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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
Quantpedia
86 documents
TqSdk
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 educational strategy template limits new entries to a user-defined session. Traders can choose between breakouts through the developing session high or low and fast-versus-slow EMA crosses. A switch can restrict entries to one per session day. The…

BreakoutTechnical indicatorsRisk managementExecution
TradingView scripts

This intraday MNQ strategy builds an opening range from the first configurable minutes after the New York session opens, then places breakout entries beyond its high or low with a tick buffer. It can require price to be on the matching side of VWAP, cap the…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator marks confirmed swing highs or lows across a set of cycle lengths, ranging from a half cycle through progressively longer multiples. A pivot is confirmed only after the configured number of bars on its right has elapsed, and the marker is…

Technical indicatorsStatistics
TradingView scripts

This five-minute BTCUSDT perpetual strategy seeks reversals near the previous day’s high or low. It requires a recent confirmed RSI divergence at the touched level and can filter entries by elevated volume. When the prior-day range is small, its adaptive…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This chart indicator finds the most recent daily high at or above the current bar’s high and low at or below its low, then marks those price levels. It searches backward through available daily bars, up to a configured history limit, and requests the results…

Technical indicatorsStatistics
TradingView scripts

This strategy generates directional signals when a configurable short moving average crosses a longer one. It supports simple, exponential, and smoothed moving averages. The crossover is filtered by several conditions: Bollinger Band width relative to ATR,…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This indicator converts rolling standard deviation estimates into candle-shaped plots. It calculates the standard deviation separately for the open, high, low, and close price series over a configurable lookback, then applies a scale factor to the resulting…

VolatilityTechnical indicatorsStatisticsEquities
TradingView scripts

This Pine library provides two ways to represent finite-state machines: a matrix for transitions driven by one event, and a map-based design intended to handle concurrent events. Rules map a current state and event to a next state. In the matrix version,…

ExecutionStatisticsBacktesting
TradingView scripts

This strategy seeks long entries in DRO, described by its author as an ASX instrument, when volume rises above its moving average and price closes as a strong bullish candle. It also requires price above a trend EMA, RSI below a ceiling, and no blow-off…

EquitiesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy detects swing highs and lows using a configurable fractal period. With the default period, a fractal is identified by comparing a bar's high or low with the surrounding window. It stores the three most recent highs and lows separately, then…

BreakoutTrend followingTechnical indicatorsBacktesting
TradingView scripts

This indicator redraws recent OHLC candles as arcs around a common origin. It maps each price within the rolling high-low range to an angle, then places each candle on a separate radius; older candles sit closer to the center. Wicks are drawn in gray, while…

Technical indicatorsStatisticsSentiment
TradingView scripts

This strategy combines a moving-average slope oscillator with centered RSI to generate trend and reversal signals. It scales the slope using an arctangent transformation so it can be compared with RSI around a zero center, and uses a no-trade zone to…

CryptoTechnical indicatorsMomentumPosition sizing
TradingView scripts

This long-only silver strategy combines a slow moving-average trend exit with optional macro stress filters and a rapid-decline safeguard. It enters when the silver trend is not weak, enabled macro indicators have remained calm for the required bars, and any…

CommoditiesTrend followingRisk managementBacktesting
TradingView scripts

This short-only BCH perpetual strategy opens a position when a lower-timeframe RSI crosses down through an overbought threshold. It can submit the initial order as a limit or market order, then add a configurable series of averaging orders at fixed…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This strategy uses a configurable moving average as its trend reference and places upper and lower bands at a multiple of ATR. A trend is confirmed after price remains beyond a band for the required consecutive bars, with confirmation based on either closes…

Trend followingBreakoutTechnical indicatorsVolatility
TradingView scripts

This Pine library provides functions for keeping a capped queue of observations, converting timestamps to month counts, and compiling chart-level percentage changes into monthly returns. It compounds non-missing bar returns within each month and can also…

StatisticsRisk managementBacktesting
TradingView scripts

This indicator presents logistic regression as a binary classification method that estimates event probabilities through a sigmoid function. Its implementation updates model weights with gradient descent over a configurable lookback window on each new bar,…

Machine learningStatisticsForexTechnical indicators
TradingView scripts

This strategy combines a moving-average trend filter with a one-bar price breakout. It signals long when the faster EMA is above the slower EMA and the close exceeds the prior bar's high; it signals short when the averages and close show the opposite…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This Nifty-oriented strategy takes long or short positions when price, VWAP, and a short-term EMA align with RSI momentum. Long entries require price above both reference lines and RSI above its bullish threshold; short entries require the inverse alignment…

EquitiesOptionsTrend followingMomentum
TradingView scripts

This long-only strategy trains a small XGBoost model on a rolling sample and uses its estimated probability of an upward move to guide entries and exits. It builds six inputs from RSI, price distance from an EMA, rate of change, normalized ATR, relative…

Machine learningTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator draws horizontal support and resistance levels only at Zigzag pivots associated with regular or hidden divergence. It can calculate two Zigzag lengths, with oscillator choices including RSI, CCI, momentum, and stochastic measures; an external…

Technical indicatorsMean reversionMomentumStatistics
TradingView scripts

This strategy trades crosses of the chart’s 200-period EMA in either direction, subject to an optional filter based on the previous completed daily candle: longs are allowed after an up day and shorts after a down day. It uses a fixed six-contract position…

Technical indicatorsTrend followingPosition sizingRisk management
TradingView scripts

This long-only trend-following method places a stop entry at the latest qualifying Williams fractal high. A fractal is considered valid when it lies above the Alligator teeth line, calculated from a smoothed price average. The strategy also calculates the…

Trend followingBreakoutVolatilityTechnical indicators
TradingView scripts

This strategy generates short signals when a configurable fast moving average crosses below a slow moving average. Both averages may use EMA, SMA, or WMA calculations. A slope filter can require each average to be falling beyond a set threshold, and an…

OptionsTechnical indicatorsTrend followingRisk management