Skip to content

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 seeks entries in the direction of a longer-term trend after a pullback toward an EMA channel. It combines fast and intermediate EMAs with a slow macro EMA, RSI, ATR, and internally calculated Heikin Ashi candles. A valid setup also checks…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This indicator replaces standard candles with a realtime display of volume delta, tick delta, total volume and ticks, and each delta as a share of its total. It also marks point-of-control levels, the price associated with the highest-volume tick, and…

Technical indicatorsMarket microstructureExecutionStatistics
TradingView scripts

This strategy uses confirmed pivot highs and lows to set potential reversal entry levels. After a pivot high is identified, it places a stop entry one minimum tick above that level for a long position; after a pivot low, it places a stop one tick below for a…

Technical indicatorsBreakoutExecution
TradingView scripts

This EUR/USD strategy estimates linear regressions over short, medium, and long lookback windows. Each layer contributes a directional signal whose strength depends on slope, fit, correlation, and significance checks. It combines the layer signals using base…

ForexStatisticsMachine learningTechnical indicators
TradingView scripts

Deeptest is a Pine library for analyzing TradingView strategy backtests. Its described outputs cover trade counts and returns, expectancy, risk-adjusted measures such as Sharpe and Sortino, drawdowns, trade duration, return distribution, risk of ruin, and…

BacktestingStatisticsRisk managementPortfolio construction
TradingView scripts

This long-and-short strategy uses MACD histogram crossovers to identify directional turns and RSI thresholds to filter entries. A bullish MACD crossover can open a long when RSI is below its configured upper threshold; a bearish crossover can open a short…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This single-pair long strategy combines RSI entry signals with a dollar-cost-averaging ladder. It opens a base position when a 14-period RSI on a configurable timeframe crosses above 30. Additional safety orders require price to fall below progressively…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This indicator builds a trend-following trailing line from confirmed pivot highs and lows. It updates a center value using each new pivot, weighting the existing center more heavily to smooth changes. ATR-based bands are then placed around that center, with…

Trend followingTechnical indicatorsVolatility
TradingView scripts

This indicator demonstrates ways to request data from a timeframe higher than the chart timeframe while controlling whether values can change as the higher-timeframe bar develops. Its main non-repainting method offsets the requested expression by one…

Technical indicatorsBacktestingStatistics
TradingView scripts

This document presents a complex scalping strategy for Nasdaq futures, including NQ and MNQ. Its settings and code excerpt describe several possible entry paths, drawing on opening range breaks, fair value gaps, retracement zones, structure breaks, liquidity…

FuturesBreakoutMomentumMean reversion
TradingView scripts

This strategy defines an opening range from the session’s highest and lowest prices during a configurable opening window. After that window ends, it enters long when the closing price crosses above the range high and short when it crosses below the range…

BreakoutMomentumBacktestingTechnical indicators
TradingView scripts

The article derives a compact way to calculate a least-squares moving average (LSMA), a linear-regression-based smoother intended to track price trend with less lag than a simple average. It explains that the LSMA can be represented as a linear regression…

Technical indicatorsStatistics
TradingView scripts

This strategy identifies pivot highs and lows using a configurable lookback on both sides of a candidate swing. It compares successive swing points to label higher highs and higher lows as an uptrend, or lower highs and lower lows as a downtrend. In an…

Trend followingBreakoutRisk managementBacktesting
TradingView scripts

This script is a framework for backtesting an external indicator's long signals with configurable exits. The connected indicator exposes a plotted signal value; when that value matches a chosen threshold and the strategy is flat, the script opens a long…

BacktestingRisk managementPosition sizingTechnical indicators
TradingView scripts

This BTCUSDT-oriented strategy combines four exponential moving averages to define broad trend, time entries, and manage exits. The 50-period EMA above the 200-period EMA permits long entries; the reverse alignment permits shorts. A crossover of the 7- and…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy looks for a close beyond the previous bar's ten-bar swing high or low, then stores that broken level. It waits for price to revisit the level and close back on the breakout side, alongside a directional candle confirmation. A pair of…

BreakoutMomentumTrend followingRisk management
TradingView scripts

This Bitcoin strategy opens an initial long position when a selected signal activates, with choices based on MACD-like momentum, a Stochastic RSI condition, or an ATR channel. If price falls by a configured amount relative to the average position price, it…

Position sizingRisk managementBacktestingTechnical indicators
TradingView scripts

This strategy compares a simple moving average and an exponential moving average of the selected price source, shifting them in opposite directions by a configurable offset. A crossover of the adjusted averages opens a long position, while a crossunder…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This indicator draws projected support and resistance lines by connecting selected past pivot highs and pivot lows, then extending each line forward. A sensitivity setting controls how many bars are used to confirm a pivot: shorter settings detect smaller…

Technical indicatorsTrend following
TradingView scripts

This intraday stock strategy scores long and short setups using several filters: relative volume, price and EMA alignment with VWAP, higher-timeframe trend, RSI momentum, a recent range breakout, and candle pressure. Each condition contributes a weighted…

EquitiesBreakoutMomentumTechnical indicators
TradingView scripts

This strategy uses the ratio of Bitcoin leveraged long positions to the combined total of long and short positions as a sentiment measure. It standardizes that ratio with a rolling Z-score, calculated from its moving average and standard deviation over a…

CryptoSentimentStatisticsTechnical indicators
TradingView scripts

This long-only strategy combines a nine-period exponential moving average with a fourteen-period Relative Strength Index. It enters when the close is above the EMA and RSI is above 50, but only on the first bar where both conditions become true after not…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This strategy uses two exponential moving averages calculated from closing prices: a fast EMA with a default length of five bars and a slow EMA with a default length of thirteen. It opens a long position when the fast average crosses above the slow average…

Technical indicatorsTrend followingBacktestingPosition sizing
TradingView scripts

This indicator converts irregular price movement into a points-and-line chart, reducing emphasis on small moves by requiring price to cross a configurable threshold. The threshold can use a default scale based on price, average true range, or a percentage of…

Technical indicatorsVolatilityMarket microstructure