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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,976 documents

TradingView scripts

GAVAD measures each bar's close-to-close percentage change, scales it by a configurable multiplier, and compares the result with a signal threshold. When the scaled change meets or exceeds the threshold on two consecutive bars, the script triggers a short…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This swing-trading strategy combines a 200-period exponential moving average with a SuperTrend indicator using a 10-period setting and a multiplier of 5. It opens a long when SuperTrend indicates an upward direction, price is above the EMA, and the EMA is…

Trend followingTechnical indicatorsEquitiesRisk management
TradingView scripts

This Bitcoin-focused system combines a modified MACD-style signal, a long-period RSI filter, and a price midpoint calculated from the recent high and low range. It uses the difference between 15- and 30-period EMAs, smoothed by a 9-period EMA; long and short…

CryptoTechnical indicatorsMomentumPosition sizing
TradingView scripts

This indicator evaluates a grid of Supertrend settings formed by varying ATR length and multiplier across ten values each. For every combination, it tracks trend reversals as hypothetical entries and exits, records trades and wins, and calculates selectable…

Trend followingTechnical indicatorsBacktestingStatistics
TradingView scripts

The strategy tracks recent pivot highs and lows, changing its directional state when price closes beyond the latest relevant pivot. It defines an imbalance candle as one whose body exceeds a specified share of its full range. A bullish candle creates a…

Trend followingBreakoutMomentumTechnical indicators
TradingView scripts

This script generates trade signals when a configurable short moving average crosses a longer one. It can use exponential, simple, or smoothed averages. Signals are filtered by Bollinger Band width and position relative to the middle band, RSI, MACD,…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy requires a single candle to cross both an exponential moving average and a selected pivot level. A bullish candle must open at or below both levels and close above them; the short setup reverses those conditions. Pivot levels can use Fibonacci…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy adapts the Squeeze Momentum indicator into long and short trading rules. It compares Bollinger Bands with Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum value to indicate direction and whether momentum…

CryptoMomentumVolatilityTechnical indicators
TradingView scripts

This strategy seeks pullbacks within a strong trend. It defines direction with a long-period exponential moving average and directional indicators, requiring the average directional index to exceed a threshold. A confirmed pivot low can trigger a long entry…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This TradingView strategy combines a range filter with configurable entries, volume checks, and trade management. It can enter when price crosses the filter’s middle line or moves beyond its bands; an optional midpoint-pass method adds another entry type.…

Technical indicatorsRisk managementVolatilityMomentum
TradingView scripts

This educational example explains how a Pine Script strategy can model leveraged position sizing and broker margin requirements. For percent-of-equity sizing, the author describes scaling the order percentage by the leverage multiple: using 3000% represents…

Risk managementPosition sizingBacktestingTechnical indicators
TradingView scripts

This strategy combines a fast and slow exponential moving average with rolling support and resistance levels. By default, the 9-period EMA above the 20-period EMA permits long breakouts, while the reverse alignment permits shorts. Resistance is the highest…

BreakoutTechnical indicatorsTrend followingRisk management
TradingView scripts

This strategy turns post-earnings announcement drift into a rules-based equity signal. It compares reported earnings per share with the estimate, expressing the difference as a percentage of the estimate’s absolute value. A surprise must exceed a…

EquitiesEvent-drivenMomentumBacktesting
TradingView scripts

This MNQ strategy defines the opening range from the first 15-minute bar beginning at 9:30 a.m. New York time and tracks the overnight high and low from 6:00 p.m. through 9:29 a.m. It arms a direction when a candle closes beyond the opening range and, by…

FuturesBreakoutExecutionRisk management
TradingView scripts

This indicator organizes company fundamentals into configurable tables covering profitability and valuation, financial health, performance, and advanced analytics. It retrieves quarterly or annual financial data and can display a selected metric as a chart…

EquitiesFactor investingStatistics
TradingView scripts

This strategy treats the recent high-low range of RSI as a measure of momentum compression. It ranks that range against its own history and marks unusually narrow ranges as squeezes. If a squeeze occurred recently, a move above the prior RSI range can…

MomentumBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy script backtests a grid whose levels can be spaced arithmetically or geometrically around a reference price. It supports neutral, long-only, and short-only modes, with entries triggered by level crossings or pullbacks. Users can set a test…

Grid tradingBacktestingPosition sizingRisk management
TradingView scripts

This strategy combines a momentum reading, calculated as the change in a selected price source over a lookback, with a fast-minus-slow moving-average difference. It subtracts that MACD-like difference from momentum to form a delta series. A cross above zero…

MomentumTechnical indicatorsBacktesting
TradingView scripts

This indicator provides reusable drawing functions for a semicircular gauge in a separate chart pane. It maps a normalized value from zero to one hundred onto a needle, and lets users draw colored sectors, tick marks, labels, a baseline, and a title. Inputs…

Technical indicators
TradingView scripts

This strategy places limit orders at the prior bar’s VWAP while using the previous close relative to that VWAP to select long or short direction. The limit level updates as new bars form, creating a rolling entry reference. Inputs let users enable either…

Technical indicatorsMean reversionExecutionRisk management
TradingView scripts

This Pine strategy combines five configurable ICT/SMC-style entry modules: acceptance and rejection around pivot support or resistance, swing failure patterns at prior weekly extremes, higher-timeframe liquidity, displacement, and fair value gaps. The…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This strategy enters long when the Know Sure Thing momentum line crosses above its signal line, while price is above both a configurable long-term moving average and the Williams Alligator jaw. An optional Choppiness Index filter blocks entries when the…

MomentumTrend followingTechnical indicatorsVolatility
TradingView scripts

This simple rule takes a long position when the current bar opens above the previous bar's open and a short position when it opens below it. The script uses a trailing exit and configures orders at a percentage of equity, with commission included in its…

MomentumTechnical indicatorsExecutionBacktesting
TradingView scripts

This long-only strategy tracks recent structure highs and lows, then looks for a low sweep followed by recovery and a close above the previously recorded structure high. After that breakout, it places a limit entry at either a chosen Fibonacci retracement of…

Technical indicatorsBreakoutPosition sizingRisk management