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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

This indicator estimates trend alignment by recursively applying a selected moving average across multiple levels. It compares the source and each moving-average level pairwise: a fully ordered stack produces the strongest bullish or bearish reading, while…

Technical indicatorsTrend followingStatistics
TradingView scripts

This weekly long strategy combines three entry filters: price must lie between two Hull moving averages, the MACD histogram must be below zero, and both a short RSI series and its smoothed average must cross above a longer RSI weighted average on the same…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This document presents a passive benchmark: enter long once on the first chart bar at or after a chosen start date, hold through market moves, and close at the selected end date or near the end of available chart history so the backtest can report final…

BacktestingStatisticsRisk managementPosition sizing
TradingView scripts

This strategy generates long entries from two consecutive close comparisons and a candle range-to-body measure. A configurable delta scales the close comparisons, while buy and sell resistance thresholds filter the candle measure. When the buy conditions…

Technical indicatorsMomentumBacktesting
TradingView scripts

This strategy combines several technical measures into a composite score intended to represent bullish or bearish conditions. Its components include moving-average relationships and momentum, RSI and Williams %R readings, directional movement strength,…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator builds a compact time and sales table showing timestamp, inferred direction, last price, and volume for recent observations. It offers two data modes: sampling a selected lower timeframe or processing live updates tick by tick. Direction is…

Market microstructureExecutionHigh-frequency tradingTechnical indicators
TradingView scripts

This indicator groups recent pivot highs and lows into price channels to mark potential support and resistance. A pivot is recognized using bars on both sides, and candidate pivots are clustered when their price spread fits a maximum width calculated from…

Technical indicatorsBreakoutStatistics
TradingView scripts

This example presents a directional strategy that uses a fast and slow exponential moving average to define the prevailing trend. It enters long when RSI crosses above a lower threshold while price is above the fast average, and enters short when RSI crosses…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This intraday strategy builds an opening range from a configurable number of early-session candles, then looks for a close beyond the range high or low. Entry conditions also require a candle in the breakout direction, a SuperTrend direction check, and—when…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines four Fisher Transform series calculated over different lookback multiples with RSI, the direction of a weighted moving average, and an OBV oscillator. A long signal requires all four Fisher values to be rising, RSI to clear a…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This strategy looks for a compact price range across a configurable number of bars, optionally requiring ATR to be lower than it was over an earlier comparison period. It records the range boundaries and signals a trade when price closes beyond a boundary…

BreakoutVolatilityTechnical indicatorsRisk management
TradingView scripts

This TradingView strategy combines a weighted score from trend, volume, RSI, and candle direction with ATR-based stop-entry levels. A long score awards points for price above the 200-period EMA, above-average volume, RSI below a threshold, and a bullish…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This indicator displays FINRA-reported daily short-sale volume for supported US-listed stocks, alongside a moving average whose length is configurable. Bars use a stronger red shade when short-sale volume exceeds that average. On intraday charts, the…

EquitiesUS marketsSentimentStatistics
TradingView scripts

This strategy uses a fast and slow simple moving average to define trend direction, with three selectable entry styles. Traders can enter after a moving-average cross while a timed window remains open, on a price recross of the fast average in the direction…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy uses a relative strength index with a configurable lookback and identifies a centered pivot low in the RSI series as its long-entry trigger. The pivot requires bars on both sides, so the signal is confirmed only after subsequent data arrives,…

CryptoMean reversionTechnical indicatorsBacktesting
TradingView scripts

This Pine library turns paired samples into a chart that shows their joint distribution. Users add x and y values, then choose a scatterplot or a heatmap. A configurable matrix bins observations; cells show points or use color intensity to represent their…

StatisticsTechnical indicatorsVolatility
TradingView scripts

This indicator presents a selected group of crypto assets in a polar chart to compare their activity over a chosen period. For each asset it accumulates traded value, estimated from volume, closing price, and point value, alongside absolute open-to-close…

CryptoTechnical indicatorsStatisticsVolatility
TradingView scripts

This strategy compares two instruments by calculating a rolling z-score for each price series, then subtracting the paired instrument’s score from the main instrument’s score. It applies a modified z-score to that spread using the rolling median and median…

Pairs tradingMean reversionArbitrageStatistics
TradingView scripts

This strategy seeks breakouts from short-term trendlines built from recent pivot highs and lows. It projects resistance from the two latest highs and support from the two latest lows, then enters long when price crosses above resistance or short when it…

Trend followingBreakoutMomentumTechnical indicators
TradingView scripts

This TradingView indicator turns quarterly or annual company financial statements into chart series and report-date labels. Its main plots show cash, total liabilities, revenue, working capital, and enterprise value. Additional labels summarize cash flow,…

EquitiesStatisticsTechnical indicatorsEvent-driven
TradingView scripts

This long-only daily spot strategy makes confirmed market structure a prerequisite for entries. It tracks swing highs and lows, defines structural trends from higher highs and higher lows or lower highs and lower lows, and detects breaks of the latest…

Spot marketsTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This strategy estimates buying and selling pressure from each bar’s price range, allocates traded volume between bullish and bearish pressure, and cumulatively sums their difference into a Cumulative Volume Delta series. It can optionally compare that series…

Technical indicatorsMean reversionRisk managementBacktesting
TradingView scripts

This strategy uses an ATR-based Supertrend to define direction and generate entries when its state changes. The band is calculated from a chosen price source and an ATR multiple; the ATR can use either the standard method or a simple moving average of true…

Technical indicatorsTrend followingMomentumMulti-asset
TradingView scripts

This strategy combines ten oscillator signals with twelve moving average comparisons to estimate bullish, bearish, and neutral consensus. Indicators include RSI, Stochastic, CCI, MACD, momentum, and Williams %R, alongside averages from short to long periods.…

Technical indicatorsTrend followingBacktestingRisk management