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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 indicator systematically draws trendlines by joining successive confirmed pivot highs and lows, with the pivot period configurable. It tracks the two most recent fractals of each type, plots higher highs, lower highs, higher lows, and lower lows, and…

Technical indicatorsFuturesMarket microstructureExecution
TradingView scripts

This script estimates the timing and type of lunar phase changes from calendar dates and a Julian-date calculation. It labels one phase transition as a new moon and the other as a full moon, then uses those events as alternating directional signals: a…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy uses three-bar swing patterns as entry signals and filters them with a daily fractal bias. A local bullish fractal occurs when a bar’s low is below the preceding low and the following bar’s low is higher; the bearish version reverses the high…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This script models a share-based version of a SPY wheel approach. It begins with a 100-share position, then simulates covered-call assignment using a strike set above the close. In normal VIX conditions, the strike is checked against the following session’s…

OptionsEquitiesUS marketsTechnical indicators
TradingView scripts

This indicator adapts RSI by weighting changes in the selected price source according to estimated up-volume and down-volume. It estimates those volumes on a configurable lower timeframe, assigning volume by candle direction or, optionally, distributing it…

Technical indicatorsMomentumStatistics
TradingView scripts

This strategy calculates Fibonacci retracement levels from three independent rolling high-low ranges, using short, medium, and long lookbacks. It tracks five retracement levels per range and counts how many lie within a configurable percentage of the current…

Mean reversionTechnical indicatorsBacktestingRisk management
TradingView scripts

This swing strategy looks for a failed break of a recent price extreme, treating it as a possible liquidity sweep. A long setup occurs when price falls below the prior five-bar swing low and closes back above it; a short setup is the inverse at the prior…

Trend followingMean reversionTechnical indicatorsVolatility
TradingView scripts

This strategy combines a moving-average trend filter with a simplified measure of participation. It labels the market bullish or bearish according to whether the fast EMA is above or below the slow EMA. Its breadth-style proxy is the 20-bar average of a…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This long-only grid strategy divides a fixed ETH price range into configurable levels using either geometric or arithmetic spacing. When the closing price crosses downward through an unowned level, it opens a buy slot sized from the allocated investment. If…

CryptoPerpetual futuresGrid tradingExecution
TradingView scripts

This indicator tracks a portfolio of up to ten user-defined positions alongside an optional cash balance. For each enabled position, it retrieves the chart-timeframe closing price and multiplies it by the entered quantity to estimate current value; quantity…

Portfolio constructionEquitiesStatistics
TradingView scripts

This strategy uses the 10-year US Treasury yield as a macro risk filter for long exposure to the S&P 500. It measures the latest daily yield close against the high and low of a configurable recent lookback window, expressing the close’s location as a…

EquitiesFixed incomeUS marketsTechnical indicators
TradingView scripts

This Indian intraday strategy derives the central pivot point and first support and resistance from the previous day’s high, low, and close. It also tracks the prior day’s high and low and a typical-price reference. Traders can select a level as the trigger…

EquitiesTechnical indicatorsBreakoutRisk management
TradingView scripts

This indicator combines several chart-based measures under a configurable visual dashboard. It estimates buy and sell volume from each bar’s close position within its high-low range, cumulates the resulting imbalance, and compares it with a moving average.…

Market microstructureTechnical indicatorsStatisticsSentiment
TradingView scripts

This XAUUSD strategy uses a long-period exponential moving average to set directional bias and recent range levels to identify possible reversal entries. A long signal occurs when price trades below the prior rolling low, closes back above that level, and…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator builds a volume profile for a selected timeframe by distributing each bar’s volume across the price levels spanned by its high and low. At each level it tracks both accumulated volume and the number of bars, then uses their ratio as average…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This Solana strategy combines Supertrend direction with an ADX threshold to filter for stronger trends. It confirms direction using Heikin-Ashi candle color: bullish candles support long entries during an uptrend, and bearish candles support short entries…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This long-only strategy combines monthly and weekly MACD readings. It enters when the monthly MACD is above its signal line, the weekly MACD is also bullish, and a fresh bullish crossover occurs on either timeframe. For exits, it can require the weekly MACD…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines a fast exponential moving average crossing a Bollinger basis with the direction of the Awesome Oscillator. A bullish setup requires the fast average to cross above the basis, the close to be above it, and the oscillator to be rising…

ForexBreakoutTechnical indicatorsBacktesting
TradingView scripts

This strategy packages seven candlestick signal types: pinbars, engulfing patterns, fractal highs and lows, single and double harami patterns, and large-body candles. Each type can be switched on or off independently, with configurable pinbar and body-size…

Technical indicatorsMomentumBacktestingExecution
TradingView scripts

This TradingView indicator compares a user-selected set of assets using sampled weekly or monthly returns. For each pair, it fits a linear regression, measures the standard deviation of recent residuals, and displays the inverse deviation as a heatmap score.…

Pairs tradingMean reversionStatisticsTechnical indicators
TradingView scripts

This strategy combines fast and slow EMA crossovers with order-flow and trend filters. A bullish crossover qualifies when either open-interest change exceeds its threshold or smoothed signed volume is positive, and price is above the currently visible…

CryptoFuturesTechnical indicatorsMomentum
TradingView scripts

This strategy proposes buying an index after a sharp rise in the VIX, treating extreme volatility as a possible panic episode that may reverse. Triggers can compare current VIX with the prior confirmed daily close or detect a rapid intraday change. A minimum…

Mean reversionVolatilityEvent-drivenEquities
TradingView scripts

The Parallax Covenant strategy is a configurable framework that combines several forms of market context. Its visible code defines a regime state from an Ichimoku-style baseline, candle-body tolerance, and range bands, with compression and expansion…

Technical indicatorsMomentumTrend followingVolatility
TradingView scripts

This strategy combines MACD crossovers with an 18-period exponential moving average (EMA) to generate directional entries. It opens a long position when MACD crosses above its signal line while price is above the EMA, and a short position when MACD crosses…

Technical indicatorsMomentumTrend followingRisk management