Skip to content

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 XAUUSD strategy uses the relationship between 20-period and 50-period exponential moving averages to define direction. It enters long when price crosses above the faster average while that average is above the slower one, and enters short on the inverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator manages a user-defined long or short trade from a selected chart time and price. It offers four stop approaches: an offset based on ATR, a percentage of price, recent swing highs or lows, or Parabolic SAR. For ATR and percentage modes, the…

Technical indicatorsRisk managementExecution
TradingView scripts

This strategy uses a SuperTrend calculation based on average true range to classify the market as rising or falling. Users can choose among several averaging methods for the ATR, set its period and multiplier, and optionally filter unusually large true-range…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This document describes a reusable TradingView strategy framework intended to let users supply their own long and short signals while retaining common backtest controls. Its interface separates entry triggers from directional filters, with four named…

BacktestingExecutionPosition sizingRisk management
TradingView scripts

This strategy detects a broad collection of bullish and bearish candlestick formations, including reversal and continuation patterns. Candle attributes such as body size, shadow length, direction, and gaps are compared with recent averages and…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy builds an initial balance range from the first hour of the Asia, London, and New York sessions. It classifies a symbol as bullish when its close is above all three session highs, bearish when below all three lows, and neutral otherwise. The…

CryptoBreakoutTrend followingVolatility
TradingView scripts

This indicator pairs a fixed-period SuperSmoother with an adaptive version and plots their difference as an oscillator. The method first filters the input with a base SuperSmoother, measures its one-bar change, and scales that change by its root mean square…

Technical indicatorsStatisticsMomentum
TradingView scripts

This unfinished strategy looks for reversals after price closes beyond a session VWAP band. A short setup begins with a shooting star or doji near a recent high, followed by a bearish confirmation such as an engulfing candle or a lower high that closes below…

Mean reversionTechnical indicatorsPosition sizingBacktesting
TradingView scripts

This indicator estimates volume distribution across price levels after adjusting for a line between a chosen starting point and an ending price. The user selects the start time and price, then sets the ending price; the chart’s last bar serves as the…

Technical indicatorsMarket microstructure
TradingView scripts

This Pine Script library draws horizontal rays from user-defined conditions and price levels. A ray can extend to the right or stop at the current bar; when price reaches the level, the active ray is removed and may be retained as a historical line. Its…

Technical indicatorsExecution
TradingView scripts

This strategy uses the SuperTrend indicator, calculated from ATR length and multiplier inputs, to classify the market as bullish or bearish. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips the other way.…

FuturesTrend followingTechnical indicatorsExecution
TradingView scripts

This indicator collects several rolling volatility estimators built from price bars. The visible functions include Parkinson, Garman–Klass, Rogers–Satchell–Yoon, Yang–Zhang, and historical volatility; the code also contains modified variants and an…

VolatilityStatisticsTechnical indicators
TradingView scripts

This intraday strategy identifies recent pivot highs and lows, then treats a move beyond a swing level that closes back inside it as a liquidity sweep. Long setups require a sweep below a swing low while price is above a 200-period EMA; short setups require…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy takes long or short positions according to whether a selected higher-timeframe candle closes above or below its open. It can add a chart-timeframe EMA filter, requiring price to be above the EMA for longs and below it for shorts, and a volume…

Multi-assetTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy calculates approximately one year of price return and compares it with a moving average of that return. Its lookback adapts to chart frequency: the script uses 252 bars for daily data, 52 for weekly, 12 for monthly, and estimates the number of…

MomentumTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy uses a fast and a slow exponential moving average to classify direction and trade crossovers. With the defaults shown, the fast average uses 12 periods and the slow average uses 21. A cross of the fast average above the slow one opens a long…

Trend followingTechnical indicatorsMomentumPosition sizing
TradingView scripts

This document describes a long-only spot grid approach that divides a price range into levels. It buys as price falls through a level and sells a position when price rises to the next higher level. The described configuration uses ten levels and allocates…

Grid tradingSpot marketsBacktestingPosition sizing
TradingView scripts

This strategy combines a trend measure and a momentum measure into a bounded oscillator. It compares a 24-period Arnaud Legoux moving average with a 120-period volume-weighted moving average, scales their relative difference, and combines that result with…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy organizes Ichimoku conditions into a directional score for the current chart timeframe and a higher timeframe. Its components assess whether price is above or below the cloud, the relative ordering of the projected cloud spans and…

Technical indicatorsTrend followingBreakoutBacktesting
TradingView scripts

This hybrid accumulation strategy scores potential oversold conditions using three inputs: a close below the lower Bollinger Band, price below long moving averages, and tiered low RSI readings. Higher combined scores activate one of two monitoring modes.…

Mean reversionTechnical indicatorsPosition sizingRisk management
TradingView scripts

This automated long strategy derives Fibonacci-style price levels from recent pivot highs and lows, then lets the user select one level as a candidate entry. When the preceding bar’s low crosses below the selected level and other state conditions allow a…

Technical indicatorsExecutionPosition sizingBacktesting
TradingView scripts

This long-only strategy combines Bollinger Bands, MACD, volume, and candle direction to seek entries after a price or MACD breakout. A signal requires a bullish candle, adequate volume when that filter is enabled, and positive MACD momentum; price crossing…

Technical indicatorsMomentumBreakoutRisk management
TradingView scripts

This long-only strategy combines an RSI oversold trigger with price thresholds for two staged entries. The first entry requires RSI to cross below its oversold level while price is at or below a user-set limit. After that fill, the script calculates a second…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This indicator identifies candidate support and resistance from confirmed pivot highs and lows. For each pivot, it encodes RSI relative to 50 and candle body size relative to ATR as binary features, then applies a logistic function to estimate whether the…

Technical indicatorsMachine learningStatistics