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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 indicator flags a possible reversal when a selected moving average has moved in one direction for a chosen number of bars and then turns. It supports several common moving-average types, including simple, exponential, weighted, volume-weighted, Hull,…

Technical indicatorsMean reversionVolatilityTrend following
TradingView scripts

This chart indicator draws a sequence of expanding circles around selected price and time anchors. Anchors can be confirmed pivot highs or lows, or the start of a daily, weekly, or monthly period. The circle sizes follow a Fibonacci-like recurrence: after…

Technical indicatorsVolatility
TradingView scripts

This strategy looks for a fair value gap (FVG) that forms alongside a break of a confirmed swing high or low. It defines bullish and bearish gaps from a three-bar price pattern, then filters them by the middle candle’s body size and the gap’s size relative…

BreakoutTechnical indicatorsVolatilityRisk management
TradingView scripts

This indicator marks pivot highs and lows, then tracks them as potential market-structure boundaries. Between new pivots, it moves the high boundary down and the low boundary up by an ATR-scaled amount each bar. A price crossing a boundary registers a…

Technical indicatorsBreakoutVolatilityMomentum
TradingView scripts

This strategy uses Bollinger Bands and RSI to seek long or short entries near price extremes, optionally filtered by a long-term exponential moving average. Traders can choose a band-touch entry, which requires price beyond a band with RSI at an extreme, or…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This intraday strategy combines a daily directional bias with prior-day liquidity levels, swing structure, and order blocks. It tracks sweeps of the previous day's high or low, identifies swing points with a five-bar fractal, and marks a market structure…

FuturesUS marketsTechnical indicatorsBreakout
TradingView scripts

This strategy compares the rate of change of eight user-selected symbols and ranks them by recent momentum. It enters a long position on the chart symbol only when that symbol leads the basket and closes above its own prior high over a configurable lookback.…

EquitiesMomentumBreakoutTrend following
TradingView scripts

This strategy seeks short-term crypto trades by requiring several indicators to align. A SuperTrend-style direction change must coincide with a MACD crossover, RSI above or below 50, a Bollinger Band breakout, a volume surge, and sufficient ATR relative to…

CryptoMomentumBreakoutTechnical indicators
TradingView scripts

The strategy seeks reversals by combining rolling high and low levels with an ATR-based trend band and RSI. A breach of a recent extreme activates a tracked level; the adaptive trend state and an RSI reading recently in an overbought or oversold zone…

CryptoMean reversionTechnical indicatorsVolatility
TradingView scripts

This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe. It draws a Fibonacci range from the swing’s start to its extreme and looks for a pullback to the midpoint. Stops are placed beyond the…

FuturesBreakoutTechnical indicatorsBacktesting
TradingView scripts

This strategy tutorial shows how to build a system from three configurable moving averages. Each average can use a different type, source, lookback period, and chart interval. The strategy can trade selected pairwise crossovers, drawing on simple,…

Technical indicatorsTrend followingBacktestingExecution
TradingView scripts

This Pine strategy combines a trend-following system built around TEMA, LSMA, and a longer EMA with separate reversal logic. Trend entries use alignment, volume, trend duration, and strength filters, while ATR-based stops, targets, and time-in-trade limits…

Technical indicatorsTrend followingMean reversionMomentum
TradingView scripts

This strategy turns candle-shape rules into long and short signals. A bullish setup qualifies when the candle body closes in the upper portion of its range; a bearish setup qualifies when the body lies in the lower portion. The threshold is adjustable…

Technical indicatorsStatisticsRisk managementPosition sizing
TradingView scripts

This intraday strategy tracks the high and low of an Asia session, then looks for a sweep beyond one of those boundaries during a configured London window. A sweep sets a direction; entry requires a large directional candle whose body exceeds the 14-period…

ForexTechnical indicatorsBreakoutPosition sizing
TradingView scripts

This strategy uses a crossover between the 9-period and 20-period exponential moving averages to set a directional bias. After a bullish crossover, it waits for price to touch either average and then close on an up candle; after a bearish crossover, it…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This TradingView indicator builds a side-by-side table for five user-selected stocks. It retrieves price and company data such as earnings per share, price-to-earnings, price-to-sales and price-to-book ratios, profit margin, debt-to-equity, and current…

EquitiesTechnical indicatorsStatistics
TradingView scripts

This indicator estimates buying and selling volume within each chart bar by examining lower-timeframe intrabars, then expresses their difference as delta volume and as a share of total intrabar volume. It applies those delta-volume weights to a configurable…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy is intended for a 15-minute XAUUSD chart and takes long positions when a UT Bot trailing-stop signal turns bullish, price is above a higher-timeframe EMA, and ADX exceeds a threshold. Its defaults use a one-hour 200-period EMA, a UT Bot ATR…

CommoditiesTechnical indicatorsTrend followingMomentum
TradingView scripts

This intraday strategy looks for pullbacks toward a daily session VWAP, then enters in the direction of a trend. A trend requires price to remain on the appropriate side of VWAP and a volatility-scaled EMA slope to point the same way; an EMA50 price filter…

Technical indicatorsTrend followingMomentumFutures
TradingView scripts

This open-source strategy is designed for a one-hour chart and combines SuperTrend direction changes with an ADX strength filter and an optional four-hour SuperTrend alignment check. It enters long or short when the one-hour SuperTrend flips direction,…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This indicator places selected company financial data beside a price chart in a configurable table. Its available measures span income statements, balance sheets, cash flows, financial and operating statistics, and calculated valuation metrics. Users can…

EquitiesFactor investingStatisticsTechnical indicators
TradingView scripts

This rules-based framework compares a charted stock with a configurable sector ETF using a price ratio and a moving average of that ratio. It combines relative performance with a fast and slow exponential moving average on the stock itself: long signals…

EquitiesMomentumTrend followingRisk management
TradingView scripts

This indicator adapts a simple k-nearest-neighbors idea to a price series. It compares adjacent observations across a configurable window using absolute price differences, selects values according to a distance-based rule, and averages the resulting…

Machine learningStatisticsTechnical indicators
TradingView scripts

This strategy identifies bullish or bearish market structure breaks by detecting price crossings of recent pivots, with a momentum z-score filter. On a break, it searches recent bars for an opposite-colored candle and uses that candle’s high and low to…

FuturesBreakoutMomentumRisk management