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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

9,797 documents

Strategy library

This strategy combines RSI thresholds with a restricted trading window and staged position entries. It uses a 14-period RSI, with oversold and overbought levels of 30 and 70, and the source sets the default window to hours 2 through 4. Initial long or short…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This long-only strategy uses the Relative Strength Index to seek rebounds after oversold readings. It calculates RSI over a configurable period, with a stated default of 14, and enters when RSI crosses back above the oversold threshold, whose default is 30.…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This scalping approach calculates a linear regression estimate and places upper and lower trigger levels around it using a configurable price gap. It buys when the close falls below the lower level and sells short when the close rises above the upper level,…

FuturesHigh-frequency tradingTechnical indicatorsMean reversion
Strategy library

This strategy uses a moving-average centerline and range-based upper and lower bands to identify price breakouts. It combines channel signals with directional movement readings and a trend filter: the described long setup requires price to cross above the…

FuturesBreakoutVolatilityTechnical indicators
Strategy library

This controller configuration describes a Bollinger Band based directional signal. It obtains candle data for a configurable exchange, trading pair, and interval, defaulting the data source to the trading connector and pair when those fields are left empty.…

Technical indicatorsMean reversionFutures
Strategy library

This example demonstrates adding futures subscriptions for an equity index and a metal with extended market hours. It applies an expiration filter to each futures chain, then inspects available contracts and selects one whose expiry is more than 90 days…

FuturesCommoditiesExecutionRisk management
Strategy library

This backtesting system places a limit entry at a configurable percentage above or below a selected price reference, depending on whether it is set to trade short or long. Once a position is open, it cancels the initial exit orders and sets profit-taking and…

BacktestingRisk managementPosition sizingFutures
Strategy library

This strategy combines fast and slow EMA crossovers with MACD crossovers, using RSI thresholds to filter entries. A long signal occurs when either the fast EMA crosses above the slow EMA or MACD crosses above its signal line, while RSI is above the oversold…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy combines a 200-period EMA for broad direction, a 9-period RSI for momentum, and bullish or bearish engulfing candles for entries. Trades are opened when these signals align, subject to a selectable long-only, short-only, or two-way direction…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This daily cryptocurrency strategy combines a long-term MACD measure, a custom smoothed momentum measure, recent price direction, and StochRSI. A long entry requires positive MACD, positive custom momentum, and a close higher than the previous close. The…

CryptoFuturesMomentumTechnical indicators
Strategy library

This script outlines an intraday opening-range breakout strategy with configurable session presets for the US open, Asian hours, or a custom time window. It builds a range during an initial period, then defines a later trading window, with a scheduled…

BreakoutFuturesTechnical indicatorsRisk management
Strategy library

This strategy combines moving average crossovers with pivot points and an ATR-based SuperTrend calculation to identify trend direction and potential trades. It uses fixed-timeframe price data, calculates 8- and 21-period EMAs and smooths them with moving…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy uses LazyBear’s Wave Trend indicator to generate trading signals from two smoothed lines. It derives a volatility-adjusted series from the average price, its exponential moving averages, and the deviation from that average; a further smoothing…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines Smart Money Concepts price zones with a 50-period simple moving average. It estimates a recent range from swing highs and lows over eight candles, uses the midpoint as equilibrium, and labels prices above or below it as premium or…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines a pair of exponential moving averages with a directional volatility measure to generate long and short signals. The first EMA is calculated from the prior close, and a second EMA smooths that series. Long entries require price and the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy pairs bullish and bearish candlestick patterns with a two-average trend filter. It describes long signals when bullish engulfing or morning-star patterns appear in an uptrend, and short signals when bearish engulfing or dark-cloud-cover…

FuturesTechnical indicatorsTrend followingBacktesting
Strategy library

This long-only approach combines a fast RSI reading with a large candle-body condition to identify potential breakout entries. It looks for a bearish candle with RSI below 10, a body more than 2.5 times the recent average, and additional price-distance and…

FuturesMomentumBreakoutTechnical indicators
Strategy library

This strategy combines a slow simple moving average, a fast exponential moving average, and volatility bands calculated from price standard deviation. It defines narrower bands for entries and wider bands for exits. The described rules open short positions…

FuturesTechnical indicatorsVolatilityTrend following
Strategy library

This strategy smooths open, high, low, and close prices with a selected moving average, then calculates Supertrend-style trailing stops from those smoothed candles. It enters long when price is above the short stop and the Supertrend direction is bullish,…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses Ichimoku components to define long and short breakout conditions. A bullish setup requires Tenkan above Kijun, the close above the forward-shifted cloud, and positive price momentum over the lagging-span offset. The bearish setup reverses…

CryptoFuturesBreakoutTrend following
Strategy library

This long-only trend strategy combines moving average alignment with rising-price momentum filters. It enters when a 20-period EMA is above a 100-period SMA, price is above the 100-period SMA, and several averages and MACD components are rising; an RSI…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy combines buy and sell signals attributed to a Smart Money Concepts indicator with MACD and an exponential moving average. It opens a long when a buy signal is enabled, MACD is above its signal line, and the close is above the EMA. The short…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes a trend strategy that compares closing price with a long-period simple moving average, then counts consecutive bars on either side of that average. Its prose says to trade in the direction of a move once the count reaches the…

CryptoFuturesTrend followingMomentum
Strategy library

This document presents a trend-following approach for BTC futures that combines a price channel, a modified Hull moving average, linear regression, and additional filters. Its written description says a crossover between the modified Hull average and…

CryptoFuturesTrend followingTechnical indicators