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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 the direction of Kaufman’s Adaptive Moving Average (KAMA) as its trend signal. A long setup requires KAMA to rise over a chosen period, price to be above a simple moving average regime filter, and RSI to exceed a selected midpoint. Short…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy combines Supertrend direction, an SSL channel crossover, MACD sign, and candle color to identify long or short entries. Signals are accepted only when the bar closes and falls within one of up to five configurable trading sessions, with a…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

The visible source describes a strategy that screens market conditions before execution. Its regime engine combines ADX, a choppiness measure, and a range-to-ATR compression ratio to distinguish expansion, compression, and transitional conditions. A trend…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This strategy combines a Turtle-style price breakout with a long-term trend filter, staged entries, and two exit mechanisms. It opens long positions when the close exceeds the highest high over the entry lookback and, by default, sits above a simple moving…

FuturesTrend followingBreakoutTechnical indicators
TradingView scripts

This strategy uses the direction of a Hull moving average to define the prevailing trend, then looks for RSI crossings as entry triggers. In an upward Hull direction, it seeks a long after RSI crosses below its chosen threshold; in a downward direction, it…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy combines Williams %R threshold crossings with a 200-period simple moving average filter. It enters long when Williams %R crosses above a level below its midpoint and price is above the moving average; it enters short when the indicator crosses…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This intraday Bank Nifty strategy looks for breakouts aligned with a short-term EMA trend. Long entries require the faster EMA to exceed the slower EMA, price to be above the faster EMA, and the close to break above the previous bar’s high; short entries…

FuturesBreakoutTrend followingTechnical indicators
TradingView scripts

This strategy for Vietnamese index futures combines SuperTrend direction changes with RSI and an optional moving-average slope filter. A long signal occurs when SuperTrend turns upward and RSI is below its overbought threshold; a short signal requires a…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy enters long or short when a fast EMA crosses the slow EMA and the trend direction changes. By default, it also requires the signal candle to close in the trade’s direction. The configurable EMA lengths define the trend signal, while ATR sets a…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

The document presents a configurable long-and-short strategy built around fast and slow EMA crossovers, with optional confirmation from higher-timeframe Hull moving averages, RSI, VWAP, MACD, volume, and recent price structure. Only enabled higher-timeframe…

FuturesTrend followingMomentumTechnical indicators
TradingView scripts

This intraday strategy combines Supertrend direction, MACD crossovers, RSI bounds, and a long-term EMA bias to generate long and short signals. Long entries require bullish Supertrend direction, a bullish MACD crossover, RSI above the oversold threshold, and…

FuturesUS marketsTrend followingMomentum
TradingView scripts

This Bitcoin strategy seeks entries on short-term pullbacks following a strong move. It detects impulses from the change in a smoothed primary-timeframe price relative to ATR, with an additional filter comparing current ATR to its recent average. A…

CryptoTrend followingMomentumVolatility
TradingView scripts

This indicator restarts a volume-weighted price reference when its swing-direction logic changes at a new high or low. It identifies swings using a configurable lookback and marks pivot structure with higher-high, lower-high, higher-low, or lower-low labels.…

Technical indicatorsVolatilityMean reversionTrend following
TradingView scripts

The strategy combines a fast and slow exponential moving average crossover with a candle-body filter. A long entry requires the fast average to cross above the slow one, the close to finish above the fast average, and the candle body to occupy at least 30%…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy uses up to six configurable exponential moving averages to define directional bias, then uses the fastest pair’s crossover for trade timing. Enabled averages must be strictly ordered from shorter to longer to establish a bullish or bearish…

Trend followingTechnical indicatorsBacktestingExecution
TradingView scripts

This strategy seeks long entries when price and four exponential moving averages form a bullish order, from the shortest average through the longest. It adds trend-strength confirmation from ADX and the positive directional indicator, then requires the…

Technical indicatorsTrend followingMomentumBacktesting
TradingView scripts

This strategy enters when Supertrend changes direction, using an upward flip for long trades and a downward flip for shorts. A signal must also pass two regime filters: ADX must exceed a minimum strength threshold, and the Choppiness Index must remain below…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This strategy combines inside-bar breakouts with an exponential moving average direction filter. An inside bar is defined by a high below the prior bar’s high and a low above its low. After a qualifying bullish or bearish inside bar appears within the…

Technical indicatorsBreakoutTrend followingRisk management
TradingView scripts

This strategy seeks short-term pullbacks that resume in the direction of a higher-timeframe trend. On a five-minute chart, a long setup requires price to have traded below VWAP during a recent lookback and then close back above it, alongside a fast EMA…

Mean reversionTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a short linear-regression crossover with trend, volatility-regime, volume, RSI, and higher-timeframe filters. Long and short setups receive weighted confluence scores; an entry requires the relevant crossover, aligned EMA and…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This Nifty futures strategy combines a long-term trend filter, a momentum trigger, and a volatility condition. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR is greater than its own moving average. Short entries use the…

FuturesTechnical indicatorsMomentumVolatility
TradingView scripts

This rule-based strategy seeks long breakouts when the close is above the 20, 50, 100, and 200 EMAs and exceeds the previous bar’s high. Shorts require the close below all four averages and below the previous bar’s low. The description recommends daily or…

EquitiesBreakoutTrend followingTechnical indicators
TradingView scripts

This strategy combines three entry patterns—fair value gaps, order blocks, and pin bars—with directional and timing filters. Longs require price and the fast EMA to be above the slow EMA; shorts require both below it. Trades are limited to London or New York…

ForexCommoditiesTechnical indicatorsTrend following
TradingView scripts

This indicator replaces standard open, high, low, and close values with Hull moving averages, then plots the results as custom candles. A separate Hull average of the OHLC4 price determines candle color: rising values color candles green, while flat or…

Technical indicatorsTrend following