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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 TradingView strategy targets long and short setups around the New York cash open. It anchors VWAP to the regular session and allows trades only during a narrower morning window. Entries are framed as VWAP reclaims followed by a hold or pullback, with a…

EquitiesFuturesTechnical indicatorsBreakout
TradingView scripts

This long-only daily strategy searches for a low-volatility base and then buys a price breakout. It ranks Bollinger Band width against its trailing distribution and defines a squeeze as a low percentile reading. A close above the prior range high must occur…

EquitiesVolatilityBreakoutTrend following
TradingView scripts

The strategy builds three rolling scores from candlestick formations: indecision patterns such as dojis and spinning tops, bearish patterns such as shooting stars and bearish engulfing candles, and bullish patterns such as hammers, marubozu candles, bullish…

Technical indicatorsSentimentRisk managementBacktesting
TradingView scripts

The document introduces Williams Accumulation/Distribution (WAD) as a way to interpret buying and selling pressure. Its written explanation recommends looking for divergence: a security making a new high while the indicator fails to make a new high is…

Technical indicatorsMomentumBacktesting
TradingView scripts

This strategy looks for a transition from relatively quiet trading to rising volatility, then enters when price crosses a level recorded during the quiet period. It compares ATR with a longer average of ATR, marks compression below a configurable threshold,…

FuturesVolatilityBreakoutTechnical indicators
TradingView scripts

This strategy looks for reversals after price crosses a recent extreme and closes back through the prior bar. It calculates the rolling highest high and lowest low over a 20-bar lookback. A short signal occurs when the current high exceeds the previous bar's…

FuturesMean reversionTechnical indicatorsBacktesting
TradingView scripts

This indicator builds a price-binned footprint over the visible chart range using either traded volume or changes in open interest. Users choose the number of price rows and whether each row displays totals, an up/down split, or net delta. Positive delta…

Market microstructureTechnical indicatorsPerpetual futuresCrypto
TradingView scripts

This strategy enters long when the close moves above the upper Bollinger Band and is also above an exponential moving average. It enters short when the close is below the lower band and below the EMA. The configuration uses a 50-period EMA, 20-period band…

Technical indicatorsBreakoutMomentumRisk management
TradingView scripts

This indicator stacks up to 28 smoothed stochastic oscillators as horizontal color bands. The shortest lookbacks appear at the bottom and longer lookbacks above, giving a visual comparison of momentum across multiple time horizons. Color bands shift across…

Technical indicatorsMomentumStatistics
TradingView scripts

This strategy builds an oscillator from the difference between fast and slow moving averages of the midpoint of each bar, then subtracts a further moving average of that difference. A selectable weighted, simple, or exponential moving average of the…

MomentumTechnical indicatorsBacktesting
TradingView scripts

This long-only strategy searches for two RSI pivot lows separated by a configurable number of bars. The first RSI low can be required to lie below an oversold threshold; the second RSI low must be higher while its corresponding price low is lower. Once a…

EquitiesMomentumBreakoutTechnical indicators
TradingView scripts

This intraday strategy looks for price to cross daily VWAP, revisit that level within a configurable bar window, then close back on the breakout side with a candle in the same direction. It can trade long setups by default and optionally enable mirrored…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy identifies unusually wide candles by comparing each bar's full high-to-low range with an average over a configurable lookback period. It also requires the candle body to exceed a configurable share of that range, filtering out small-bodied…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This short-term strategy uses crossovers between a five-period and a thirteen-period exponential moving average. A bullish crossover opens a long position, while a bearish crossover opens a short position. Each entry is paired with an initial stop set one…

Technical indicatorsMomentumRisk managementPosition sizing
TradingView scripts

This strategy calculates Camarilla R4, R5, S4, and S5 levels from the prior week's high, low, and close. It looks for rejection at the outer R5 and S5 levels: a short signal occurs when price reaches or exceeds R5 but closes below it, while a long signal…

Mean reversionTechnical indicatorsRisk management
TradingView scripts

This indicator estimates buying and selling volume on each host-timeframe bar and displays totals, moving averages, deltas, and segment summaries in a table. In its geometry mode, it allocates volume according to where the close falls within the candle’s…

Market microstructureTechnical indicators
TradingView scripts

This long-only strategy combines a fast and slow exponential moving average crossover with an RSI filter. It opens a position when the fast average crosses above the slow average and RSI lies between the configured oversold and overbought thresholds. It…

Trend followingMomentumRisk managementPosition sizing
TradingView scripts

This indicator overlays stochastic, RSI, or money flow index readings on the price chart by mapping oscillator values onto the recent high-low range. Instead of displaying values on a separate fixed 0–100 scale, it uses the chosen lookback’s price extremes…

Technical indicatorsMomentum
TradingView scripts

This indicator presents two ways to draw price channels. The pivot-span method detects swing highs and lows after the configured left and right bar windows, keeps a limited number of recent pivots, then draws upper and lower lines through each side’s oldest…

Technical indicatorsBreakoutStatistics
TradingView scripts

This indicator implements a small online neural network that produces long-or-cash signals from six daily market features. The features describe relative moving-average level, RSI-based slope, distance from a regression mean, directional efficiency,…

Machine learningTechnical indicatorsStatisticsBacktesting
TradingView scripts

This strategy builds a fixed grid between user-selected lower and upper prices, using either equal price intervals or equal percentage intervals. It submits buy limit orders at grid levels and links each entry to a take-profit order at the next level above.…

Grid tradingMean reversionExecutionRisk management
TradingView scripts

This open-source indicator organizes volume spread analysis (VSA) into candle-level classifications and broader market context. Its settings let users adjust how it identifies small bodies, long wicks, closes near a bar’s extremes, and narrow or wide spreads…

Technical indicatorsMarket microstructureTrend following
TradingView scripts

This Nifty futures strategy records the close of the 9:15 a.m. India-time candle on Tuesdays and Wednesdays. On Wednesday, it compares that candle’s close with a stored reference: the prior week’s Wednesday price when available, otherwise the prior week’s…

FuturesTechnical indicatorsBacktestingRisk management
TradingView scripts

This intraday strategy looks for reversals around zones built from confirmed pivot highs and lows. It expands those pivot levels using an ATR-based width to form supply and demand areas. Long setups require a pivot low, price near demand, a bullish candle,…

FuturesMean reversionVolatilityRisk management