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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

40 documents

Strategy library

This strategy combines Parabolic SAR, a Stochastic Oscillator, and a higher-timeframe price comparison to generate long or short entries. It requires all three components to agree: the Stochastic K value must be below 20 for a long or above 80 for a short,…

Technical indicatorsFuturesMulti-assetBacktesting
Strategy library

This strategy combines Parabolic SAR readings from the chart timeframe and a user-selected higher timeframe. Its dual-confirmation mode enters when both readings indicate the same direction and the chart-timeframe SAR has just flipped. Alternative modes use…

Trend followingTechnical indicatorsRisk managementMulti-asset
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 script excerpt describes a trend-following strategy built around Supertrend direction changes. A change to the bullish state can trigger a buy signal, and a change to the bearish state can trigger a sell signal. The script optionally requires…

Trend followingTechnical indicatorsRisk managementMulti-asset
Strategy library

This short-term strategy combines MACD signals from a selected timeframe with histogram momentum, a 200-period EMA trend filter, and an ATR minimum-volatility condition. Long entries require an upward MACD crossover, strengthening histogram impulse, price…

Multi-assetMomentumBreakoutTechnical indicators
Strategy library

This document describes a Bitcoin strategy that calculates a P-Signal from a smoothed ratio of price changes to their standard deviation, then maps the result through an approximation of the Gaussian error function. It tracks the indicator on daily, weekly,…

CryptoFuturesMulti-assetTechnical indicators
Strategy library

This strategy defines a broad trend by comparing open and close prices across four timeframes. When all four bars close above their opens, it classifies conditions as bullish; when all close below their opens, it classifies them as bearish. The stated…

Trend followingTechnical indicatorsMulti-assetFutures
Strategy library

This read-only Web3 scanner compares yield opportunities across Ethereum, Arbitrum, Base, and BNB Chain. It reports Aave V3 supply and borrowing rates, utilization, available liquidity, and collateral limits; estimates leveraged stablecoin lending returns;…

DeFiMulti-assetRisk managementMarket microstructure
Strategy library

This swing-trading framework combines four kinds of analysis: Wyckoff market phases, simplified volume-profile levels, mean-reversion signals, and trend following. It uses price and volume to classify accumulation or distribution, POC and value-area levels…

Multi-assetMean reversionTrend followingTechnical indicators
Strategy library

This document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…

Multi-assetFuturesSpot marketsArbitrage
Strategy library

This document describes a bot that maintains target portfolio weights by comparing each asset’s current value with its assigned share of total portfolio value. For each asset, configurable buy and sell deviation thresholds determine when the bot trades…

Portfolio constructionPosition sizingExecutionMulti-asset
Strategy library

The main discussion describes a system that calculates support and resistance zones from prior high-low ranges and closes across monthly, weekly, and daily timeframes. It uses scaled range offsets to define nearer and farther levels, then seeks a long entry…

Multi-assetVolatilityBreakoutTechnical indicators
Strategy library

This strategy combines trend direction across hourly, four-hour, and daily charts with momentum, optional volume and breakout filters, and market structure concepts. Trend is assessed using price relative to EMA and VWAP; signals are intended to align with a…

Multi-assetTrend followingMomentumTechnical indicators
Strategy library

This framework combines linear-regression support and resistance lines with RSI, MACD, volume, and market-structure checks. It describes long entries around support when several bullish conditions align, short entries around resistance with bearish…

Multi-assetTrend followingBreakoutTechnical indicators
Strategy library

This five-minute Freqtrade strategy calculates RSI on the base timeframe and on two resampled, slower intervals. It also computes short and long simple moving averages. A long entry is triggered when the shorter average is at or above the longer average and…

Technical indicatorsMean reversionRisk managementMulti-asset
Strategy library

This strategy compares 14-period RSI readings from 15-minute, hourly, and four-hour charts. The accompanying explanation describes using the shorter-period RSI relative to the two longer readings to assess alignment, with extreme readings around 30 and 70 as…

Technical indicatorsMulti-assetFuturesMean reversion
Strategy library

The document describes a multi-mode system that changes its trading approach according to signals intended to identify ranging, trending, reversal, and breakout conditions. Its four modes use a grid around a reference price, moving-average crossovers, or EMA…

Multi-assetGrid tradingTrend followingBreakout
Strategy library

This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…

Grid tradingVolatilityPerpetual futuresMulti-asset
Strategy library

This utility tracks balances across configured exchanges and converts held assets into a combined net asset value using each exchange’s latest ticker price. It adds available and frozen cash balances, values available and frozen holdings at the last price,…

Multi-assetPortfolio constructionStatisticsExecution
Strategy library

This educational example monitors several crypto pairs and maintains a separate reference price for each. When the last price moves beyond a configured percentage threshold above that reference, it submits a buy sized as a fraction of available quote…

CryptoMulti-assetMean reversionExecution
Strategy library

This strategy averages RSI and smoothed stochastic readings across four chart intervals, then uses the combined oscillator values to identify extreme conditions. The stated long entry requires the average RSI to be below 30 and average stochastic below 20;…

FuturesTechnical indicatorsMean reversionMulti-asset
Strategy library

The document describes a portfolio strategy for BTC, gold, a US equity index, and crude oil perpetual contracts. It estimates covariance from recent 15-minute log returns with an EWMA scheme, then iteratively assigns weights intended to equalize assets’ risk…

Multi-assetPortfolio constructionVolatilityRisk management
Strategy library

This swing-trading framework combines SuperTrend for direction, ADX for trend strength, and a volume-based liquidity delta for buying and selling pressure. Optional Parabolic SAR adds another directional check. The described logic produces a signal only when…

Multi-assetTrend followingTechnical indicatorsRisk management