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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 identifies session gaps by comparing the new opening price with the prior bar’s high or low, and checks that the opening bar’s body remains beyond the previous body. It sets a reference level at the previous candle body, representing the price…

EquitiesMean reversionBreakoutBacktesting
TradingView scripts

This indicator recognizes a broad collection of candlestick formations ranging from one to five bars. Users can adjust detection settings and enable or disable patterns individually. When a smaller pattern is fully contained within a larger one, the default…

Technical indicatorsStatisticsBreakoutBacktesting
TradingView scripts

This strategy enters long or short when a fast EMA crosses the slow EMA and the trend direction changes. By default, it also requires the signal candle to close in the trade’s direction. The configurable EMA lengths define the trend signal, while ATR sets a…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

The document presents a configurable long-and-short strategy built around fast and slow EMA crossovers, with optional confirmation from higher-timeframe Hull moving averages, RSI, VWAP, MACD, volume, and recent price structure. Only enabled higher-timeframe…

FuturesTrend followingMomentumTechnical indicators
TradingView scripts

This intraday strategy combines Supertrend direction, MACD crossovers, RSI bounds, and a long-term EMA bias to generate long and short signals. Long entries require bullish Supertrend direction, a bullish MACD crossover, RSI above the oversold threshold, and…

FuturesUS marketsTrend followingMomentum
TradingView scripts

This Bitcoin strategy seeks entries on short-term pullbacks following a strong move. It detects impulses from the change in a smoothed primary-timeframe price relative to ATR, with an additional filter comparing current ATR to its recent average. A…

CryptoTrend followingMomentumVolatility
TradingView scripts

This TradingView strategy uses RSI calculated on a selectable timeframe to trade gold in either direction. It enters long when RSI falls below a configurable lower threshold and short when it rises above an upper threshold, provided there is no open…

CommoditiesForexMean reversionTechnical indicators
TradingView scripts

This indicator restarts a volume-weighted price reference when its swing-direction logic changes at a new high or low. It identifies swings using a configurable lookback and marks pivot structure with higher-high, lower-high, higher-low, or lower-low labels.…

Technical indicatorsVolatilityMean reversionTrend following
TradingView scripts

The strategy combines a fast and slow exponential moving average crossover with a candle-body filter. A long entry requires the fast average to cross above the slow one, the close to finish above the fast average, and the candle body to occupy at least 30%…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy uses up to six configurable exponential moving averages to define directional bias, then uses the fastest pair’s crossover for trade timing. Enabled averages must be strictly ordered from shorter to longer to establish a bullish or bearish…

Trend followingTechnical indicatorsBacktestingExecution
TradingView scripts

The Wave-PM indicator estimates volatility across 30 lookback periods and displays the readings as a colored heatmap or as lines. It calculates each reading from the standard deviation of closing prices, scaled against a 100-bar smoothed measure of squared,…

VolatilityTechnical indicatorsStatistics
TradingView scripts

This strategy seeks long entries when price and four exponential moving averages form a bullish order, from the shortest average through the longest. It adds trend-strength confirmation from ADX and the positive directional indicator, then requires the…

Technical indicatorsTrend followingMomentumBacktesting
TradingView scripts

This strategy enters when Supertrend changes direction, using an upward flip for long trades and a downward flip for shorts. A signal must also pass two regime filters: ADX must exceed a minimum strength threshold, and the Choppiness Index must remain below…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This strategy combines inside-bar breakouts with an exponential moving average direction filter. An inside bar is defined by a high below the prior bar’s high and a low above its low. After a qualifying bullish or bearish inside bar appears within the…

Technical indicatorsBreakoutTrend followingRisk management
TradingView scripts

This educational indicator plots nine forward paths based on a smoothed moving average. It estimates the SMA’s current slope from its one-bar change and acceleration from summed second differences over a configurable window. Each path uses a different…

Technical indicatorsStatistics
TradingView scripts

This educational indicator demonstrates how to reconstruct a higher-timeframe candle from lower-timeframe chart bars without using a built-in higher-timeframe data request. It detects when the selected timeframe changes, captures the new period's open, and…

Technical indicatorsStatistics
TradingView scripts

This strategy seeks short-term pullbacks that resume in the direction of a higher-timeframe trend. On a five-minute chart, a long setup requires price to have traded below VWAP during a recent lookback and then close back above it, alongside a fast EMA…

Mean reversionTrend followingTechnical indicatorsRisk management
TradingView scripts

This intraday strategy first records the high and low of an opening range, then permits a single trade per day after that range is established. A long requires a close above the range high, a recent break of a swing high interpreted as a Change of Character,…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines a short linear-regression crossover with trend, volatility-regime, volume, RSI, and higher-timeframe filters. Long and short setups receive weighted confluence scores; an entry requires the relevant crossover, aligned EMA and…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This framework stores recent pivot highs and lows as liquidity levels, then looks for price to sweep through a level and reclaim it. Entry confirmation can be limited to a configurable number of bars after the sweep, and filters assess wick size, body size,…

ForexBreakoutTechnical indicatorsRisk management
TradingView scripts

This Nifty futures strategy combines a long-term trend filter, a momentum trigger, and a volatility condition. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR is greater than its own moving average. Short entries use the…

FuturesTechnical indicatorsMomentumVolatility
TradingView scripts

This rule-based strategy seeks long breakouts when the close is above the 20, 50, 100, and 200 EMAs and exceeds the previous bar’s high. Shorts require the close below all four averages and below the previous bar’s low. The description recommends daily or…

EquitiesBreakoutTrend followingTechnical indicators
TradingView scripts

This strategy combines three entry patterns—fair value gaps, order blocks, and pin bars—with directional and timing filters. Longs require price and the fast EMA to be above the slow EMA; shorts require both below it. Trades are limited to London or New York…

ForexCommoditiesTechnical indicatorsTrend following
TradingView scripts

The cyclic smoothed RSI modifies a conventional RSI using a dominant market cycle length as an input. It applies additional smoothing with a phase adjustment, then estimates adaptive upper and lower bands from the indicator’s recent range over a cyclic…

Technical indicatorsMean reversionStatistics