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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
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 utility sorts a numeric array in ascending order and returns two aligned outputs: the sorted values and the original positions of those values. It starts with a copy of the input and an index array, then uses nested comparisons and swaps to keep each…

StatisticsTechnical indicators
TradingView scripts

This toolkit is a configurable Pine indicator for combining conditions across price, volume, and as many as ten externally supplied series. Its framework supports comparisons such as equality, greater-than or less-than, ranges, outside-range checks, and…

Technical indicatorsBacktestingRisk managementExecution
TradingView scripts

This long-only strategy enters when a fast exponential moving average crosses above a slower one and current volume reaches a chosen multiple of its recent average. It closes the long position when the fast average crosses below the slow average while the…

Technical indicatorsMomentumBacktestingRisk management
TradingView scripts

This indicator renders ten moving averages as a shaded, three-dimensional-looking ribbon. Users choose simple or exponential averages, a starting period, and a period increment; the ten series then span a range of smoothing lengths. Color shading reflects…

Technical indicatorsTrend following
TradingView scripts

This indicator compares stocks within the chart symbol's industry and displays the strongest names using one of three measures: year-to-date change, relative strength against a selected benchmark, or return over a configurable lookback. For relative…

EquitiesMomentumTechnical indicatorsUS markets
TradingView scripts

This Bitcoin strategy combines normalized technical features into a weighted score for long entries. Inputs include fast and slow exponential moving averages, rate of change, price distance from a volume-weighted average, volume, and a regression slope. A…

CryptoTrend followingMomentumMean reversion
TradingView scripts

This long and short trend-following strategy enters when price crosses beyond the previous bar's 55-period high or low, then exits through a 20-period opposite-side breakout. It estimates volatility with ATR and sizes each unit from account equity, a chosen…

Trend followingBreakoutVolatilityPosition sizing
TradingView scripts

This example explains how a TradingView Pine indicator requests corporate-action data for a charted stock. It maps the earnings series to report time, fiscal-period end, estimates, reported earnings, and confirmed values, then plots the earnings values. For…

EquitiesEvent-driven
TradingView scripts

This indicator lets users define a sequence of up to ten bar types, including inside, outside, up, down, and pin bars. It identifies occurrences of the selected sequence using changes in highs and lows and, for pin bars, the candle body and wick proportions.…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy seeks reversals by counting agreement among RSI, MACD, Williams %R, and Bollinger Band conditions. Oversold readings that begin turning upward contribute to a bullish count, while overbought readings turning downward contribute to a bearish…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator combines moving average alignment, Heiken Ashi candle calculations, and a candle-based estimate of net volume to mark bullish or bearish bias. It defines an uptrend when several short and long moving averages, along with an average range band,…

Trend followingTechnical indicatorsMarket microstructure
TradingView scripts

This strategy adapts the RSI lookback length using the correlation between price and its momentum. It calculates momentum as the difference between the current source price and its value several bars earlier, then maps the correlation into a user-defined…

MomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy applies the Supertrend indicator with an ATR length of four and a factor of twenty-two. It enters a long position when the indicator changes from its downtrend state to its uptrend state, and closes the position when the direction flips back.…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This long-only strategy derives the stochastic KDJ oscillator from the close’s position within a recent high-low range. Smoothed values form the K and D lines, while the J line amplifies their difference. The strategy opens a long position when J crosses…

Technical indicatorsMomentumMean reversionBacktesting
TradingView scripts

This indicator turns recent price and volume observations into an oscillator. In its default mean-reversion mode, it calculates a volume-weighted average price and the volume-weighted absolute deviation around that average, then scales current price’s…

Technical indicatorsMean reversionMomentumStatistics
TradingView scripts

This intraday strategy trades during a configurable New York session and uses a higher-timeframe EMA to set directional bias. Its default entry is a VWAP retest: price touches or crosses the session VWAP, then closes back on the trend side. Optional entries…

FuturesTechnical indicatorsTrend followingBreakout
TradingView scripts

This strategy combines a higher-timeframe trend filter with a lower-timeframe entry trigger using the TMO oscillator. The TMO compares the current close with recent opens, then smooths the resulting signed comparisons using configurable moving-average types…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This backtest strategy calculates floor-trader pivot levels from the previous day’s high, low, and close. It averages those prices to obtain the central pivot, then derives the first resistance and support levels from that pivot and the prior day’s range.…

Technical indicatorsBreakoutBacktestingFutures
TradingView scripts

This long-only strategy for TQQQ uses a fast exponential moving average with a default length of 20 and a slow one with a default length of 50. A bullish crossover triggers an entry. The strategy then sets a take-profit limit at 1.3 times the entry-signal…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This strategy applies pivot points to hourly XBTUSD, using four bars on each side by default to identify swing highs and lows. After a swing high is confirmed, it places a stop entry just above that price; after a swing low, it places a stop entry just…

CryptoTechnical indicatorsBreakoutBacktesting
TradingView scripts

Median Convergence Divergence adapts MACD by subtracting a slower rolling median of price from a faster rolling median. It then forms a signal line from the rolling median of that difference, with a histogram showing the gap between the oscillator and its…

Technical indicatorsMean reversionMomentumStatistics
TradingView scripts

This educational indicator demonstrates a small feed-forward neural network that predicts the current close from the prior two closes. It normalizes prices by the maximum high observed so far, applies sigmoid activations in a two-unit hidden layer and a…

Machine learningStatistics
TradingView scripts

This strategy tester turns hardcoded weekday statistics attributed to Krown HPAS into daily limit entries around the UTC daily open. It places a long order below the open using the weekday's average loss and a short order above it using the weekday's average…

Mean reversionStatisticsBacktestingRisk management
TradingView scripts

This document explains a binomial tree for estimating European and American vanilla call or put values. It projects the underlying up or down over two time steps using a volatility estimate, combines possible terminal payoffs with risk-neutral probabilities,…

OptionsDerivatives pricingVolatility