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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

The strategy applies moving averages to the relative strength index and uses crossings of the RSI midpoint to switch between long and short exposure. The accompanying description specifies weekly chart use and describes a buy or cover signal from a faster…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This open-source strategy combines London and New York trading-hour filters with a higher-timeframe trend check and a local trend filter. It takes long positions when price and moving averages indicate an uptrend, RSI is above its bullish threshold, and at…

CommoditiesTrend followingMomentumTechnical indicators
TradingView scripts

This script models long or short dollar-cost averaging strategies using RSI threshold crossings to start a deal. It places an initial limit order and up to ten safety orders at progressively wider price deviations. Safety-order size is controlled by a…

Mean reversionTechnical indicatorsBacktestingPosition sizing
TradingView scripts

This strategy filters direction with a 200-period exponential moving average and identifies recent pivot structure. After a bullish engulfing candle near a recent pivot low in an uptrend, it marks the candle body as a mitigation zone; the bearish setup…

Trend followingEquitiesTechnical indicatorsPosition sizing
TradingView scripts

This intraday futures strategy scores failed moves through prior-day, premarket, and opening-range levels. A long setup requires price to trade below and close back above at least two reference lows; a short setup mirrors this at reference highs. Trades are…

FuturesUS marketsBreakoutRisk management
TradingView scripts

This strategy combines a Bollinger Band breakout oscillator, a volatility squeeze signal, and ATR bands to define entries and exits. For a long trade, bullish breakout power must cross above a threshold while the squeeze indicator shows its green state;…

BreakoutMomentumVolatilityTechnical indicators
TradingView scripts

WaveTrend 3D is a redesigned WaveTrend-style indicator intended to address unbounded extremes, whipsaw, and limited timeframe context. It produces fast, normal, and slow oscillator views, with configurable smoothing and an optional mirrored display for…

Technical indicatorsMomentumVolatility
TradingView scripts

This strategy outlines long and short entries for Silver/USD using Bollinger Bands, RSI, short and long EMAs, volume, candle patterns, and RSI divergence. Each direction first requires three gates: RSI turning within a specified zone, price on the…

CommoditiesMean reversionTechnical indicatorsRisk management
TradingView scripts

This indicator studies how price movement relates to the time between transitions into overbought and oversold conditions. It supports several oscillator inputs, including RSI, CCI, CMO, COG, MFI, ROC, or price, and defines dynamic thresholds using Bollinger…

Technical indicatorsStatisticsMean reversion
TradingView scripts

This indicator estimates two points of control for each chart bar from lower-timeframe observations. Its time point of control (TPOC) is the price block with the most observations after the bar’s range is divided into ten sections. Its volume point of…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This chart indicator helps map a planned trade by letting the user set an entry zone, stop-loss price, and as many as five take-profit levels, with a portion of the position assigned to each target. It displays position-related information such as contract…

Risk managementPosition sizingExecutionDerivatives pricing
TradingView scripts

This indicator is a monitoring tool for a user-selected basket of up to five instruments. It uses chosen share quantities and a date window to estimate cost basis, current profit and loss, percentage returns, and portfolio allocation. It also calculates…

Multi-assetPortfolio constructionStatisticsEquities
TradingView scripts

This strategy combines Bollinger Bands and Keltner Channels to identify volatility contraction and subsequent expansion, then uses a linear-regression momentum value to guide directional trades. A squeeze is marked when the Bollinger Bands sit inside the…

VolatilityMomentumBreakoutTechnical indicators
TradingView scripts

This educational strategy example calculates trade quantity from a chosen maximum loss and a stop distance expressed as a percentage of entry price. The risk input can be either a percentage of strategy equity or a fixed cash amount. Dividing that risk…

Risk managementPosition sizing
TradingView scripts

This indicator presents a table of pairwise correlations for seven selected symbols, alongside a series labeled PBULL. Users can set the symbols, chart timeframe, input price source, smoothing, and correlation window. Each cell displays the correlation…

Multi-assetStatisticsPortfolio constructionTechnical indicators
TradingView scripts

This indicator decomposes lower-timeframe volume inside each chart bar into buying and selling categories. Direction is inferred from whether a selected price source rises or falls compared with its prior value; “active” volume further requires volume to…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy uses ADX to classify conditions as trending, choppy, or neutral. It holds the previous regime while ADX remains between separate trend and chop thresholds, creating hysteresis. The regime selects a tighter or wider ATR multiplier for…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This strategy combines short- and long-period true-range averages with normalized price momentum to create an adaptive ATR. It uses moving-average alignment and a thresholded trend-strength measure to identify directional signals, then confirms them when…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This strategy combines a higher-timeframe exponential moving average and a configurable price channel with lower-timeframe entry signals. The channel width can be defined as a percentage of price, an ATR multiple, or a fixed price distance. Entry filters…

Technical indicatorsMulti-assetVolatilityExecution
TradingView scripts

This trend-following strategy derives separate long and short trigger levels from turns in smoothed price. It applies a sequence of exponential moving averages, detects changes in the direction of the final smoothed series, and uses recent lows or highs to…

Trend followingBreakoutTechnical indicatorsPosition sizing
TradingView scripts

The script encodes a bearish two-candle pattern associated with a possible reversal after an advance. It identifies a bullish first candle, followed by a candle that opens above the prior high and closes below the midpoint of the first candle's body while…

Technical indicatorsBacktesting
TradingView scripts

This strategy combines three indicators to seek directional entries. A long signal requires the MACD histogram to cross above zero while Supertrend is bullish and the short-period DEMA is above the long-period DEMA. A short signal uses the inverse alignment,…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This long-only strategy opens an initial position, then adds buys when price falls by a fixed percentage from the last grid level. Each additional order’s cash size grows by a multiplier, up to a configurable order limit. The strategy calculates the…

Grid tradingPosition sizingBacktestingRisk management
TradingView scripts

This indicator automatically identifies three-pivot formations from a recursive zigzag and draws pitchforks using configurable Andrews, Schiff, or modified Schiff geometry. For each fork line, it estimates volume encountered along the line across the…

Technical indicatorsMarket microstructureStatistics