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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 long-only strategy identifies price areas where recent candle bottoms cluster within a tolerance, then keeps a set of sufficiently distinct support bases. It tracks the nearest base below price and treats a close beneath that level as a potential break.…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This intraday strategy builds the premarket high and low, locks those levels at the market open, and watches for setups during a configurable opening window. Its breakout branch waits for a close beyond a range boundary, then a retest near that boundary and…

FuturesBreakoutMean reversionRisk management
TradingView scripts

This chart overlay represents each bar's volume as a box whose horizontal width varies with volume relative to a recent rolling total. It places these boxes beside price bars and colors them according to whether the corresponding candle closed up or down. A…

Technical indicatorsMarket microstructureEquitiesFutures
TradingView scripts

This strategy uses a short-period RSI to trade reversals after the indicator leaves an extreme zone. It opens a long when RSI crosses back above the oversold threshold and a short when RSI crosses back below the overbought threshold. A new opposite signal…

CommoditiesFuturesMean reversionTechnical indicators
TradingView scripts

This intraday strategy uses crossovers between a fast and a slow exponential moving average to generate long and short entries. A bullish crossover is accepted only on a green candle, and a bearish crossover only on a red candle. Signals are limited to a…

EquitiesTechnical indicatorsMomentumTrend following
TradingView scripts

The MADH indicator enhances a moving average difference oscillator with two Hann-windowed finite impulse response filters. It applies a shorter and a longer weighted filter to the chosen price source, then expresses their difference relative to the longer…

Technical indicatorsStatistics
TradingView scripts

This ETH-focused strategy seeks breakouts after volatility compression, using a broad set of filters to qualify direction and market conditions. Its design includes higher-timeframe trend and regime checks, EMA distance, optional ADX, volatility and volume…

CryptoMomentumBreakoutVolatility
TradingView scripts

This strategy combines the Elliott Wave Oscillator (EWO), RSI, Money Flow Index (MFI), and volume to time long and short signals. Early alerts flag low RSI with an EWO turn from below zero for potential buys, or high RSI with a weakening positive EWO for…

Technical indicatorsMomentumBreakoutMean reversion
TradingView scripts

This indicator applies a Fast Fourier Transform to a selected market series over a configurable lookback window. It decomposes the data into frequency components, displays a power spectrum, and can list prominent components with their estimated cycle periods…

Technical indicatorsStatisticsVolatility
TradingView scripts

This short-selling strategy applies an RSI to the Ultimate Oscillator, then combines its threshold signals with three smoothed moving averages based on Williams Alligator settings. A short entry requires the averages to be ordered in a bearish alignment,…

EquitiesMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This indicator extends standard Ichimoku charting with tools for examining time cycles, swing structure, waves, and projected price targets. It plots the Ichimoku lines and cloud, detects swing highs and lows, and lets users define time-cycle events using…

Technical indicatorsTrend followingBreakout
TradingView scripts

This strategy combines a SuperTrend direction signal with regime detection, a weighted confluence score, entry filters, and configurable position and exit controls. It estimates volatility relative to its moving average and uses ADX to classify conditions as…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

Pine3D is a Pine Script library for constructing and rendering three-dimensional scenes inside TradingView. Its lower-level tools represent vectors, polygon meshes, cameras, lights, labels, lines, and polylines; a higher-level layer provides…

Technical indicatorsMulti-asset
TradingView scripts

This document describes a long-only backtest built around WaveTrend oscillator crossovers. The oscillator uses a selectable price source, channel and averaging lengths, and either simple or exponential smoothing for its signal line. A crossover upward can…

BacktestingTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy uses the Choppiness Index to identify directional states and combines those conditions with optional ADX filtering for entries. It calculates the index from summed true range relative to the period’s high-low range, then smooths it. Readings at…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This document contains a large, composite Pine Script that brings together several technical studies and intraday signal components. Visible sections calculate MACD, an exponential moving average, smoothed moving averages modeled on the Alligator indicator,…

Technical indicatorsBreakoutVolatilityExecution
TradingView scripts

This short-only Bitcoin strategy combines an overbought Stochastic RSI reversal with directional and volatility filters. It identifies a recent move above the overbought threshold, then requires the smoothed K line to cross back below that threshold and sit…

CryptoTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy looks for bullish or bearish fair value gaps, defined by a gap between the current candle and the candle two bars earlier. A qualifying gap must also have a candle moving in the gap’s direction and, by default, a range at least as large as an…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This strategy combines several layers to seek directional entries. A volatility-adjusted moving-average regime classifies bullish or bearish trends, while Bollinger Band width distinguishes compression from other volatility states. A displacement signal…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This intraday strategy trades during a configurable overnight window in Eastern Time, with weekday selection and a forced close at the session end. It uses fast and slow EMA crossovers for direction, then filters entries with RSI. A short preference can…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

The strategy combines Fibonacci retracement levels at 23.6%, 50%, and 78.6% with a trend-strength measure called Trend Strength Over Time. Percentile rankings across timeframes are intended to help confirm the direction and strength of a trend around…

CryptoPerpetual futuresTechnical indicatorsVolatility
TradingView scripts

This strategy enters long when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly bars. The trader can enable either or both breakout levels. Entries are allowed only while flat, and the signal…

BreakoutTrend followingTechnical indicatorsVolatility
TradingView scripts

This price-based mean-reversion strategy looks for a sharp pullback within a bullish regime. A long regime is defined by price above a long EMA; the optional short side applies the reverse condition below that EMA. For a long setup, price must fall a…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This Bitcoin-dollar strategy combines SuperTrend direction with a fast and slow EMA relationship. It opens a long after a bullish SuperTrend flip when the fast EMA is above the slow EMA, or after a bullish EMA crossover while SuperTrend is already bullish;…

CryptoTrend followingMomentumTechnical indicators