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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

The strategy defines bullish and bearish Failed 2 patterns after a configurable streak of consecutive candles. A bullish setup follows a bearish streak: the signal candle sweeps below the prior candle’s low, stays within its high, and closes back inside the…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This futures-oriented framework enters when a selectable fast moving average crosses a slower one. Before entry, it can require expanding volatility, measured by a shorter-period ATR exceeding a longer-period ATR, and directional RSI confirmation. A time…

FuturesTrend followingMomentumVolatility
TradingView scripts

This strategy builds Bollinger Bands from a configurable simple moving average of closing prices and a standard-deviation envelope. It enters long when the close moves above the upper band and short when it falls below the lower band. A direction setting can…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy derives Heikin-Ashi close as the average of the bar’s open, high, low, and close, and derives Heikin-Ashi open recursively from the prior Heikin-Ashi values. It colors bars by whether the derived close is above or at or below the derived open.…

Technical indicatorsTrend followingBacktestingCrypto
TradingView scripts

This flexible strategy calculates Heikin-Ashi candle values internally while running on a standard price chart. Long and short signals depend on configurable runs of bullish or bearish Heikin-Ashi bars, along with counts over a wider lookback window and…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This indicator-style script records upward and downward price gaps that exceed a user-set minimum percentage relative to the prior bar’s high or low. For each qualifying gap, it stores the date, signed gap percentage, price amount, and the portion of the gap…

EquitiesStatisticsVolatilityTechnical indicators
TradingView scripts

This script signals long trades when price crosses above the lowest low of a recent lookback or when a bullish fair value gap is detected; short signals use a cross below the recent highest high or a bearish gap. On each signal, it submits five…

Technical indicatorsVolatilityRisk managementExecution
TradingView scripts

This strategy ranks long and short setups on a 0–100 scale by combining trend, momentum, directional price efficiency, volatility conditions, and volume participation. Each component contributes up to 20 points, allowing strengths in some areas to offset…

CryptoTrend followingMomentumVolatility
TradingView scripts

This indicator builds an adaptive price center and dispersion bands using exponentially weighted estimates. Trading volume controls the update weight by default, so observations with more volume have greater influence; users can instead weight by true range,…

Technical indicatorsVolatilityStatisticsMarket microstructure
TradingView scripts

This indicator explains how to estimate a running percentile for a data stream using the P-Square algorithm. Instead of storing and repeatedly sorting the full history, it updates five marker values and their positions as observations arrive. The approach is…

StatisticsTechnical indicatorsVolatility
TradingView scripts

This script defines bullish and bearish candles with no shadows: the full candle range lies between its open and close, while the close moves in the same direction as the previous close. It also identifies sequences of two such candles in the same direction.…

Technical indicatorsBacktestingMomentum
TradingView scripts

This Bitcoin strategy combines a long-term trend filter with shorter-term price crossings for entries. It treats closes above a 200-period exponential moving average as an uptrend and opens long positions when price crosses above a 20-period EMA. Below the…

CryptoTrend followingTechnical indicatorsVolatility
TradingView scripts

The Caldera Meridian strategy combines several signal families in a close-confirmed framework: moving-average trend state, MACD and RSI momentum, VWAP direction, volatility ranking, a conditional higher-timeframe EMA filter, volume-weighted pressure, auction…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator creates two or three regime centers for selected technical features using lower and upper percentiles together with a running mean. Each observation is assigned to its nearest center. In a combined mode, selected features can be standardized…

Technical indicatorsStatisticsMachine learningTrend following
TradingView scripts

This strategy marks bullish and bearish price zones from confirmed swing pivots, then looks for a candle to close inside the latest zone with directional confirmation. A bullish entry requires a close within the zone associated with a swing low and a rising…

Technical indicatorsRisk managementVolatilityBacktesting
TradingView scripts

This BTCUSDT four-hour strategy combines support and resistance levels with RSI, MACD, and moving-average filters. It defines long setups for bullish retests of a breakout zone and closes above resistance, plus a short setup when price closes below a…

CryptoBreakoutMomentumTechnical indicators
TradingView scripts

This leveraged, long-only perpetual-futures framework combines a short-timeframe RSI dip signal with a slower-timeframe trend filter: RSI must cross down through its chosen level while the fast EMA remains above the slow EMA. Once entered, the position can…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This indicator framework samples price on user-defined events rather than necessarily processing every chart bar. It offers bar-count sampling, time-interval sampling, and price-action sampling, with the latter triggered by moves sized in points, pips,…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This strategy uses a simplified Kalman state-space filter to estimate a smoothed price and a normalized trend-strength oscillator. It enters long when trend strength is strongly positive, the signal is green, and price is above the filtered estimate; short…

ForexTrend followingMomentumTechnical indicators
TradingView scripts

This long-only strategy starts a position when RSI crosses below an oversold threshold, then adds buys whenever price falls a set percentage from the most recent entry. Each successive buy grows by a configurable multiplier, up to a fixed number of DCA…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This indicator presents functions for estimating the value at which two changing series intersect between consecutive bars. It calculates each series’ one-bar slope, derives a shared fraction of the bar interval from their current separation and relative…

Technical indicatorsStatisticsEquities
TradingView scripts

This spot strategy divides a user-selected price range into ten evenly spaced levels. It treats the lower portion as an accumulation zone and the upper portion as a selling zone. When price crosses the middle grid level and there are no open trades, the…

CryptoSpot marketsGrid tradingPosition sizing
TradingView scripts

This strategy combines several market-state filters to generate long and short setups. A weighted regime score draws on moving-average separation and slope, ADX strength, price-path efficiency, and volatility. A Kaufman adaptive moving average forms the…

Trend followingTechnical indicatorsRisk managementVolatility
TradingView scripts

This indicator compares a chosen main symbol with up to twenty others and presents their correlations as a color-coded heatmap. Users can select preset forex, stock, or crypto groups, or provide custom symbols. A configurable lookback period controls the…

Multi-assetStatisticsCryptoEquities