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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 indicator uses a zigzag pivot framework to examine how price pivots relate to an oscillator and a trend measure. Users can select among several oscillators and set the pivot length, then view pivot lines, sentiment labels, optional supertrend lines, and…

Technical indicatorsStatisticsTrend following
TradingView scripts

This ES intraday strategy combines an 8/21 EMA crossover with a 50-period EMA trend filter, smoothed RSI, MACD confirmation, and above-average volume. It opens a long or short position only when the crossover, price location, momentum signals, volume…

FuturesMomentumTechnical indicatorsTrend following
TradingView scripts

This indicator framework aggregates results for multiple assets and exposes configurable entry signals, trade directions, filters, stops, position sizing, fees, and slippage. Its controls include optional MACD, moving-average, RSI, volume, and price-change…

BacktestingPortfolio constructionRisk managementPosition sizing
TradingView scripts

This indicator summarizes historical trading volume by hour of day and day of week. It accumulates volume and observation counts for each hourly slot across the seven weekdays, then computes average volume for each slot. A table displays the hourly pattern,…

StatisticsMarket microstructureExecution
TradingView scripts

This strategy builds entries around breaks of market structure, with configurable choices for break-of-structure or change-of-character signals, candle strength, and entry timing. It can filter direction using moving-average slope, stacking, and divergence,…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a rolling price z-score with levels calculated from the recent high-low range to select long and short entries. Longs require price above the range midpoint and upper retracement level with a nonnegative z-score; shorts require price…

Trend followingStatisticsTechnical indicatorsRisk management
TradingView scripts

This strategy uses bullish and bearish engulfing patterns to initiate trades, with a long-term exponential moving average as a directional filter: longs require price above the average and shorts require price below it. It calculates confirmed pivot highs…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

The indicator fits linear regressions over a user-selected anchor period and plots the estimated price trend. Its rolling mode updates the regression with new observations and displays the fitted value as a changing line; its static mode extends a regression…

Technical indicatorsStatisticsVolatilityTrend following
TradingView scripts

This forex-oriented strategy enters in the direction of a long-bodied Marubozu candle. It defines bullish and bearish patterns as candles whose bodies exceed a recent average body size and whose upper and lower shadows are each no more than a small fraction…

ForexTechnical indicatorsMomentumBacktesting
TradingView scripts

This BTC/USD strategy is designed for four-hour charts and takes long positions when several trend conditions align. It combines smoothed fast, medium, and slow exponential moving averages with slope, separation, momentum persistence, path efficiency,…

CryptoTrend followingMomentumBreakout
TradingView scripts

This strategy uses confirmed swing highs and lows to set potential entry levels. A pivot is recognized only after a configurable number of bars on each side, and the strategy places long limits around the pivot candle’s body after a swing low or short limits…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This indicator implements linear predictive filter methods for examining cycles in market time series. A second-order high-pass filter and a Super Smoother band-limit the source data, after which an adaptive predictor updates coefficients from recent signal…

Technical indicatorsStatisticsVolatility
TradingView scripts

This strategy combines several signal layers to decide when to take directional trades. Its regime engine estimates whether price action is trending or rotating using normalized returns and volatility, an efficiency ratio, and moving-average slope. It…

Trend followingMomentumVolatilityRisk management
TradingView scripts

This Pine library defines candle measurements and recognition rules for a broad set of Japanese candlestick patterns. It calculates body and wick sizes, candle range, gaps, and an EMA-based average body, then uses these quantities to identify formations such…

Technical indicatorsStatistics
TradingView scripts

This Pine Script framework is designed to test externally supplied long and short signals while configuring trade management around them. Its connector expects a numeric signal, with positive and negative values representing bullish and bearish entries.…

BacktestingRisk managementExecutionTechnical indicators
TradingView scripts

This indicator compares the recent closing-price percent rank of up to ten selected instruments. Percent rank expresses how many observations in a lookback window are at or below the current value, placing the reading on a zero-to-one-hundred scale. Each…

CryptoTechnical indicatorsStatisticsMomentum
TradingView scripts

This strategy defines opening ranges for the London and New York sessions, then looks for trades when price closes beyond a range boundary by a configurable minimum distance. It can trade either or both sessions, use a 15-minute exponential moving average to…

BreakoutFuturesRisk managementPosition sizing
TradingView scripts

This strategy combines market structure breaks, liquidity sweeps, order blocks, and fair value gaps to identify potential reversal entries. It tracks multiple prior swing highs and lows as liquidity pools; a sweep occurs when price trades beyond a pool and…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This Pine Script library implements rolling regression tools for modeling a target series from as many as four predictors. Its methods include ordinary least squares, Ridge, Lasso, Elastic Net, logistic, robust Huber, and quantile regression. The…

Machine learningStatisticsTechnical indicators
TradingView scripts

This strategy seeks mean reversion after an unusually high-volume, wide-range bar in NQ futures. It identifies candidate reaction bars using volume relative to a moving average and range thresholds, with optional filters for repeated recent spikes, candle…

FuturesMean reversionVolatilityBacktesting
TradingView scripts

This indicator lets a user choose a chart location to start an ATR-based trailing stop, placing the start point below price for a long setup or above price for a short setup. The stop distance is derived from a selected moving average of true range and a…

Technical indicatorsRisk managementVolatility
TradingView scripts

This Pine Script reference explains how security() requests higher-timeframe data and why its values can differ between historical and live bars. It compares a basic call, a bar-state-based wrapper with repainting control, a tuple-returning technique, a…

Technical indicatorsStatistics
TradingView scripts

This experimental indicator scales the current high and low against the highest and lowest prices over a configurable lookback, producing two normalized readings based on the Donchian range. It averages the readings, plots them alongside a running mean, and…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy centers on an opening range whose start time and duration can be configured. It supports direct breakouts, retests of the broken boundary, or retests of the range midpoint, with a timeout for waiting on a retest. Long and short trades receive a…

FuturesBreakoutTechnical indicatorsRisk management