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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

1,976 documents

TradingView scripts

This Pine library provides tools for representing a log-normal distribution through the parameters of its underlying normal distribution in log space. It converts between standardized scores and positive linear values, computes descriptive statistics such as…

StatisticsDerivatives pricing
TradingView scripts

This strategy trades breakouts from support and resistance levels identified with confirmed swing highs and lows. It averages recent pivot highs and lows over a configurable lookback, then uses their difference to create adjusted reference levels. The…

BreakoutTechnical indicatorsTrend following
TradingView scripts

This low-timeframe strategy estimates recent swing highs and lows from rolling extremes, then uses their midpoint as an equilibrium reference. It labels the swing high as a premium or resistance area and the swing low as a discount or support area. A simple…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

Despite its option-selling label, the script implements a short-only signal on the charted instrument rather than modeling option positions or option payoff. It enters when a configurable fast moving average crosses below a slow moving average. By default,…

OptionsEquitiesMomentumTechnical indicators
TradingView scripts

This indicator automatically draws pitchforks from successive pivot points found by a recursive zigzag. It iterates through zigzag levels, selects three pivots for each candidate fork, and filters candidates using a pivot ratio range and a maximum span.…

Technical indicatorsTrend followingStatistics
TradingView scripts

This script combines a MACD signal with Bollinger Bands calculated on the MACD line, an SSL Hybrid baseline, and a volume strength measure. Its stated setup targets five-minute charts and describes entering in the direction of the baseline: price should…

Technical indicatorsMomentumRisk management
TradingView scripts

This long-only Bitcoin strategy opens a base position when a 14-period RSI on the four-hour timeframe falls below a configurable threshold. If price declines farther from the base entry, it adds up to five orders at fixed percentage levels measured from that…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This indicator tracks volatility measures across several maturities, from very short-dated VIX through one-year VIX, and plots them as a term-structure curve. It classifies the curve as contango when most adjacent maturity slopes are positive, backwardation…

VolatilityStatisticsTechnical indicatorsOptions
TradingView scripts

WJ Strategy B combines Bollinger Bands, long moving averages, and RSI into a score intended to detect deeply oversold conditions. A close below the lower band adds a point; trading below progressively longer moving averages adds weighted points; and lower…

Mean reversionTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy formalizes bullish and bearish three-bar and four-bar continuation setups. Each begins with a wide, strong-bodied bar that closes beyond a prior Donchian-channel boundary. One or two smaller consolidation bars follow, holding near the…

BreakoutTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator calculates MACD from configurable fast and slow moving averages, with selectable SMA or EMA methods for both the oscillator and signal line. A timeframe input lets the user request calculations at another timeframe. The display can show the…

Technical indicatorsMomentum
TradingView scripts

This example strategy combines bullish and bearish fair value gaps with MACD crossovers filtered by RSI. It also defines trend-aligned flags using the relationship between price and a moving average, together with above-average volume. Entries require one of…

Technical indicatorsRisk managementExecutionFutures
TradingView scripts

This indicator provides a visual alert framework that briefly alternates chart colors and optional text when user-defined conditions occur. The example conditions are moving-average crossovers, with separate settings for upward and downward events. Users can…

Technical indicators
TradingView scripts

This strategy combines intrabar volume estimates, price-level delta displays, clustered points of control, and swing-failure-pattern entries. It classifies lower-timeframe volume as buying or selling based on whether each close is above or below the…

Technical indicatorsMarket microstructureRisk managementBacktesting
TradingView scripts

The strategy sets upper and lower price levels from the nearest 500-point increments at 9:45, then enters long or short when a candle closes beyond the corresponding level. It places an initial stop 100 points from the entry, targets the next round-number…

EquitiesBreakoutMomentumRisk management
TradingView scripts

This indicator marks configurable trading sessions on a price chart and provides a panel showing each session’s current or latest candle information. Users can set session names, times, time zone, and colors; the supplied defaults cover Tokyo, London, New…

Technical indicatorsMulti-assetMarket microstructure
TradingView scripts

Market EKG is a price-only oscillator intended to show how a recent candle’s open, high, low, and close compare with earlier bars. It takes the prior bar’s OHLC values, compares them with averages of the two bars before that, and plots four resulting…

Technical indicatorsVolatilityStatistics
TradingView scripts

This indicator estimates a point of control for each chart bar using lower-timeframe highs, lows, and volume. It divides the chart bar’s price range into bins and distributes each sampled intrabar’s time count or volume across the bins it intersects. The…

Market microstructureStatisticsTechnical indicators
TradingView scripts

This intraday strategy builds a high-low range from the 8:00 to 8:15 a.m. New York session and calculates its midpoint. During the specified later trading window, it records a close above or below the range as the breakout direction, then enters when price…

FuturesBreakoutRisk managementPosition sizing
TradingView scripts

This strategy combines a Kaufman Adaptive Moving Average with Kalman smoothing to estimate direction, then uses breaks of recent swing highs or lows to confirm entries. A break is classified as a continuation break or a change of character based on the prior…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator organizes a stock’s reported earnings and related price changes into a chart table and labels. It retrieves actual, estimated, and standardized earnings data, records the price around each report, and compares current results with the previous…

EquitiesEvent-drivenStatistics
TradingView scripts

This indicator proposes representing candle geometry in coordinates scaled by estimated volatility, so price movement and bar time can be compared on a normalized basis. It uses a rolling volatility estimate and logarithmic price transformation, then treats…

Technical indicatorsVolatilityStatisticsMarket microstructure
TradingView scripts

This ETH strategy combines swing-based order block levels with optional fair value gap setups. For an order block entry, price must move through a stored pivot-derived level and close back across it. Gap entries require a recent bullish or bearish gap, a…

CryptoTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This long-oriented trend strategy uses confirmed pivot highs and lows in closing prices to build step-like resistance and support levels. A close above the latest pivot high triggers a long entry, while a close below the latest pivot low marks bearish…

Trend followingBreakoutTechnical indicatorsRisk management