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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

97 documents

Strategy library

This EUR/USD strategy outline combines linear regressions over short, medium, and long lookback windows. The visible code calculates each regression’s current fitted value, slope, R-squared, correlation, and projected value at a future horizon. Inputs…

ForexStatisticsMachine learningRisk management
Strategy library

This strategy framework treats recent swing highs and lows as liquidity levels, then looks for price to sweep through a level and reclaim it. Entries are filtered using candle characteristics, including wick and body proportions, minimum range, and optional…

ForexTechnical indicatorsMarket microstructureRisk management
Strategy library

This script describes a short-term scalping approach that aligns a lower-timeframe EMA crossover with a higher-timeframe trend filter. Long signals occur when price crosses above the lower-timeframe EMA while remaining above the prior higher-timeframe EMA…

Technical indicatorsMomentumForexRisk management
Strategy library

This trend following approach combines a 50 period and 200 period EMA to define direction, then uses RSI and MACD as entry filters. Long entries require the faster EMA above the slower one, RSI above 55, and MACD above its signal line. Short entries reverse…

ForexTrend followingTechnical indicatorsMomentum
Strategy library

This short-term reversal strategy combines a two-day closing-price pattern with a stochastic oscillator signal and a CCI-based confirmation. The source constructs the first signal from two successive price moves plus the relationship between fast and slow…

Mean reversionTechnical indicatorsFuturesForex
Strategy library

This strategy uses fast, standard, and slow exponential moving averages to identify directional crossovers. The specified periods are 25, 50, and 100 bars; the fast line crossing both slower lines generates a long or short signal. The method also restricts…

ForexFuturesCryptoTrend following
Strategy library

The document presents a Dual Thrust opening-range breakout backtest for GBP/USD minute data. It aggregates intraday prices into daily open, close, high, and low values, then calculates a rolling range from recent highs, lows, and closes. At the stated market…

ForexBreakoutBacktestingExecution
Strategy library

This TradingView strategy script combines candlestick shape rules with exponential moving averages and nearby round-number levels. Its inputs let users adjust the pin-bar tail proportion, two EMA lengths, the minimum distance from a round level, and price…

Technical indicatorsForex
Strategy library

This short-term trading system combines a three-period simple moving average crossover with a ten-period exponential moving average, MACD confirmation, candle direction, and a restricted trading window. Long entries require the short average to cross above…

Technical indicatorsMomentumForexFutures
Strategy library

The strategy aims to trade breakouts near the London session open using a fast moving average and a slow trend filter. A move through the fast average can trigger a long or short entry, provided the previous close is on the matching side of the slow average.…

ForexBreakoutTechnical indicatorsFutures
Strategy library

This short-timeframe forex script combines fractal turning points with a three-EMA alignment filter. It calculates upper and lower fractals using a configurable lookback, alongside fast, medium, and slow exponential averages. The explanatory note describes…

ForexTechnical indicatorsTrend followingRisk management
Strategy library

This strategy applies a Parabolic SAR calculation to RSI values to detect momentum reversals, then uses a moving average to filter trades by price trend. A long signal requires the RSI-based SAR to flip bullish while RSI is below the stated oversold…

Technical indicatorsMomentumTrend followingRisk management
Strategy library

This open-source strategy combines a double Hull-style moving average with a volume-weighted moving average and a base weighted moving average. It also plots the moving average crossover states. The script opens a long when the Hull-derived line is above its…

ForexTechnical indicatorsTrend followingBacktesting
Strategy library

This script describes an intraday reversal strategy based on price briefly moving beyond a reference high or low and closing back inside it. It checks the completed Asian and London session ranges, the previous day’s high and low, and recent swing highs and…

Technical indicatorsForexRisk managementExecution
Strategy library

This proposed short-term strategy uses crossovers between fast and slow EMAs to signal long and short trades on XAUUSD. ATR is used to set dynamic stop-loss and take-profit distances, and the description says trade risk is controlled with a fixed percentage…

ForexCommoditiesMomentumTechnical indicators
Strategy library

This scalping system combines three MACD readings with progressively slower fast and slow periods. Its long and short rules look for momentum alignment across the slow indicators, then inspect recent history for zero-line crossings and turning points in…

ForexTechnical indicatorsMomentumRisk management
Strategy library

This Expert Advisor combines three moving averages with Williams Fractals to identify possible entries. For a long trade, the averages must be ordered from shortest-period highest to longest-period lowest, and the previous candle’s low must sit between the…

ForexTechnical indicatorsTrend followingGrid trading
Strategy library

This XAUUSD strategy uses an ATR-based trailing stop to generate buy and sell signals when price crosses the stop. It filters those signals with the local EMA trend, a higher-timeframe EMA comparison, an ADX strength threshold, Supertrend direction,…

ForexTechnical indicatorsTrend followingRisk management
Strategy library

This document describes a short-term scalping approach for AUD/NZD using five weighted moving averages with different lookback periods. It generates a long signal when the averages align in one order and a short signal when they align in the opposite order.…

ForexTechnical indicatorsMomentumExecution
Strategy library

This document presents a simple directional strategy that counts consecutive higher or lower closing prices. After the chosen run length is reached, it enters long after rising closes or short after falling closes. The example uses three bars for each…

ForexMomentumTechnical indicatorsExecution
Strategy library

This hourly EUR/USD strategy uses two separately parameterized RSI series, each smoothed with an exponential moving average. It enters long when the faster RSI-derived average crosses above the midpoint and short when the slower one crosses below it. Each…

ForexMomentumTechnical indicatorsRisk management
Strategy library

This strategy records the high and low of the New York 9:30–9:35 opening period, then looks for a later candle to close beyond either boundary. A close above the range triggers a long entry; a close below it triggers a short. The description favors…

BreakoutUS marketsFuturesForex
Strategy library

This XAU/USD strategy combines a 50-period and 200-period EMA trend filter with MACD crossover signals and an RSI range check. It opens long positions when price and the EMA relationship indicate an uptrend, MACD crosses upward, and RSI is between 50 and 70;…

CommoditiesForexTrend followingMomentum
Strategy library

This document presents a stochastic crossover example and explains how TradingView alerts can pass calculated trade values to an external execution connector. A long signal occurs when the smoothed %K line crosses above %D below the upper threshold; a short…

ForexTechnical indicatorsExecutionRisk management