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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

5,020 documents

Strategy library

This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…

FuturesBreakoutVolatilityRisk management
Strategy library

This script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…

OptionsRisk managementPosition sizingExecution
Strategy library

This strategy seeks to re-enter an established trend after a countertrend pullback. It defines the trend using the relationship between fast and slow EMAs and the slow EMA’s slope. A short-period RSI detects a pullback, and a price close beyond the previous…

Trend followingTechnical indicatorsRisk managementPosition 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 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 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 partial strategy script seeks reversals around repeated highs or lows. It counts prior bars whose highs or lows fall within a configurable point tolerance of the current bar, then treats enough matches as equal-high or equal-low levels. Inputs control…

Technical indicatorsMean reversionRisk managementFutures
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 long-only daily stock strategy looks for pullbacks within an established uptrend. It defines the bullish regime as the 50-period EMA above the 200-period EMA, with price above the faster average. After RSI has recently entered a pullback zone, it waits…

EquitiesUS marketsTrend followingTechnical indicators
Strategy library

The script trades a spread between Dalian Commodity Exchange coke and coking coal futures. It estimates the spread from each contract's close, volume multiplier, and a fixed contract ratio, then calculates a z-score from a rolling set of daily observations.…

CommoditiesFuturesPairs tradingMean reversion
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 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 script outlines a strategy built around bullish and bearish fair value gaps. It detects a gap when the current candle’s low is above the high from two candles earlier, or when its high is below the low from two candles earlier. A same-direction candle…

Technical indicatorsBreakoutRisk managementPosition sizing
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