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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 analysis script is designed to compare oscillator inputs and several rule families in a strategy backtester. It constructs composite RSI and stochastic readings by averaging multiple short and longer lookback values, then blends those groups using…

Technical indicatorsMean reversionMomentumBacktesting
TradingView scripts

This strategy builds trades around a New York opening range, using a breakout above or below the range, optionally after a retest. Signals can be filtered or scored with higher-timeframe EMA direction, market-structure breaks, liquidity sweeps, order blocks,…

FuturesBreakoutMomentumTechnical indicators
TradingView scripts

This strategy calculates the Accelerator Oscillator as the difference between the Awesome Oscillator and a short moving average of that oscillator. The Awesome Oscillator itself is represented by the difference between fast and slow simple moving averages of…

MomentumTechnical indicatorsBacktesting
TradingView scripts

The strategy turns a volatility-scaled measure of distance from an exponential moving average into directional signals. It divides the close-to-EMA distance by a multiple of ATR, smooths that reading, and enters long or short when it crosses a selected…

FuturesMomentumVolatilityTechnical indicators
TradingView scripts

This strategy uses repeated prices at adjacent candle extremes as a setup. Two successive equal lows form a potential long pattern, while two successive equal highs form a potential short pattern. It enters at the close of the next candle when that candle…

Technical indicatorsRisk managementBacktesting
TradingView scripts

This strategy combines lower-timeframe trend structure with a higher-timeframe bias filter. It defines direction using fast, slow, and trend EMAs, then looks for entries on pullbacks that reclaim the slow EMA or VWAP, or on breaks beyond recent highs or…

Trend followingBreakoutTechnical indicatorsMomentum
TradingView scripts

This strategy combines a Supertrend direction signal with RSI as a momentum filter. It opens a long when the Supertrend is bullish and RSI is above its midpoint, and opens a short when the Supertrend is bearish and RSI is below that level. The example sets…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short and long moving averages of daily hashrate. In the default configuration, a 30-day average crossing above a 60-day average opens a long position, interpreted as…

CryptoTechnical indicatorsTrend followingStatistics
TradingView scripts

This strategy uses a fast and a slow exponential moving average to define direction: a bullish cross opens a long position, and a bearish cross opens a short. The example uses 9- and 21-period averages. Each entry receives a stop at the low or high of the…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy enters after the previous candle shows a dominant wick, using ATR to require sufficient total wick size and a minimum candle body to filter dojis. An upper wick that exceeds the lower wick by the configured ratio triggers a long entry; the…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This strategy tracks external swing highs and lows to set a directional bias, then uses shorter internal pivots to identify pullback anchors. In an uptrend, it defines a retracement zone from the latest external high toward an internal low; in a downtrend,…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator combines short- and longer-term swing structure with Fibonacci retracement levels. Users can choose source data or highs and lows, set separate lengths for the two trend views, and select which detected swing points anchor each line. The…

Technical indicatorsTrend followingStatisticsBacktesting
TradingView scripts

This strategy combines a Triple Exponential Moving Average (TEMA) with a MACD-style filter to generate long and short signals. TEMA is calculated from three successive exponential averages of closing prices. The filter subtracts a slower EMA from a faster…

CryptoMomentumTrend followingTechnical indicators
TradingView scripts

This strategy calculates Supertrend bands from Heikin Ashi highs, lows, closes, and ATR. Its direction state changes when the Heikin Ashi close crosses the prior band, providing bullish or bearish trend signals. The document describes default settings…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy identifies potential ABCD harmonic patterns from a sequence of swing points detected with regular or Bill Williams fractals. It converts the pivots into a ZigZag sequence, then checks whether the retracement from A to B falls within a specified…

Technical indicatorsBreakoutMean reversionBacktesting
TradingView scripts

This strategy combines swing-structure breaks with a recent fair value gap (FVG) and a moving-average trend filter. A bullish signal requires price to cross above the latest pivot high, a bullish gap to have appeared within the configured lookback, and price…

FuturesBreakoutTrend followingRisk management
TradingView scripts

This script overlays a volume-weighted moving average (VWMA) on a simple moving average (SMA) Bollinger Band basis and describes how to interpret their relationship. Its accompanying explanation treats the VWMA’s position relative to the SMA, when price…

Technical indicatorsVolatilityMean reversionMomentum
TradingView scripts

The strategy builds a price range during the 8:00–8:15 a.m. Eastern session, then fixes its high, low, and midpoint. Between 9:45 and 11:00 a.m., it waits for a close outside the range and enters when price retests the midpoint in the breakout direction. The…

FuturesBreakoutRisk managementPosition sizing
TradingView scripts

This strategy calculates daily floor-trader pivot levels from the previous day’s high, low, and close. It averages those values for the central pivot and derives first resistance and support from the distance between the pivot and the prior day’s range. On…

Technical indicatorsBreakoutFuturesBacktesting
TradingView scripts

This intraday strategy builds price bands around a volume-weighted moving average using a multiple of standard deviation, then combines those levels with a 14-period RSI. It considers a long after price moves below the lower outer band and RSI crosses back…

Technical indicatorsMean reversionVolatilityBacktesting
TradingView scripts

This EURUSD strategy combines Bollinger-style volatility bands with a 200-period exponential moving average and a 14-period RSI. It seeks long entries when price reaches the lower band while remaining above the EMA and RSI is below 45; short entries use the…

ForexMean reversionTechnical indicatorsRisk management
TradingView scripts

This strategy uses candle direction multiplied by volume as a proxy for signed delta. It accumulates separate bullish and bearish imbalance pools, subtracts opposing candle activity from each pool, floors the values at zero, and applies a decay factor so…

Market microstructureTechnical indicatorsRisk managementBacktesting
TradingView scripts

This chart indicator estimates a candle-level volume footprint by requesting lower-timeframe bars and assigning their volume to price levels across the chart candle’s range. It tracks the number of lower-timeframe bars and signed volume assigned to each…

Technical indicatorsMarket microstructureExecution
TradingView scripts

This experimental ETHUSDT strategy maps dates to lunar months using year-specific New Year dates and month lengths. It opens a long position on lunar day five when flat and closes it on lunar day twenty-six when holding a position. The accompanying…

CryptoBacktestingStatisticsPosition sizing