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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 indicator builds potential support and resistance levels from closing prices at confirmed volume peaks. A pivot-high calculation identifies peaks using a configurable lookback on either side; the latest selected prices are sorted and drawn as horizontal…

Market microstructureTechnical indicatorsStatisticsRisk management
TradingView scripts

This indicator smooths on-balance volume to create an OBV-M line and smooths that line again for a signal line. Users can choose an exponential, simple, volume-weighted, or weighted moving average. Crossovers of OBV-M above or below its signal line define…

Technical indicatorsMomentumMean reversion
TradingView scripts

This indicator fits a polynomial to a rolling window of price observations using least squares, with QR decomposition used to calculate the regression coefficients. It projects the fitted curve one step forward and estimates in-sample error with mean…

Technical indicatorsStatisticsBreakout
TradingView scripts

This strategy marks bullish hammer candles and enters long when the MACD line and signal line are both at or below zero, while volume exceeds the prior bar. The hammer condition requires a small real body, a lower shadow at least twice the body, and a very…

Technical indicatorsMomentumPosition sizing
TradingView scripts

This simple strategy uses the average of each bar’s open, high, low, and close as its price series. A long signal occurs when the three most recent prior values rise in sequence after the preceding value was lower; the short rule mirrors this pattern. It…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This strategy script combines several configurable signal components: trend direction from moving averages, a higher-timeframe EMA filter, moving-average ribbon alignment, order-flow proxies, Fibonacci retracement zones, volatility-regime measures, and…

Technical indicatorsTrend followingBreakoutMean reversion
TradingView scripts

This indicator applies K-means clustering to a range of SuperTrend factor settings. For each factor, it tracks a performance measure based on whether the prior SuperTrend direction aligned with the latest price change. It groups those performance values into…

Technical indicatorsMachine learningTrend followingStatistics
TradingView scripts

This strategy looks for price to sweep a recent swing high or low and then close back inside that level, treating the rejection as a liquidity trap. It requires the candle’s relevant wick to meet a configurable share of its range and applies a cooldown…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This strategy enters long when price is at or above the latest confirmed bullish fractal support and a fast ATR reading is unusually low relative to a slower ATR benchmark. The fractal is a local low formed by a sequence of lower lows followed by higher…

BreakoutTechnical indicatorsStatisticsRisk management
TradingView scripts

This long-only strategy combines a volume-confirmed bullish fractal with a low-volatility filter. It identifies a local low from a five-candle shape and requires the middle candle’s volume to exceed its recent average. The latest confirmed fractal low…

FuturesBreakoutTechnical indicatorsStatistics
TradingView scripts

This strategy looks for a two-candle Harami pattern after the prior candle reaches an outer Bollinger Band. A bullish setup requires that the first candle touch or cross the lower band and close down, followed by a candle whose body fits within the first…

Technical indicatorsMean reversionRisk managementBacktesting
TradingView scripts

This strategy applies long-only dollar-cost averaging to a GOOGLUSDT perpetual contract. It opens a base position and adds equal-sized safety orders as price falls, with each successive order placed farther from the initial entry according to a rising step…

Perpetual futuresCryptoTechnical indicatorsPosition sizing
TradingView scripts

This indicator fits a linear regression line to the bars since the latest channel reset and draws upper and lower bands at configurable standard-deviation distances. When price closes beyond a band, the script finalizes the preceding channel and begins a new…

Technical indicatorsStatisticsTrend followingMean reversion
TradingView scripts

This indicator adapts a SuperTrend line to current volatility by clustering recent Average True Range values into high, medium, and low groups. It initializes three centroids from selected points within the ATR range, repeatedly assigns observations to their…

Machine learningVolatilityTrend followingTechnical indicators
TradingView scripts

This generic strategy takes an external source as its trading signal: positive values request long entries, negative values request shorts, and zero means no action. Repeated signals in the current direction add to the position according to the strategy’s…

Position sizingRisk managementExecutionBacktesting
TradingView scripts

This strategy combines several market filters to produce long and short triggers. It scores fast and slow exponential moving averages across higher timeframes alongside a local trend measure, then adds an auction profile built by distributing each bar’s…

Technical indicatorsMomentumVolatilityRisk management
TradingView scripts

This intraday strategy uses an ATR-based UT-style trailing level to trigger long and short entries. It filters those signals using a fast EMA and, optionally, a longer EMA on the chart timeframe, a one-minute EMA, a 15-minute EMA, ADX, and a minimum distance…

Technical indicatorsFuturesTrend followingRisk management
TradingView scripts

The author describes a crypto portfolio approach that combines selling into perceived overvaluation, buying back at lower prices, and taking partial profits during shorter moves within larger trends. The strategy is said to use directional technical…

CryptoMean reversionTrend followingTechnical indicators
TradingView scripts

This long-only strategy for an INJ perpetual contract opens a base position when four-hour RSI falls below 28. If price declines from the base entry, it can add up to five averaging orders at fixed deviations of 2%, 5%, 9.5%, 16%, and 25%. Each successive…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This indicator redraws recent candles as equivolume bars, using each bar’s volume relative to the sum of volume over a configurable lookback to determine its horizontal width. The candle body shows the open-to-close range, while separate boxes display the…

Technical indicatorsMarket microstructure
TradingView scripts

This indicator divides chart volume into as many as four user-configured time sessions. It accounts for a time-zone offset and session start and finish times, then colors volume columns by session. An optional color treatment distinguishes bars according to…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This chart indicator estimates CME equity index futures price-limit levels from a reference price associated with the prior session. It plots overnight boundaries at five percent above and below that reference and, during the session, optional downside…

FuturesRisk managementVolatilityUS markets
TradingView scripts

The Risk-Adjusted Momentum Oscillator combines a selected price-momentum measure with drawdown-based risk adjustment. It offers rate of change, absolute price momentum, or log returns, then scales signals according to current drawdown relative to the maximum…

MomentumRisk managementVolatilityTechnical indicators
TradingView scripts

This indicator builds a time-price opportunity (TPO) profile by assigning successive letter markers to periods and displaying where price traded during a selected session or interval. It supports regular recalculation periods, a user-defined fixed range, and…

FuturesTechnical indicatorsMarket microstructure