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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
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12,226 documents
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8,431 documents
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7,910 documents
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BigQuant
3,481 documents
Bitget Academy
3,298 documents
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3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
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1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
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682 documents
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662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
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340 documents
QuantStart
246 documents
Stratmill research code
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Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
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163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
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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
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50 documents
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45 documents
Quantopian lectures
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
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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 document presents a long-only strategy for multi-month positioning in major US indexes, using the S&P 500 as a broad-market filter and the Nasdaq-100 for additional timing checks. It buys when the S&P 500’s daily lows remain above its 21-day EMA for…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

This long-only position strategy combines daily signals from the S&P 500 and Nasdaq-100. It enters when the S&P 500 has held above its 21-day EMA for four consecutive days, Nasdaq-100 lows are above their 14-day and 21-day EMAs, recent closes do not show…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

The document describes a TradingView indicator that applies the Augmented Dickey–Fuller test to a user-selected rolling window of price data. It fits a regression of price changes against the previous price, a constant, and optional lagged price changes,…

Mean reversionStatisticsTechnical indicators
TradingView scripts

This strategy combines a rolling price z-score with a smoothed stochastic oscillator rescaled to the z-score's range. It averages the two measures and signals short positions when that composite exceeds a positive threshold, or long positions when it falls…

Mean reversionTechnical indicatorsStatisticsVolatility
TradingView scripts

This strategy seeks directional moves by comparing price change over a configurable momentum period with an ATR-scaled threshold. It also requires momentum to be accelerating, the latest close to continue in the same direction, and normalized momentum to…

MomentumTrend followingRisk managementPosition sizing
TradingView scripts

This indicator displays pairwise correlations among six selected symbols using closing prices over a user-defined look-back window. It retrieves each series on a chosen timeframe, stores recent values in arrays, and calculates correlation from covariance…

StatisticsMulti-assetCrypto
TradingView scripts

This indicator combines swing-based market structure with volume profiles. It classifies lower-timeframe volume as buying or selling from price direction, then distributes that volume across price spans within a profile. The profile can be displayed as…

Technical indicatorsMarket microstructureFuturesCrypto
TradingView scripts

This strategy builds sloping zones from successive pivot highs and lows, using a volatility-based padding distance to form upper and lower channels. When price moves beyond a zone boundary, it generates a directional signal. The code trades an upper-zone…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This intraday strategy records the high and low during a configurable opening window, starting at 9:30 a.m. Eastern. After that window closes, it looks for price to break beyond the range and requires a chosen number of consecutive closes outside it before…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This Pine strategy combines market-regime classification, trend and momentum signals, volume pressure, pivot structure, and volatility measures. It estimates directional, equilibrium, and chaotic conditions using price efficiency, ATR rank, and an ADX-style…

Technical indicatorsMomentumVolatilityBreakout
TradingView scripts

This strategy calculates positive and negative directional indicators using an 11-period length and plots both against thresholds at 10 and 40. It enters long when positive DI is below 10 while negative DI is above 40, and enters short under the opposite…

OptionsTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator builds a rolling center and surrounding deviation bands from price data. Users can choose among several centers, including mean, median, trimean, midhinge, midrange, root mean square, cubic mean, and contraharmonic mean. Available spread…

StatisticsTechnical indicatorsVolatility
TradingView scripts

This trend continuation strategy uses the 50 EMA as a pullback level and the 200 EMA to define direction. In a bullish regime, price must have touched or crossed below the 50 EMA on the previous bar and then close back above it. The bearish setup mirrors…

Trend followingTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy uses Williams %R crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above −79 while five-period ATR is rising; a short signal occurs when it crosses below −21 while ATR is falling. Each…

ForexMomentumTechnical indicatorsVolatility
TradingView scripts

This long-only strategy uses a Supertrend direction change to identify a potential entry: it buys when the indicator switches from bearish to bullish. It closes the position when Supertrend reverses bearish, and also submits a stop-loss and profit-target…

Trend followingTechnical indicatorsRisk managementEquities
TradingView scripts

This strategy uses On Balance Volume (OBV), which accumulates volume on rising closes and subtracts it on falling closes, as its sole trading signal. A long position begins when OBV crosses above a designated entry simple moving average and closes when OBV…

Technical indicatorsMomentumBacktesting
TradingView scripts

This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…

Trend followingVolatilityRisk managementPosition sizing
TradingView scripts

This strategy combines a market facilitation measure, volume, trend filters, and momentum indicators to produce short-term forex trade signals. Market facilitation is calculated as the bar’s high-low range divided by volume; a rising value alongside rising…

ForexTechnical indicatorsTrend followingMomentum
TradingView scripts

The Vortex Indicator uses two normalized series to represent upward and downward movement. Each sums the distance between the current high and prior low, or current low and prior high, over a lookback period, then divides by summed true range. The indicator…

Technical indicatorsTrend followingMulti-asset
TradingView scripts

This strategy combines a seven-condition trend score with a short EMA crossover trigger. Bullish and bearish scores draw on fast and slower moving-average relationships, price relative to a long EMA, and RSI relative to its midpoint. A trade requires the…

Trend followingTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy seeks reversals after price moves beyond tracked swing highs or lows and then rejects the level. It records pivot levels and their touches, measures sweep depth relative to ATR, and can score signals using touch count, market structure,…

Mean reversionTechnical indicatorsVolatilityRisk management
TradingView scripts

This TradingView strategy combines channel breakouts and consecutive rising or falling bars with optional confirmation from MACD, RSI, moving average crosses, or Ichimoku. It also includes chart overlays for swing levels, engulfing patterns, stochastic RSI,…

BreakoutTechnical indicatorsRisk managementCrypto
TradingView scripts

This strategy combines ten indicator groups into directional scores for long and short setups. Trend inputs include ADX with directional movement, Supertrend, an EMA, MACD, and Ichimoku conditions. A second group uses ATR expansion, price relative to VWAP,…

Technical indicatorsMomentumRisk managementExecution
TradingView scripts

This strategy uses zero-line crosses in a WaveTrend-style oscillator to generate trade signals. The listing describes colored circles as take-profit targets and notes that an EMA trend filter, additional profit-taking points, and an adjustable stop loss were…

Technical indicatorsMomentumRisk management