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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

This indicator represents trend as a stepped line rather than a continuously sloping average. A price move beyond an ATR-scaled threshold changes the direction state; otherwise, the line advances in volatility-scaled increments. A configurable hold period…

Trend followingTechnical indicatorsVolatilityMomentum
TradingView scripts

This TradingView strategy script packages a broad set of ICT-style chart concepts and configurable trading models. Its inputs cover market structure shifts and breaks, order, breaker, and rejection blocks, fair value gaps, liquidity sweeps, equal and…

Technical indicatorsMarket microstructureBacktestingRisk management
TradingView scripts

This Bitcoin strategy looks for pullbacks in the direction of a broader trend. It combines a higher-timeframe exponential moving average with faster and slower averages on the chart, then filters potential entries using ADX, directional indicators, RSI, and…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines three configurable setup families: pullbacks into fair value gaps, volume-exhaustion reversals, and breakouts of prior swing levels followed by retests. Its filters use an EMA trend, higher-timeframe direction, ADX, EMA slope,…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This chart indicator searches for Elliott Wave structures using three configurable ZigZag lengths. It tracks pivot highs and lows, updates swing points as new pivots appear, and tests sequences of alternating moves against rules for five-wave impulse…

Technical indicatorsStatistics
TradingView scripts

This futures strategy defines direction using the relationship between closing price and a configurable exponential moving average. It enters long when price is above the average while RSI is sufficiently low, treating weakness as a pullback within an…

FuturesTrend followingMomentumTechnical indicators
TradingView scripts

The indicator estimates a range of possible future prices by simulating paths from recent log returns. At a user-selected chart time, it uses a rolling historical window to calculate the average and standard deviation of returns, then generates simulated…

StatisticsVolatilityTechnical indicatorsMachine learning
TradingView scripts

This long-only strategy for LTC against USDT arms an entry when a 14-period RSI on a four-hour timeframe falls below 29 and the chart close is under a configurable price ceiling, set to $61 by default. After the base order, it can add four averaging orders…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This Pine library provides tools for constructing and displaying candles from live price updates. It supports chart-time candles and custom candles sampled either after a chosen duration or a chosen number of updates. Candle data can be shown as conventional…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy filters pivot highs and lows by requiring them to exceed neighboring prices by an ATR-scaled margin. The user can set the number of bars checked on each side, the ATR lookback, and the multiplier. This aims to exclude minor turning points that…

Technical indicatorsBreakoutVolatility
TradingView scripts

AliceTears Grid sets a baseline at the daily or session open and projects price levels above and below it at configurable percentage intervals. Its central entry filter waits for price to cross a grid level and then close back toward the baseline, seeking…

Mean reversionGrid tradingVolatilityRisk management
TradingView scripts

This intraday strategy combines RSI threshold reversals with Fibonacci levels calculated from the highest high and lowest low of the preceding two bars. A long condition occurs when RSI crosses upward out of its oversold region while price is above the 0.618…

Technical indicatorsMean reversionMomentumEquities
TradingView scripts

This strategy uses separate nine-period exponential moving averages of bar highs and lows as a price channel. It enters long when the close is above the high-based average and short when the close is below the low-based average. A qualifying signal can close…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator compares Bitcoin’s 28-day percentage price change with the corresponding change in daily active blockchain addresses. It plots both measures and builds upper and lower bands from the active-address change series, using a configurable moving…

CryptoOn-chain dataSentimentTechnical indicators
TradingView scripts

This ES strategy combines a higher-level directional bias with short-term breakout entries. It defines bullish or bearish bias from price relative to the 50- and 200-period EMAs, then requires ADX to exceed a threshold and price to cross the corresponding…

FuturesBreakoutTrend followingRisk management
TradingView scripts

This strategy uses a 50-period and a 200-period exponential moving average to define directional signals. A bullish cross occurs when the faster average moves above the slower one, and a bearish cross occurs when it moves below. Traders can configure the…

Trend followingTechnical indicatorsEquitiesBacktesting
TradingView scripts

This long-only strategy for XRP perpetuals arms an entry when the 4-hour RSI(14) falls below 28. It starts with a base order, then adds up to five safety orders at fixed price declines from the base entry. The default order sizes grow at roughly 1.8 times…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This script demonstrates a way to display a strategy’s weekly equity returns in a chart table. It tracks changes in strategy equity, compounds the bar-level returns within each week, and stores completed weekly values over a user-selected date range. The…

StatisticsBacktestingTechnical indicatorsPortfolio construction
TradingView scripts

This strategy combines pivot reversal levels with an RSI filter. It identifies swing highs and lows using configurable numbers of bars on each side, then tracks the most recent pivot price. When a pivot high is active and RSI at the pivot’s confirmation…

CryptoTechnical indicatorsBreakoutMean reversion
TradingView scripts

This script describes a long-only grid for TWT priced in USDT. It places a series of levels between configurable high and low bounds, using either geometric spacing, which maintains proportional gaps, or arithmetic spacing, which maintains equal price gaps.…

CryptoSpot marketsGrid tradingPosition sizing
TradingView scripts

This US30 strategy combines two signal systems. The first looks for a Stochastic RSI crossover from an oversold or overbought area, filtered by the relative order of the fast and medium EMAs. The second requires aligned fast, medium, and slow EMAs alongside…

US marketsTechnical indicatorsMomentumRisk management
TradingView scripts

The strategy combines market-structure signals, fair value gaps, momentum, volume, higher-timeframe direction, and session conditions to decide whether to trade long or short. It detects swing pivots and breaks or changes in structure, while configurable…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This strategy identifies Williams-style upper and lower fractals from a configurable period window, with additional conditions for tied highs or lows. It tracks selected prior fractal-derived levels and plots them as reference lines. A long setup occurs when…

Technical indicatorsBreakoutBacktesting
TradingView scripts

Bar Balance estimates the makeup of each chart bar by counting lower-timeframe intrabars classified as up, down, or neutral. The script offers selectable intrabar resolutions, including automatic choices that trade off history length against detail, and can…

Technical indicatorsMomentumStatistics