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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 groups volume between successive Zigzag pivot points to show activity across each swing. It classifies each candle’s volume as positive when the close is at or above the open, and negative when the close is below the open. In regular mode, it…

Technical indicatorsStatistics
TradingView scripts

This indicator builds a price-level profile from recent bars and displays it as a heatmap around the current market. It divides the selected historical high-to-low range into bins, then adds each bar’s volume to bins near that bar’s closing price. Profile…

Technical indicatorsMarket microstructureStatisticsFutures
TradingView scripts

This long-only strategy for Australian equities layers weekly market permission, daily trend structure, a momentum trigger, and liquidity screening. The weekly gate checks that the prior close is above a rising 30-week average and that weekly RSI meets a…

EquitiesMomentumTrend followingPosition sizing
TradingView scripts

This Bitcoin-oriented strategy combines a Hull moving average crossover with Heikin-Ashi direction, Supertrend, volume, and momentum conditions to generate long entries. It also compares price with a long-term exponential average and a recent high-volume…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines two approaches for Micro E-mini S&P 500 futures during the Globex session: trading confirmed breaks from an opening range and fading moves back inside that range. It builds the range shortly after the evening open, accepts only ranges…

FuturesBreakoutMean reversionTechnical indicators
TradingView scripts

This educational indicator fits a polynomial to a rolling window of price data using least squares. It forms the coefficient equations from sums of powers of the time index and price, then solves the system with LU decomposition. The fitted curve supplies a…

Technical indicatorsStatisticsRisk management
TradingView scripts

Flare draws a fan of curved bands anchored to a historical close. The user sets the curve width, the number of bars back used for the anchor, and the power and step parameters that shape the curves. The script compares the current close with successive…

Technical indicatorsStatistics
TradingView scripts

This indicator builds a live table of tick counts and traded volume grouped by volume-size bands and by whether price has moved up or down since the previous update. Users can adjust the volume thresholds and display colors. It shows separate buy-labeled and…

Market microstructureTechnical indicators
TradingView scripts

This intraday strategy sets upper and lower price levels from the Sensex opening price at 9:45, rounding to the configured grid increment. It enters long when the close crosses below the upper level and short when the close crosses below the lower level. The…

EquitiesMean reversionBreakoutRisk management
TradingView scripts

This indicator builds a currency-centered view of activity across seven major foreign-exchange pairs. Users select a base currency, and the script maps it to related pairs, inverting quoted rates where needed. For each pair, volume is assigned a positive or…

ForexMarket microstructureStatisticsTechnical indicators
TradingView scripts

This strategy calculates daily Fibonacci pivot levels from the daily high, low, and close, then looks for reversal candles at selected support and resistance levels. Longs are signaled after price probes below S3 and closes back above it, or under a…

ForexTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This TON strategy divides a fixed price range into evenly spaced arithmetic or percentage-spaced geometric levels. When the close crosses down through a level, it opens a long position sized from an allocated investment per grid slot. When price later…

CryptoGrid tradingSpot marketsPosition sizing
TradingView scripts

This TradingView strategy combines volume confirmation with rejection moves around session opens and prior-day or prior-week highs and lows. Long and short signals require a candle to probe near a tracked level and close in the direction of rejection.…

FuturesTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator builds a market breadth measure from point-and-figure style signals across a basket of cryptocurrencies. For each asset, it derives a box size from a configurable percentage of price, with an automatic scaling schedule that varies by chart…

CryptoTechnical indicatorsStatisticsBreakout
TradingView scripts

This strategy converts RSI readings into a normalized oscillator using different mappings depending on whether price is above or at or below a 200-period simple moving average. It uses a 14-period RSI by default. The resulting value is multiplied by 100 and…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This gold strategy is presented as a test of a weekday timing effect. Its description says to enter a long position at the start of Friday trading and exit near Friday’s close, with user-adjustable backtest dates. The stated defaults allocate 10% of equity…

CommoditiesBacktestingExecutionStatistics
TradingView scripts

This EUR/USD strategy uses the relative strength index (RSI) as a momentum signal, then smooths it with a five-period exponential moving average. It opens a long position when the smoothed RSI crosses above 50 and a short position when it crosses below 50.…

ForexMomentumTechnical indicatorsBacktesting
TradingView scripts

This futures strategy combines higher-timeframe direction with a pullback and price-action trigger on the chart timeframe. It defines bullish or bearish bias by requiring price to be above or below a 50-period EMA on both a trend timeframe and a setup…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This intraday strategy treats extreme RSI readings as evidence of directional momentum, then seeks the first pullback rather than entering at the extreme itself. It enters near the five-period EMA of lows for longs or the five-period EMA of highs for shorts.…

MomentumTechnical indicatorsRisk managementForex
TradingView scripts

This strategy seeks directional moves after volatility contracts and then expands. It detects a squeeze when Bollinger Bands sit inside Keltner Channels, records the release, and permits entries only for a configurable period afterward. A bull or bear power…

BreakoutMomentumVolatilityRisk management
TradingView scripts

This indicator estimates a near-term price move by comparing recent feature patterns with a rolling store of historical patterns. It represents each pattern with four inputs: one-bar log returns, five-bar price change, RSI centered around its midpoint, and…

Machine learningStatisticsTechnical indicatorsMomentum
TradingView scripts

This Pine library provides functions for measuring price and time ratios between swing points and checking whether those ratios fit named chart patterns. It covers harmonic structures such as AB=CD, Bat, Butterfly, Gartley, Crab, and other formations,…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This intraday strategy combines fast and slow EMAs, Supertrend direction, candle color, and RSI thresholds to form long and short signals. It specifies a 15-minute chart as the intended timeframe and displays a warning label on other chart intervals. Stops…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This daily-chart strategy enters long when a fast, double-smoothed exponential moving average crosses above a slower double-smoothed average. It closes on the reverse crossover or when price reaches a hard stop set as a percentage below the average entry…

EquitiesTrend followingTechnical indicatorsPosition sizing