plus and minus one hundred. Its parameters set the…

Technical indicatorsVolatilityMomentumMean reversion
TradingView scripts

This intraday strategy records the high and low during a configurable opening window, then takes long or short breakouts of that range during the selected session. Optional filters require a range size within ATR-based bounds, volume above its moving…

FuturesEquitiesBreakoutRisk management
TradingView scripts

This indicator builds a dashboard of technical ratings for a configurable list of assets across several chart resolutions. Users can choose among ratings based on moving averages, oscillators, or both, and set the symbols, timeframes, table layout, and…

CryptoMulti-assetTechnical indicators
TradingView scripts

This long-only strategy looks for pullbacks toward a rising 9-period EMA after an established uptrend. It requires the 9-, 21-, and 50-period averages to be stacked bullishly, price to have stayed above the 21-period average for a minimum period, repeated…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines several market readings into directional confluence scores. Its regime engine uses normalized EMA spreads, ADX, and ATR to distinguish trend, balance, expansion, and transition conditions. It adds higher-timeframe EMA bias, confirmed…

Multi-assetMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy seeks reversals during sideways conditions. It first defines a flat regime by comparing the Bollinger basis across a lookback with an ATR-scaled tolerance. While that condition holds, a touch of the lower or upper band opens a configurable…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy builds traditional Renko values using a configurable brick size, then plots Renko opens and closes over a standard candle chart. It enters long when the Renko close crosses above the Renko open and short when it crosses below. Each entry…

Technical indicatorsTrend followingBreakoutBacktesting
TradingView scripts

This strategy enters long after a lower-timeframe RSI crosses below an oversold threshold. If price falls further, it can add up to four safety orders at progressively wider price levels, but only while RSI remains below a second oversold threshold. The…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This long-only strategy looks for a reversal pattern in Heikin-Ashi candles: a configurable run of green candles must follow a red candle. The validation period defaults to three green candles, and the script obtains Heikin-Ashi open and close values on the…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This script combines three indicators to generate directional scores: smoothed stochastic K and D lines, RSI relative to its midpoint, and the MACD histogram relative to zero and its recent direction. It assigns up to three bullish or bearish criteria and…

MomentumTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy uses changes in the Relative Strength Index as a short-term momentum signal. It compares the current RSI change with the rolling standard deviation of RSI changes, scaled by a user-adjustable multiplier. A long signal requires positive momentum…

MomentumTechnical indicatorsRisk managementBacktesting
TradingView scripts

This document describes a Pine Script library for building and running machine learning models. Its primitives include tensors and matrix operations, differentiable computation graphs, neural network layers, recurrent and attention operations, and sequential…

Machine learningStatisticsBacktesting
TradingView scripts

This strategy trades Micro E-mini Nasdaq futures in both directions using smoothed Stochastic RSI and a 20-period EMA. For shorts, an extreme high oscillator reading arms a setup; price must then touch the EMA before the oscillator falls through an entry…

FuturesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy combines a selected moving average with a multi-timeframe trend filter, relative volume, volatility checks, and a pullback-based breakout setup. It supports EMA, SMA, or HMA calculations and evaluates a 15-minute EMA and its slope to qualify…

BreakoutTrend followingTechnical indicatorsRisk management