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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

This strategy combines a conventional ATR-based SuperTrend with a nearest-neighbor filter and trailing take-profit and stop-loss levels. It keeps historical SuperTrend values that match the current direction and fall within distance bounds derived from…

Trend followingMachine learningMomentumTechnical indicators
TradingView scripts

The indicator estimates how much of each volume bar reflects demand or supply using the candle’s shape, then smooths both estimates with weighted moving averages. For an upward candle, its formula allocates more volume to demand; for a downward candle, more…

Technical indicatorsStatisticsEquities
TradingView scripts

This strategy combines opening-range breakouts with VWAP, RSI, and an estimated order-flow filter. Traders can choose fixed, multiple fixed, or rolling opening ranges, then require a breakout retest and configurable VWAP or RSI alignment. The order-flow…

BreakoutTechnical indicatorsRisk managementExecution
TradingView scripts

This oscillator divides cumulative OHLC4 contributions from up candles and down candles by the corresponding total OHLC4 contribution, then expresses each share as a percentage. It can calculate over the entire available history or over a rolling window…

Technical indicatorsStatisticsTrend following
TradingView scripts

This script is a configurable framework for long and short strategies, rather than a single defined trading signal. It provides up to six condition steps per direction, with selectable data sources, comparison rules, optional fixed values, and logic for…

Risk managementPosition sizingExecutionBacktesting
TradingView scripts

This indicator estimates a volume profile across price levels and plots the level with the greatest assigned volume as the Point of Control (POC). Users can reset the calculation daily, weekly, or after a chosen number of bars. The price increment can be…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy looks for Harami candle bodies after the preceding candle reaches an outer Bollinger Band. It calculates bands from the chart’s open, high, low, and close values, using a configurable moving-average length and deviation multiplier. A bullish…

Technical indicatorsMean reversionBacktesting
TradingView scripts

This long-only strategy combines trend, volume, and price breakout conditions. It defines the trend as a faster exponential moving average above a slower one, then requires price to close above the prior twenty-bar high with volume exceeding its twenty-bar…

BreakoutMomentumTechnical indicatorsRisk management
TradingView scripts

This Pine Script library collects reusable calculations for a broad set of technical analysis and trading functions. Its exports include moving averages and oscillators, trend and volatility tools, channel and stop calculations, fractal detection, percentage…

Technical indicatorsStatisticsVolatilityMomentum
TradingView scripts

This strategy turns two candlestick shapes into long and short trades. A hammer is defined here as a bearish candle with a lower wick at least a specified fraction of its body, a limited upper wick, and a minimum body size relative to the full range. A…

Technical indicatorsMean reversionBacktesting
TradingView scripts

This TradingView indicator builds a live visualization of recent price-changing volume. When volume increases and price changes, it treats the volume difference as directional flow, assigning a positive or negative sign according to the price move. It groups…

Market microstructureTechnical indicatorsExecution
TradingView scripts

This strategy fades price breaks beyond Keltner Channel boundaries when Bollinger Bands are contained within the channels, a condition treated as a squeeze. It enters short after an upside break and long after a downside break, reversing the breakout…

Mean reversionBreakoutTechnical indicatorsVolatility
TradingView scripts

The dashboard combines market structure, trend, and context information in configurable panels. Its market-structure view can display EMA trend, swing highs and lows, structure, order blocks, and fair value gaps. Additional panels summarize the current…

Technical indicatorsTrend followingMarket microstructureVolatility
TradingView scripts

This strategy trades gold during a configured Asia session, using VWAP as the intraday trend reference. It looks for price to approach a narrow band around VWAP while price remains on the trend side of VWAP; an optional candle close back across VWAP confirms…

CommoditiesFuturesTrend followingTechnical indicators
TradingView scripts

The indicator projects a mean path and up to three pairs of upper and lower deviation lines from a chosen chart anchor. It estimates deviations from a user-selected lookback using standard deviation, Laplace deviation, or absolute deviation, with average or…

Technical indicatorsVolatilityStatistics
TradingView scripts

The indicator classifies market conditions as upward, downward, or sideways. It first checks for sideways conditions using two optional filters: ATR at or below its moving average, and ADX at or below a user-set threshold. If neither filter flags a sideways…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This strategy uses smoothed moving averages of highs and lows to define a price channel. A close above the upper band or below the lower band creates an initial directional signal. A following candle confirms the move by closing beyond the same band while…

EquitiesTechnical indicatorsBreakoutRisk management
TradingView scripts

Technical Rank compares the price strength of a selected group of securities using weighted indicators across long-, medium-, and short-term horizons. The calculation combines distance from long- and medium-term moving averages, rates of change, the slope of…

EquitiesTechnical indicatorsMomentumFactor investing
TradingView scripts

The strategy applies the market-profile idea of an open drive: a persistent directional move during the first 30 minutes after the cash-market open. It evaluates this behavior on 30-minute bars and identifies setups at specified opening times, primarily…

FuturesMomentumBreakoutMarket microstructure
TradingView scripts

This strategy defines a fair-price zone from the open-close body of selected time-of-day anchor candles. After price moves beyond the zone, it waits for a break of the latest three-candle wick swing structure back toward the zone. A bearish break can trigger…

FuturesTechnical indicatorsMean reversionBreakout
TradingView scripts

This MGC futures strategy combines candle structure, relative volume, trend, and trading-session filters to produce entries. A bullish setup requires an up candle whose range covers the prior candle’s range and whose close exceeds the prior open; the bearish…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This Pine Script library supplies color utilities for chart indicators and visualizations. It converts between RGB and HSV or HSL representations, constructs colors from those components, and limits hue, saturation, lightness or value, and alpha inputs to…

Technical indicatorsStatistics
TradingView scripts

This TradingView indicator looks for unusually high volume in lower-timeframe candles and combines those events into a signed Microburst Score on the chart timeframe. It uses a separate EMA volume baseline for each enabled trading session, then checks…

Technical indicatorsMarket microstructureStatisticsRisk management
TradingView scripts

This indicator estimates buying and selling volume at price levels within each chart bar, then displays the resulting volume distribution, delta, and value area. It builds rows across the bar’s price range and allocates lower-timeframe volume to rows…

Market microstructureStatisticsTechnical indicators