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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
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
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
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 describes a short-only approach for DOT perpetual futures. It opens a base position when a 3-minute RSI with a length of 9 crosses down through 80, treating the move as a possible end to overbought momentum. If price rises after entry, it can…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

The Helios strategy combines an adaptive price baseline, moving-average direction, directional movement, VWAP distance, range position, volatility measures, and higher-timeframe references into a scored long or short framework. Configurable filters include…

Multi-assetTrend followingVolatilityRisk management
TradingView scripts

This strategy seeks long or short breakouts from a rolling price range, with direction gated by the daily close relative to its 50-period exponential moving average. A bullish signal requires a close above the prior bar’s rolling high, an up candle, and a…

CommoditiesBreakoutMomentumTechnical indicators
TradingView scripts

The strategy converts price displacement from a rolling simple moving average into a volatility-normalized score, using standard deviation as the scale. It squares the displacement and preserves its sign to create a nonlinear energy measure: large moves away…

Mean reversionStatisticsTechnical indicatorsEquities
TradingView scripts

This strategy combines confirmed swing pivots, market-structure breaks, and Fibonacci retracements to generate trades. It labels higher highs, lower highs, higher lows, and lower lows, then marks breaks as continuation or change-of-character events. An ATR…

FuturesTechnical indicatorsBreakoutRisk management
TradingView scripts

This futures strategy seeks intraday rebounds from daily or New York session VWAP. Long setups require price above weekly VWAP and a prior low that touched or crossed the daily or session VWAP before the current close returns above it. Short setups mirror…

FuturesMean reversionTechnical indicatorsRisk management
TradingView scripts

This script retrieves the high and low from a selectable timeframe, such as daily, weekly, or monthly, with a lookback shift that can select the current or an earlier period. It then maintains a directional state: price above the retrieved low yields a long…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This strategy enters long when price rises above the highest level from a configurable lookback period, and enters short when price falls below the corresponding lowest level. The default lookback is 41 bars. A second check compares those prior extremes with…

BreakoutTrend followingTechnical indicatorsBacktesting
TradingView scripts

This open-source gold strategy combines several chart signals and filters. Its visible logic includes daily direction markers based on whether the current daily close is above or below the prior close, pivot detection across chart and higher timeframes,…

CommoditiesBreakoutMomentumTechnical indicators
TradingView scripts

This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…

CryptoTrend followingVolatilityTechnical indicators
TradingView scripts

This indicator builds a volume profile over a configurable lookback range by dividing the observed price span into rows. It assigns each bar’s volume to the row containing a selected price source, then separates volume according to whether the bar closed…

Market microstructureTechnical indicatorsStatistics
TradingView scripts

This TradingView indicator draws many possible future price paths from a recent window of historical log returns. In Normal mode, it estimates the returns’ mean and standard deviation and samples Gaussian shocks; in Bootstrap mode, it resamples observed…

StatisticsBacktestingVolatility
TradingView scripts

This indicator applies one-dimensional clustering to recent closing prices to identify price levels where observations concentrate. Users choose a cluster count, a training window, and either a mean-based or median-based center. Each close in the window is…

Technical indicatorsMachine learningStatistics
TradingView scripts

This short-only strategy combines exponential moving averages with Fibonacci-style levels derived from a rolling range of the 9- and 55-period averages. Its stated entry condition uses the prior close relative to the calculated upper level together with the…

Trend followingBreakoutTechnical indicators
TradingView scripts

The Channel Reversion System seeks long entries near the lower edge of a recent trading range, but only when price is above a long-term moving average. It defines the range with prior-bar highs and lows from a Donchian channel, places the entry zone in its…

Mean reversionEquitiesRisk managementBacktesting
TradingView scripts

Dekidaka-Ashi overlays a modified candle outline on a standard price chart to show volume alongside open, high, low, and close. It scales the distance between the candle’s open and close by a smoothed volume ratio: current smoothed volume divided by the sum…

Technical indicatorsBreakoutVolatility
TradingView scripts

This HBAR perpetual-futures strategy opens a long position when a 14-period RSI on the four-hour timeframe falls below a configurable oversold threshold. It begins with a cash-sized base order, then can add up to five averaging orders at fixed percentage…

CryptoPerpetual futuresMean reversionRisk management
TradingView scripts

This strategy uses crossovers between a fast and slow exponential moving average to open long or short positions, with opposite signals closing the existing side and reversing direction. Its defaults use the 21- and 55-period averages and restrict trading to…

CryptoMomentumTechnical indicatorsRisk management
TradingView scripts

This TradingView indicator illustrates a manual portfolio tracker built around up to ten configurable positions. For each enabled holding, the user supplies a symbol, quantity, and cost basis; the script retrieves current prices and estimates position value…

Portfolio constructionEquities
TradingView scripts

This example shows how to build a lightweight debugging log for Pine Script indicators. A helper function stores each message alongside its bar number, timestamp, and category in arrays. The script demonstrates the logger with pivot highs and lows, recording…

Technical indicators
TradingView scripts

This indicator models a historical price window as a sum of sinusoidal components plus a bias, then extends the fitted components into a projected future path. Rather than fixing frequencies to the regular grid of a conventional Fourier series, it estimates…

Technical indicatorsStatistics
TradingView scripts

This indicator computes a rolling Spearman rank correlation between a chosen chart source and the closing price of a selected symbol. It ranks observations within the lookback window, assigns average ranks to tied values, and then calculates correlation from…

StatisticsTechnical indicatorsMulti-asset
TradingView scripts

This script describes a configurable, long-only moving-average crossover strategy. It calculates three averages, each with selectable period, source, method, and chart resolution. Supported methods include simple, exponential, weighted, running, hull, double…

Technical indicatorsTrend followingBacktestingPosition sizing
TradingView scripts

This document explains a crossover indicator built from two adaptive averages: the Corrected Moving Average (CMA) as the slower line and the Corrected Trend Step (CTS) as the faster line. Both use a rolling variance as a threshold to adjust how much new…

Technical indicatorsTrend followingVolatilityStatistics