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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
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 strategy uses crossings between custom Aroon upper and lower series to generate long and short signals. By default, it filters trades so longs require price above both a 290-period simple moving average and a 200-period exponential moving average, while…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only breakout system looks for a close above the recent high after a defined consolidation range, alongside volume above its 20-bar average. An optional OBV filter requires OBV to exceed its own moving average. A separate large-candle condition can…

BreakoutMomentumTechnical indicatorsBacktesting
TradingView scripts

The strategy combines an ATR expansion filter with a 20-bar price momentum check. It enters long when price is above its level 20 bars earlier, or short when below, provided current ATR exceeds half its 20-period average and is not below that average. The…

VolatilityMomentumBreakoutTechnical indicators
TradingView scripts

This indicator offers five ways to calculate a trailing stop: ATR or Supertrend distance, Chandelier levels based on recent swings, Donchian swing extremes, a standard-deviation channel, or a fixed percentage from an anchor price. Each method supplies…

Technical indicatorsRisk managementVolatilityTrend following
TradingView scripts

The indicator presents a framework for combining three types of market signals: unusual multidimensional volatility, Hurst-based regime classification, and transfer-entropy measures of information flow between variables such as price and volume. Its guide…

Technical indicatorsVolatilityStatisticsTrend following
TradingView scripts

This long-only strategy tracks the highest closing price seen and triggers buys when the close falls by a configurable percentage from that peak. Position size is based on a selected share of strategy equity, adjusted by a leverage input. It exits when price…

Mean reversionPosition sizingRisk managementBacktesting
TradingView scripts

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between…

CryptoGrid tradingBacktestingExecution
TradingView scripts

Trend Flow is a configurable directional strategy offering entry rules based on moving-average crosses, RSI, MACD, Bollinger Bands, SuperTrend, Stochastic, Ichimoku, Chaikin Money Flow, Parabolic SAR, squeeze releases, support and resistance, Fibonacci…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy looks for a long setup when a dragonfly-style doji makes a new low relative to the preceding 50 bars and the current RSI exceeds its lowest value over that lookback. The short setup mirrors this logic: a gravestone-style doji makes a new high…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This strategy combines a volatility-scaled trailing level with an EMA direction filter. On each bar, it places candidate stop levels one ATR multiple below or above the close. In an uptrend, the level ratchets upward; in a downtrend, it ratchets downward. A…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

BERLIN Candles adapt Heikin-Ashi candles to keep their trend-smoothing appearance while retaining the underlying bar’s actual high and low. The indicator uses a smoothed prior close for its open and a Heikin-Ashi close for its close, constraining both to the…

Technical indicatorsVolatility
TradingView scripts

This indicator builds a daily composite score intended to track market fragility. Four weighted inputs cover tail risk from the SKEW index, volatility conditions from VIX levels and term structure, credit stress from a high-yield versus investment-grade bond…

Multi-assetVolatilityRisk managementStatistics
TradingView scripts

This indicator applies K-means clustering to recent bar midpoint prices, using traded volume to weight cluster centroids. For each resulting price group, it builds a separate volume profile by distributing each bar’s volume across price bins according to the…

Technical indicatorsStatisticsMarket microstructureExecution
TradingView scripts

This indicator presents a framework for estimating whether Federal Reserve policy conditions lean toward a rate cut, hold, or hike. Its stated components combine a Taylor Rule measure with employment, financial conditions, inflation expectations, growth, and…

Fixed incomeUS marketsStatisticsRisk management
TradingView scripts

This TradingView strategy describes a short-only approach for ARB perpetuals. It opens after a higher-timeframe RSI crosses down through its configured threshold, then can add up to two short orders at price levels above the base entry. Add sizes grow by a…

CryptoTechnical indicatorsPosition sizingRisk management
TradingView scripts

This backtest encodes a three-candle bearish reversal setup. It looks for an upward first candle, followed by a bearish candle whose body engulfs the prior body, then a third bearish candle that closes below the previous candle’s low. When the pattern is…

Technical indicatorsBacktestingRisk managementMean reversion
TradingView scripts

This indicator ranks a configurable group of assets using directional signals from RSI, CCI, SuperTrend, DMI, and Parabolic SAR. Each selected indicator contributes a binary bullish or non-bullish reading; a combined mode sums the readings and assigns a…

Multi-assetMomentumTechnical indicatorsPortfolio construction
TradingView scripts

This strategy combines three smoothed price averages from the Williams Alligator with a longer exponential moving average. A long position opens when price is above the EMA and the Alligator lines are ordered bullishly; a short position uses the reverse…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This TradingView indicator scans price pivots from several configurable zigzag lengths to identify wedge and flag patterns. Users can choose patterns based on five or six pivots, display the underlying zigzag swings, and suppress some overlapping detections.…

Technical indicatorsBreakoutTrend following
TradingView scripts

This strategy measures whether the selected price is above or below its value at the start of each four-hour, daily, weekly, and monthly period. Each comparison becomes a positive, negative, or neutral vote, and the four votes are summed. A 60-bar simple…

Trend followingMomentumMulti-assetTechnical indicators
TradingView scripts

EVEREX is an indicator framework for comparing price movement, treated as effort’s result, with volume as effort. It normalizes volume, bar spread, and price changes against lookback averages, then combines six measures of price strength: close location and…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy combines two SuperTrend signals calculated on separate timeframes with a K-nearest neighbors classifier and directional filters. The KNN component uses nearby historical SuperTrend observations to classify trend direction through weighted…

CryptoTrend followingMachine learningTechnical indicators
TradingView scripts

This Pine Script combines an illustrative long-only moving-average pullback strategy with a reusable performance table. The example enters when price is above a long moving average but below a shorter one, then exits above the short average, on a…

BacktestingRisk managementTechnical indicators
TradingView scripts

This indicator explores the distribution of an input series by dividing its observed range into bins, counting the observations in each bin, and expressing those counts as shares of the sample. The resulting histogram approximates probability mass and is…

StatisticsTechnical indicatorsBacktesting