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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
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

8,851 documents

TradingView scripts

This simple strategy calculates a 14-period relative strength index and uses its 50 level as the directional trigger. A cross above 50 opens a long and closes any short; a cross below 50 closes the long and opens a short. The script also colors the chart…

MomentumTechnical indicatorsTrend followingBacktesting
TradingView scripts

This strategy uses crossings between custom Aroon upper and lower series to generate long and short signals. By default, it filters trades so longs require price above both a 290-period simple moving average and a 200-period exponential moving average, while…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator offers five ways to calculate a trailing stop: ATR or Supertrend distance, Chandelier levels based on recent swings, Donchian swing extremes, a standard-deviation channel, or a fixed percentage from an anchor price. Each method supplies…

Technical indicatorsRisk managementVolatilityTrend following
TradingView scripts

The indicator presents a framework for combining three types of market signals: unusual multidimensional volatility, Hurst-based regime classification, and transfer-entropy measures of information flow between variables such as price and volume. Its guide…

Technical indicatorsVolatilityStatisticsTrend following
TradingView scripts

Trend Flow is a configurable directional strategy offering entry rules based on moving-average crosses, RSI, MACD, Bollinger Bands, SuperTrend, Stochastic, Ichimoku, Chaikin Money Flow, Parabolic SAR, squeeze releases, support and resistance, Fibonacci…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy combines a volatility-scaled trailing level with an EMA direction filter. On each bar, it places candidate stop levels one ATR multiple below or above the close. In an uptrend, the level ratchets upward; in a downtrend, it ratchets downward. A…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This strategy combines three smoothed price averages from the Williams Alligator with a longer exponential moving average. A long position opens when price is above the EMA and the Alligator lines are ordered bullishly; a short position uses the reverse…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This TradingView indicator scans price pivots from several configurable zigzag lengths to identify wedge and flag patterns. Users can choose patterns based on five or six pivots, display the underlying zigzag swings, and suppress some overlapping detections.…

Technical indicatorsBreakoutTrend following
TradingView scripts

This strategy measures whether the selected price is above or below its value at the start of each four-hour, daily, weekly, and monthly period. Each comparison becomes a positive, negative, or neutral vote, and the four votes are summed. A 60-bar simple…

Trend followingMomentumMulti-assetTechnical indicators
TradingView scripts

This strategy combines two SuperTrend signals calculated on separate timeframes with a K-nearest neighbors classifier and directional filters. The KNN component uses nearby historical SuperTrend observations to classify trend direction through weighted…

CryptoTrend followingMachine learningTechnical indicators
TradingView scripts

This screener detects regular and hidden bullish or bearish divergences between price pivots and a selected oscillator. It supports built in oscillators such as RSI, CCI, CMO, momentum and stochastic measures, or an external oscillator series. A Zigzag…

Technical indicatorsMomentumTrend following
TradingView scripts

This strategy seeks trades in the direction of a broader trend, defined by price and the 50-period EMA being above or below the 200-period EMA. It then looks for a pullback to the 25-period or 50-period EMA, followed by aligned fast and slow EMA crossovers…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This four-hour strategy combines an ATR-based UT Bot trailing stop with a 50-period EMA and MACD. A long setup requires the UT Bot to cross upward, MACD to be above its signal line, and the candle to remain above the EMA; short setups apply the inverse…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This strategy looks for price to sweep a confirmed swing high or low and then close back beyond that level. The reclaim must occur within a configurable window and satisfy candle-strength and close-location filters. An optional 200-period EMA filter aligns…

Technical indicatorsPosition sizingRisk managementTrend following
TradingView scripts

This trend-following strategy enters long when a nine-period exponential moving average crosses above VWAP and enters short when it crosses below. It manages open trades with an ATR-based trailing stop whose distance and offset are both set using the ATR…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy detects bearish divergence when price forms a higher swing high while RSI forms a lower high, and bullish divergence when price makes a lower swing low while RSI makes a higher low. It uses pivot points with a configurable lookback and admits…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy uses the standard MACD (12, 26, 9) crossover to generate directional trades, with settings for long-only, short-only, or both directions. A crossover above the signal line opens a long position; a crossunder opens a short. The opposite…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses Kaufman's Adaptive Moving Average (KAMA), whose responsiveness varies with the efficiency of recent price movement. It signals long when KAMA has been rising over a chosen persistence window and short when it has been falling. An optional…

Trend followingTechnical indicatorsRisk management
TradingView scripts

This strategy enters on TRIX zero-line crossovers, subject to filters for market direction and conditions. TRIX is calculated as the one-bar rate of change of a triple-smoothed exponential moving average. The entry must also pass a Choppiness Index threshold…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This strategy combines the Supertrend direction with the Relative Strength Index (RSI). It enters long when Supertrend is bullish and RSI is above 50, and short when Supertrend is bearish and RSI is below 50. It closes a long when RSI rises above 70 and…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy uses 20-period and 55-period exponential moving averages on the charted instrument, described as XAUUSD. A cross of the faster average above the slower average triggers a long entry; a cross below triggers a short entry. The strategy sets a…

CommoditiesTrend followingTechnical indicatorsBacktesting
TradingView scripts

This indicator fits a second-degree polynomial to a rolling window of price observations by minimizing squared residuals. The resulting curve can represent a parabolic trend that a straight-line regression cannot capture, and its curvature can imply a change…

StatisticsTechnical indicatorsTrend following
TradingView scripts

This indicator combines a simple moving average, ATR-based deviation bands, and a histogram of closing prices during the current trend phase. It sets upper and lower zones at one, two, and three ATR multiples from the average. Trend changes are identified…

Technical indicatorsTrend followingStatisticsVolatility
TradingView scripts

The CRMI strategy combines pivot-based market structure, moving-average trend alignment, pullback valuation, and volatility and efficiency measures into a scored trade framework. Major and minor swing highs and lows establish directional bias; fast, medium,…

Trend followingTechnical indicatorsRisk managementBacktesting