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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 uses crossovers between a fast and a slow EMA to generate long and short entries. It can limit signals to a 15-minute chart and weekdays, and reverses by closing the current opposing position before entering in the new direction. Each position…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy enters long when a faster EMA crosses above a slower EMA and short when it crosses below. Trading can be restricted to a 15-minute chart and weekdays. On a reversal signal, the script closes the existing opposing position before opening the new…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy combines a Follow Line trend signal with optional EMA, Schaff Trend Cycle (STC), and MACD confirmations. The Follow Line derives upper and lower bands from a moving average and standard deviation, then updates a trend line using price and an…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This long-only strategy buys when price crosses above the upper band of a smoothed Trend Pulse Channel, provided optional filters agree. The channel applies a multi-pole Gaussian-style filter to price and true range; its range multiple sets the upper…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

This ES futures strategy looks for short entries when three exponential moving averages are stacked bearishly, price pulls back to the fastest EMA, and the signal candle closes below its open. Entries are restricted to two specified US trading windows. The…

FuturesUS marketsTrend followingTechnical indicators
TradingView scripts

This long-only strategy combines an N-pole Gaussian filter with a channel based on filtered true range and a Stochastic RSI momentum check. It enters when the Gaussian filter is rising, price crosses above the upper channel, and the Stochastic RSI %K is…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

This strategy calculates Supertrend direction from Heikin-Ashi data and places stop entries around the corresponding candle extreme when direction flips. A bullish flip sets a long trigger above the Heikin-Ashi high; a bearish flip sets a short trigger below…

Technical indicatorsTrend followingBreakoutVolatility
TradingView scripts

This strategy combines confirmed swing breaks with several trend and pressure measures to score long and short conditions. Its inputs include higher-timeframe direction, ALMA signals across multiple timeframes, moving-average alignment, a smoothed price…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This trend-following strategy calculates short- and long-period moving averages separately on price highs and lows. A long signal occurs when the short-period average of lows crosses above the long-period average of highs; a short signal occurs when the…

Technical indicatorsTrend followingBreakoutBacktesting
TradingView scripts

The Cybernetic Oscillator isolates a chosen band of market cycles by applying a two-pole highpass filter followed by a two-pole lowpass smoother. It then divides the filtered output by its root mean square over a configurable lookback, making the reading a…

Technical indicatorsMean reversionTrend followingStatistics
TradingView scripts

This strategy turns several ICT-style concepts into a scored long-and-short signal system. It tracks confirmed swing highs and lows to identify liquidity sweeps and market-structure breaks, detects fair value gaps and retests, and measures price location…

Technical indicatorsMomentumTrend followingBreakout
TradingView scripts

This XAUUSD strategy combines EMA trend direction with pullbacks, RSI triggers, and optional session and ADX filters. Long entries require price and the fast EMA to be above the 200-period EMA, price near the fast EMA, a recent RSI dip into oversold…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This long-only TSLA strategy combines trend filters with two custom momentum measures. It requires price above the 50- and 200-period EMAs, BlueWave and smoothed money flow above zero, and both indicators rising. A signal is taken only when these conditions…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This trend-following strategy combines the direction of a simple moving average with price position relative to Parabolic SAR. It enters long when the average is rising and price is above SAR, and short when the average is falling and price is below SAR. A…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator builds a configurable fair-value reference from a selected price source and smoothing method, including moving averages or anchored VWAP. It estimates threshold bands from the median proportional distances between price extremes and that…

Technical indicatorsStatisticsVolatilityTrend following
TradingView scripts

This strategy combines a pullback engine with a structural breakout engine. Both require price above VWAP and a slower exponential moving average. The pullback setup looks for a touch near the faster EMA followed by a bullish candle; the breakout setup…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

This strategy calculates directional signals from Heikin-Ashi candles while placing entries and stop orders on the chart’s regular candles. A Chandelier-style stop, based on Heikin-Ashi highs or lows and ATR, sets the direction. A signal is filtered by a…

Technical indicatorsTrend followingRisk management
TradingView scripts

This indicator varies the lookback period of a Hull-style moving average according to either volatility or volume conditions. Its volatility mode compares short and longer ATR readings; its volume mode smooths an RSI of volume and checks it against a…

Technical indicatorsTrend followingVolatility
TradingView scripts

This long-only TQQQ strategy enters when a 20-period EMA crosses above a 50-period EMA, provided the 14-period ADX is at least 20 and no trade is open. Position quantity is calculated from current strategy equity multiplied by a configurable leverage factor,…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This strategy combines MACD signals with directional and market-condition filters. Longs require price above a rising trend EMA, while shorts require price below a falling EMA; optional ADX and relative-volume filters screen for stronger conditions. A recent…

Trend followingMomentumBreakoutTechnical indicators
TradingView scripts

This strategy combines Awesome Oscillator saucer signals with Williams Fractals and an Alligator-derived level to identify short-term trend direction. It takes long entries when the oscillator forms a rising saucer above zero, the short-term trend filter is…

Trend followingMomentumTechnical indicatorsPosition sizing
TradingView scripts

This strategy combines three directional filters: Trend Magic, a Squeeze Momentum calculation, and cumulative delta volume. Long signals require price and CCI conditions to align with positive momentum and rising delta; short signals apply corresponding…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy uses Keltner Channels to stage stop entries after price crosses the upper or lower band. The channel center is a selectable simple or exponential moving average, and its width is based on average true range, true range, or a smoothed high-low…

BreakoutTechnical indicatorsTrend followingRisk management
TradingView scripts

This indicator implements Ichimoku Kinkō hyō with selectable presets or adaptive line lengths, optional alternative price sources, and smoothing. Its chart features include the Tenkan, Kijun, Senkou, and Chikou lines, with configurable display and signals…

Technical indicatorsTrend followingMomentumVolatility