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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 entries around breaks of market structure, with configurable choices for break-of-structure or change-of-character signals, candle strength, and entry timing. It can filter direction using moving-average slope, stacking, and divergence,…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a rolling price z-score with levels calculated from the recent high-low range to select long and short entries. Longs require price above the range midpoint and upper retracement level with a nonnegative z-score; shorts require price…

Trend followingStatisticsTechnical indicatorsRisk management
TradingView scripts

The indicator fits linear regressions over a user-selected anchor period and plots the estimated price trend. Its rolling mode updates the regression with new observations and displays the fitted value as a changing line; its static mode extends a regression…

Technical indicatorsStatisticsVolatilityTrend following
TradingView scripts

This BTC/USD strategy is designed for four-hour charts and takes long positions when several trend conditions align. It combines smoothed fast, medium, and slow exponential moving averages with slope, separation, momentum persistence, path efficiency,…

CryptoTrend followingMomentumBreakout
TradingView scripts

This strategy uses confirmed swing highs and lows to set potential entry levels. A pivot is recognized only after a configurable number of bars on each side, and the strategy places long limits around the pivot candle’s body after a swing low or short limits…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This strategy combines several signal layers to decide when to take directional trades. Its regime engine estimates whether price action is trending or rotating using normalized returns and volatility, an efficiency ratio, and moving-average slope. It…

Trend followingMomentumVolatilityRisk management
TradingView scripts

This experimental indicator scales the current high and low against the highest and lowest prices over a configurable lookback, producing two normalized readings based on the Donchian range. It averages the readings, plots them alongside a running mean, and…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy combines a long-term exponential moving average filter with two- and three-candle patterns to seek possible reversals. It treats price above the EMA as an uptrend and looks for a bullish setup involving a hammer-like candle, followed by a green…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

The article evaluates a trailing, converging trend indicator inspired by parabolic SAR. Its strategy goes long when price crosses above the activator and short when price crosses below it, reversing on opposite signals. The indicator’s line adjusts using…

ForexCryptoEquitiesTrend following
TradingView scripts

This trend-following strategy uses a fast and a slow simple moving average to trigger entries: a cross upward signals a long and a cross downward signals a short. A third, longer-period SMA can filter trades by its slope, allowing longs when it is rising and…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a moving-average direction filter with a measure of how directly price has moved over a lookback window. Trend efficiency is the absolute net price change divided by the sum of absolute bar-to-bar changes. A higher score means price…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This intraday strategy looks for long and short pullbacks within directional trends. It defines bullish conditions with price above VWAP, a fast EMA above a slow EMA, and positive directional movement leading; bearish conditions reverse those relationships.…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This simple long-only strategy uses the 200-period EMA to define an uptrend and the 50-period EMA to time entries and exits. It buys when the closing price crosses above the 50 EMA while also trading above the 200 EMA. It closes the long position when price…

EquitiesTrend followingTechnical indicatorsExecution
TradingView scripts

This strategy combines four exponential moving averages with RSI to identify trend pullbacks. The 50 EMA relative to the 200 EMA sets the broad bullish or bearish direction. A crossover or crossunder of the 7 and 21 EMAs triggers a potential entry, provided…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This indicator is designed to scan for geometric chart formations using Zigzag-derived price pivots. Users can select the number of pivots, configure multiple Zigzag settings, and set tolerances for trendline error, flatness, and the relative placement of…

Technical indicatorsBreakoutTrend followingBacktesting
TradingView scripts

This strategy builds a financial regime index from eight standardized market components: US and global equity returns, credit conditions, short-term rates, the yield curve, the dollar, volatility, and a liquidity proxy. Each component is converted to a…

Multi-assetStatisticsTrend followingRisk management
TradingView scripts

This indicator builds a moving average from a parametric kernel whose inputs adjust lag and overshoot. A user-selected lookback sets the data window, while the kernel weights observations across that window. The script estimates dispersion as a moving…

Technical indicatorsMean reversionTrend followingVolatility
TradingView scripts

This gold swing strategy combines a trend filter with a pullback entry. It identifies bullish conditions when price is above VWAP, the fast EMA is above and rising relative to the slower EMA, and a candle reclaims the fast EMA; bearish conditions reverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This long-only strategy for Australian equities layers weekly market permission, daily trend structure, a momentum trigger, and liquidity screening. The weekly gate checks that the prior close is above a rising 30-week average and that weekly RSI meets a…

EquitiesMomentumTrend followingPosition sizing
TradingView scripts

This Bitcoin-oriented strategy combines a Hull moving average crossover with Heikin-Ashi direction, Supertrend, volume, and momentum conditions to generate long entries. It also compares price with a long-term exponential average and a recent high-volume…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy converts RSI readings into a normalized oscillator using different mappings depending on whether price is above or at or below a 200-period simple moving average. It uses a 14-period RSI by default. The resulting value is multiplied by 100 and…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This futures strategy combines higher-timeframe direction with a pullback and price-action trigger on the chart timeframe. It defines bullish or bearish bias by requiring price to be above or below a 50-period EMA on both a trend timeframe and a setup…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator estimates a near-term price move by comparing recent feature patterns with a rolling store of historical patterns. It represents each pattern with four inputs: one-bar log returns, five-bar price change, RSI centered around its midpoint, and…

Machine learningStatisticsTechnical indicatorsMomentum
TradingView scripts

This intraday strategy combines fast and slow EMAs, Supertrend direction, candle color, and RSI thresholds to form long and short signals. It specifies a 15-minute chart as the intended timeframe and displays a warning label on other chart intervals. Stops…

Trend followingTechnical indicatorsRisk managementPosition sizing