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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 silver strategy combines six checks for each direction, including RSI behavior, Bollinger Band re-entry, position relative to a short EMA, candle rejection patterns, and RSI divergence. A signal is allowed when a configurable minimum number of checks…

CommoditiesMean reversionTechnical indicatorsRisk management
TradingView scripts

This strategy builds volume profiles from recent sessions, distributing each bar’s volume across price rows. It estimates a point of control (POC) and value area by expanding outward from the highest-volume row, and identifies high-volume node (HVN) zones…

FuturesMean reversionBreakoutTechnical indicators
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover to generate long and short signals. Optional filters restrict signals to a 30-minute chart and weekdays. When a crossover points in the opposite direction, the script closes the existing…

Technical indicatorsTrend followingExecutionRisk management
TradingView scripts

This intraday strategy tracks the high and low of an Asian session, then looks for price to pierce one of those levels with a large wick and a reversal-colored candle. A scoring model combines that sweep with a directional impulse candle, moving-average…

ForexEquitiesCommoditiesMomentum
TradingView scripts

This long-only swing strategy seeks pullbacks during an established uptrend in liquid US stocks. It defines the bullish regime with the faster moving average above the slower one and price above the faster average. An RSI reading in a designated pullback…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This indicator divides the day into configurable sessions, including Asia, London, and segments of the New York day, and records session range and other price-structure observations. Its dashboard can compare average range relative to daily ATR, volume…

Technical indicatorsStatisticsVolatilityMarket microstructure
TradingView scripts

This indicator constructs a volume profile by rounding or stepping each bar's selected source price, then adding that bar's volume to the corresponding price bucket. An option weights volume by the price source, approximating volume in currency terms. The…

Market microstructureTechnical indicatorsStatistics
TradingView scripts

This long-only breakout strategy enters when price exceeds a prior high over a configurable lookback, or a prior rolling all-time high. The reference excludes the current bar. Entries may require a closing-price break and can be filtered by an uptrend,…

BreakoutTrend followingRisk managementPosition sizing
TradingView scripts

This Ichimoku backtesting tool offers four selectable long-only approaches: Tenkan Sen crossing Kijun Sen, price crossing Kijun Sen, a close breaking above the cloud, and a bullish Kumo twist. The crossover signals are classified by whether price is above,…

Technical indicatorsBreakoutBacktesting
TradingView scripts

This strategy seeks to re-enter established trends after a countertrend pullback. Trend direction requires a fast EMA to be above or below a slower EMA, with the slower average also rising or falling over a lookback. A short-period RSI registers a dip in an…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This indicator organizes several technical measures into an on-chart table rather than generating trade entries. For five configurable lookback lengths, it reports either simple or exponential moving averages, price distance from each average, average slope,…

Technical indicatorsStatisticsMulti-asset
TradingView scripts

This gold-focused strategy combines two reversal setups: a liquidity sweep and RSI divergence. The sweep logic looks for price to move beyond a recent high or low, then close back inside that level with movement in the reversal direction. The divergence…

CommoditiesTechnical indicatorsMean reversionRisk management
TradingView scripts

This short-term forex strategy combines Williams-style fractals with three exponential moving averages. It is intended for charts of one to five minutes, with a recommendation to revisit parameter settings weekly. The EMA lengths and fractal period are…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This indicator combines a standardized one-bar log return with a filter for unusually weak volume. It compares current volume with a rolling average, logs the ratio, and standardizes that volume shock over a lookback. When the result is below a chosen…

Technical indicatorsStatisticsMean reversionMarket microstructure
TradingView scripts

This long-only SOL strategy arms a base purchase when a higher-timeframe RSI falls below a configurable threshold. If price declines further, it adds up to a configured number of averaging orders at progressively wider percentage deviations from the base…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This chart indicator marks configurable Sydney, Tokyo, London, and New York trading windows. It draws each session’s high-low range and separately highlights its opening hour. Once that hour has elapsed, it plots a horizontal level at the prior bar’s close,…

Technical indicatorsExecutionMarket microstructure
TradingView scripts

This Pine library collects statistical measures for assessing time-series forecasts. Its point-forecast metrics include absolute, squared, root mean squared, normalized root mean squared, and percentage errors. It also offers interval-based calculations that…

StatisticsMachine learningBacktesting
TradingView scripts

This chart indicator constructs a Gann box from the visible chart's highest high and lowest low, then divides the price and time span using configurable percentage levels. It can display the box, level labels, a fan of diagonal lines, curves, and Gann…

Technical indicatorsBreakoutExecution
TradingView scripts

This strategy combines pivot-point movement, VWAP, Stochastic RSI, and candle direction to identify entries. It checks whether a pivot point was crossed and whether Stoch RSI and VWAP crossed in the current or preceding candle. It also requires the current…

CryptoTechnical indicatorsMomentumBacktesting
TradingView scripts

The script calculates Williams Accumulation/Distribution (WAD), smooths it with a simple moving average, and assigns a positive or negative position according to whether WAD is above or below that average. It then submits long or short entries based on that…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This short strategy uses two exponential moving averages of closing price to generate directional entries. It enters long when the 26-period EMA crosses the 12-period EMA upward, and enters short when the 26-period EMA crosses the 12-period EMA downward.…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This long-only strategy enters when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly data. Each breakout condition can be enabled independently, and the strategy enters only when it has no open…

BreakoutTrend followingVolatilityTechnical indicators
TradingView scripts

This indicator visualizes cumulative volume delta (CVD) alongside price, with options for line or candle displays, separate delta views, key levels, dots, scale guides, and selectable moving-average styles. Its extensive plotting logic normalizes price and…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy seeks directional momentum setups during a configurable regular-session window. It defines bullish or bearish bias using price relative to VWAP and a longer EMA, together with the ordering of fast and slow EMAs. A recent pullback toward the…

OptionsEquitiesMomentumTechnical indicators