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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
WonderTrader
14 documents
Alphalens
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 Bitcoin swing strategy uses a 200-period EMA as its main trend boundary. With the anti-whipsaw option enabled, entries require price to remain beyond an EMA buffer for a set number of bars, and a minimum spacing between trades can reduce repeated…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

The Fahdi Method combines swing-based market structure signals with several filters aimed at volatile, low-float stocks. Its components include change-of-character and break-of-structure events, internal liquidity levels, RSI momentum and divergence,…

EquitiesTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator generates synthetic candle data for experimentation and strategy research. It offers two pseudorandom methods, a seed for varying the generated series, a price multiplier for scaling it, and an intrabar volatility setting that influences wick…

BacktestingStatisticsVolatilityTechnical indicators
TradingView scripts

The document describes a long-only grid strategy for XRP/USDT. It places a ladder of price levels between user-set bounds, using geometric spacing by default so adjacent levels are separated by a constant percentage. A slot opens when price crosses down…

CryptoGrid tradingMean reversionBacktesting
TradingView scripts

This backtest strategy calculates Camarilla support and resistance levels from a selectable resolution’s high, low, and close. The first four levels on either side use scaled fractions of that period’s range around its close; the fifth resistance is…

Technical indicatorsMean reversionBacktesting
TradingView scripts

This strategy is restricted to five-minute intraday charts and looks for a short setup around the running high of the day. The prior candle must be bullish and have reached the day’s high. The current candle must trade above that prior high and close below…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This indicator tracks the highest high and lowest low across the available daily price history, along with the dates those extremes occurred. Users can choose whether to display each level and a chart table. The table reports the date, days elapsed, extreme…

Technical indicatorsBreakoutStatistics
TradingView scripts

This document presents a Pine strategy that assigns each bar’s volume a positive or negative sign according to whether the selected price source rose or fell. It compares that net-volume series with positive and negative three-bar volume averages. Crossovers…

Technical indicatorsBacktestingExecution
TradingView scripts

This indicator overlays a Gann-style square on a price chart, dividing a selected span of bars and price range into a grid. Users can set the start date and manual upper and lower prices, or let the indicator derive its bar window and price bounds from…

Technical indicatorsStatistics
TradingView scripts

This script demonstrates an alert-driven limit-order workflow using price levels derived from recent pivot highs and lows. A selected Fibonacci-style level sets a prospective long entry; as that level changes, alerts can place, move, or cancel a limit buy.…

FuturesExecutionTechnical indicatorsPosition sizing
TradingView scripts

This scalping strategy seeks mean reversion toward VWAP when price appears stretched and the market is classified as ranging. It buys when price is below VWAP and RSI falls under a configurable threshold, and sells short when price is above VWAP with RSI…

Mean reversionTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy identifies bullish and bearish fair value gaps (FVGs), then marks gaps beyond a recent price range as breakout zones. It enters long or short when an FVG forms and current volume exceeds its moving average by a configurable threshold. The…

BreakoutTechnical indicatorsMomentumRisk management
TradingView scripts

This XAU/USD strategy combines a fast and slow EMA with a close crossing the fast EMA to generate confirmed long or short signals in the direction of the broader EMA trend. At entry, it rounds the closing price to the instrument tick, places a stop a…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator uses lower-timeframe bars to maintain a rolling tape of volume observations, their timestamps, and the direction of each price change. It sums volume associated with rising and falling closes, displays their relative shares as a two-sided…

Technical indicatorsMarket microstructureStatisticsHigh-frequency trading
TradingView scripts

This strategy framework builds trade ranges from the Asia session, London session, or a New York opening range, then looks for breakouts during a defined trading window. Its session-bias model compares the London move and range with the Asia range, and can…

BreakoutFuturesVolatilityRisk management
TradingView scripts

This template pairs an EMA crossover with an RSI filter to generate long and short entries, then sets initial stop and target levels from ATR. Its main teaching value is the TradingView webhook design: a structured payload carries an event identifier, firing…

CryptoPerpetual futuresExecutionRisk management
TradingView scripts

This strategy combines several technical frameworks in a configurable system: opening-range levels, market structure, order blocks, fair value gaps, liquidity sweeps, premium and discount zones, Fibonacci levels, volatility regimes, oscillator divergence,…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This experimental indicator marks a bullish order block at the last down candle before a chosen run of up candles, and a bearish block at the last up candle before a run of down candles. A percentage-move threshold can filter out sequences that do not travel…

Technical indicatorsExecution
TradingView scripts

This strategy script combines Parabolic SAR reversals with moving-average trend context, Squeeze Momentum, and a volume indicator. Its stated long setup looks for a bullish PSAR shift, price below the moving averages while the faster average is above the…

Technical indicatorsMomentumBacktestingCrypto
TradingView scripts

This Pine library provides a configurable table for displaying indicator readings across multiple symbols and timeframes. Users create symbol groups, add named indications with values and timeframe labels, then display them in a panel. The library handles…

CryptoTechnical indicatorsPerpetual futures
TradingView scripts

This Pine library provides approximations for the error function and its complement, their inverse functions, and related normal-distribution calculations. It exposes cumulative and complementary cumulative probabilities, inverse cumulative transforms that…

StatisticsMachine learning
TradingView scripts

The strategy script models a two-sided short option position around an underlying price, then reacts when price crosses an upper or lower strike boundary. It closes the threatened short leg and opens a larger long repair position in the corresponding…

OptionsBreakoutRisk managementPosition sizing
TradingView scripts

This charting tool calculates theoretical call and put values using the Black–Scholes framework and displays their sensitivities. Its functions cover first-, second-, and third-order Greeks, including delta, gamma, vega, theta, rho, vanna, vomma, and other…

OptionsDerivatives pricingVolatility
TradingView scripts

This indicator applies a radio-inspired view to price movement: it uses the one-bar change in closing price as a signal, then plots that change alongside amplitude- and frequency-modulated measures. The amplitude measure smooths a recent envelope of the…

Technical indicatorsStatistics