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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

1,943 documents

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 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

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

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 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 equity strategy ranks stocks by their trailing 252-day returns, after screening for average dollar volume above $10 million over 30 days. Each day before the market opens, it selects the three highest-ranked stocks. At a scheduled rebalance 30 minutes…

EquitiesMomentumFactor investingExecution
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 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

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 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 combines two Hull moving average constructions with a volume-weighted moving average, MACD, and the True Strength Index (TSI). The Hull lines provide the main directional signals. The other indicators act as conditions: price and Hull values…

Technical indicatorsTrend followingMomentumFutures
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 strategy combines two MACD histograms to align shorter-term entries with a longer-term trend. It describes long entries when the short-term histogram is positive and the longer-term histogram turns positive, with the inverse conditions for short…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This automated strategy uses a MACD line crossing its signal line to open long or short positions. Its stated default indicator periods are 12 and 26 for the fast and slow averages and 9 for signal smoothing. The exit framework combines a stop 1% from entry,…

FuturesCryptoMomentumTechnical indicators
Strategy library

This TradingView strategy looks for pullbacks after a 9-period EMA crosses a 20-period EMA. It keeps a directional setup active until a qualifying signal appears, then requires price to touch either EMA, ADX to exceed its threshold, and a candle in the trade…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy combines Supertrend direction changes with MACD signals calculated from daily data, while RSI contributes additional exit signals. Entries require agreement between Supertrend and MACD direction. The MACD component uses the slope of its line…

CryptoFuturesTrend followingMomentum
Strategy library

The document introduces a session-based momentum scalper for FCPO, with configurable presets for different chart intervals and a custom mode for manual take-profit and stop-loss settings. Its listed filters include an ATR ceiling and floor, minimum…

FuturesCommoditiesMomentumVolatility
Strategy library

The strategy enters spot positions after a strong hourly or four-hour price rise, provided the candle’s high is not too far above its close. It exits after the position reaches a profit threshold and price pulls back from the highest price tracked since…

CryptoSpot marketsMomentumPosition sizing
Strategy library

This indicator strategy uses a longer simple moving average and a shorter exponential moving average to frame price direction, then combines their crossings with Stochastic K and D readings. The stated long entry occurs when price crosses above the simple…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy combines two RSI readings, a SuperTrend-style trend filter, and ATR-based volatility concepts to define long and short signals. The explanatory text describes longs when the fast RSI is below the slow RSI while price is above the trend line,…

CryptoFuturesMomentumVolatility
Strategy library

This modified indicator script pairs an RSI and simple-moving-average Bollinger Bands with a volume-weighted moving average. The bands use a configurable lookback and standard-deviation width, while the RSI has its own period and overbought and oversold…

Technical indicatorsMean reversionMomentum
Strategy library

This short-term system combines fast and slow EMAs to identify trend direction with RSI filters intended to avoid entries when momentum is stretched. It requires signal conditions to persist across multiple candles, then enters in the trend direction. Risk…

Trend followingMomentumTechnical indicatorsVolatility
Strategy library

This strategy combines a 20-period simple moving average crossover with an eight-period RSI filter. A close crossing above the average while RSI exceeds the stated upper threshold creates a buy signal; a close crossing below it with RSI below the lower…

CryptoSpot marketsTrend followingMomentum