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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

3,561 documents

Strategy library

This short-term approach combines MACD and RSI information. Its explanation describes MACD line crossovers and histogram changes as signs of strengthening or weakening momentum, while RSI levels below 20 and above 80 mark oversold and overbought conditions.…

CryptoFuturesMomentumMean reversion
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 strategy combines ATR and RSI to select trades and manage exits. It treats ATR above its moving average as a high-volatility condition, then uses RSI thresholds to determine long or short direction. In the supplied parameters, an RSI entry offset is…

FuturesCryptoTrend followingVolatility
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 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

The narrative describes a trend-following method that enters long or short when price closes beyond a 20-day extreme, then filters entries unless price movement reaches a stated five-ATR threshold. It describes stops based on a two-N ATR distance from recent…

FuturesCryptoTrend followingMomentum
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 short-term strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. It goes long when the close crosses upward through the lower band and goes short when the close crosses downward through the upper band,…

FuturesCryptoMomentumTechnical indicators
Strategy library

This short-term strategy builds price bands around an EMA using ATR distances multiplied by configurable Fibonacci ratios. It offers several upper and lower thresholds, with entry conditions selected by choosing which prior-bar band the closing price must…

BreakoutMean reversionTechnical indicatorsRisk management
Strategy library

This strategy description combines an EMA50 direction filter with candle patterns and a retest condition. Long setups require price above the average, a bullish engulfing or pin-bar pattern, and a retest from below; short setups mirror these conditions below…

Trend followingTechnical indicatorsRisk managementFutures
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

The strategy combines stochastic readings from the current chart period and a smoothed series intended to represent a three-times-longer period. It opens long when the higher-period K value crosses above the midpoint while current K is above D and the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy smooths log prices with a Nadaraya–Watson kernel regression and surrounds the estimate with volatility bands derived from ATR. The bands use near and far multipliers, while configurable regression and ATR settings control their behavior. The…

CryptoFuturesMean reversionVolatility
Strategy library

This strategy combines a fast and slow EMA crossover with directional movement signals. It enters long when the short EMA crosses above the long EMA and the DMI conditions favor buyers; it enters short when the EMA crossover and DMI conditions favor sellers.…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy uses crossovers between a short and long exponential moving average to signal direction, then checks RSI and MACD alignment before entering. It also describes an initial stop and a profit target, with a trailing stop intended to protect gains…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This cryptocurrency trend-following strategy uses a Variable Index Dynamic Average (VIDYA), whose smoothing responds to a Chande Momentum Oscillator (CMO) derived from recent price changes. The strategy goes long when VIDYA rises and closes the long position…

CryptoFuturesTrend followingTechnical indicators
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 document describes a trend-following strategy built around John Ehlers’ three-pole Butterworth low-pass filter. A recursive calculation smooths price data and produces a trigger line from the prior filter value. The strategy enters long when the filter…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This long-only strategy calculates support and resistance from the lowest low and highest high over a chosen lookback, then derives upper and lower channel boundaries using a percentage width. The described entry occurs when price is within one percent of…

Mean reversionTechnical indicatorsRisk managementFutures
Strategy library

This strategy combines a long-period simple moving average with a short-period RSI to generate short entries. The stated rule opens a short when RSI crosses above its entry threshold while price is below the SMA. It closes the position if RSI reaches a…

FuturesCryptoMean reversionTechnical indicators
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 strategy combines Fibonacci levels calculated from the recent price range with an EMA trend filter. It measures the highest high and lowest low over the previous 10 bars, derives five retracement levels, and compares 20-period and 50-period EMAs to…

FuturesCryptoTrend followingBreakout