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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 script turns the Ease of Movement indicator into a long or short strategy. The indicator combines midpoint movement with the bar’s volume relative to its high-low range: larger signed values represent stronger price movement relative to volume, while…

Technical indicatorsBacktestingMomentum
TradingView scripts

This indicator studies what price does after an RSI threshold crossing or crossunder. For each event, it measures the highest upward and lowest downward displacement during a chosen period, relative to the close at the event bar. Displacement can be…

Technical indicatorsStatisticsVolatility
TradingView scripts

This chart indicator fits an Archimedean spiral to a historical price range, anchoring its center at a selected pivot high or pivot low. Users choose the pivot lookback length, which occurrence of a swing to reference, the anchor type, and the number of…

Technical indicatorsStatistics
TradingView scripts

This indicator plots a historical trail of year-over-year GDP growth and CPI inflation against user-defined sustainable benchmarks. It maps inflation relative to its threshold horizontally and growth relative to its threshold vertically, then labels the four…

Multi-assetEquitiesCommoditiesFixed income
TradingView scripts

This indicator searches a rolling window for the largest directional impulse and uses the selected swing to draw Murrey Math-style price levels. The default window is 250 bars, with a user-selectable bullish or bearish direction. The code imports a…

Technical indicatorsBreakout
TradingView scripts

This TradingView strategy enters long when price crosses above the latest pivot high and short when it crosses below the latest pivot low. Pivot levels use configurable left and right bar counts, and the script tracks the most recently confirmed high and…

BreakoutTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy places stop entries beyond the high and low of a recent consolidation range. It measures the range over a configurable lookback, calculates its midpoint, and offsets each boundary by a multiple of ATR. A move beyond either adjusted level…

VolatilityBreakoutMomentumTechnical indicators
TradingView scripts

This strategy combines higher-timeframe direction with a lower-timeframe pullback and confirmation setup. It defines bullish or bearish bias using a 15-minute EMA’s position and slope alongside RSI thresholds. Within that bias, it identifies a recent price…

ForexTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator illustrates a meme pattern from crypto trading: an M-shaped price path likened to the McDonald’s logo, traditionally associated with a deep retracement. It detects alternating tops and bottoms using rolling highs and lows over a configurable…

CryptoTechnical indicatorsStatistics
TradingView scripts

The indicator estimates autocorrelation between a smoothed input series and delayed versions of itself across a range of lags, then displays the coefficients as a color-coded periodogram. Positive and negative correlations use different color gradients.…

StatisticsTechnical indicatorsFuturesTrend following
TradingView scripts

This strategy first classifies conditions using ADX and the ratio of current ATR to its longer average. It permits directional trading in trend regimes, distinguishing bullish and bearish states by price relative to an EMA. Directional filters combine price…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This TradingView indicator overlays Bitcoin price with a visual dashboard of blockchain and market measures. It requests series such as network difficulty, hash rate, transaction counts, fees, miner revenue, market capitalization, and exchange volume, then…

CryptoOn-chain dataTechnical indicatorsStatistics
TradingView scripts

The Daily Play Ace Spectrum extends the original Ace Spectrum by exposing parameters that control how many historical observations are used and the spacing between sampled bars. For each iteration, the indicator connects open prices from two indexed points…

Technical indicatorsEquities
TradingView scripts

This configurable chart indicator combines four views: volume quartiles, volume aggregation, custom range bars for US trading hours, and price gaps. Its quartile view ranks current volume against an array of observed volumes, using percentile and median…

Technical indicatorsStatisticsVolatilityMarket microstructure
TradingView scripts

This long-only swing strategy adapts Turtle-style Donchian breakouts through two selectable systems: a shorter entry channel and a longer entry channel. Entry requires a close above the prior channel high, with optional filters for price above an exponential…

EquitiesTrend followingBreakoutPosition sizing
TradingView scripts

This intraday strategy detects failed highs and lows, where a signal-timeframe candle moves beyond the previous candle’s range but closes back inside, as well as inside bars. A later chart-timeframe close beyond the signal candle’s high or low triggers a…

BreakoutExecutionTechnical indicatorsRisk management
TradingView scripts

This indicator identifies and displays bullish and bearish fair value gaps, or price imbalance zones, using chart-timeframe, higher-timeframe, and optional lower-timeframe data. Users can select the source timeframe, limit how far back to scan, choose zone…

Technical indicatorsVolatilityBreakout
TradingView scripts

This charting study combines automatic swing-point detection with Andrews-style pitchforks, Fibonacci retracements, zigzag lines, and support and resistance pivots. It offers Original, Schiff, Modified Schiff, and Inside pitchfork constructions, deriving…

Technical indicatorsTrend followingBreakoutVolatility
TradingView scripts

This daily-chart indicator combines several historical measures to estimate risk and suggest position sizes. Its inputs include capital, assumed win rate and profit ratio, a maximum acceptable drawdown, risk-scaling choice, benchmark, and a seasonal…

EquitiesRisk managementPosition sizingVolatility
TradingView scripts

This indicator compares quarterly diluted earnings per share with the analyst estimate and marks the earnings bar when the difference is large enough to meet a user-set threshold. A positive surprise produces an upward marker, while a negative surprise…

EquitiesEvent-drivenTechnical indicators
TradingView scripts

This document presents a configurable, short-focused gold strategy with operational controls for trade alerts, partial exits, break-even adjustments, trailing stops, session timing, and a date-limited backtest. Inputs also include a daily trade cap, a…

CommoditiesRisk managementExecutionBacktesting
TradingView scripts

This strategy models a trade as a sequence: price sweeps a recognized liquidity level, market structure shifts, and price then returns to a fair value gap for entry. Candidate levels include prior day and week extremes, session highs and lows, equal highs or…

FuturesBreakoutMarket microstructureTechnical indicators
TradingView scripts

This Pine strategy combines several signal families for Indian equities, including a hierarchy of moving averages, swing-based higher-high or lower-low structure, momentum indicators, volume, candle patterns, fair value gaps, and order-block zones. It also…

EquitiesChina marketsTechnical indicatorsMomentum
TradingView scripts

This strategy enters long or short when a candle closes in one direction and its body exceeds a multiple of the recent average candle body. The threshold is adjustable, with a stated default of four times the average. Entries are taken only when the strategy…

MomentumVolatilityTechnical indicatorsRisk management