Skip to content

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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

The Day Trading Booster is a charting indicator focused on intraday market context. It lets users define sessions for major trading centers and draw session channels or opening ranges, with a selectable timezone and controls for how many recent ranges to…

Technical indicatorsBreakoutMean reversionVolatility
TradingView scripts

This indicator builds a volume-at-price distribution from lower-timeframe data inside each chart bar. It groups intrabar volume by closing price, then plots the resulting price-volume observations as a scatter display whose orientation can be changed. Point…

Market microstructureStatisticsTechnical indicators
TradingView scripts

The Velocity Breakout Strategy combines several price-action and trend tools in a configurable TradingView indicator and strategy framework. It tracks fast and slow exponential moving averages, an ATR-based trailing stop, recent market structure, and a…

MomentumBreakoutTrend followingTechnical indicators
TradingView scripts

This strategy combines a long-term moving average filter with momentum indicators to time breakouts. A long signal requires price to cross above the 200-period simple moving average, MACD to be positive, and smoothed Stochastic RSI %K to exceed its upper…

MomentumBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy generates long and short entries from fair value gap patterns or momentum reversals. The reversal conditions use MACD crossings with RSI thresholds, while the gap conditions compare current price extremes with levels from two bars earlier. A…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

TURKS is a long-side exposure strategy that adjusts position size using price relative to one or more trend means. The script offers a binary gate, a continuously graded exposure, and an ensemble of graded means. Its default rule combines multiple mean…

Trend followingPosition sizingRisk managementBacktesting
TradingView scripts

This indicator constructs a live profile across price levels by recording chart updates and aggregating their time, price, volume, tick activity, direction, and age. It can show volume, tick counts, or both, with double-sided or single-sided layouts. For…

Market microstructureTechnical indicatorsStatistics
TradingView scripts

This indicator compares a chart’s recent closing-price sequence with a configurable set of ETFs. It calculates Pearson correlation over a chosen rolling window, identifies the ticker with the highest correlation, and displays both a best-match summary and a…

EquitiesStatisticsTechnical indicatorsMulti-asset
TradingView scripts

This model applies momentum timing to the civilian unemployment rate series. It calculates a short-period RSI on the input series, smooths that oscillator with an exponential moving average, and compares the result with a configurable midpoint threshold.…

MomentumTechnical indicatorsStatisticsEvent-driven
TradingView scripts

This script experiments with a long-biased strategy built around two unusual signal families. First, it rescales OHLC prices according to broad price ranges and checks whether the resulting values are divisible by small integers, treating bars whose OHLC…

Technical indicatorsStatisticsPosition sizingBacktesting
TradingView scripts

This strategy looks for price to briefly cross a recent swing level and then close back inside it, treating the move as a liquidity sweep. Pivot highs and lows define supply and demand boundaries. A long setup requires a sweep below a demand boundary; a…

Technical indicatorsBreakoutTrend followingRisk management
TradingView scripts

This indicator combines trend, mean reversion, and momentum scores into a bounded oscillator. Exponential moving averages, RSI, ATR, and momentum measures provide the inputs, while a Best-Worst Method model converts user comparisons of the three factors into…

Technical indicatorsMomentumMean reversionTrend following
TradingView scripts

This indicator tracks recent swing highs and lows, using configurable left and right lengths and a selectable timeframe to establish price levels. A level is marked broken when price crosses it by either a candle close or wick. The script can estimate…

Technical indicatorsBreakoutMarket microstructureExecution
TradingView scripts

The indicator estimates a trend line with a Theil-Sen regression: it computes slopes across pairs of observations and combines them with selectable mean, median, or kernel-weighted smoothing. It derives the intercept from residuals, then plots the fitted…

StatisticsTechnical indicatorsVolatility
TradingView scripts

The document outlines a directional breakout strategy for BTCUSDT perpetual futures. It combines exponential moving averages and RSI with recent support and resistance levels to identify breakout entries with trend confirmation. Risk controls use ATR-based…

CryptoPerpetual futuresBreakoutMomentum
TradingView scripts

The document describes a long-entry setup intended for call debit spreads. It identifies a squeeze using Bollinger Bands inside Keltner Channels, then looks for the squeeze to turn off for two consecutive bars after being on. A signal also requires the…

OptionsMomentumVolatilityTechnical indicators
TradingView scripts

The BERLIN Range Index modifies the Choppiness Index to identify ranging and trending conditions with more responsiveness. It calculates choppiness from the sum of true range relative to the high-low span over a lookback, then scales that value using a…

Technical indicatorsVolatilityTrend followingMean reversion
TradingView scripts

The document describes a short-only strategy based on the bearish harami, a two-candle pattern in which a smaller second real body lies inside the preceding larger body. The illustrated condition requires the first candle to rise, the next to fall, the…

Technical indicatorsMean reversionBacktestingRisk management
TradingView scripts

This strategy combines recent swing highs and lows with market-regime and entry confirmation filters. Pivot points define potential long and short zones, buffered by average true range (ATR); a configurable wait and candle trigger can be used before entry.…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

Relative Candle transforms each bar’s open, close, high, and low into a comparison with a chosen index or other symbol on the same chart timeframe. It subtracts the benchmark’s change from the instrument’s change to create relative open and close values,…

Technical indicatorsEquitiesMomentumStatistics
TradingView scripts

This strategy compares two configurable moving averages calculated on selectable timeframes. The averages can use several common formulations and price sources, with optional gap smoothing. A confirmed crossover opens a long position and a confirmed…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This chart indicator anchors a Square of Nine grid to a user-selected significant high or low. It detects subsequent pivot highs and lows using configurable bars on each side, then displays pivot prices in a numbered grid whose cell increments and rotation…

Technical indicatorsStatistics
TradingView scripts

This strategy combines moving averages from four selectable timeframes into a composite price-like signal. Users can choose simple, weighted, or consensus aggregation; the consensus option uses the direction of the averages to decide whether to use a simple…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This indicator estimates buying and selling pressure within chart bars using lower-timeframe price and volume data. It assigns each lower-timeframe bar a direction from its relationship between open and close, falling back to the previous close when they…

Technical indicatorsMarket microstructureStatistics