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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

This strategy combines directional movement indicators and ADX with an EMA trend filter to identify bullish or bearish regimes. Entries can follow a pullback through a fast EMA and its reclaim, or use a directional indicator crossover. Optional minimum ADX…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

The Mean Deviation Index (MDX) measures price distance from an adaptive mean while accounting for volatility. It builds the mean from an EMA whose responsiveness is adjusted using the standard deviation of ATR; the indicator then suppresses deviations that…

Technical indicatorsVolatilityTrend followingBreakout
TradingView scripts

This intraday strategy defines the New York opening range from 9:30 to 9:45 a.m. and tracks its high and low. After that window ends, it looks for a candle close beyond either boundary and enters on the following bar, subject to a configurable New York time…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

This intraday strategy records the highs and lows observed during a user-selected session, then enters long when the close crosses above the range high or short when it crosses below the range low. The session and a separate exit window can be configured.…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This overlay indicator combines Bollinger Bands with three Keltner Channel widths to classify low, medium, and high volatility squeezes. It derives a momentum series from the deviation of price from a recent range and moving average, then uses its direction…

Technical indicatorsVolatilityMomentumBreakout
TradingView scripts

This indicator estimates momentum acceleration from either closing prices or On-Balance Volume. It calculates a smoothed rate of change over a configurable period, then compares that velocity with its own change. Positive and negative readings are plotted as…

Technical indicatorsMomentumStatisticsBacktesting
TradingView scripts

This BTC futures swing-trading indicator combines an EMA trend filter, RSI momentum, and a Supertrend trigger. A signal appears only when all three components align. Its labels display an entry price, a stop, and two profit targets, and it is described for…

CryptoFuturesPerpetual futuresTechnical indicators
TradingView scripts

This long-only strategy looks for pullbacks with RSI below an oversold threshold and volume above a multiple of its moving average. It can add positions up to a configurable cap, but each additional entry requires a fresh signal and a minimum percentage drop…

Mean reversionTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy modifies Supertrend by centering its volatility bands on a rolling volume-weighted average price instead of a conventional price source. ATR determines the band offset, while the bands are carried forward under Supertrend-style rules to…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This indicator combines narrow-range patterns, inside bars, and breakout levels. It defines an N-bar range and flags a new narrow-range setup when that range is smaller than the prior ranges in a lookback window. Its inputs include a fixed NR2 setting and a…

Technical indicatorsBreakoutVolatilityTrend following
TradingView scripts

This strategy identifies potential bullish and bearish order blocks from a candle three bars earlier. It requires the candidate candle to have a minimum body relative to ATR and subsequent price movement to exceed an ATR-based impulse threshold. The candle’s…

Technical indicatorsBreakoutMomentumBacktesting
TradingView scripts

This indicator studies where a bar's open falls within its high-low range, converting that location to a percentage and accumulating observations into bins from the low to the high. The resulting distribution highlights how often opens occur near either…

StatisticsVolatilityTechnical indicators
TradingView scripts

This Pine library provides structures and functions for representing higher-timeframe candles alongside the lower-timeframe bars that formed them. Its candle objects hold OHLC values, bar indices and times, references to the lower-timeframe bars that…

Technical indicatorsMarket microstructure
TradingView scripts

This script combines several technical conditions into long and short signals. Its trend layer uses a Hull moving average, while the signal logic includes a wave-style oscillator, EMA crosses, stochastic comparisons, money-flow bias, a custom directional…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy tracks recent pivot highs and lows as resistance and support. A sell signal occurs after price trades above resistance and then closes back below it; a buy signal mirrors this move below support. Signals also require current volume to exceed a…

Technical indicatorsMean reversionRisk management
TradingView scripts

This strategy combines RSI, MACD, Williams %R, and Bollinger Bands to count bullish or bearish conditions. A signal occurs when a configurable minimum number of indicators align; bullish readings generally support a long reversal and bearish readings a short…

Technical indicatorsMean reversionMomentumRisk management
TradingView scripts

This short-only strategy is described for XAUUSD on a 15-second chart. It enters when a fast EMA crosses below a slower EMA, provided the signal occurs during a configurable New York time window, the strategy is flat, and enough bars have elapsed since the…

CommoditiesMomentumTechnical indicatorsVolatility
TradingView scripts

This strategy seeks frequent long and short trades in volatile, active stocks. It enters when the ATR-based Supertrend changes direction, subject to optional confirmation from volume above its recent average and price relative to a simple moving average. The…

EquitiesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy divides a fixed price range into geometric or arithmetic grid levels and allocates investment across the levels. When the closing price crosses a level downward, it opens a long position for that slot; when price rises through the next level…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

This chart indicator displays monthly calendar tables that distinguish trading days, weekends, holidays, and designated expiry days. The user selects a weekday for expiry and can customize colors, table placement, and whether vertical lines mark expiry…

FuturesOptionsExecution
TradingView scripts

This long-only strategy enters after three consecutive closes above both the 20-period simple moving average and an upper Bollinger band set at half a standard deviation above that average. After a trade is fully closed, a reset rule requires price to close…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy defines an opening range from the first 15, 30, or 60 minutes of a configurable session. Once the range is complete, it signals a long trade when price breaks above the range high and a short trade when price breaks below the range low.…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines a fast and slow exponential moving average, VWAP, and a short-period RSI to generate long and short scalping signals. A long setup requires the fast EMA to be above the slow EMA and price above VWAP, alongside RSI below the oversold…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This strategy generates directional signals from crossovers in a moving-average series of opening prices and its one-bar lag. A rising open-based series crossing above its prior value triggers a long entry; crossing below triggers a short entry. The script…

Technical indicatorsTrend followingBacktesting