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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
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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

This strategy combines recent swing sweeps with trend and momentum conditions to generate swing entries. For longs, price must sweep below recent lows and then close bullish above the sweep high, the chart-timeframe Hull Moving Average, and a rising 1-hour…

Trend followingTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator combines a rolling Hurst-style estimate, ATR-based volatility bands, and price offsets described as Fibonacci vortex layers. It derives a fractal-dimension value from the Hurst estimate, labels higher values as persistent trends and lower…

Technical indicatorsVolatilityStatisticsMean reversion
TradingView scripts

This indicator is a reusable framework for applying a user-defined oscillator calculation across chart, medium, and higher timeframes. Its example signal is directional true range, while the code invites users to substitute their own calculation or supply an…

Technical indicatorsMulti-assetVolatility
TradingView scripts

This XAUUSD strategy uses a fixed lattice of round prices to define breakout triggers, stops, and targets. On a confirmed 15-minute candle, a bullish close crossing above a green level can trigger a long entry; a bearish close crossing below a red level can…

CommoditiesBreakoutGrid tradingRisk management
TradingView scripts

This backtesting strategy adapts a moving average indicator into long and short entries. It offers several selectable average calculations and periods, but its default signals use the 13-period and 21-period averages. A bullish crossover begins a long setup…

Technical indicatorsMomentumBacktesting
TradingView scripts

This strategy looks for price to move beyond a reference high or low and then close back inside that level, treating the reversal as a possible liquidity sweep. Reference levels include the Asian session range, optionally the London range and recent swing…

ForexMean reversionTechnical indicatorsRisk management
TradingView scripts

This intraday strategy records the NASDAQ opening range from 9:30 to 9:45 New York time, then permits one trade per day after the range is locked. It enters when a bar closes across the range high or low, provided relative volume meets a threshold. The stop…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

The strategy combines a local Supertrend direction with an optional higher-timeframe Supertrend agreement filter and a volume threshold. It also calculates prior-bar Donchian channel boundaries and uses ATR-based stop and target levels, with an optional exit…

Trend followingBreakoutTechnical indicatorsVolatility
TradingView scripts

This strategy combines three Supertrend indicators with different ATR multipliers and lookback periods. A long setup requires all three direction signals to be bullish; a short setup requires all three to be bearish. By default, entries can recur whenever…

Trend followingTechnical indicatorsVolatility
TradingView scripts

This indicator projects Fibonacci levels in both price and time from two user-selected chart points. It calculates a trend extension and retracement by carrying the interval and price change between points A and B forward from point B. Users can display…

Technical indicatorsStatistics
TradingView scripts

The indicator compares Bitcoin market capitalization with realized capitalization and offers a free-float variant that substitutes free-float market capitalization. Its Z-score expresses the gap between market and realized capitalization relative to the…

CryptoOn-chain dataStatisticsMean reversion
TradingView scripts

This strategy combines an RSI-adjusted T3 moving average with a volatility squeeze and momentum filter. RSI controls the T3 smoothing length: lower RSI produces a longer setting, while higher RSI shortens it. The squeeze component compares Bollinger Bands…

CryptoTrend followingMomentumBreakout
TradingView scripts

This strategy calculates annualized Sharpe ratios from rolling excess returns, subtracting a per-period risk-free rate derived from the US three-month Treasury bill yield. It opens a long position when the ratio falls below a configurable low threshold, then…

StatisticsMean reversionRisk managementBacktesting
TradingView scripts

This strategy tracks confirmed swing highs and lows as potential liquidity levels, discarding levels that are too close together or older than a configurable age. A high sweep occurs when price trades above a stored swing high and closes back below it; a low…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This long-only swing system looks for a close above the prior 50-day closing high, paired with volume at least 1.5 times its 50-day average. It takes the signal only when price is above both the 50- and 200-day simple moving averages and the shorter average…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines an exponential moving average trend filter with a shorter-term price crossover and RSI thresholds to define long and short entries. It is presented for 15-minute scalping in NQ, ES, and gold. A long setup requires price above the…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy marks two candle shapes as hammer signals and opens a long position when either appears. Its rules use the relationship between candle body and wick lengths; both bullish and bearish candle variants can trigger the same long entry. Position…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This indicator fits a straight line over each interval defined by a user-selected timeframe and plots the resulting segments on a lower-timeframe chart. It estimates each segment’s endpoints from weighted and simple moving-average calculations, then measures…

Technical indicatorsStatisticsTrend following
TradingView scripts

This indicator estimates price bands around daily or weekly VWAP using implied volatility as a proxy for expected movement. For SPY, it uses VIX as the volatility input; it also maps several individual-stock volatility indexes and allows a configurable…

EquitiesVolatilityTechnical indicatorsOptions
TradingView scripts

This script imports transaction rows from a broker or paper-trading CSV and replays them as orders in TradingView’s strategy engine. Users paste the exported history, apply the script to the matching chart symbol, and use the Strategy Tester to view a…

BacktestingExecutionMulti-asset
TradingView scripts

This Pine library creates a visual gauge for a numeric value between a specified minimum and maximum. It divides the scale around the midpoint, colors the active portion according to the value’s position, and displays percentage markers and endpoint labels.…

Technical indicators
TradingView scripts

This script identifies doji-like candles using a configurable maximum body size, with an additional exact equality check between open and close. It establishes a bullish state when such a candle occurs while the close is above its value two bars earlier, and…

Technical indicatorsMean reversionBacktesting
TradingView scripts

This intraday strategy defines an opening range from a configurable morning session, then looks for a close crossing above its high or below its low during a later trading window. Optional filters require alignment with the daily 200-period EMA,…

FuturesBreakoutExecutionRisk management
TradingView scripts

This futures strategy combines three signal components: directional trend conditions based on an EMA and directional indicators, a Donchian-style break of a prior high or low, and a volatility squeeze release confirmed by price relative to the Bollinger…

FuturesBreakoutTrend followingVolatility