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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 enters when a bullish candle closes above the prior bearish candle’s body, or a bearish candle closes below the prior bullish candle’s body. A market-structure filter tracks pivot highs and lows on a selectable higher timeframe and permits…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator builds a heatmap of government yields across short and long maturities for a selected country. Users choose a sampling interval and retrieve observations either from a chosen start date or for a specified number of periods. The table aligns…

Fixed incomeStatistics
TradingView scripts

This indicator highlights possible reversals after price moves beyond a recent high or low and then closes back toward the opposite end of a wide candle. A long signal requires a candle range larger than a multiple of its recent average range, a low below…

Technical indicatorsBreakoutMean reversion
TradingView scripts

This strategy detects consolidation boxes from clustered pivot highs and lows, then trades confirmed breaks above or below the range. It requires a minimum box height, a close beyond the boundary with a specified candle-close position, and uses the break…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This simple strategy calculates RSI from closing prices using a configurable period and configurable upper and lower thresholds. It opens a long position when RSI falls below the lower level and closes that position when RSI rises above the upper level. Bars…

Technical indicatorsMean reversionMomentumRisk management
TradingView scripts

This futures strategy looks for an impulse formed by two strong candles with rising volume, then waits for price to wick into a Fibonacci retracement zone of the second candle. It recognizes same-direction candles and mixed patterns that still close beyond…

FuturesBreakoutTechnical indicatorsExecution
TradingView scripts

This is a long-only Bitcoin strategy described for a four-hour chart. It requires price to be above a long-term exponential moving average and that average to be rising, while rate of change exceeds a threshold and ADX indicates sufficient trend strength. A…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines several Relative Momentum Index (RMI) readings with a Chance Momentum signal. Its basic entry and exit logic uses four RMI signals relative to thresholds, while a fifth RMI is intended to work in reverse and help guide the overall…

CryptoMomentumTechnical indicatorsRisk management
TradingView scripts

This indicator screens a configurable set of market indices, including a benchmark and sector indices, on a daily or weekly timeframe. For each index, it calculates the current period return relative to the standard deviation of prior returns over a chosen…

EquitiesStatisticsVolatilityTechnical indicators
TradingView scripts

This strategy builds moving support and resistance guides around Donchian channel extremes. When a new high or low extends the channel, it records a candidate pivot; the corresponding guide then advances or retreats using a slope scaled from an ATR band’s…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This strategy measures how far a selected price is from its exponential moving average in units of recent standard deviation. Users can set separate averaging and deviation lookbacks, choose a threshold, and enable long trades, short trades, or both. A long…

StatisticsTechnical indicatorsMomentumMean reversion
TradingView scripts

This strategy combines 9- and 21-period exponential moving average crossovers with MACD confirmation and slope filters. A signal is allowed for a limited number of bars after a crossover, provided both EMA angles pass directional thresholds and MACD agrees.…

Technical indicatorsMomentumRisk managementPosition sizing
TradingView scripts

This Pine strategy is a configurable template for turning signals into orders and webhook-driven trade management. It includes toggles for EMA crossovers, Turtle-style breakouts with volume and candle confirmation, and swing-failure patterns. Its signal…

ExecutionRisk managementBacktestingTrend following
TradingView scripts

This indicator builds a swing sequence from confirmed price pivots, connecting alternating highs and lows into a zigzag. It can compare that sequence with a configurable multi-leg pattern template. For each leg, the user specifies a source leg and a from-to…

Technical indicatorsStatisticsBreakout
TradingView scripts

This experimental indicator bins each candle by where its open and close fall within that bar’s high-low range. It divides the range into a grid and increments the count for the corresponding open-close coordinate, producing a visual frequency map of candle…

Technical indicatorsStatistics
TradingView scripts

This strategy looks for regular RSI divergence at price swing points. A bearish setup pairs a higher price high with a lower RSI high; a bullish setup pairs a lower price low with a higher RSI low. At least one of the paired RSI pivots must reach the…

Technical indicatorsMean reversionMomentumRisk management
TradingView scripts

This strategy marks recent pivot highs and lows as potential resistance and support, then looks for price to wick beyond a level and close back through it. A bullish setup requires a recovery above support on an up candle while price is above the long-term…

ForexBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy seeks long and short entries when several conditions align: price is positioned relative to a long-term EMA and VWAP, a smoothed range filter agrees with direction, a wave-style momentum measure crosses its signal, and RSI, MACD, volume, and…

FuturesMomentumTechnical indicatorsRisk management
TradingView scripts

This TradingView indicator compares a broad set of equity and regional exchange-traded funds using relative performance, correlation, and trend measures. Its performance table can rank each fund by rate of change relative to the group average, or by a…

EquitiesFactor investingStatisticsTechnical indicators
TradingView scripts

This indicator adapts John Ehlers’ Ultimate Oscillator concept to emphasize price movement within a selected range of wavelengths. It subtracts the output of a shorter-period high-pass filter from a longer-period one, then scales the difference by its…

Technical indicatorsMomentumStatistics
TradingView scripts

This indicator estimates how activity is distributed across price levels by requesting one-minute price and volume data, then aggregating observations into configurable levels. Users can choose percentage spacing or tick-based spacing, and can select a…

Market microstructureTechnical indicatorsStatistics
TradingView scripts

SmartPhase Analyzer combines selected normalized measures into a composite score intended to describe market conditions. The available measures include risk-adjusted performance, benchmark-relative statistics, price location, entropy, drawdown, and momentum…

StatisticsTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy generates long entries and closes them on a sell signal using recent candle ranges and price crossings. It defines each candle's upper and lower body edges, then compares the current and previous closes, scaled by a configurable delta, with…

Technical indicatorsMean reversionStatisticsBacktesting
TradingView scripts

This intraday strategy combines daily pivot levels with a session VWAP. It derives the central pivot and five support and resistance levels from the prior day's high, low, and close, while accumulating a VWAP during market hours. Trading signals are limited…

Technical indicatorsBreakoutMean reversionRisk management