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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 strategy classifies trend state using a smoothed oscillator formed from the difference between fast and slow simple averages of the bar midpoint. Its signal modes either enter when bullish or bearish bias begins, or trigger on the appearance of a strong…

MomentumTrend followingTechnical indicatorsBacktesting
TradingView scripts

This indicator builds a volume profile across a configurable lookback window by dividing the observed price range into bins. It allocates each candle’s volume to nearby bins based on the candle’s closing price, then classifies that volume as bullish or…

Market microstructureTechnical indicatorsStatisticsExecution
TradingView scripts

This strategy looks for a sweep of the previous three-hour candle’s high or low, then waits for a change of character on the chart’s current timeframe before entering in the opposite direction. A high sweep arms a short setup, while a low sweep arms a long…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy combines Keltner Channel breakouts with position sizing based on a Kelly fraction calculated from the strategy’s closed-trade record. It estimates win probability from winning versus total trades and compares average wins with average losses.…

Position sizingBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator scans Zigzag pivots for user-configured harmonic patterns, using either five or six pivots. It calculates ratios between pivot legs and validates candidate patterns against enabled ratio targets or ranges. When a target is specified as a…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This script assembles a table for a user-defined universe of up to 120 symbols, largely cryptocurrency pairs across several exchanges. It requests higher-timeframe data for each symbol and presents price-change, moving-average, and RSI readings. Users can…

CryptoTechnical indicatorsMulti-asset
TradingView scripts

This indicator builds a price-level display from lower-timeframe data, with selectable views for total volume, volume delta, or open-interest delta. It groups activity into levels spaced by ticks or percentages, then draws profile elements, a heatmap, and an…

Technical indicatorsMarket microstructureFuturesPerpetual futures
TradingView scripts

This strategy looks for directional breakouts beyond Bollinger Bands. A long setup requires price to cross above the upper band after the prior close was inside it; a short setup mirrors this below the lower band. RSI thresholds, volume above its moving…

MomentumBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines a double Hull-style moving average, a volume-weighted moving average, and a longer weighted moving average. It compares the double Hull series with its prior-bar counterpart to establish direction, then uses the averages’ relative…

Technical indicatorsMomentumBacktestingForex
TradingView scripts

This strategy records the high and low of a defined Asian session, then places stop entries at those range boundaries during a later trading window. Users can choose long trades, short trades, or both. Optional filters require a minimum range width relative…

BreakoutRisk managementPosition sizingVolatility
TradingView scripts

This example adapts a built-in volume indicator to make current volume and its simple moving average easier to read. It retains volume columns and adds a configurable average overlay, while an on-chart table displays the latest values. The table uses color…

Technical indicatorsStatistics
TradingView scripts

This strategy uses price momentum over a configurable lookback to place stop entries above the current bar’s high for long trades or below its low for short trades. It requires both the lookback momentum and its one-bar change to point in the same direction,…

MomentumBreakoutRisk managementTechnical indicators
TradingView scripts

This strategy script combines time-based trade windows with breakout entries, configurable stop-loss and take-profit distances, and an optional ATR-based stop. It includes a choice of regime filters, including an Andean oscillator and a Larry Williams…

BreakoutRisk managementPosition sizingExecution
TradingView scripts

This long-only grid strategy divides a user-defined price range into levels spaced either geometrically or arithmetically. On a close crossing downward through an unowned level, it opens a position sized from an equal share of the specified investment; when…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

VADER estimates buying and selling pressure by combining the direction and size of close-to-close price changes with associated trading volume. It normalizes price movement by a recent bar range, limits extreme normalized changes, and weights the result by a…

Technical indicatorsMomentum
TradingView scripts

This indicator compresses the relationship between price and dynamic support and resistance levels into a dot display and an optional histogram. It compares price with four Ichimoku components and two moving averages, using ZLEMA by default; EMA, SMA, and…

Technical indicatorsTrend followingBreakout
TradingView scripts

This indicator expresses closing price as a rolling z-score: the distance from its lookback simple moving average divided by the lookback standard deviation. It can plot the result as an area or transform open, high, low, and close into z-score candles.…

Technical indicatorsStatisticsMean reversion
TradingView scripts

Range Volume Change accumulates traded volume during a user-selected time window and compares it with the volume recorded in the same window on the previous day. The default window is premarket, but the session input lets users examine another interval.…

Technical indicatorsEquitiesCrypto
TradingView scripts

The Intraday Spark Chart plots an asset’s percentage change from its daily opening price as an intraday line and filled area. It uses green when price is above the open and red when below, with a zero baseline, day separators, daily-open labels, and session…

Technical indicatorsMomentumMulti-asset
TradingView scripts

This TradingView indicator turns dominance series for Bitcoin, Ether, several other major cryptocurrencies, a broader-alternative group, and Tether into a pie-chart-style display. It retrieves each series, accumulates their values, and uses the resulting…

CryptoTechnical indicatorsMarket microstructure
TradingView scripts

This long-only strategy scores a potential squeeze setup using relative volume, the latest close-to-close price change, alignment between short and intermediate exponential averages, price relative to the short average, Bollinger Band width, and five-bar…

EquitiesBreakoutVolatilityMomentum
TradingView scripts

This indicator is a configurable framework for charting and combining technical oscillators. Users can select up to two built-in oscillators and optionally add an external one; their normalized weights can be combined, with relative volume optionally…

Technical indicatorsMomentumVolatilitySentiment
TradingView scripts

This strategy takes long or short positions when momentum is positive or negative. Its momentum signal can use either a longer lookback reading or a one-bar change, and entries can require agreement between two momentum measures or use only one. An optional…

MomentumTechnical indicatorsBacktestingRisk management
TradingView scripts

This document shows how to add a calendar-based return table to a TradingView strategy. It derives each bar’s equity return from consecutive strategy equity values, compounds those returns within the current month and year, and stores completed period…

BacktestingStatisticsTechnical indicators