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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 indicator turns Mark Minervini’s trend template into chart conditions for screening stocks. It checks whether price is above the 50-, 150-, and 200-day simple moving averages, whether those averages are properly ordered, and whether the 200-day average…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This paper-trading strategy adapts a Turtle-style channel breakout to daily Bitcoin prices. It opens a long position when the close exceeds the prior breakout lookback high and is above a simple moving average filter. An ATR-based initial stop defines a…

CryptoBreakoutTrend followingRisk management
TradingView scripts

This daily XAUUSD strategy identifies direction by comparing the latest rolling swing high and low, then resets a volume-weighted average price whenever that structural direction changes. Long entries require bullish structure, price above an optional…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This experimental indicator creates a zigzag-like line that moves toward the upper or lower boundary of a Donchian channel. The channel uses the selected source and lookback length; the line’s direction changes when it crosses a channel boundary. Its…

Technical indicatorsTrend followingBreakout
TradingView scripts

The strategy combines a trend filter with channel breakouts. It defines an uptrend when the fast EMA is above the slow EMA and the slow EMA is rising over a configurable lookback; the short condition reverses those relationships. A confirmed close above the…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy builds a smoothed price channel from an adjustable multi-stage EMA approximation. Its center line filters a selected price source, while the same filter applied to true range sets the upper and lower bands. Optional lag reduction adjusts inputs…

Trend followingBreakoutTechnical indicatorsBacktesting
TradingView scripts

The indicator estimates the Hurst exponent from price returns using rescaled-range analysis. For each selected sample length, it divides a rolling lookback into groups, calculates each group’s cumulative-deviation range relative to its standard deviation,…

StatisticsMean reversionTrend followingTechnical indicators
TradingView scripts

This strategy estimates a daily expected-move range from the daily open and an implied-volatility index selected for the asset class. It plots the open and intermediate and outer price bands, then combines a moving-average crossover with volume, ADX,…

FuturesVolatilityTechnical indicatorsTrend following
TradingView scripts

This strategy combines a TTM Squeeze momentum calculation, a parabolic SAR, and an exponential moving average to generate directional entries. The visible rules require price to be on the relevant side of the EMA, a price crossover of PSAR, and the squeeze…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy applies a SuperTrend calculation to Tesla’s one-minute chart. It builds upper and lower levels from the midpoint of each bar and an ATR distance, then updates those levels so they trail as price moves. The trend state changes when price crosses…

EquitiesTrend followingTechnical indicatorsBacktesting
TradingView scripts

This TSLA-focused strategy seeks long swing entries when a composite momentum oscillator and smoothed money-flow measure are both positive and rising, while price is above the 50-period and 200-period EMAs. The oscillator blends RSI, Stochastic, and a…

EquitiesMomentumTrend followingPosition sizing
TradingView scripts

This strategy combines ten technical signals into a weighted score: EMA trend, Supertrend, MACD, RSI, ADX and directional indicators, VWAP, Bollinger Bands, Stochastic RSI, OBV, and an ATR activity filter. Bullish conditions add their assigned weights,…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy uses a Supertrend direction change as its base entry trigger, then optionally requires agreement from a configurable set of six timeframes. Each timeframe is classified as bullish or bearish by comparing its close with an EMA; user-set minimum…

Trend followingTechnical indicatorsMulti-assetRisk management
TradingView scripts

This strategy builds a trend line from the midpoint of a rolling source-price range and an ATR-based offset. A signal occurs when price moves beyond the upper or lower band; users can choose crossover-style or cross-style conditions and optionally smooth the…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy uses rolling highest-high and lowest-low bands to identify breakouts. A close above the prior highest-high band opens a long position; a close below the prior lowest-low band opens a short position when shorting is enabled. Positions exit when…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines several price-based filters to qualify long and short entries. It defines market regime from the relationship between fast and slow EMA/HMA averages, scales their separation by ATR, and requires both minimum strength and persistence. A…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This trend-following strategy combines fast, medium, and slow SuperTrend signals. Traders can require all three lines to agree, accept a two-of-three majority, or use the fast and slow lines together. Long and short entries also require directional movement…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy implements a Turtle-style trend-following system for long and short positions. It enters when the closing price crosses beyond the prior 55-period high or low, then exits when price crosses the opposing 20-period channel boundary. The lookback…

FuturesTrend followingBreakoutPosition sizing
TradingView scripts

This TradingView strategy combines trend, momentum, volatility, price-pattern, and support/resistance signals to qualify long and short entries. Its trend checks use DEMA relationships, moving averages, Supertrend, and higher-timeframe alignment. Additional…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

The listing gives a brief description of a NAS100 zone-trading approach that follows two pairs of moving averages: the 50- and 200-period averages for broader trend context, and the 10- and 20-period averages for a nearer-term trend. This suggests using…

FuturesTrend followingTechnical indicators
TradingView scripts

This 30-minute swing strategy combines daily and two-hour directional filters with local entry signals. It assesses trend using moving averages, RSI, and MACD across timeframes, then scores bullish or bearish conditions from RSI, WaveTrend, CCI, ADX…

OptionsTrend followingMomentumTechnical indicators
TradingView scripts

This TradingView strategy combines an ATR trailing stop crossover with several filters to time long and short entries. Long signals require price and the 50-period EMA to be above the 200-period EMA, RSI to exceed its bullish threshold, and ADX to meet a…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This swing strategy looks for continuation after an unusually large directional candle. It defines bullish or bearish displacement by comparing the candle body with a multiple of the 14-period ATR, then tracks the displacement bar's low or high. Within a…

ForexTrend followingBreakoutPosition sizing
TradingView scripts

This strategy estimates a smoothed price and velocity with a two-state Kalman filter. It measures the recent mean absolute deviation of closing price from the estimate, then places adaptive bands around the filtered price. A close crossing above the upper…

CryptoBreakoutTrend followingStatistics