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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 rule-based strategy looks for bullish or bearish candlestick patterns while filtering for a longer-term trend. Its active bullish patterns are engulfing candles and morning stars; its bearish patterns are engulfing candles and evening stars. Inside bars…

Technical indicatorsTrend followingRisk management
TradingView scripts

This indicator presents up to five RSI series at once, with independent options for the input source, lookback length, and timeframe. It is a visualization tool rather than a defined trading strategy: users can change the indicator width, line or arrow…

Technical indicatorsMomentum
TradingView scripts

The script listing describes a cryptocurrency strategy whose author says it combines Bollinger Bands and MACD with additional logic developed through trial and error. The page identifies RUNE/USDT and mentions a one-hour chart in the displayed example. It…

CryptoTechnical indicatorsBacktesting
TradingView scripts

This Pine Script library provides a lightweight Zigzag implementation for identifying alternating swing highs and lows and drawing them on a chart. It defines pivot and calculation objects, tracks a configurable number of recent pivots, and can expose their…

Technical indicatorsStatistics
TradingView scripts

This indicator measures the close’s percentage distance above or below a selected moving average, rounds the absolute deviation to a whole percentage, and groups historical observations by side and deviation. It supports several moving-average types and lets…

StatisticsTechnical indicatorsMean reversionTrend following
TradingView scripts

This strategy combines a fast and slow exponential moving average crossover with two filters. It checks whether the hourly close is above or below an hourly EMA to define directional bias, then requires the current close to be on the matching side of VWAP. A…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This Bitcoin strategy uses the previous hourly candle’s high and low as breakout levels and checks the 15-minute close against them. A close above the hourly high triggers a long entry; a close below the hourly low triggers a short entry. The script plots…

CryptoBreakoutRisk managementPosition sizing
TradingView scripts

This strategy smooths the logarithms of closing, high, and low prices with a configurable Nadaraya-Watson kernel, then exponentiates the results to form price-scale curves. A custom range measure based on log prices and an ATR-like smoothing step is also…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy turns a collection of candlestick formations into long and short signals for historical testing. Configurable patterns include engulfing, harami, piercing line and dark cloud cover, morning and evening stars, belt holds, soldiers and crows, and…

Technical indicatorsBacktestingRisk management
TradingView scripts

This indicator combines a two-pole bandpass filter, an Ehlers Voss predictive filter, and a correlation display. The bandpass stage isolates cyclical price movement, and the Voss calculation uses negative group delay to anticipate possible turning points.…

Technical indicatorsStatisticsMomentum
TradingView scripts

This strategy defines support and resistance using confirmed swing pivots, then enters when a bar closes across the latest level with volume above a moving average threshold. An optional EMA filter limits long trades to prices above the average and short…

BreakoutTechnical indicatorsVolatilityRisk management
TradingView scripts

This MES strategy looks for closing breaks above confirmed pivot highs or below pivot lows. A long also requires price above a higher-timeframe EMA, RSI above its midpoint, elevated volume, an enabled morning or afternoon session, and an available trade…

FuturesBreakoutMomentumTechnical indicators
TradingView scripts

This model looks for high-volume exhaustion moves followed by a price confirmation. For a long, RSI must be below its lower threshold while volume exceeds 1.5 times its moving average, and the close must then exceed the prior bar’s high. The short setup…

Technical indicatorsMean reversionRisk managementPosition sizing
TradingView scripts

This indicator turns successive Zigzag pivots into synthetic candles. A configurable lookback identifies candidate swing highs and lows, while a candle-size setting determines how many pivots form each displayed candle. The first and last pivots in the group…

Technical indicatorsTrend following
TradingView scripts

This experimental strategy uses a simple two-bar pattern to enter and exit long positions. It buys when the previous close was above the close before it, but the current close falls below the previous close. It closes that position when the previous close…

Mean reversionTechnical indicatorsBacktesting
TradingView scripts

This Bitcoin strategy combines a daily trend filter with a four-hour momentum trigger. It calculates Williams Alligator lines from smoothed price averages and uses the Awesome Oscillator (AO), defined as the difference between short and longer averages of…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This buy-only strategy enters long after a fast exponential moving average crosses above a slower one. An input sets how many bars after the crossover the entry signal is recognized, allowing users to delay participation. The example uses short…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This indicator compares rolling variability in closing prices with rolling variability in volume across a range of lookback windows. For each window, it calculates standard deviations for price and volume, then correlates those series over a separate…

VolatilityStatisticsTechnical indicators
TradingView scripts

This gold strategy combines a fast and slow exponential moving average trend filter with MACD crossover timing and an RSI range filter. It opens long positions when the averages indicate an uptrend, MACD crosses upward, and RSI remains in a moderate bullish…

CommoditiesTrend followingMomentumTechnical indicators
TradingView scripts

This indicator estimates a selected price quantile with a weighted Harrell–Davis method over a rolling sample. It uses volume as the default observation weight, with an option to use equal weights, and displays the estimated quantile as a central line. The…

StatisticsTechnical indicatorsRisk management
TradingView scripts

This intraday strategy builds an opening range from the chart bars within a configurable session window, then tracks its high, low, and midpoint. After the range ends, the first candle close beyond either boundary establishes the day’s breakout direction. If…

EquitiesBreakoutTrend followingRisk management
TradingView scripts

This indicator identifies Williams high and low fractals by comparing a candidate bar with configurable numbers of bars before and after it. Once confirmed, a high fractal can set a short-side stop and a low fractal a long-side stop. The stops can include a…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This strategy combines smoothed Heikin-Ashi candles with a linear-regression filter for directional entries. It smooths open, high, low, and close using an exponential average, derives Heikin-Ashi open and close values, then looks for their crossover or…

CryptoTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator plots three configurable moving averages and extends a line from each average’s recent value and earlier value. The line gives a visual projection of the average’s current slope, while the averages themselves remain visible on the chart. Users…

Technical indicatorsTrend following