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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

8,851 documents

TradingView scripts

This strategy template uses the direction of a short-period simple moving average (SMA) as its entry signal and ADX as a filter for trend strength. A longer SMA’s slope can restrict long entries to rising trends and short entries to falling trends. Users can…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses two SuperTrend calculations with different ATR periods and moving-average channel windows. Each trend indicator adjusts its multiplier according to the width of a channel formed from a simple moving average and standard deviation. A long…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This trend-following strategy enters long when price crosses above the upper Bollinger Band and the long-term simple moving average is rising. It enters short when price crosses below the lower band while that average is falling. The bands are calculated…

FuturesTrend followingBreakoutTechnical indicators
TradingView scripts

This configurable strategy combines trend pullbacks, compression breakouts with optional retests, and failed-breakout liquidity sweeps. Signals can be filtered by indicators and context, including RSI, moving averages, relative volume, higher-timeframe and…

BreakoutTrend followingRisk managementPosition sizing
TradingView scripts

This strategy combines a three-EMA trend state, a higher-timeframe close relative to its 50-period EMA, and a candle-impulse breakout condition. It assigns weighted scores to long and short setups, then applies mode-specific score thresholds. Additional…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator replaces the flat boundaries of a Donchian channel with boundaries that track anchored VWAP changes. It detects rolling-window highs and lows, anchors a separate VWAP to each, and updates the channel from the VWAP’s change. When a boundary…

Technical indicatorsTrend followingBreakout
TradingView scripts

This strategy builds an uptrend line from the two latest confirmed higher lows and a downtrend line from the two latest confirmed lower highs. A close crossing above the descending line can trigger a long; a close crossing below the rising line can trigger a…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

The Sovereign Horizon Matrix strategy centers on a fast weighted moving average and a much slower macro baseline, with price envelopes around both. It includes optional break-and-retest engines for the fast and macro averages, configurable entry modes, and…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

This long-only strategy combines a 50-period exponential moving average, a 200-period simple moving average, a 21-period exponential moving average, RSI, and price momentum. It enters when the fast average is above the slow average, price is above the trend…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This indicator estimates trend direction and strength by calculating Pearson correlation between price and time across lookbacks from 50 to 500 bars, in steps of 50. Users can select up to four timeframes. A table displays the correlations, averages across…

Technical indicatorsStatisticsTrend following
TradingView scripts

This script trades crossovers between fast and slow exponential moving averages, entering long on an upward cross and short on a downward cross. Trades can be restricted to the 15-minute chart and weekdays. It sizes entries at the configured full-equity…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This XAU/USD strategy combines a fast and slow exponential moving average with a price recross of the fast average. A confirmed close above the fast EMA while it is above the slow EMA signals a long; the inverse conditions signal a short. The stop is placed…

CommoditiesTrend followingTechnical indicatorsVolatility
TradingView scripts

This Bitcoin perpetual-futures strategy combines a daily EMA bias and a four-hour RSI confirmation with hourly RSI, MACD, engulfing candles, elevated ATR, and a volume spike for entries. It places pattern-based stops with a maximum distance, sizes positions…

CryptoPerpetual futuresTrend followingRisk management
TradingView scripts

This strategy modifies a conventional ATR-based SuperTrend by checking how close the closing price is to the previous trend line. When the distance falls below a configurable ATR threshold, it moves the line farther from price by an ATR-scaled amount and…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

UT Bot v2 is a trend-following method that maintains a trailing stop at a configurable multiple of Average True Range from a selected price source. The stop ratchets upward while price remains above it and downward while price remains below it; a confirmed…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This script defines a two-sided trend-following strategy using a composite moving average formed by blending an Arnaud Legoux moving average with a smoothed zero-lag EMA calculation. Direction is determined by the composite line’s slope over a configurable…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This long-only strategy combines an Ichimoku trend entry with a money-flow filter for SOL/USDT on four-hour bars. Tenkan crossing above Kijun triggers a candidate entry, which is accepted only when the close is above the current cloud and the Money Flow…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines UT Bot trailing-stop crossings with the direction of a Schaff Trend Cycle (STC) oscillator. It adds a confirmation window so an STC change may follow a UT signal by a limited number of bars, then applies configurable conditions for…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy uses a selected moving average as the input to a Twin Optimized Trend Tracker. It derives upper and lower OTT bands and opens long or short positions when the moving average crosses the corresponding band. The moving average can be chosen from…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This script divides a recent window of chart bars into equal-sized blocks and displays their boundaries, optional composite candles, and a dashboard of price and volume context. Users choose the window and group count, so the resulting block size changes…

Technical indicatorsStatisticsMomentumTrend following
TradingView scripts

This strategy combines a price-state filter, a rolling volume profile, and an estimated large-volume imbalance to create long and short setups. The profile divides a recent price range into rows, allocates bar volume across touched rows, and derives the…

Multi-assetTrend followingMean reversionMarket microstructure
TradingView scripts

This Bitcoin strategy combines three simple moving averages to trade in both directions. It enters long when the fast average is above the slow average and price is above the longer trend average; it enters short when both relationships are reversed.…

CryptoTrend followingTechnical indicatorsMomentum
TradingView scripts

This strategy combines an EMA trend condition with a smoothed RSI trigger. It calculates RSI, smooths it with a simple moving average, and can signal entries when that smoothed value crosses configurable buy or sell levels. Signals are evaluated on confirmed…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This long-only strategy enters when price breaks the upper Donchian Channel, using either a candle close or a wick as the trigger. It exits through a stop based on the lower channel. An optional tighter channel can set the initial stop, with the wider lower…

BreakoutTrend followingTechnical indicatorsRisk management