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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

4,446 documents

Strategy library

This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe and looks for an entry when price retraces to its 50% level. The documented model places a stop beyond the swing’s starting point and…

FuturesTechnical indicatorsTrend followingExecution
Strategy library

This trend-following method assigns separate long and short scores using five components: trend direction, RSI momentum, directional efficiency, the ATR volatility regime, and volume participation. Each contributes up to 20 points. Trades open only when a…

Trend followingMomentumVolatilityPosition sizing
Strategy library

This strategy calculates the True Strength Index (TSI) by applying two exponential smoothing stages to price changes and to their absolute values. Dividing the smoothed signed changes by the smoothed absolute changes normalizes the result, so it reflects the…

CryptoFuturesMomentumTechnical indicators
Strategy library

This trend strategy uses a Hull Moving Average (HMA) as its main entry indicator. The document describes long entries when price breaks above the HMA and short entries when it breaks below, with optional baseline and confirmation indicators intended to…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document presents a reusable charting-script component for displaying a strategy’s monthly performance in a table. The component reads strategy equity and closing prices, with options to show returns as percentages, net profit, or both. It can include a…

BacktestingStatisticsRisk management
Strategy library

This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the…

FuturesPosition sizingRisk managementBacktesting
Strategy library

The strategy combines three filters: volume and price behavior, MACD direction, and fair value gap location. A bullish volume signal requires an up candle, volume above its moving average, and a close above a recent high; the bearish condition mirrors these…

Technical indicatorsMomentumBreakoutRisk management
Strategy library

This indicator identifies a possible consolidation range from recent highs and lows, then tracks whether the range persists. It uses a configurable lookback to locate candidate extremes and follows changes in direction to determine whether price remains…

FuturesBreakoutTechnical indicatorsBacktesting
Strategy library

The document presents a strategy that places a ladder of limit orders above and below a calculated baseline, with spacing determined by the average true range and a user multiplier. The source derives the baseline from recent price movement extremes, with a…

FuturesVolatilityMean reversionPosition sizing
Strategy library

This BTC/USDT strategy uses a 20-period simple moving average with bands two standard deviations away. It opens long positions when price falls below the lower band by an adjustable point threshold and closes them after price rises above a separate threshold…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy combines a WaveTrend oscillator with a ribbon of eight exponential moving averages. Long entries follow either a crossover of the second and eighth EMAs or a faster bullish EMA crossover unless a bearish combined signal is present. Short…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This strategy combines Keltner Channel levels with CCI and RSI conditions, a volume test, and an optional moving-average trend filter. A long setup requires price to reach below the lower channel alongside oversold readings from CCI and RSI; a short setup…

FuturesBreakoutMean reversionTechnical indicators
Strategy library

This strategy smooths an RSI series with local polynomial regression and uses the fitted curve’s first derivative, called Delta-RSI, as a momentum signal. Traders can enter when Delta-RSI crosses zero, crosses its EMA signal line, or changes direction. Long…

MomentumTechnical indicatorsFuturesBacktesting
Strategy library

This trend-following method combines a fast and a slow moving average, with example periods of 10 and 30. It classifies each average by whether it is rising or falling compared with the previous bar. When both point upward, the strategy adopts a long bias;…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy seeks potential turning points by counting sustained price moves relative to closes several bars earlier. It uses separate bullish and bearish counts and displays signals at three thresholds: 9, 12, and 14. The strategy enters in the direction…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This strategy identifies short-term price moves that exceed a configurable percentage threshold over a lookback interval, then trades against the move: an unusually large rise triggers a short, while an unusually large fall triggers a long. The description…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

The visible portion describes a configurable strategy framework combining impulse, compression, breakout, and retest setups with trend pullbacks and liquidity sweeps. Users can choose breakout entry or wait for a retest, allow long or short trades, and set a…

BreakoutTrend followingMomentumRisk management
Strategy library

This trend-following strategy compares two adaptive averages: MAMA and its smoother companion, FAMA. The MAMA smoothing factor changes with the estimated phase difference, bounded by user-selected fast and slow limits; FAMA applies a further low-pass…

Trend followingTechnical indicatorsFuturesCrypto
Strategy library

This Pine strategy buys when price breaks above the upper Donchian Channel and exits by trailing a stop along the lower channel. The upper and lower lookback periods can be set independently, allowing breakout and exit sensitivity to differ. Traders can…

BreakoutTrend followingTechnical indicatorsRisk management
Strategy library

This document describes a calendar-based cryptocurrency strategy that buys on the fifth day and sells on the twenty-sixth day of each lunar month. It derives lunar dates from year-specific New Year dates and monthly lengths, then uses those dates to trigger…

CryptoFuturesMomentumBacktesting
Strategy library

This document presents a trend-following method that pairs fast and slow simple moving averages with a MOST indicator. A fast-average crossover above the slow average is described as a buy signal, and a downward crossover as a sell signal. The written…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This calendar-based strategy attempts to buy gold at the start of Friday’s session and close the position later in the session. It includes configurable start and end dates for backtesting, along with commission, slippage, order-processing, and position-size…

CommoditiesEvent-drivenBacktestingExecution
Strategy library

This strategy looks for four-candle fair value gap reversals, using a 50-period EMA to filter trade direction. A setup combines an initial gap, a liquidity sweep and retracement, then a confirming candle that reverses the gap. The document describes longs…

FuturesCryptoTechnical indicatorsBreakout
Strategy library

This script pairs a long-only RSI entry with an optional filter based on recent trade outcomes. Its unfiltered entry occurs when the 14-period RSI crosses below 35. The filter version instead checks a simple candle condition for entry and permits a trade…

Technical indicatorsStatisticsRisk managementPosition sizing