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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 strategy combines a session-reset VWAP with RSI thresholds and a broad market trend filter. It enters long when price is below VWAP, RSI is oversold, volatility clears an ATR-to-price threshold, and the selected market proxy is above its daily 200-day…

Mean reversionTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator collects lower-timeframe data inside each chart bar and presents it in several linked views. Users can choose a price representation, such as traditional candles, Heikin-Ashi, Renko, or Point and Figure, and select technical or volume-based…

Technical indicatorsMarket microstructureExecution
TradingView scripts

This indicator measures potential divergence between a price series and RSI across a configurable range of lookback lengths. For each length, it checks whether price and RSI move in opposite directions and rejects cases where the straight line between the…

Technical indicatorsMomentumStatistics
TradingView scripts

This chart indicator plots three independently configured moving averages. For each, users can select a period, source, calculation type, timeframe, and candle construction, including Heikin-Ashi and several synthetic chart types. The available calculations…

Technical indicatorsTrend followingStatistics
TradingView scripts

This intraday strategy seeks pullbacks that resume the prevailing direction. A long setup requires price above a trend EMA, a move below a faster EMA followed by a reclaim, and RSI above a threshold. Shorts reverse those conditions. An optional VWAP filter…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines one-hour swing levels with five-minute entry conditions. It marks confirmed pivot highs and lows, then treats a wick beyond a prior swing followed by a close back inside that level as a bullish or bearish mitigation. After mitigation,…

FuturesForexBreakoutRisk management
TradingView scripts

This indicator adapts on-balance volume by deciding whether to add, subtract, or leave volume unchanged according to the direction of Heikin-Ashi closes. It then compares the cumulative series with fast, medium, and slow exponential moving averages, using…

Technical indicatorsTrend followingMomentum
TradingView scripts

This long-only strategy looks for a volatility contraction while a broad moving-average trend filter is bullish, then places a stop entry above a recent high to seek a breakout. The trend filter requires price and moving averages to be ordered bullishly,…

BreakoutTrend followingVolatilityTechnical indicators
TradingView scripts

This Pine library implements chart-pattern scanning and drawing from Zigzag pivot points. It represents patterns with pivot arrays, paired trend lines, and drawing properties, and includes pattern families such as channels, wedges, triangles, flags, and…

Technical indicatorsBreakoutStatistics
TradingView scripts

This strategy takes long positions after four consecutive candles close above their opens, provided the latest close is above the SuperTrend line and the strategy has no open position. It requires the signal bar to be confirmed, which avoids acting on a…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This TradingView indicator fits a linear or quadratic regression curve over a selected price window, then plots parallel levels around the fitted path. Standard deviation bands provide additional channel references. The curve, band spacing, and profile…

Technical indicatorsStatisticsVolatilityMarket microstructure
TradingView scripts

The document describes a grid strategy that shifts a baseline when price moves by a chosen amount, enters in the direction of that shift, and places a profit target and stop one grid step away. It pairs this structure with either martingale sizing, which…

Grid tradingPosition sizingRisk managementBacktesting
TradingView scripts

This script plots a rolling highest high and lowest low using separately configurable lookback periods, then calculates four intermediate Fibonacci retracement levels between those extremes. It also labels the range endpoints and retracement ratios, drawing…

Technical indicatorsStatistics
TradingView scripts

This strategy builds an opening range during a configurable period after the New York market open, then looks for a breakout confirmed by consecutive closes above the range high or below its low. It allows weekday filters and contract sizing, and enters at…

FuturesUS marketsBreakoutRisk management
TradingView scripts

This indicator draws selected higher-timeframe candles beside the current chart, reconstructing each candle’s open, high, low, and close from lower-timeframe bars. It adds buy and sell volume profiles across price rows, with options for split or stacked…

Technical indicatorsMarket microstructureFutures
TradingView scripts

This Bitcoin-focused trend strategy uses an ATR-based Supertrend flip as its directional trigger and a long-period EMA as a trend filter. It takes long signals when the Supertrend turns upward and price is above the EMA, and short signals when it turns…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator groups upward and downward opening gaps, as well as unusually large close-to-close moves, into percentage-size bins. For each direction and bin, it tracks event frequency and averages related price changes. Gap statistics include the intraday…

EquitiesStatisticsEvent-driven
TradingView scripts

This strategy combines a volatility-buffered regime line with several filters to qualify directional entries. It smooths an efficiency ratio and uses it to adjust both the number of bars needed to confirm a regime change and the range threshold. ADX,…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines EMA comparisons across very short and longer timeframes to seek directional entries. A crossover between the 15-second and 5-minute EMA bands triggers a setup, while 5-second versus 1-minute alignment, a 15-minute trend check, and…

Technical indicatorsTrend followingRisk management
TradingView scripts

This strategy uses the slopes of a fast and a slow simple moving average to define direction. It signals long when both averages rise and short when both fall, with an optional additional filter based on the slope of another moving average. Traders can…

Trend followingTechnical indicatorsFuturesRisk management
TradingView scripts

This strategy looks for concurrent price and volume breakouts, using the prior rolling highs and lows as reference levels. A long signal occurs when the close exceeds the previous price high and volume exceeds its previous rolling high, provided price is…

BreakoutMomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy enters a long position when the close falls below the lower Bollinger Band and RSI is below its oversold threshold. It enters short when price closes above the upper band while RSI is above its overbought threshold. The script calculates a…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy builds a signal from ordinary least squares applied to a selected price series and a generated auxiliary series, then passes the result through a Karobein oscillator filter. Changes in the filtered prediction define long and short conditions.…

ForexTechnical indicatorsBacktestingTrend following