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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
WonderTrader
14 documents
Alphalens
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

7,910 documents

Strategy library

The document proposes a curve intended to flag price highs, lows, and inflection points. It computes short-window averages and dispersion measures from recent price changes, selects the window with the greatest calculated dispersion, and combines that…

CryptoFuturesTechnical indicatorsStatistics
Strategy library

This strategy uses moving-average relationships to trade both directions. It describes a 13-period EMA crossing a 33-period EMA as the long or short entry signal, with a 13-period EMA crossing back below the 33-period EMA to exit longs and rising above a…

CryptoFuturesTrend followingMomentum
Strategy library

The strategy uses a 14-period RSI to identify potential reversals: it shorts when RSI crosses above 70 and goes long when RSI crosses below 30. It exits positions on opposing RSI signals or through a trailing stop set 3% from the close. A stated 20% profit…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

The described approach combines two exponential moving averages with an Arnaud Legoux Moving Average (ALMA). A crossover between the faster and slower EMA supplies a potential directional signal, while price relative to ALMA acts as a trend filter: long…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy opens a long position when a candle's low reaches a specified percentage below its open. It then places a profit target at a fixed percentage above the average entry price and uses a trailing offset to manage the exit. The documented defaults…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This system uses a 9-period and 21-period simple moving average crossover to signal long or short positions. It only opens a position when ADX is above its stated threshold, indicating directional strength, and the Choppiness Index is at or below its…

CryptoTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy combines Supertrend direction, a 50-period EMA trend filter, RSI confirmation, and an ATR-based volatility condition to generate long and short entries. The described setup uses a 14-period ATR compared with its 50-period moving average, or a…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

T-Step LSMA is a trend indicator that smooths price, adapts a step-like baseline to price movement, and fits a least-squares line to that baseline. Its efficiency-ratio term and cumulative movement determine how readily the baseline advances, while a…

Technical indicatorsTrend followingFuturesBacktesting
Strategy library

This long-only trend-following strategy enters when a short-period moving average crosses above a longer-period average. It exits when the closing price crosses below a separate exit average. Traders can select periods and smoothing methods for the entry and…

Trend followingTechnical indicatorsFuturesBacktesting
Strategy library

This strategy combines pivot-based fractal levels, ATR, and a simple moving average to set up adaptive grid trades. It identifies local highs and lows, then places prospective limit entries at levels offset from those pivots by ATR multiples. A volatility…

Grid tradingVolatilityTechnical indicatorsFutures
Strategy library

This short-term strategy combines three two-candle patterns: engulfing, harami, and harami cross. It classifies each bar by whether it rose, fell, or closed unchanged, then compares candle bodies and ranges to detect bullish or bearish patterns. Traders can…

Technical indicatorsEquitiesFuturesBacktesting
Strategy library

The narrative describes a BTC/USDT trend strategy centered on a range filter, whose middle line is derived from smoothed price movement. A sustained move through that line is treated as a breakout; RSI is described as an overbought or oversold check, moving…

CryptoFuturesBreakoutTrend following
Strategy library

This trend-following approach builds an upper and lower price band from a simple moving average plus or minus an ATR-based range. It looks for price to cross beyond a band, then uses an exponential moving average to check whether the breakout agrees with the…

FuturesBreakoutTrend followingTechnical indicators
Strategy library

This strategy seeks long entries after a bullish engulfing pattern appears in a downtrend. The setup is described as a small bearish candle followed by a bullish candle whose body engulfs the prior body and whose close exceeds the previous high. Trend…

Technical indicatorsEquitiesFuturesRisk management
Strategy library

The strategy records the high and low of the third three-minute candle after the market opens, then uses subsequent price breaks to set up long or short trades. Its description sets a 100-point profit target and calls for positions to close at the end of the…

FuturesBreakout
Strategy library

This trend-following system combines Renko charts, a UT Bot-style adaptive ATR trailing stop, EMA crossovers, and an ADX directional filter. The stop distance changes with volatility, while EMA and stop-line crossovers provide candidate long or short…

Trend followingMomentumTechnical indicatorsVolatility
Strategy library

This strategy follows trends using EMA bands calculated from candle highs and lows. It enters long when price breaks above the high EMA band and short when price breaks below the low band, then ordinarily exits after price crosses the opposite band. A second…

Trend followingBreakoutMean reversionTechnical indicators
Strategy library

This short-term strategy combines a price channel, a two-bar fast RSI, and recent candle direction to generate long and short entries. The channel uses the highest and lowest closing prices over a configurable period and their midpoint. Trend entries use…

Technical indicatorsMomentumBreakoutRisk management
Strategy library

This strategy combines short and long exponential moving average crossovers with Bollinger Band breakouts. A long signal requires the short EMA to cross above the long EMA while price closes above the upper band; a short signal uses the reverse crossover and…

Technical indicatorsBreakoutTrend followingRisk management
Strategy library

This hourly cryptocurrency strategy uses TD Sequential style counts based on closes relative to the close four bars earlier. It counts consecutive lower closes as a potential long setup and consecutive higher closes as a potential exit setup. The buy…

CryptoTechnical indicatorsMean reversionRisk management
Strategy library

This long-only trend-following strategy enters when a short simple moving average crosses above a longer one. The described periods are 9 and 21, and the strategy sets a profit target 1.5% above the entry price and a stop 1% below it. The accompanying source…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy pairs RSI threshold crossings with candlestick patterns to time entries. It describes buying when RSI rises through 30 alongside a bullish pattern, and shorting when RSI falls through 70 with a bearish pattern. Patterns include single candles…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This strategy combines higher-timeframe trend direction with short-term mean-reversion entries. It uses fast and slow EMAs on a higher timeframe to set a bullish or bearish bias, then applies Bollinger Bands to Heikin-Ashi prices. In an uptrend, a long setup…

Mean reversionTrend followingTechnical indicatorsRisk management
Strategy library

This script builds a strategy around six configurable exponential moving averages, with default lengths of 5, 20, 50, 90, 140, and 200 periods. Users can separately control which averages appear on the chart and which participate in a directional bias…

Technical indicatorsTrend followingMomentumBacktesting