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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.

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20,364 documents
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12,226 documents
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8,431 documents
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7,910 documents
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7,090 documents
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3,481 documents
Bitget Academy
3,298 documents
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3,012 documents
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1,976 documents
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1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
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682 documents
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662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
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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
Quantpedia
86 documents
TqSdk
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
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50 documents
Quantopian lectures
45 documents
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45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
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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 available excerpt describes a configurable support and resistance strategy built around pivot zones. Users can select daily through yearly pivot periods and choose among several pivot calculation methods. Zone width can be set as a percentage, an ATR…

Technical indicatorsBreakoutRisk management
TradingView scripts

This strategy combines RSI extremes, elevated volume, recent price extremes, and liquidity sweeps to identify possible exhaustion. A bullish setup requires low RSI, volume above its recent average by a configurable factor, and either a lower low or a sweep…

Technical indicatorsMean reversionBreakoutRisk management
TradingView scripts

This indicator replaces standard open, high, low, and close values with Hull moving averages, then plots the results as custom candles. A separate Hull average of the OHLC4 price determines candle color: rising values color candles green, while flat or…

Technical indicatorsTrend following
TradingView scripts

This ENA strategy places a fixed set of price levels between user-defined upper and lower bounds. Levels can be spaced geometrically, keeping percentage spacing more uniform, or arithmetically, keeping absolute spacing uniform. When the closing price crosses…

CryptoGrid tradingExecutionRisk management
TradingView scripts

This strategy checks a candle at a configurable clock time in a chosen timezone, then enters at the next bar’s open based on that candle’s direction. Bullish candles trigger long entries, bearish candles trigger short entries, and dojis are skipped. Separate…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This strategy enters after a bullish or bearish engulfing-style candle when a selected moving average points in the same direction. The moving average can use several calculation methods and can be evaluated on the chart timeframe or another timeframe. The…

Technical indicatorsVolatilityMomentumBacktesting
TradingView scripts

This indicator fits a linear regression channel to recent prices and estimates variance, skewness, and kurtosis from returns. It uses channel deviations to show trend direction, flag breaks, and draw a short forward range. Momentum markers and price re-entry…

Technical indicatorsStatisticsMean reversionMomentum
TradingView scripts

This indicator builds a view of a selected higher-timeframe candle while using lower-timeframe data to locate unusually high-volume bars. A spike is defined as lower-timeframe volume exceeding a moving average multiplied by a configurable threshold. The…

Technical indicatorsMarket microstructureExecution
TradingView scripts

This indicator adapts binary entropy from information theory to price and volume series. It first transforms the selected source using one of several measures, including level, change, momentum, acceleration, contribution, percent change, or log-return…

StatisticsTechnical indicatorsVolatilityMomentum
TradingView scripts

This strategy looks for possible reversals after a configurable run of rising or falling closes. A run of falling closes can qualify a long entry, while a run of rising closes can qualify a short entry. Traders can add increasing volume as confirmation and…

Mean reversionTechnical indicatorsVolatilityBacktesting
TradingView scripts

This indicator turns Mark Minervini’s trend template into chart conditions for screening stocks. It checks whether price is above the 50-, 150-, and 200-day simple moving averages, whether those averages are properly ordered, and whether the 200-day average…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

The Efficient Work indicator measures the net change from the previous close relative to the total distance price traveled through the bar’s high and low. This ratio is intended to describe how efficiently movement produced a closing price change, with…

Technical indicatorsStatisticsVolatilityMomentum
TradingView scripts

This paper-trading strategy adapts a Turtle-style channel breakout to daily Bitcoin prices. It opens a long position when the close exceeds the prior breakout lookback high and is above a simple moving average filter. An ATR-based initial stop defines a…

CryptoBreakoutTrend followingRisk management
TradingView scripts

This strategy uses a rolling volume-weighted average price (RVWAP) with standard-deviation bands to define potential mean-reversion entries. The RVWAP is calculated over a configurable time window using volume-weighted prices; users can select a fixed…

Mean reversionTechnical indicatorsStatisticsBacktesting
TradingView scripts

This daily XAUUSD strategy identifies direction by comparing the latest rolling swing high and low, then resets a volume-weighted average price whenever that structural direction changes. Long entries require bullish structure, price above an optional…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This experimental indicator creates a zigzag-like line that moves toward the upper or lower boundary of a Donchian channel. The channel uses the selected source and lookback length; the line’s direction changes when it crosses a channel boundary. Its…

Technical indicatorsTrend followingBreakout
TradingView scripts

This chart overlay marks changes in Bitcoin’s mining difficulty using daily difficulty data. In its default mode, it colors background columns green when difficulty rises and red when it falls. The offset columns are a display choice intended to keep the…

CryptoOn-chain dataTechnical indicators
TradingView scripts

This TradingView indicator builds profiles for an anchored period, dividing its price range into rows and estimating how much activity occurred at each level. It distributes each chart bar’s volume across the rows touched by that bar, in proportion to the…

Technical indicatorsMarket microstructureSentimentStatistics
TradingView scripts

The strategy combines a trend filter with channel breakouts. It defines an uptrend when the fast EMA is above the slow EMA and the slow EMA is rising over a configurable lookback; the short condition reverses those relationships. A confirmed close above the…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy looks for a two-candle failed reversal. It enters long when a bullish prior candle is followed by a bearish candle whose low does not fall below the prior low; it enters short when a bearish candle is followed by a bullish candle whose high…

MomentumBacktesting
TradingView scripts

The indicator defines first-order pivots as three- or five-bar V-shaped highs and lows. It constructs second-order pivots by finding the same peak-or-trough pattern among first-order pivots, then applies the process again to identify third-order pivots. This…

Technical indicatorsStatisticsCrypto
TradingView scripts

This strategy builds a smoothed price channel from an adjustable multi-stage EMA approximation. Its center line filters a selected price source, while the same filter applied to true range sets the upper and lower bands. Optional lag reduction adjusts inputs…

Trend followingBreakoutTechnical indicatorsBacktesting
TradingView scripts

This indicator identifies ZigZag turning points when a selected momentum measure changes direction. The available choices are MACD crosses, moving-average turns, and QQE signals. At a change, it records the high or low reached during the preceding impulse…

MomentumTechnical indicatorsRisk managementExecution
TradingView scripts

This indicator marks the previous high and low from selected chart timeframes as horizontal levels. It supports up to five configurable timeframes, with monthly, weekly, and daily levels enabled by default and shorter intervals available as options. When…

Technical indicatorsMarket microstructure