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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 breaks each chart candle into lower-timeframe candles and displays their open-to-close bodies as colored boxes. Box colors reflect relative volume within the selected lower-timeframe sample, with the highest-volume body highlighted distinctly.…

Market microstructureExecutionTechnical indicatorsVolatility
TradingView scripts

This indicator converts selected oscillator thresholds into corresponding price levels. Instead of calculating oscillator values from observed prices, it algebraically rearranges the oscillator formulas to estimate which prices would produce chosen upper,…

Technical indicatorsMomentumTrend followingVolatility
TradingView scripts

This strategy defines an opening range over a configurable exchange-local time window, then measures its high-to-low width as a percentage of the opening price. It labels the range small, medium, or large using adjustable thresholds and permits trades only…

BreakoutVolatilityTechnical indicatorsBacktesting
TradingView scripts

This indicator calculates rolling return and risk statistics for a traded instrument and compares returns with a selectable equity benchmark. Inputs control the benchmark, lookback length, return convention, and displayed metric group. Outputs include mean…

StatisticsRisk managementEquitiesBacktesting
TradingView scripts

This strategy combines crossovers between Hann-filtered price series with market-structure signals. It tracks swing highs and lows, flags breaks of those levels, and uses a structural trend state to avoid entries against a confirmed direction. An ADX range…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy looks for regular-session moves beyond the day's premarket high or low. It uses the Average Directional Index (ADX) and Bollinger Band width to screen out weak or quiet conditions, and calculates stop and target levels from either Average True…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

This TradingView strategy combines a weighted directional reading of recent price changes with trend, momentum, volume, and volatility filters. It also scores bullish and bearish bias using VWAP, RSI, MACD, EMA alignment, ADX, volume, and a confirmed…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This TradingView strategy seeks long entries when price closes below the lower Bollinger Band and the 14-period RSI is below 30. The bands use a 10-period simple moving average as their basis and a two-standard-deviation width. A position is closed when…

Technical indicatorsMean reversionVolatility