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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 TradingView strategy enters long or short when the Supertrend direction changes, subject to optional agreement from a configurable set of six timeframes. Each timeframe is classified by whether its close is above or below an exponential moving average,…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This long-only Nasdaq-100 strategy combines a monthly 10-period simple moving average with weekly signals. It enters when the weekly close crosses above the monthly average, provided the weekly close is also above its 200-period exponential moving average.…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This indicator detects alternating swing-high to swing-low and swing-low to swing-high patterns, then draws them as paired arcs around a midpoint. Users can adjust the swing lookback, pattern width, included swing types, and historical display style. A…

BreakoutTechnical indicatorsTrend following
TradingView scripts

This indicator fits a linear regression line to a selected price source over a configurable lookback, then adds parallel upper and lower boundaries based on the residual standard deviation and a user-set multiplier. It colors the channel by slope direction…

Technical indicatorsStatisticsBreakoutTrend following
TradingView scripts

The strategy defines bullish and bearish Failed 2 patterns after a configurable streak of consecutive candles. A bullish setup follows a bearish streak: the signal candle sweeps below the prior candle’s low, stays within its high, and closes back inside the…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This futures-oriented framework enters when a selectable fast moving average crosses a slower one. Before entry, it can require expanding volatility, measured by a shorter-period ATR exceeding a longer-period ATR, and directional RSI confirmation. A time…

FuturesTrend followingMomentumVolatility
TradingView scripts

This strategy derives Heikin-Ashi close as the average of the bar’s open, high, low, and close, and derives Heikin-Ashi open recursively from the prior Heikin-Ashi values. It colors bars by whether the derived close is above or at or below the derived open.…

Technical indicatorsTrend followingBacktestingCrypto
TradingView scripts

This flexible strategy calculates Heikin-Ashi candle values internally while running on a standard price chart. Long and short signals depend on configurable runs of bullish or bearish Heikin-Ashi bars, along with counts over a wider lookback window and…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy ranks long and short setups on a 0–100 scale by combining trend, momentum, directional price efficiency, volatility conditions, and volume participation. Each component contributes up to 20 points, allowing strengths in some areas to offset…

CryptoTrend followingMomentumVolatility
TradingView scripts

This Bitcoin strategy combines a long-term trend filter with shorter-term price crossings for entries. It treats closes above a 200-period exponential moving average as an uptrend and opens long positions when price crosses above a 20-period EMA. Below the…

CryptoTrend followingTechnical indicatorsVolatility
TradingView scripts

The Caldera Meridian strategy combines several signal families in a close-confirmed framework: moving-average trend state, MACD and RSI momentum, VWAP direction, volatility ranking, a conditional higher-timeframe EMA filter, volume-weighted pressure, auction…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator creates two or three regime centers for selected technical features using lower and upper percentiles together with a running mean. Each observation is assigned to its nearest center. In a combined mode, selected features can be standardized…

Technical indicatorsStatisticsMachine learningTrend following
TradingView scripts

This indicator framework samples price on user-defined events rather than necessarily processing every chart bar. It offers bar-count sampling, time-interval sampling, and price-action sampling, with the latter triggered by moves sized in points, pips,…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This strategy uses a simplified Kalman state-space filter to estimate a smoothed price and a normalized trend-strength oscillator. It enters long when trend strength is strongly positive, the signal is green, and price is above the filtered estimate; short…

ForexTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines several market-state filters to generate long and short setups. A weighted regime score draws on moving-average separation and slope, ADX strength, price-path efficiency, and volatility. A Kaufman adaptive moving average forms the…

Trend followingTechnical indicatorsRisk managementVolatility
TradingView scripts

This is a long-only Bitcoin strategy described for a four-hour chart. It requires price to be above a long-term exponential moving average and that average to be rising, while rate of change exceeds a threshold and ADX indicates sufficient trend strength. A…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy builds moving support and resistance guides around Donchian channel extremes. When a new high or low extends the channel, it records a candidate pivot; the corresponding guide then advances or retreats using a slope scaled from an ATR band’s…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This Pine strategy is a configurable template for turning signals into orders and webhook-driven trade management. It includes toggles for EMA crossovers, Turtle-style breakouts with volume and candle confirmation, and swing-failure patterns. Its signal…

ExecutionRisk managementBacktestingTrend following
TradingView scripts

This rule-based strategy looks for bullish or bearish candlestick patterns while filtering for a longer-term trend. Its active bullish patterns are engulfing candles and morning stars; its bearish patterns are engulfing candles and evening stars. Inside bars…

Technical indicatorsTrend followingRisk management
TradingView scripts

This indicator measures the close’s percentage distance above or below a selected moving average, rounds the absolute deviation to a whole percentage, and groups historical observations by side and deviation. It supports several moving-average types and lets…

StatisticsTechnical indicatorsMean reversionTrend following
TradingView scripts

This strategy combines a fast and slow exponential moving average crossover with two filters. It checks whether the hourly close is above or below an hourly EMA to define directional bias, then requires the current close to be on the matching side of VWAP. A…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This indicator turns successive Zigzag pivots into synthetic candles. A configurable lookback identifies candidate swing highs and lows, while a candle-size setting determines how many pivots form each displayed candle. The first and last pivots in the group…

Technical indicatorsTrend following
TradingView scripts

This Bitcoin strategy combines a daily trend filter with a four-hour momentum trigger. It calculates Williams Alligator lines from smoothed price averages and uses the Awesome Oscillator (AO), defined as the difference between short and longer averages of…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This buy-only strategy enters long after a fast exponential moving average crosses above a slower one. An input sets how many bars after the crossover the entry signal is recognized, allowing users to delay participation. The example uses short…

Trend followingMomentumTechnical indicatorsRisk management