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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 scalping strategy looks for a reversal candle followed by a run of consecutive candles moving in the opposite direction. For a bullish setup, each run candle must close up and hold above the reversal candle's low; the bearish setup applies the inverse…

Mean reversionMomentumTechnical indicatorsRisk management
TradingView scripts

Sniffer is a chart indicator that searches a configurable historical lookback for periods resembling a user-selected bar sequence. It represents bars with price and volume attributes, with optional features such as candle-body and wick ratios, rate of…

Technical indicatorsStatisticsMachine learning
TradingView scripts

This long-only Nasdaq-100 strategy combines a monthly 10-period simple moving average with weekly signals. It enters when the weekly close crosses above the monthly average, provided the weekly close is also above its 200-period exponential moving average.…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This indicator builds a volume profile over each range between consecutive price pivots. It shows the distribution of traded volume across price rows, identifies the point of control (the row with the greatest volume), and marks the value area high and low…

Technical indicatorsMarket microstructureRisk management
TradingView scripts

This strategy enters long when a 14-period RSI rises above the overbought threshold and short when RSI falls below the oversold threshold. The defaults are 70 and 30, respectively. It also converts percentage-based stop and target settings into price ticks…

Technical indicatorsMean reversionRisk managementPosition sizing
TradingView scripts

This strategy uses a fast exponential moving average crossing a Bollinger basis to define entry and exit signals, with the Awesome Oscillator providing directional confirmation. A long signal occurs when the fast average crosses above the basis, price is…

Technical indicatorsBreakoutMomentumForex
TradingView scripts

This crypto-oriented strategy combines four technical modules: a smoothed RSX-style RSI, a QQE-like RSI with a trailing stop, Keltner channel zones, and WaveTrend crosses. Each module contributes a discrete bullish, neutral, or bearish signal. The script…

CryptoTechnical indicatorsMomentumVolatility
TradingView scripts

This 45-minute BTC/USDT strategy combines Ichimoku-style price signals with an RSI trigger. It can use Heikin Ashi candle data, then compares price with a 26-period Kijun line and the projected cloud boundaries. Long entries require a Kijun crossover with…

CryptoTechnical indicatorsMomentumBacktesting
TradingView scripts

This Pine library implements ten kernel functions that map a distance from an origin and a bandwidth to a weight. It includes compact-support choices such as uniform, triangular, Epanechnikov, quartic, triweight, tricubic, and cosine kernels, alongside…

StatisticsMachine learning
TradingView scripts

This crypto strategy looks for reversals after price sweeps the Asian session high or low during the London session. It combines those events with a Laguerre-based momentum measure, a regime filter built from volatility, a Hurst-style proxy, ADX, RSI, and…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This BTC perpetual scalping strategy combines Williams fractals with three exponential moving averages and RSI. It signals long entries when the shorter EMA is above the two longer averages, a downward fractal appears, price is above the slowest average, and…

CryptoPerpetual futuresTechnical indicatorsMomentum
TradingView scripts

This strategy models a static grid for UNI/USDT spot trading. It divides a fixed price band into geometric or arithmetic levels and buys when a bar closes down through an unfilled level. A position is closed when price crosses the next level upward. The…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This example demonstrates staged exit management for a position using an initial stop and three profit thresholds. Once the first threshold is reached, the stop moves to break-even; at the second, it moves to the first target. At the third, the default…

Risk managementPosition sizingBacktesting
TradingView scripts

This strategy uses the relationship between a session’s first open and its first high or low to define a directional entry. It goes long when the open equals the first low, interpreting that condition as a possible upward bias, and short when the open equals…

EquitiesBreakoutRisk managementPosition sizing
TradingView scripts

This document explains how to represent a two-dimensional matrix using Pine Script’s one-dimensional arrays. It stores row and column counts in the first two array elements, followed by row-major data, and provides functions to translate row and column…

Statistics
TradingView scripts

This indicator detects alternating swing-high to swing-low and swing-low to swing-high patterns, then draws them as paired arcs around a midpoint. Users can adjust the swing lookback, pattern width, included swing types, and historical display style. A…

BreakoutTechnical indicatorsTrend following
TradingView scripts

This indicator places a set of equity indices, currency pairs, and two-year yields into a compact visual dashboard. It retrieves open, high, low, and close data for the selected symbols on the chart timeframe. For each instrument it displays the latest value…

Multi-assetEquitiesFixed incomeForex
TradingView scripts

This strategy builds a directional setup from a sequence of price-action conditions. During configured London or New York sessions, it flags a sweep when price pierces a prior swing and closes back across it. It then tracks displacement, a fair value gap,…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This strategy divides a user-defined price interval into levels spaced either geometrically or arithmetically. It buys a fixed cash allocation when the closing price crosses down through a level and closes that level’s position when price crosses up through…

CryptoGrid tradingPosition sizingBacktesting
TradingView scripts

This indicator marks consolidation zones when recent closing prices stay near a custom centerline. It calculates that centerline as a weighted average, assigning more weight to bars with larger close-to-close moves, then compares the maximum distance of…

Technical indicatorsVolatilityBreakout
TradingView scripts

This indicator fits a linear regression line to a selected price source over a configurable lookback, then adds parallel upper and lower boundaries based on the residual standard deviation and a user-set multiplier. It colors the channel by slope direction…

Technical indicatorsStatisticsBreakoutTrend following
TradingView scripts

This indicator builds cumulative volume delta candles by classifying lower-timeframe volume as upward or downward from intrabar price movement, then aggregating the signed volume within each chart bar. It offers resets based on higher-timeframe boundaries,…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This indicator locates candidate resistance and support from recent rolling highs and lows, then surrounds those levels with bands scaled by average true range and current volume relative to a rolling volume percentile. The fill becomes more prominent as…

Technical indicatorsVolatilityBreakoutMean reversion
TradingView scripts

This script demonstrates a workaround for constructing higher-timeframe bars measured in seconds when the platform’s standard multi-timeframe function does not support those intervals. It groups chart data into configurable second-based intervals and stores…

Technical indicatorsStatistics