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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 builds two SuperTrend lines from moving-average price estimates and ATR bands, then classifies trend direction with a weighted k-nearest-neighbors procedure. For each line, it stores recent SuperTrend values and labels them according to whether…

Technical indicatorsMachine learningTrend followingRisk management
TradingView scripts

This strategy pairs zero-line crossovers of the Awesome Oscillator (AO) with a short exponential moving average (EMA) as a directional filter. It enters long when AO crosses above zero while the close is above the EMA, and enters short when AO crosses below…

Technical indicatorsMomentumTrend following
TradingView scripts

This script combines several configurable trading approaches: TEMA and least-squares moving-average signals, reversal indicators, swing-based zones, and a separate long-term/short-term moving-average method. It calculates trend and volatility references,…

Technical indicatorsTrend followingMean reversionVolatility
TradingView scripts

This long-only trend strategy uses a rising 40-period EMA as its directional guide and requires ADX to exceed a configurable threshold for its base entry. It also offers pullback re-entries: price must approach the EMA within a selected ATR distance, then…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This strategy uses a 9-period and 20-period EMA crossover for entries, with the 50-period and 200-period EMA relationship defining the broader direction. It adds confirmation from RSI and above-average volume, restricts trading to a configurable UTC window,…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This Bitcoin-focused trend-following strategy looks for a volatility squeeze to release, then requires directional agreement from several indicators before entering. A squeeze is defined by Bollinger Bands sitting inside Keltner Channels; a release is…

CryptoTrend followingBreakoutMomentum
TradingView scripts

This intraday strategy seeks pullbacks that resume an established short-term trend. For a long, the fast EMA must be above the slower EMA, price must satisfy an optional longer-term EMA filter, and the bar must dip to or below the fast EMA before closing…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

This strategy combines several technical filters to seek intraday entries in the direction of a broader bias. It checks whether price is above or below a moving average calculated on a 15-minute timeframe, then requires a short moving-average cross, matching…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy looks for price to break the high or low formed by the previous two candles, with a 50-period exponential moving average as a directional filter. A long signal requires price above the average and a move above the two-bar high; a short signal…

Technical indicatorsBreakoutTrend followingBacktesting
TradingView scripts

This crypto strategy combines swing failure patterns with confirmation from volume, stablecoin dominance, and aggregated open interest. A long setup follows a break below a prior swing low and close back above it; shorts use the reverse pattern. The sweep…

CryptoPerpetual futuresMarket microstructureTrend following
TradingView scripts

This strategy takes long or short entries when the direction of a Supertrend indicator changes, using confirmed direction values. A separate EMA-and-ATR channel is plotted for context, but the shown entry conditions are driven by Supertrend changes rather…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator scans a configurable range of lookback periods and selects a regression window when its Pearson correlation reaches a chosen positive or negative threshold. It plots the selected correlation alongside a reference from the longest period, and…

Technical indicatorsStatisticsTrend followingMean reversion
TradingView scripts

This strategy uses Supertrend line crossings to enter long or short trades, optionally requiring price to be on the appropriate side of a 200-period EMA and ADX to exceed a threshold. An optional session filter restricts entries to Indian market hours, and…

FuturesTrend followingTechnical indicatorsVolatility
TradingView scripts

Designed for four-hour charts, this strategy seeks swing entries through a fast and slow EMA crossover. A long entry requires the fast EMA to cross above the slow EMA, with RSI and ADX thresholds, a stochastic condition, a higher close than the previous bar,…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This strategy uses an ATR-based Supertrend to identify directional changes and enter long or short positions when its trend state flips. It builds trailing upper and lower bands from the midpoint price and ATR, with a choice between built-in ATR and a simple…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This strategy combines an ATR based trend tracker with a score assembled from trend direction, price and equilibrium relationships, RSI conditions, and directional movement. Entries can require a minimum score and optionally pass additional filters for ADX,…

Trend followingBreakoutMomentumRisk management
TradingView scripts

This Pine library provides methods for drawing an initial line between two user supplied points and extending it as a trendline. The user provides the horizontal distance, endpoint values, and conditions for creating and continuing the line; the library…

Technical indicatorsTrend following
TradingView scripts

This document presents a long-only strategy for multi-month positioning in major US indexes, using the S&P 500 as a broad-market filter and the Nasdaq-100 for additional timing checks. It buys when the S&P 500’s daily lows remain above its 21-day EMA for…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

This long-only position strategy combines daily signals from the S&P 500 and Nasdaq-100. It enters when the S&P 500 has held above its 21-day EMA for four consecutive days, Nasdaq-100 lows are above their 14-day and 21-day EMAs, recent closes do not show…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

This strategy seeks directional moves by comparing price change over a configurable momentum period with an ATR-scaled threshold. It also requires momentum to be accelerating, the latest close to continue in the same direction, and normalized momentum to…

MomentumTrend followingRisk managementPosition sizing
TradingView scripts

This strategy builds sloping zones from successive pivot highs and lows, using a volatility-based padding distance to form upper and lower channels. When price moves beyond a zone boundary, it generates a directional signal. The code trades an upper-zone…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This trend continuation strategy uses the 50 EMA as a pullback level and the 200 EMA to define direction. In a bullish regime, price must have touched or crossed below the 50 EMA on the previous bar and then close back above it. The bearish setup mirrors…

Trend followingTechnical indicatorsMomentumRisk management
TradingView scripts

This long-only strategy uses a Supertrend direction change to identify a potential entry: it buys when the indicator switches from bearish to bullish. It closes the position when Supertrend reverses bearish, and also submits a stop-loss and profit-target…

Trend followingTechnical indicatorsRisk managementEquities
TradingView scripts

This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…

Trend followingVolatilityRisk managementPosition sizing