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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
WonderTrader
14 documents
Alphalens
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 document describes a configurable strategy built around the Squeeze Momentum indicator. It offers several signal approaches, including momentum moving-average crossovers and crossings of the zero line, and a later update adds selectable logic types plus…

CryptoMomentumBreakoutVolatility
TradingView scripts

This strategy takes a contrarian approach to Bollinger Bands. It opens a long after a close below the lower band and a short after a close above the upper band, provided there is no open position. The middle band, calculated as a moving average, serves as…

Mean reversionTechnical indicatorsVolatilityRisk management
TradingView scripts

This script models a static geometric grid for ETH/USDT spot trading. It divides a preset price range into evenly spaced percentage intervals, places a fixed quote-currency amount at each level, and tracks whether each level has been filled. A filled level…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This script builds a smoothed reference line from a moving average adjusted toward VWAP, then places two pairs of bands around it using rolling price standard deviation. The line is called an ML prediction in the script, but the shown calculation is a…

Technical indicatorsVolatilityRisk managementPosition sizing
TradingView scripts

This Ethereum strategy uses an external daily implied-volatility series as a regime filter. When the series is at or below a support threshold, it places both a long stop above the recent three-bar high and a short stop below the recent three-bar low, aiming…

CryptoVolatilityBreakoutTechnical indicators
TradingView scripts

This Pine Script library provides reusable structures and functions for displaying trading strategy statistics in chart tables. Its reported measures include trade counts, win and loss rates, streaks, average profits and gains, variability, position…

StatisticsBacktestingRisk managementPortfolio construction
TradingView scripts

This strategy combines Bollinger Band position, long moving averages, and RSI into a score for identifying oversold conditions. A close below the lower band adds a point; being below progressively longer averages adds up to 1.5 points; and lower RSI readings…

EquitiesMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This indicator uses the VIX as a market-risk input to generate long and short signals for another charted asset. It calculates MACD on VIX and distinguishes signals at the start of a VIX momentum move from signals on a pullback across the zero line. The…

VolatilityTechnical indicatorsMomentumCrypto
TradingView scripts

This indicator adapts the Directional Movement Index by smoothing positive and negative directional movement with weighted moving averages, then calculating a signed oscillator from their difference relative to their sum. The positive and negative DI lines…

Technical indicatorsTrend followingMomentumStatistics
TradingView scripts

This MCX silver strategy combines a configurable higher- or lower-timeframe entry signal with position and loss controls. The long signal can require price above a volume-weighted moving average, above a lower standard-deviation band, and positive rate of…

CommoditiesFuturesMomentumRisk management
TradingView scripts

This TradingView indicator packages several statistical analyses for market series over a selected time window. Its menu includes one- and two-tailed and paired t-tests, Pearson and quadratic correlation, simple and multiple regression, normality testing,…

StatisticsEquitiesBacktesting
TradingView scripts

This strategy uses a lagging Parabolic SAR crossing price to identify directional entries and exits. Once a position is active, Williams-style fractal breakouts help generate take-profit or re-entry events: favorable price progress through higher or lower…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This educational template demonstrates how a rule-based strategy can manage several distinct entries, each with its own stop-loss and take-profit levels. Bullish and bearish candle patterns trigger long or short orders, while direction controls and an…

BacktestingRisk managementPosition sizingTechnical indicators
TradingView scripts

This trend-following strategy combines a variable-speed EMA with conventional short- and long-period EMAs. Its dynamic EMA adjusts its smoothing in response to recent price changes; entries require price to remain on the trend side of that line, stay within…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy adapts the Williams Alligator concept by applying three RSI calculations to closing prices, labeled jaw, teeth, and lips. Long and short signals come from crossovers between the teeth and lips, or between the jaw and lips, with the other RSI…

Technical indicatorsMomentumBacktesting
TradingView scripts

This strategy trades MES during a defined London session using either a pre-London range break or a break of a confirmed swing pivot. The pre-session high and low are tracked, and the range must meet a minimum size before its boundaries can trigger trades.…

FuturesBreakoutMomentumTechnical indicators
TradingView scripts

This intraday strategy defines an opening range from the first three five-minute candles after the regular-session open. It waits for a five-minute close beyond the range high or low and also requires a fair value gap relative to a candle ten minutes…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This indicator estimates buying and selling volume within each chart bar by analyzing lower-timeframe bars. It can display the resulting delta as columns or derive a balance line, with selectable calculations including on-bar, average, momentum, relative,…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This swing-trading approach seeks long entries in established uptrends after recent price ranges contract. Its trend template requires price and moving averages to align bullishly, with the long-term average rising. A squeeze is identified by a low…

EquitiesTrend followingBreakoutVolatility
TradingView scripts

This strategy compares two selected price series by taking the logarithm of their ratio, then measuring that ratio against a rolling mean and standard deviation. A configurable moving average can smooth the resulting Z-score. A buffered upward cross can…

Multi-assetMomentumStatisticsTechnical indicators
TradingView scripts

This scalping strategy fades price moves toward bands placed around VWAP. The band distance is set by an asset-specific input multiplied by a user adjustment, with values supplied for Nasdaq futures, S&P futures, and gold. A long setup requires price to…

FuturesCommoditiesMean reversionTechnical indicators
TradingView scripts

This indicator builds a volatility and direction measure from smoothed open, high, low, and close prices. The user can select among many moving-average methods and adjust price smoothing. From those smoothed prices, the script calculates a normalized…

Technical indicatorsStatisticsVolatilityMomentum
TradingView scripts

This strategy combines long and short simple moving average crossovers with RSI and MACD conditions. A long entry follows either a bullish crossover of the 50-period and 200-period averages or an oversold RSI reading paired with a bullish MACD crossover.…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This long-only dollar-cost-averaging framework is calibrated for JUP perpetual futures on a four-hour chart. It opens a base position when four-hour RSI falls below a configurable oversold threshold. If price declines from the base entry, up to five…

CryptoPerpetual futuresMean reversionPosition sizing