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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

This long-only strategy applies Bollinger Bands to session VWAP and uses a prior-period pivot as an entry filter. It buys when VWAP crosses above its moving-average basis while the close is at or above the selected daily or weekly pivot. The bands are formed…

Technical indicatorsMomentumRisk managementPosition sizing
TradingView scripts

This indicator generates multiple simulated paths either for price or for a user-supplied strategy return series. Users can choose a normal model, which samples from the historical mean and standard deviation, or bootstrap resampling, which draws observed…

StatisticsBacktestingRisk management
TradingView scripts

This script models a long-only dollar-cost averaging approach for tokenized gold. It opens a base position, then adds safety orders at progressively lower prices using configurable order size and price-step multipliers. The take-profit threshold is…

CommoditiesSpot marketsGrid tradingPosition sizing
TradingView scripts

This strategy combines swing-based liquidity sweeps with a market structure shift (MSS) and a fair value gap (FVG) retest. A bullish setup begins when price wicks below a recent pivot low, closes back above it, and forms a rejection candle; the bearish setup…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This indicator divides the close-price range over a rolling lookback into ten equal-width bins. It assigns historical closes to those ranges and uses each bin's average close as a candidate support or resistance level. The resulting levels are drawn across…

Technical indicatorsMean reversionStatistics
TradingView scripts

This strategy estimates buying and selling volume in two ways. Its geometry method allocates each bar's volume according to where the close sits within the high-low range, while its intrabar mode requests up and down volume at a chosen lower timeframe. The…

Technical indicatorsExecutionRisk managementBacktesting
TradingView scripts

This indicator displays the open, high, low, and close from a selected higher timeframe as horizontal price levels on a lower-timeframe chart. Its resolution choices range from hourly periods to yearly periods, and the script includes settings for which…

Technical indicatorsBreakoutFutures
TradingView scripts

This TradingView indicator annotates Renko bars with volume and elapsed time, then colors the labels according to each measure relative to a moving average. Users can choose EMA or SMA comparisons, show all or only larger readings, and control candle body,…

Technical indicatorsFuturesStatistics
TradingView scripts

This indicator rebuilds a linear regression channel after RSI crosses configured overbought or oversold thresholds. The regression window grows from a minimum number of bars after each reset, up to a user-defined maximum. A standard deviation measure around…

Technical indicatorsMean reversionVolatilityStatistics
TradingView scripts

This NIFTY strategy scans intraday candles during a specified weekday session and enters long after a bullish candle, or short after a bearish candle, when the candle body exceeds a configurable share of its full range. It sets a profit target a chosen…

EquitiesMomentumTechnical indicatorsRisk management
TradingView scripts

This indicator turns candle-direction pressure into a signed volume display and classifies the recent magnitudes into distribution shapes. It calculates a candle score from the open, close, high, and low, converts that score to positive or negative pressure,…

Technical indicatorsStatistics
TradingView scripts

This strategy combines a VWMA and ATR based SuperTrend with a weighted k-nearest-neighbors classifier. The SuperTrend bands use the moving average as a center and adjust their distance according to volatility. The classifier compares recent SuperTrend values…

CryptoTrend followingMachine learningTechnical indicators
TradingView scripts

This Pine library provides a framework for measuring the runtime of Pine Script calculations and comparing segments of a script. A benchmark can collect a configured number of samples, run each tested segment repeatedly, and place marks between segments. It…

StatisticsBacktestingExecution
TradingView scripts

This strategy converts MACD behavior into a directional score using changes in the MACD line and histogram, plus a weighted contribution when the MACD line crosses its signal line. It combines the current timeframe score with a score from a mapped higher…

MomentumTechnical indicatorsVolatilityTrend following
TradingView scripts

This strategy records the high and low of the 09:00 candle each day and uses them as an opening range. It is designed for a one-hour chart. Once the range is available, the script places stop orders above and below its boundaries, offset by a multiple of the…

BreakoutVolatilityFuturesRisk management
TradingView scripts

This strategy uses a volatility-adjusted trailing threshold to identify changes in price direction. It multiplies ATR by a configurable reaction factor to set the distance from the selected price feed, then moves the line along with price while limiting its…

Trend followingVolatilityMomentumTechnical indicators
TradingView scripts

The TrendFlex indicator implements a trend-sensitive oscillator attributed to John Ehlers. It first applies a SuperSmoother filter to the chosen price series, then averages differences across a configurable period and normalizes the result using a fast…

Technical indicatorsMomentumTrend followingStatistics
TradingView scripts

This indicator automatically builds Fibonacci speed resistance fans from detected price pivots. It uses a depth-based pivot search and an ATR-scaled deviation threshold to decide whether a reversal is significant enough to form a new zigzag leg. From…

Technical indicatorsVolatilityStatistics
TradingView scripts

This strategy outlines long entries for the Micro E-mini S&P 500 futures contract on a 30-minute chart. It arms after the 9-period EMA or closing price reaches or falls below the 200-period simple moving average, then waits for the short EMA's slope to turn…

FuturesMean reversionTechnical indicatorsMomentum
TradingView scripts

This framework turns three-candle Fair Value Gap patterns into trend continuation setups. It records the latest bullish or bearish gap, then waits for price to revisit its boundary and close back beyond it. A 50-period exponential moving average filters…

FuturesTrend followingTechnical indicatorsVolatility
TradingView scripts

This stock strategy combines short and long exponential moving averages with MACD, RSI, directional movement, volume, and a higher-timeframe EMA. Long entries require bullish alignment across these indicators, a strong directional movement reading,…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This indicator combines a double fractional-length exponential moving average measurement with two single-state Kalman filters, one baseline and one faster variant. Each filter updates its price estimate using a gain based on state uncertainty, process…

Technical indicatorsStatisticsVolatilityMachine learning
TradingView scripts

This strategy treats a sufficiently large difference between the prior close and the current open as a gap, then takes a position in the direction of filling it: a downward gap prompts a long, while an upward gap prompts a short. A configurable threshold,…

EquitiesMean reversionRisk managementBacktesting
TradingView scripts

The strategy records the high and low during a configurable evening session in New York time, then looks for confirmed closes beyond that range during a later trading window. It can require price to be above or below an exponential moving average, and can…

FuturesCommoditiesBreakoutTechnical indicators