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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 TradingView strategy is described as reversing trades when price reaches extreme levels around VWAP standard deviation bands. The page shows BTCUSDT perpetual chart context and plots multiple bands, but provides no entry thresholds, exit rules, position…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This strategy combines moving-average crossover signals with filters intended to control when trades are allowed. The visible code offers TEMA, Hull, or ALMA smoothing, optional alternate-timeframe signals, and optional Heikin-Ashi prices. It also checks…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This indicator creates a time-based window intended to limit which chart bars a strategy uses for a backtest. The user selects a bar count; the script estimates the corresponding elapsed duration from the chart timeframe, subtracts it from the current time,…

BacktestingStatistics
TradingView scripts

This indicator identifies bullish and bearish fair value gaps (FVGs) using candle data from a selected timeframe. It requires a gap between the current candle and prices two candles back, a confirming close, and a candle body that meets a sensitivity…

Technical indicatorsMarket microstructureStatistics
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover for directional entries, with an optional ADX filter to block new trades when trend strength is low. It describes four ways to set take-profit and stop-loss distances: fixed points, a…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy combines a 200-period exponential moving average with a Wave Trend style oscillator. The oscillator is derived from price’s deviation from an exponential average, normalized by a smoothed measure of that deviation, and smoothed again. A long…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This indicator assigns bullish or bearish daily and optional weekly bias using the previous period’s high and low, the current period’s developing range, and the prior close. A close beyond a previous high or low sets bias toward that level. Other rules use…

Technical indicatorsEquitiesFuturesStatistics
TradingView scripts

This SPY intraday strategy uses crossovers between 5-period and 9-period simple moving averages to signal long and short entries. It requires current volume to exceed the prior bar’s volume and restricts new entries to a morning window from 9:32 to 11:12…

EquitiesOptionsTechnical indicatorsExecution
TradingView scripts

The script is an intraday MNQ strategy that tracks one-minute swing pivots and market structure, then uses the most recently completed five-minute 20- and 50-period EMAs as a trend filter. It enters long after a bearish change of character when the EMA trend…

FuturesTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator implements John Ehlers’s Reflex Oscillator using a two-stage process. It first applies a Super Smoother to the selected price series, estimates a slope across the reflex period, and compares that projected path with observed smoothed values.…

Technical indicatorsMean reversion
TradingView scripts

The Intrabar Efficiency Ratio (IER) compares a chart bar’s close-to-close change with the summed absolute close changes of its lower-timeframe bars. A larger absolute ratio indicates that intrabar movement traveled more directly in the direction of the net…

Technical indicatorsStatistics
TradingView scripts

This strategy uses a seeded pseudorandom-number routine to trigger entries and exits when generated values fall below fixed probability thresholds. Users can enable long or short trading; the script sets position size as a percentage of equity, disables…

StatisticsBacktestingRisk managementPosition sizing
TradingView scripts

This strategy estimates a rolling price mean and standard deviation over a configurable lookback, then calculates a z-score to identify unusually low or high closes. It opens a long when the score falls below the negative entry threshold and a short when it…

Mean reversionTechnical indicatorsStatisticsRisk management
TradingView scripts

This indicator standardizes closing price against its rolling mean and standard deviation, then smooths the resulting z-score with a short exponential average. Its sign supplies a simple bullish or bearish trend state. The change in the smoothed score is…

Technical indicatorsStatisticsMomentumTrend following
TradingView scripts

This TradingView strategy divides a fixed BTCUSDT perpetual-futures price range into configurable levels, using either geometric or arithmetic spacing. It allocates the stated total investment evenly across levels. When a bar closes through an unowned level…

CryptoPerpetual futuresGrid tradingPosition sizing
TradingView scripts

This strategy combines price structure, a smoothed baseline, volatility conditions, and volume-derived delta to generate long and short trades. It scores directional evidence from trend regime, swing highs and lows, volatility expansion, squeeze state, delta…

Technical indicatorsMomentumBreakoutRisk management
TradingView scripts

This gold-oriented strategy looks for two consecutive bullish bars whose volumes exceed a simple moving average of volume. The second bar must also have more volume than the first. When both bars satisfy the conditions, the script opens a long position and…

CommoditiesMomentumTechnical indicatorsBacktesting
TradingView scripts

This TradingView indicator combines volume or open interest dots with liquidation range displays. Users can select how dots are identified: mark many statistical extremes, show extremes within the visible chart area, display the highest value per bar, or…

CryptoTechnical indicatorsMarket microstructureDerivatives pricing
TradingView scripts

This FCPO strategy is designed around specified market sessions and configurable presets for shorter and longer chart intervals. Its stated approach combines momentum entries with an ATR volatility floor and ceiling, minimum candle body size and…

CommoditiesFuturesMomentumBreakout
TradingView scripts

This XAUUSD scalping strategy combines an ATR-based trailing stop crossover with several confirmation filters. It requires alignment between fast and slow exponential averages on the chart timeframe and a higher timeframe, sufficient ADX, matching SuperTrend…

CommoditiesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy uses a rolling price channel to define potential breakout levels. It calculates the channel ceiling from the highest high and the floor from the lowest low over a configurable lookback, set to 21 bars by default. It then submits stop entries at…

EquitiesBreakoutTechnical indicatorsPortfolio construction
TradingView scripts

This Pine library provides reusable geometry operations for chart-based scripts. It defines point, line, polygon, and circle types, plus sorting modes and scalar helpers for trigonometry, angle calculation, distance, interpolation, and integer ratios. Point…

Technical indicators
TradingView scripts

This Bitcoin scalping strategy uses a T3 moving average, calculated from a cascade of six exponential averages, as a smoothed price reference. It opens a long position when closing price crosses above the T3 line and a short position when price crosses below…

CryptoTechnical indicatorsMomentumRisk management
TradingView scripts

This FCPO crude palm oil futures strategy combines five entry filters: price relative to EMA20 sets directional bias; MACD line versus signal line supplies momentum direction; KDJ J readings identify oversold or overbought conditions; Heikin Ashi and regular…

FuturesCommoditiesTechnical indicatorsRisk management