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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

7,910 documents

Strategy library

This trend-following strategy combines T3, a Fibonacci-parameterized T3 variant, and the MavilimW weighted moving average. Depending on which components are enabled, entries and exits use price crossings, crosses between the two T3 lines, or agreement among…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This strategy defines consolidation on a four-hour chart and seeks entries on a five-minute chart after a breakout and retest. It uses the prior 12 higher-timeframe bars to form a range, requires a strong breakout candle and a buffer beyond the range, and…

CryptoFuturesBreakoutTrend following
Strategy library

This short-term system combines price levels, volume-weighted average price, and Stochastic RSI. Its stated logic looks for alignment among breaks of pivot or Fibonacci support and resistance, VWAP and average-price crosses, and Stochastic RSI crosses before…

CryptoFuturesTechnical indicatorsBreakout
Strategy library

This strategy combines a 14-period RSI with short- and medium-term simple moving averages to seek entries when momentum and trend conditions coincide. Its stated rules use a 9-period average crossing a 50-period average, with RSI below 30 for longs and above…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This automated spot-trading script describes a long-only approach using MACD and price conditions. It checks for enough historical bars, then enters when the MACD difference is positive and the histogram moves above a configured threshold after being below a…

Technical indicatorsMomentumExecutionRisk management
Strategy library

This strategy compares two linear regression curves calculated from closing prices: a 100-day curve and a 150-day curve. It signals a long position when the shorter curve crosses above the longer one and a short position when it crosses below. The shorter…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This short-only strategy for BCH perpetual futures seeks to fade overbought price spikes. Its entry signal is a 9-period RSI on a five-minute timeframe crossing down through 80. After the initial short, it can add up to three averaging orders at fixed…

CryptoPerpetual futuresMean reversionTechnical indicators
Strategy library

This trend-following strategy aims to stay long during sustained price advances. It enters after a weighted moving average has risen for five consecutive days and exits after it has fallen for four consecutive days. The document says that counting…

FuturesCryptoTrend followingMomentum
Strategy library

This strategy uses a short and long simple moving average to generate directional trades. The description presents a 30-day average crossing a 200-day average as the long or short signal, with a fixed 40,000-point stop and target and a reversal when the…

CommoditiesFuturesTrend followingTechnical indicators
Strategy library

This strategy combines RSI thresholds with a restricted trading window and staged position entries. It uses a 14-period RSI, with oversold and overbought levels of 30 and 70, and the source sets the default window to hours 2 through 4. Initial long or short…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This long-only strategy uses the Relative Strength Index to seek rebounds after oversold readings. It calculates RSI over a configurable period, with a stated default of 14, and enters when RSI crosses back above the oversold threshold, whose default is 30.…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This TradingView strategy identifies potential ABCD chart patterns from a sequence of fractal swing highs and lows. It calculates retracement and extension ratios for the legs, accepting an intermediate retracement from 0.382 to 0.886 and a final leg ratio…

Technical indicatorsBacktestingRisk management
Strategy library

This script implements a basic one-sided grid for a spot-style exchange interface. It places a limit buy below the current price, or below a user-specified starting price, using a configured price interval. The buy size is calculated as a percentage of the…

Grid tradingExecutionRisk managementSpot markets
Strategy library

This scalping approach calculates a linear regression estimate and places upper and lower trigger levels around it using a configurable price gap. It buys when the close falls below the lower level and sells short when the close rises above the upper level,…

FuturesHigh-frequency tradingTechnical indicatorsMean reversion
Strategy library

This strategy uses a moving-average centerline and range-based upper and lower bands to identify price breakouts. It combines channel signals with directional movement readings and a trend filter: the described long setup requires price to cross above the…

FuturesBreakoutVolatilityTechnical indicators
Strategy library

This Pine Script strategy combines breakout entry logic with a configurable time window. Its inputs set the breakout lookback, define the allowed hours and minutes for trading, and provide chart display options. The script also exposes risk controls:…

BreakoutTechnical indicatorsRisk managementPosition sizing
Strategy library

This controller configuration describes a Bollinger Band based directional signal. It obtains candle data for a configurable exchange, trading pair, and interval, defaulting the data source to the trading connector and pair when those fields are left empty.…

Technical indicatorsMean reversionFutures
Strategy library

This Chinese-language example describes an automated hedge between OKX and Binance perpetual futures. It reads signed position sizes and quotes from both venues, tracks progress toward a requested amount, and uses an opening spread threshold to trigger…

CryptoPerpetual futuresArbitrageExecution
Strategy library

This example demonstrates adding futures subscriptions for an equity index and a metal with extended market hours. It applies an expiration filter to each futures chain, then inspects available contracts and selects one whose expiry is more than 90 days…

FuturesCommoditiesExecutionRisk management
Strategy library

This backtesting system places a limit entry at a configurable percentage above or below a selected price reference, depending on whether it is set to trade short or long. Once a position is open, it cancels the initial exit orders and sets profit-taking and…

BacktestingRisk managementPosition sizingFutures
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover to identify short-term direction, with price relative to a 200-period SMA as a broader trend check. Long entries also require RSI above 50 and price above the Bollinger middle band;…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This strategy combines fast and slow EMA crossovers with MACD crossovers, using RSI thresholds to filter entries. A long signal occurs when either the fast EMA crosses above the slow EMA or MACD crosses above its signal line, while RSI is above the oversold…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy combines a 200-period EMA for broad direction, a 9-period RSI for momentum, and bullish or bearish engulfing candles for entries. Trades are opened when these signals align, subject to a selectable long-only, short-only, or two-way direction…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This daily cryptocurrency strategy combines a long-term MACD measure, a custom smoothed momentum measure, recent price direction, and StochRSI. A long entry requires positive MACD, positive custom momentum, and a close higher than the previous close. The…

CryptoFuturesMomentumTechnical indicators