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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 strategy enters long when price breaks above a recent pivot high, using a smaller chart timeframe for entries and moving averages calculated on a selectable higher timeframe for trend context. A slow moving average can filter out signals when the…

EquitiesBreakoutTrend followingTechnical indicators
TradingView scripts

This allocation strategy combines a trend regime filter with volatility-based position sizing for leveraged index ETFs. It holds exposure only when price is above a long-term simple moving average; otherwise, it moves to cash. While the regime is favorable,…

EquitiesTrend followingVolatilityPosition sizing
TradingView scripts

This strategy presents a post-absorption reversal approach centered on VWAP. Its configurable inputs indicate that absorption is identified using unusually high volume, limited price displacement relative to ATR, and proximity to VWAP; candidate signals can…

FuturesMean reversionVolatilityMarket microstructure
TradingView scripts

This script describes a US30-oriented strategy that uses RSI crossing the 50 level to generate directional signals, subject to configurable trading sessions and an ATR floor. A signal places a stop entry beyond the signal bar’s high or low by a set offset,…

FuturesTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This TradingView strategy enters long when a fast exponential moving average crosses above a slow one and enters short on the reverse crossover, provided it is flat. Its default EMA lengths are 20 and 50. Each entry starts with a profit target and stop-loss…

Technical indicatorsTrend followingRisk management
TradingView scripts

This indicator presents a modified McGinley Dynamic moving average designed to avoid extreme numerical behavior in the unconstrained calculation. The author explains that raising the ratio of current price to the prior average to a power can make the…

Technical indicatorsStatistics
TradingView scripts

The indicator builds a ladder line from either the midpoint of a Donchian range or a weighted, smoothed moving average called CoRa Wave. It rounds that line to price steps, with step size selected from price ranges and adjusted for timeframe, or set…

Technical indicatorsTrend followingMomentumBreakout
TradingView scripts

R19 combines trend-strength and price indicators to generate long and short signals, primarily using a configurable reference market such as BTC/USDT. Its conditions use MACD crossovers, ADX strength, price relative to a simple moving average, RSI relative…

CryptoTechnical indicatorsMomentumRisk management
TradingView scripts

This Pine strategy places stop orders just above the highest high and below the lowest low over a configurable lookback. A break through either boundary can open a long or short position, with pyramiding disabled. Entries are only submitted when the script…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy builds session pivot levels using a selectable formula: Traditional, Fibonacci, Woodie, Classic, or Camarilla. It can trade either a breakout model, entering when price closes across a chosen pivot level, or a mean-reversion model, entering…

Technical indicatorsBreakoutMean reversionBacktesting
TradingView scripts

This script combines market-structure signals with liquidity sweeps, fair value gaps, and displacement-based zones. It tracks swing highs and lows to identify breaks of structure and changes of character, and flags price moves beyond prior swing or daily…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This Pine Script block adds a configurable table of monthly and yearly strategy performance to an existing TradingView strategy. It records equity at period boundaries and reports returns as percentages, changes in account currency, or both. Optional columns…

BacktestingStatisticsRisk management
TradingView scripts

This script is a transparent long-only benchmark that holds S&P 500 exposure at 160% of account equity during a selected historical window. It enters when the date window begins and closes the position after the window ends. The stated purpose is to compare…

EquitiesUS marketsBacktestingRisk management
TradingView scripts

This seasonal model describes a short-selling schedule for agricultural commodity futures, intended to help producers sell at prices above the seasonal average. It assumes prices tend to be relatively low around harvest and stronger during the growing…

CommoditiesFuturesVolatility
TradingView scripts

This chart indicator estimates the outcome of investing a fixed amount at a chosen daily, weekly, or monthly interval over a user-selected date range. For each eligible period, it divides the contribution by the selected timeframe’s price, accumulates asset…

BacktestingPortfolio constructionPosition sizingStatistics
TradingView scripts

This Pine strategy builds an adaptive moving average using Kaufman’s Efficiency Ratio (ER): the average responds more quickly when price movement is efficient and more slowly when it is choppy. It estimates deviation around the KAMA to form bands, classifies…

Technical indicatorsTrend followingPosition sizingVolatility
TradingView scripts

The RSI Past indicator turns oscillator extremes into a simple directional reading. It records the bar index of the latest overbought and oversold readings, then subtracts the oversold event’s index from the overbought event’s index. A positive value means…

EquitiesTechnical indicatorsMomentum
TradingView scripts

This futures strategy looks for a two-bar directional impulse and then a pullback into a retracement zone based on the second bar’s range. It requires both bars to have substantial bodies and rising volume; same-direction bars or a mixed pair with a…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

The strategy combines a three-candle fair value gap with a directional break of a recent swing high or low. It records confirmed structure breaks, accepts gaps that form within a configurable bar window in the same direction, and enters when price retraces…

Technical indicatorsBreakoutVolatilityRisk management
TradingView scripts

This indicator maps price and volume behavior for six selectable sector symbols into a shared two-dimensional loop. It applies a high-pass filter followed by a smoother to each series, then normalizes both with a rolling root-mean-square measure. The…

Multi-assetTechnical indicatorsVolatility
TradingView scripts

This scalping strategy combines a higher-timeframe trend filter with a lower-timeframe EMA crossover and limits entries to the London or New York sessions. The written guide specifies a 1-hour EMA for direction and a 15-minute EMA for entry momentum. It…

ForexMomentumTechnical indicatorsRisk management
TradingView scripts

This indicator fits linear models between a selected price series and time, then displays projections for several future candle horizons. Its chart table is designed to show projected values, upper and lower ranges based on a residual standard error,…

StatisticsTechnical indicatorsBacktesting
TradingView scripts

This strategy uses a simple moving average crossover to start a directional grid. On a bullish crossover it places up to ten stop entries at successively higher percentage levels; on a bearish crossunder it places corresponding entries below the trigger…

Grid tradingTrend followingPosition sizingBacktesting
TradingView scripts

The indicator builds Time Segmented Volume (TSV) by summing volume-weighted close-to-close price changes over a configurable window. It compares the resulting oscillator with a simple moving average and marks potential long or short conditions according to…

Technical indicatorsMomentumTrend following