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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
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 strategy enters long when a selected moving average crosses above a custom Supertrend line and short on the reverse cross. It confirms signals at bar close and allows the trader to invert the direction. Supertrend uses a selectable price basis and ATR…

Trend followingTechnical indicatorsRisk managementFutures
TradingView scripts

This scalping strategy seeks pullback entries when price remains aligned with both a zero-lag exponential average and VWAP. It defines bullish or bearish bias from price closing above or below both references, then looks for a retracement that touches VWAP,…

Technical indicatorsMomentumVolatilityRisk management
TradingView scripts

This futures strategy defines an initial balance from the opening range during a configurable New York session window. Once the range is locked, it accepts the day only if its size falls between configurable percentage bounds. During a later entry window, it…

FuturesBreakoutExecutionRisk management
TradingView scripts

This strategy combines regular RSI divergence with configurable RSI thresholds. It identifies bullish divergence when price makes a lower pivot low while RSI makes a higher pivot low, and bearish divergence when price makes a higher pivot high while RSI…

CryptoTechnical indicatorsMean reversionBacktesting
TradingView scripts

This indicator scans a chosen lookback window for bullish and bearish fair value gaps, defined by a separation between the high or low two bars earlier and the current bar. It divides the observed price range into bins, assigns detected gaps to price levels,…

Technical indicatorsStatisticsMarket microstructure
TradingView scripts

This indicator identifies retracement zones between configurable Fibonacci levels, set by default to 0.618 and 0.65. It anchors each zone to a recent pivot high and low, using a configurable pivot distance to define swing points. Bullish and bearish zones…

Technical indicatorsTrend followingMean reversionRisk management
TradingView scripts

This strategy uses a simple Bollinger Band breakout rule. It calculates a moving average of closing prices and bands offset by a configurable multiple of rolling standard deviation. A close above the upper band triggers a long entry, while a close below the…

FuturesBreakoutTrend followingTechnical indicators
TradingView scripts

This Pine Script strategy template organizes the components needed to test a trading system: date filters, indicator and filter placeholders, entry and exit sections, position sizing, stop and target calculations, and performance displays. It includes…

BacktestingRisk managementPosition sizingForex
TradingView scripts

This indicator builds a dashboard comparing data from selected crypto exchanges or forex brokers. It can automatically choose a source group based on the chart asset or let the user select one. For each platform pair, the matrix displays the difference in…

CryptoForexArbitrageMarket microstructure
TradingView scripts

This strategy script targets Micro E-mini Nasdaq futures during the New York session. It uses a 20-period exponential moving average as a directional filter: a long setup occurs when price closes above the average after touching it, and a short setup occurs…

FuturesTrend followingTechnical indicatorsPosition sizing
TradingView scripts

The indicator estimates how often price reaches successive levels above the previous high or below the previous low. It separates observations according to whether the prior candle was bullish or bearish, counts which levels were reached, and displays the…

BreakoutStatisticsBacktestingTechnical indicators
TradingView scripts

The document presents a Laguerre-filter version of the relative strength index, intended to reduce noise compared with a conventional RSI. It recursively smooths the selected price series through four filter stages, then compares upward and downward…

Technical indicatorsTrend followingMomentum
TradingView scripts

The Crucible Convergence Engine combines market-regime classification, moving-average direction, volume-weighted momentum, deviation bands, rounded price levels, and a volume gate. Its regime module ranks ATR over a lookback window, distinguishes volatile…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy combines Heikin-Ashi candle patterns with several configurable filters. Its reversal setup uses two consecutive directional candles with a small wick on the relevant side, followed by a doji whose range exceeds the prior candle’s range. Long…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This backtestable strategy looks for bullish and bearish divergences between price swing points and RSI. A bullish setup pairs a lower price low with a higher RSI low; a bearish setup pairs a higher price high with a lower RSI high. Swing pivots require bars…

Technical indicatorsMean reversionRisk managementBacktesting
TradingView scripts

This interactive chart tool helps users assess whether six manually selected pivots form an Elliott motive wave. It checks that the pivots progress in time, alternate direction correctly, and satisfy generic motive-wave rules: wave two does not retrace past…

Technical indicatorsStatistics
TradingView scripts

This ETH strategy opens a long position when a 14-period RSI on the four-hour timeframe falls below a configured threshold. After entry, it adds up to five averaging orders at fixed percentage declines from the base entry price, with order sizes increasing…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This strategy uses TradingView’s SuperTrend calculation, based on an ATR length and multiplier, to identify bullish and bearish states. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips back. With…

Technical indicatorsTrend followingFuturesExecution
TradingView scripts

The Nick Rypock Trailing Reverse indicator tracks the active trend with a stop set a fixed percentage away from the current trend’s price extreme. In an uptrend, it records the highest close and places the stop below that high; in a downtrend, it records the…

Technical indicatorsTrend followingRisk management
TradingView scripts

This script describes a long-only grid strategy for XAU. It places grid levels between user-defined upper and lower prices, using either geometric spacing or arithmetic spacing. A close crossing downward through a level triggers a buy; a later upward…

CommoditiesGrid tradingPosition sizingBacktesting
TradingView scripts

This intraday strategy records the high and low during a configurable opening window, then waits for price to close beyond either boundary. After an upside or downside breakout, it looks for a later rejection at the session's anchored VWAP: price must touch…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

This library implements discrete, linear convolution for two numeric arrays: a signal and a filter of weights. For each output position, it multiplies aligned signal and filter elements and sums the products that overlap. The output includes the full,…

StatisticsMachine learning
TradingView scripts

This script demonstrates custom functions for finding the maximum and minimum values of a source series over a selected lookback. The functions scan prior observations in a loop, and the plots compare their results with built-in highest and lowest…

Technical indicators
TradingView scripts

This indicator uses four ZigZag configurations with different pivot lengths to identify candidate harmonic formations across swing scales. It tracks pivot prices, bars, and directions, then measures price relationships among successive turning points to…

Technical indicatorsStatistics