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
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 TradingView strategy describes a short-only dollar-cost averaging approach for the XAUT perpetual contract. It opens a base short when three-minute RSI(9) crosses down through 80, treating a retreat from overbought conditions as a possible reversal…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This indicator compares two ways to estimate outcomes over a chosen holding period. Its historical calculation samples past entry points at intervals, measures returns at the end of the duration, and optionally applies fixed take-profit and stop-loss levels.…

StatisticsBacktestingRisk managementPortfolio construction
TradingView scripts

This script models a nonstop long dollar-cost-averaging position with a base order followed by up to eight safety orders as price falls. Each safety order uses the same configured volume, while the distance from the initial entry grows by a step coefficient.…

FuturesPerpetual futuresGrid tradingRisk management
TradingView scripts

This strategy identifies one to four nested inside bars, where each bar’s range remains within the preceding bar’s range. It takes long or short setups according to the final bar’s direction, with optional filters for a moving-average trend and a run of bars…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This document explains MACD as a trend and momentum indicator, then presents an overlay that lets users choose among traditional MACD, a histogram-based variant, a reduced-lag leader calculation, or source-adaptive smoothing. Fast and slow moving averages…

Technical indicatorsMomentumTrend following
TradingView scripts

This indicator presents several normalized oscillators together in a spider chart overlaid on the price chart. Available spokes include RSI, Stochastic %K, correlation, MFI, Williams %R, percentage of upward price changes, CMO, and an Aroon-based oscillator.…

Technical indicatorsMomentumStatistics
TradingView scripts

This XRP strategy combines a 50- and 200-period EMA trend filter with price breakouts and elevated volume. A long signal occurs when the fast EMA is above the slow EMA and a bullish candle closes above the prior 20-bar high, with volume exceeding 1.5 times…

CryptoBreakoutMomentumTechnical indicators
TradingView scripts

This gold trading approach combines fair value gap zones, ZigZag market structure, and an EMA trend filter. It seeks entries when price is aligned with the trend and interacts with a fair value gap, with structure used as confirmation. Release notes add…

CommoditiesTechnical indicatorsTrend followingRisk management
TradingView scripts

This crypto strategy combines RSI conditions with moving average crossovers to open and close long positions. It looks for RSI below 40 and falling by more than three points, alongside a bearish crossover of the 50- and 100-period simple moving averages. It…

CryptoTechnical indicatorsMomentumBacktesting
TradingView scripts

This long-only strategy identifies a potential support retest when consecutive candles share a low and the current low rises above that level. It places four limit entries at progressively spaced prices above the repeated low, with spacing derived from…

Mean reversionGrid tradingPosition sizingRisk management
TradingView scripts

This strategy is designed for Nasdaq futures and combines short-period Hull moving averages of highs and lows with a longer exponential moving average and a rate-of-change filter. It enters long when price crosses above a trailing boundary while above the…

FuturesMomentumTrend followingTechnical indicators
TradingView scripts

This Pine Script document presents a reusable matrix and math library, with multiple linear regression as its main applied example. The library code covers array-based vector operations, matrix handling, common nonlinear functions, and approximations for…

StatisticsTechnical indicatorsBacktesting
TradingView scripts

This script defines a long and short scalping strategy around Williams %R threshold crossings. A long setup occurs when the oscillator crosses up through its oversold boundary; a short setup occurs when it crosses down through its overbought boundary. The…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This strategy uses pivot levels calculated from a selected higher timeframe to generate directional entries. It buys when the source crosses above the first resistance level and sells short when it crosses below the second support level. The script lets…

BreakoutTechnical indicatorsTrend followingBacktesting
TradingView scripts

This long-only strategy arms an entry when a 14-period RSI on the four-hour timeframe falls below 28. After the base order, it places up to five additional orders at fixed percentage declines from the base entry price. The order sizes increase across the…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This indicator panel gathers selected technical readings for five user-configurable symbols and displays them in a table on the chart. Its measures include RSI, the MACD line, signal line and histogram, directional movement and ADX, CCI, MFI, momentum, and…

Technical indicatorsCryptoMomentum
TradingView scripts

This strategy looks for pullbacks within a longer-term trend. It calculates 50-period and 200-period exponential moving averages, then uses their relationship with price to define potential long and short setups. A WaveTrend-style oscillator provides the…

Trend followingMomentumTechnical indicators
TradingView scripts

This indicator compares price and volume behavior across a configurable basket of symbols by calculating z-scores relative to moving-average baselines. It offers current, averaged, and relative score modes, plus choices of simple or exponential means, volume…

Multi-assetStatisticsTechnical indicatorsCrypto
TradingView scripts

This script models a long-only dollar-cost averaging approach for HYPE quoted in USDT. It opens a base position when RSI crosses below a configurable threshold, then places up to a configured number of safety orders at progressively wider price declines from…

CryptoSpot marketsMean reversionTechnical indicators
TradingView scripts

This strategy seeks short-term reversals in gold during a configurable Asia session. It tracks the latest confirmed pivot high and low, then treats a wick through one of those levels followed by a close back inside as a liquidity sweep. A sweep below a pivot…

CommoditiesFuturesMean reversionTechnical indicators
TradingView scripts

This indicator helps traders inspect a three-point ABC price swing through harmonic ratios. The user selects the timestamps for points A, B, and C; the script retrieves prices at those times, determines the swing direction, and compares the BC move with the…

Technical indicatorsStatistics
TradingView scripts

This strategy combines two Supertrend indicators calculated with different deviation factors to reduce noise. It opens long positions when both indicators align bullishly and short positions when both align bearishly, subject to one-signal state controls. It…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

Average Force is a smoothed oscillator that locates the close within the high-low range over a selected lookback period. The calculation scales the close's position between the period's lowest low and highest high, then shifts the result around zero. A…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy derives long and exit signals from simple candle relationships. A bullish candle whose open is above the prior close forms a basic buy condition; a bearish candle whose open is below the prior close forms a sell condition. With moving average…

Technical indicatorsTrend followingBacktesting