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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 futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open and negative when it closes below. It distributes those signed values across price bins within the chart bar, sums them into a…

FuturesMarket microstructureExecutionRisk management
TradingView scripts

This strategy combines a long-term exponential moving average filter with two- and three-candle patterns to seek possible reversals. It treats price above the EMA as an uptrend and looks for a bullish setup involving a hammer-like candle, followed by a green…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

The article evaluates a trailing, converging trend indicator inspired by parabolic SAR. Its strategy goes long when price crosses above the activator and short when price crosses below it, reversing on opposite signals. The indicator’s line adjusts using…

ForexCryptoEquitiesTrend following
TradingView scripts

This trend-following strategy uses a fast and a slow simple moving average to trigger entries: a cross upward signals a long and a cross downward signals a short. A third, longer-period SMA can filter trades by its slope, allowing longs when it is rising and…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a moving-average direction filter with a measure of how directly price has moved over a lookback window. Trend efficiency is the absolute net price change divided by the sum of absolute bar-to-bar changes. A higher score means price…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator builds price-level profiles from lower-timeframe volume estimates. It assigns each lower-timeframe bar’s signed volume across the price levels spanned by its high and low, then accumulates those values into a profile. Users can choose…

Technical indicatorsMarket microstructureFutures
TradingView scripts

This intraday strategy looks for long and short pullbacks within directional trends. It defines bullish conditions with price above VWAP, a fast EMA above a slow EMA, and positive directional movement leading; bearish conditions reverse those relationships.…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator projects a short sequence of future price values using an autoregressive model with a one-bar lag. A library function estimates forecast results and variance bounds from a chosen training window. Users can display the central forecast and its…

StatisticsTechnical indicatorsBacktesting
TradingView scripts

This simple long-only strategy uses the 200-period EMA to define an uptrend and the 50-period EMA to time entries and exits. It buys when the closing price crosses above the 50 EMA while also trading above the 200 EMA. It closes the long position when price…

EquitiesTrend followingTechnical indicatorsExecution
TradingView scripts

This strategy combines four exponential moving averages with RSI to identify trend pullbacks. The 50 EMA relative to the 200 EMA sets the broad bullish or bearish direction. A crossover or crossunder of the 7 and 21 EMAs triggers a potential entry, provided…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This indicator is designed to scan for geometric chart formations using Zigzag-derived price pivots. Users can select the number of pivots, configure multiple Zigzag settings, and set tolerances for trendline error, flatness, and the relative placement of…

Technical indicatorsBreakoutTrend followingBacktesting
TradingView scripts

This document describes a modified version of a built-in momentum indicator. The author’s stated changes are to express oscillator readings as percentages instead of absolute price differences, which is intended to make long-term charts easier to inspect,…

CryptoPerpetual futuresMomentumTechnical indicators
TradingView scripts

This strategy builds a financial regime index from eight standardized market components: US and global equity returns, credit conditions, short-term rates, the yield curve, the dollar, volatility, and a liquidity proxy. Each component is converted to a…

Multi-assetStatisticsTrend followingRisk management
TradingView scripts

This TradingView indicator draws candles from a selectable higher timeframe while leaving the chart on its current timeframe. It keeps open, high, low, and close values for recent candles, updating the current candle’s high, low, and close as new chart bars…

Technical indicatorsMulti-asset
TradingView scripts

This indicator defines a volume swing from a run of at least three bars in which volume rises from the prior bar while price makes successive higher highs or lower lows. A swing is confirmed when that run ends. The script tracks the high and low boundaries…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy is described as using Wave Trend zero crosses to generate trading signals, with buy and sell circles serving as take-profit markers. The listing includes a chart view for the GBP/AUD currency pair and identifies several other displayed studies,…

ForexTechnical indicatorsMomentum
TradingView scripts

This strategy looks for a sequence of price action conditions around recent swing levels. Within configurable London or New York sessions, it identifies a bullish sweep when price trades below a prior pivot low and closes back above it, or a bearish sweep…

ForexBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator builds a moving average from a parametric kernel whose inputs adjust lag and overshoot. A user-selected lookback sets the data window, while the kernel weights observations across that window. The script estimates dispersion as a moving…

Technical indicatorsMean reversionTrend followingVolatility
TradingView scripts

This example shows how to limit a Pine Script strategy's entries and exits to configurable calendar dates and intraday sessions. It builds start and end timestamps, checks whether each bar falls inside that date window, and uses a session-time function that…

BacktestingTechnical indicators
TradingView scripts

This Pine indicator builds Bollinger-style envelopes around a configurable middle average. Users can select among several moving-average methods, price sources, chart resolutions, and candle constructions. Band width can use standard deviation or ATR, with…

Technical indicatorsVolatilityStatistics
TradingView scripts

This gold swing strategy combines a trend filter with a pullback entry. It identifies bullish conditions when price is above VWAP, the fast EMA is above and rising relative to the slower EMA, and a candle reclaims the fast EMA; bearish conditions reverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy is presented as a framework for defining long and short trade conditions from selected price or indicator inputs. Users can enable up to three conditions per side, choose comparison tests such as greater-than, equality, crossovers, or…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy places limit orders to buy near support levels and sell near resistance levels derived from a selected pivot-point formula. The pivot type can be changed among several established calculation methods, and the anchor timeframe is configurable.…

Mean reversionTechnical indicatorsExecutionBacktesting
TradingView scripts

The strategy looks for a directional impulse followed by a tight consolidation and a close beyond that consolidation’s range. It defines an impulse using bar range relative to ATR, measures compression against ATR, and requires a minimum number of small…

FuturesBreakoutMomentumTechnical indicators