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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

172 documents

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 utility automates selling holdings across a user-specified list of spot trading pairs, a task that can arise when stopping a multi-pair grid or martingale system. It repeatedly checks each pair, combines available and order-frozen balances, estimates…

CryptoSpot marketsExecutionMarket microstructure
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
Strategy library

This simple daily trend-following method compares the latest daily close with a configurable moving average. When the close is at or above the average and the strategy is not holding the asset, it buys using 95% of the account balance. When the close falls…

Trend followingBreakoutTechnical indicatorsSpot markets
Strategy library

This strategy tests a fixed weekly schedule for Bitcoin: enter long on Monday morning and close on Wednesday afternoon, using New York time. On intraday charts it looks for the specified hours and minutes; on daily or higher charts it uses the weekday alone,…

CryptoSpot marketsEvent-drivenBacktesting
Strategy library

This script implements a basic one-sided grid for a spot-style exchange interface. It places a limit buy below the current price, or below a user-specified starting price, using a configured price interval. The buy size is calculated as a percentage of the…

Grid tradingExecutionRisk managementSpot markets
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover to identify short-term direction, with price relative to a 200-period SMA as a broader trend check. Long entries also require RSI above 50 and price above the Bollinger middle band;…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This script describes a two-exchange spot arbitrage process for the same asset. It compares executable bid and ask prices across venues, estimates available depth, and places paired buy and sell orders when the spread exceeds a threshold that includes…

ArbitrageSpot marketsExecutionRisk management
Strategy library

This beginner example describes selling a target amount of spot Bitcoin in smaller orders to reduce the market impact of a single large sale. The trader sets the total amount to sell, the size of each order, and how long each order remains open. The script…

CryptoSpot marketsExecutionMarket microstructure
Strategy library

This crypto spot strategy uses a Donchian-style breakout check on weekly bars, constructed from daily data, to choose among full exposure, balanced holdings, or cash. A new high relative to the prior channel leads to full investment. If price remains above a…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

This intraday system combines Heikin-Ashi candle direction and shadow conditions with price relative to VWAP. It enters long when a green candle has no lower shadow and the close is above VWAP; it enters short when a red candle has no upper shadow and the…

Technical indicatorsExecutionRisk managementBacktesting
Strategy library

This document describes a single-pair implementation of a long-only dollar-cost-averaging strategy driven by three RSI signals. The base order starts when a 14-period RSI on a 15-minute chart crosses above 30. Additional safety orders require a rebound…

CryptoSpot marketsPerpetual futuresMean reversion
Strategy library

This account-balance-based strategy aims to build a Bitcoin position toward a rising target value over time. It divides a planned monthly contribution by the number of scheduled investment intervals to define target value growth per interval. At each check,…

CryptoSpot marketsPosition sizingExecution
Strategy library

This document describes a charting script for tracking Brazilian real quoted crypto prices across BitcoinTrade and Binance. It plots BitcoinTrade bid and ask data for several assets, then compares corresponding BRL markets on both venues to visualize…

CryptoArbitrageMarket microstructureSpot markets
Strategy library

The document outlines a simple portfolio rebalancing rule for a basket of major cryptocurrencies. It proposes allocating equal portions of portfolio value to four assets and trading when an asset’s share of the account departs from its target by a stated…

CryptoSpot marketsPortfolio constructionExecution
Strategy library

This strategy uses RSI threshold crossovers to open long and short positions. A move above the oversold level triggers a long entry, while a move below the overbought level triggers a short entry. It places stops at the recent ten-period low for longs or…

CryptoSpot marketsMean reversionTechnical indicators
Strategy library

This document describes a rules-based Bitcoin rebalancing method that maintains a chosen split between cash and coin value. After price changes, it calculates total portfolio value and trades enough Bitcoin to restore the target allocation. Its worked…

CryptoSpot marketsPortfolio constructionExecution
Strategy library

This bot monitors Bitcoin order books on two exchanges and opens paired trades when the bid on one venue exceeds the opposing ask on the other by a configurable spread threshold. It sells on the higher-priced venue and buys on the lower-priced venue,…

CryptoArbitrageMarket microstructureExecution
Strategy library

This spot trading strategy opens an initial long position when a 15-minute close crosses above the upper Bollinger Band. If price then falls by a set percentage from the last entry, it adds another buy, increasing the order value by a multiplier. The code…

CryptoSpot marketsBreakoutPosition sizing
Strategy library

This strategy calculates a trailing stop from average true range and a selected price source, then compares a configurable moving average with that stop to generate entry signals. A crossover above the stop supports a long entry, while a crossover below…

Spot marketsTrend followingTechnical indicatorsVolatility
Strategy library

This long-only strategy combines a multi-pole Gaussian filter with a channel whose width follows filtered true range, plus Stochastic RSI. The filter is calculated from average high, low, and close prices; optional settings aim to reduce lag or increase…

Spot marketsTrend followingBreakoutTechnical indicators
Strategy library

This example shows how to collect decentralized exchange quotes through an AMM gateway data feed. Users configure a network, a base order amount, and up to three trading pairs; the network’s configured swap provider determines which DEX supplies the quotes.…

DeFiCryptoSpot marketsMarket microstructure
Strategy library

This BTC spot strategy checks hourly prices for a close above an 80-period exponential moving average plus three times an exponentially smoothed true range. The entry condition also requires recent volume to exceed earlier volume. While the text describes a…

CryptoSpot marketsBreakoutTrend following
Strategy library

This long-only trend-following system combines Supertrend direction with ADX trend strength and an RSI filter. It enters when Supertrend signals an upward trend, ADX is above its stated threshold, and RSI meets the specified condition; it exits when…

Technical indicatorsTrend followingMomentumCrypto