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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 script outlines an intraday opening-range breakout strategy with configurable session presets for the US open, Asian hours, or a custom time window. It builds a range during an initial period, then defines a later trading window, with a scheduled…

BreakoutFuturesTechnical indicatorsRisk management
Strategy library

This strategy combines moving average crossovers with pivot points and an ATR-based SuperTrend calculation to identify trend direction and potential trades. It uses fixed-timeframe price data, calculates 8- and 21-period EMAs and smooths them with moving…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This notebook defines a bearish shooting-star candle using body and wick proportions, two preceding non-declining closes, and confirmation that the following candle’s high and close do not exceed those of the candidate candle. It marks confirmed patterns as…

EquitiesMean reversionTechnical indicatorsBacktesting
Strategy library

This strategy uses LazyBear’s Wave Trend indicator to generate trading signals from two smoothed lines. It derives a volatility-adjusted series from the average price, its exponential moving averages, and the deviation from that average; a further smoothing…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines Smart Money Concepts price zones with a 50-period simple moving average. It estimates a recent range from swing highs and lows over eight candles, uses the midpoint as equilibrium, and labels prices above or below it as premium or…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document presents a rules-based mean-reversion approach for TQQQ, a leveraged Nasdaq-100 fund. At Monday’s regular-session open, the strategy places a limit buy one percent below that price. After a fill, it sets a one-percent profit target for the next…

EquitiesMean reversionRisk managementExecution
Strategy library

This workflow describes automated cryptocurrency perpetual-futures trading that delegates per-asset decisions to a large language model. An hourly process gathers market indicators, funding rates, positions, account state, and historical trading performance,…

CryptoPerpetual futuresMachine learningRisk management
Strategy library

This strategy description combines engulfing candlestick patterns with a 50-period EMA trend filter. It proposes validating each pattern by comparing candle body sizes, wick proportions, and total range with ATR. Additional filters check volume and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy combines a pair of exponential moving averages with a directional volatility measure to generate long and short signals. The first EMA is calculated from the prior close, and a second EMA smooths that series. Long entries require price and the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This TradingView strategy outlines an ICT-style setup that looks for a liquidity sweep of a recent swing, followed by directional displacement and a fair value gap. Inputs include a risk-reward setting, minimum entry score, EMA trend filter, session windows,…

Technical indicatorsBreakoutRisk managementBacktesting
Strategy library

This strategy seeks agreement among momentum readings on three timeframes, then uses stochastic signals to time entries. Momentum can be measured with RSI relative to a neutral band around 50 or with the slope of an exponential moving average. Long entries…

Multi-assetMomentumTechnical indicatorsPosition sizing
Strategy library

This strategy pairs bullish and bearish candlestick patterns with a two-average trend filter. It describes long signals when bullish engulfing or morning-star patterns appear in an uptrend, and short signals when bearish engulfing or dark-cloud-cover…

FuturesTechnical indicatorsTrend followingBacktesting
Strategy library

This long-only approach combines a fast RSI reading with a large candle-body condition to identify potential breakout entries. It looks for a bearish candle with RSI below 10, a body more than 2.5 times the recent average, and additional price-distance and…

FuturesMomentumBreakoutTechnical indicators
Strategy library

This strategy combines a slow simple moving average, a fast exponential moving average, and volatility bands calculated from price standard deviation. It defines narrower bands for entries and wider bands for exits. The described rules open short positions…

FuturesTechnical indicatorsVolatilityTrend following
Strategy library

This strategy smooths open, high, low, and close prices with a selected moving average, then calculates Supertrend-style trailing stops from those smoothed candles. It enters long when price is above the short stop and the Supertrend direction is bullish,…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses Ichimoku components to define long and short breakout conditions. A bullish setup requires Tenkan above Kijun, the close above the forward-shifted cloud, and positive price momentum over the lagging-span offset. The bearish setup reverses…

CryptoFuturesBreakoutTrend following
Strategy library

This long-only trend strategy combines moving average alignment with rising-price momentum filters. It enters when a 20-period EMA is above a 100-period SMA, price is above the 100-period SMA, and several averages and MACD components are rising; an RSI…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy combines buy and sell signals attributed to a Smart Money Concepts indicator with MACD and an exponential moving average. It opens a long when a buy signal is enabled, MACD is above its signal line, and the close is above the EMA. The short…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses fast and slow price momentum measures, with default lookbacks of five and ten periods. It enters long when both measures are positive and closes that position when either turns negative; it enters short when both are negative and exits…

MomentumTrend followingTechnical indicatorsRisk management
Strategy library

The document describes a trend strategy that compares closing price with a long-period simple moving average, then counts consecutive bars on either side of that average. Its prose says to trade in the direction of a move once the count reaches the…

CryptoFuturesTrend followingMomentum
Strategy library

This document presents a trend-following approach for BTC futures that combines a price channel, a modified Hull moving average, linear regression, and additional filters. Its written description says a crossover between the modified Hull average and…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes a BTC futures strategy that uses confirmed pivot highs and lows as breakout levels: it places stop entries above the latest pivot high for longs and below the latest pivot low for shorts. It also explains how to calculate compounded…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This strategy combines a 14-period RSI reversal trigger with custom Fibonacci Bollinger Bands. It goes long when RSI crosses down through the oversold threshold of 30 and short when RSI crosses up through the overbought threshold of 70. For each position,…

Mean reversionTechnical indicatorsRisk managementBacktesting
Strategy library

The document outlines a regime-based approach that uses SPY relative to its 200-day simple moving average to switch exposure between leveraged TQQQ and QQQ. The supplied script opens a long position when SPY closes more than 4% above the moving average and…

EquitiesTrend followingTechnical indicatorsRisk management