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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
TqSdk
86 documents
Quantpedia
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
Binance API docs
45 documents
Quantopian lectures
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
WonderTrader
14 documents
Alphalens
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 MNQ strategy combines opening range breakouts with reversals at the previous day’s high or low. It builds the opening range during a configurable window after the New York open, then accepts ranges only within set minimum and maximum widths. A breakout…

FuturesBreakoutVolatilityRisk management
TradingView scripts

This script trades crossovers between fast and slow exponential moving averages, entering long on an upward cross and short on a downward cross. Trades can be restricted to the 15-minute chart and weekdays. It sizes entries at the configured full-equity…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

The strategy identifies an inside bar when the current candle’s high and low both fall within the previous candle’s range. It takes a directional cue from the previous candle: a bullish candle sets a buy stop above its high, while a bearish candle sets a…

ForexBreakoutPosition sizingRisk management
TradingView scripts

This XAU/USD strategy combines a fast and slow exponential moving average with a price recross of the fast average. A confirmed close above the fast EMA while it is above the slow EMA signals a long; the inverse conditions signal a short. The stop is placed…

CommoditiesTrend followingTechnical indicatorsVolatility
TradingView scripts

This document describes a fixed, ten-level long-only grid centered on a user-selected price. Levels are spaced by a configurable percentage, and the script places buy orders at each level. Order notional decreases geometrically with each successive level, an…

Grid tradingPosition sizingBacktestingRisk management
TradingView scripts

This extensive Pine strategy combines several signal and filter layers for crypto trading. Its configurable framework includes moving-average and higher-timeframe trend checks, volume and ATR filters, candle-body criteria, chop-regime detection, adaptive…

CryptoTechnical indicatorsRisk managementBacktesting
TradingView scripts

The strategy combines a 1-2-3 reversal signal with high and low levels taken from a selectable timeframe and lookback period. Its reversal component uses recent closing-price turns together with fast and smoothed stochastic values: the stated long and short…

FuturesMean reversionTechnical indicatorsBacktesting
TradingView scripts

This reversal strategy first identifies significant swing highs and lows. A candidate pivot is judged against surrounding bars with a tolerance scaled by the average true range, making the significance test responsive to volatility. The script then tracks…

Technical indicatorsBreakoutBacktesting
TradingView scripts

This Pine strategy is a configurable framework for defining long and short entries and exits through comparisons between chart data sources or fixed values. Users can select conditions such as greater than, equality, or crossovers, combine enabled conditions…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This weekly long-only strategy for a leveraged ETF enters at the start of Monday’s regular session and sets an initial profit target and a fixed stop. At Monday’s close, it raises the target if the position is modestly profitable, lowers it if the position…

EquitiesMomentumRisk managementBacktesting
TradingView scripts

This Bitcoin perpetual-futures strategy combines a daily EMA bias and a four-hour RSI confirmation with hourly RSI, MACD, engulfing candles, elevated ATR, and a volume spike for entries. It places pattern-based stops with a maximum distance, sizes positions…

CryptoPerpetual futuresTrend followingRisk management
TradingView scripts

This indicator displays paired columns of annual percentage changes for two selected symbols over a chosen year range. It obtains data on a yearly interval, calculates each year’s change from one close to the next, and aligns the two return series by year.…

EquitiesStatisticsPortfolio construction
TradingView scripts

This strategy modifies a conventional ATR-based SuperTrend by checking how close the closing price is to the previous trend line. When the distance falls below a configurable ATR threshold, it moves the line farther from price by an ATR-scaled amount and…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This indicator estimates whether current price action resembles the historical slope patterns associated with pivot highs or lows. It detects confirmed pivots, stores regression slopes around those events, and compares the current rolling close slope with…

Machine learningTechnical indicatorsStatisticsBacktesting
TradingView scripts

UT Bot v2 is a trend-following method that maintains a trailing stop at a configurable multiple of Average True Range from a selected price source. The stop ratchets upward while price remains above it and downward while price remains below it; a confirmed…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This script defines a two-sided trend-following strategy using a composite moving average formed by blending an Arnaud Legoux moving average with a smoothed zero-lag EMA calculation. Direction is determined by the composite line’s slope over a configurable…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This long-only strategy combines an Ichimoku trend entry with a money-flow filter for SOL/USDT on four-hour bars. Tenkan crossing above Kijun triggers a candidate entry, which is accepted only when the close is above the current cloud and the Money Flow…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines UT Bot trailing-stop crossings with the direction of a Schaff Trend Cycle (STC) oscillator. It adds a confirmation window so an STC change may follow a UT signal by a limited number of bars, then applies configurable conditions for…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator estimates how broadly cryptocurrency markets occupy four momentum zones labeled FOMO, recovery, fear, and strength. It retrieves daily prices for broad market indices, Bitcoin and Ether, plus a configurable group of 36 other assets. RSI…

CryptoTechnical indicatorsMomentumSentiment
TradingView scripts

The Dynamic Momentum Index adapts the effective RSI period to recent price volatility. The document describes estimating volatility from a short standard deviation smoothed by a longer average, then using that estimate to vary the period within stated upper…

MomentumTechnical indicatorsVolatilityBacktesting
TradingView scripts

This strategy uses a selected moving average as the input to a Twin Optimized Trend Tracker. It derives upper and lower OTT bands and opens long or short positions when the moving average crosses the corresponding band. The moving average can be chosen from…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This long-only Bitcoin strategy arms an entry when the 4-hour RSI is below a configurable oversold threshold. After the base order, it adds up to five averaging orders at fixed percentage declines from the original entry price, with each order sized larger…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This indicator combines sequential momentum-exhaustion counts, terminal-exhaustion markers, higher-timeframe range pivots, and a volume-pressure oscillator. Its buy-side sequence counts bars closing below the close several bars earlier, while the sell-side…

Technical indicatorsMomentum
TradingView scripts

This script divides a recent window of chart bars into equal-sized blocks and displays their boundaries, optional composite candles, and a dashboard of price and volume context. Users choose the window and group count, so the resulting block size changes…

Technical indicatorsStatisticsMomentumTrend following