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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
Quantopian lectures
45 documents
Binance API docs
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 scalping strategy uses higher-timeframe trend filters to constrain entries on a lower timeframe. It compares the current price with exponential moving averages calculated on hourly, four-hour, and daily intervals; longs require price above all three…

FuturesCryptoTechnical indicatorsMomentum
Strategy library

This strategy combines three exponential moving averages with Supertrend direction. It uses the 5-, 10-, and 20-period averages to identify bullish or bearish alignment: the faster averages must sit on the corresponding side of the 20-period average, with…

Technical indicatorsTrend followingFuturesBacktesting
Strategy library

This strategy combines MACD conditions with a 200-period simple moving average to filter directional trades. The described long setup requires positive MACD momentum and histogram readings, the fast average above the slow average, and price above the…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This strategy places a sequence of buy and sell levels across a price range. The range can be set manually or estimated from recent closing prices using highs and lows, or an average with a deviation. Grid spacing follows from the range and the selected…

Grid tradingMean reversionFuturesPosition sizing
Strategy library

This BTC/USDT futures strategy uses the TTM Squeeze framework to identify periods when Bollinger Bands contract inside Keltner Channels. It enters a long position after three consecutive squeeze bars and exits when price crosses below a 21-period simple…

CryptoFuturesBreakoutVolatility
Strategy library

The strategy derives speed, acceleration, jerk, and jounce from a Hull Moving Average. It opens long positions when acceleration, jerk, and jounce are all positive, and shorts when all three are negative. Positions may close on a signal in the opposite…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document proposes a curve intended to flag price highs, lows, and inflection points. It computes short-window averages and dispersion measures from recent price changes, selects the window with the greatest calculated dispersion, and combines that…

CryptoFuturesTechnical indicatorsStatistics
Strategy library

This strategy uses moving-average relationships to trade both directions. It describes a 13-period EMA crossing a 33-period EMA as the long or short entry signal, with a 13-period EMA crossing back below the 33-period EMA to exit longs and rising above a…

CryptoFuturesTrend followingMomentum
Strategy library

The strategy uses a 14-period RSI to identify potential reversals: it shorts when RSI crosses above 70 and goes long when RSI crosses below 30. It exits positions on opposing RSI signals or through a trailing stop set 3% from the close. A stated 20% profit…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

The described approach combines two exponential moving averages with an Arnaud Legoux Moving Average (ALMA). A crossover between the faster and slower EMA supplies a potential directional signal, while price relative to ALMA acts as a trend filter: long…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy opens a long position when a candle's low reaches a specified percentage below its open. It then places a profit target at a fixed percentage above the average entry price and uses a trailing offset to manage the exit. The documented defaults…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This strategy combines Supertrend direction, a 50-period EMA trend filter, RSI confirmation, and an ATR-based volatility condition to generate long and short entries. The described setup uses a 14-period ATR compared with its 50-period moving average, or a…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

T-Step LSMA is a trend indicator that smooths price, adapts a step-like baseline to price movement, and fits a least-squares line to that baseline. Its efficiency-ratio term and cumulative movement determine how readily the baseline advances, while a…

Technical indicatorsTrend followingFuturesBacktesting
Strategy library

This long-only trend-following strategy enters when a short-period moving average crosses above a longer-period average. It exits when the closing price crosses below a separate exit average. Traders can select periods and smoothing methods for the entry and…

Trend followingTechnical indicatorsFuturesBacktesting
Strategy library

This strategy combines pivot-based fractal levels, ATR, and a simple moving average to set up adaptive grid trades. It identifies local highs and lows, then places prospective limit entries at levels offset from those pivots by ATR multiples. A volatility…

Grid tradingVolatilityTechnical indicatorsFutures
Strategy library

This short-term strategy combines three two-candle patterns: engulfing, harami, and harami cross. It classifies each bar by whether it rose, fell, or closed unchanged, then compares candle bodies and ranges to detect bullish or bearish patterns. Traders can…

Technical indicatorsEquitiesFuturesBacktesting
Strategy library

The narrative describes a BTC/USDT trend strategy centered on a range filter, whose middle line is derived from smoothed price movement. A sustained move through that line is treated as a breakout; RSI is described as an overbought or oversold check, moving…

CryptoFuturesBreakoutTrend following
Strategy library

This trend-following approach builds an upper and lower price band from a simple moving average plus or minus an ATR-based range. It looks for price to cross beyond a band, then uses an exponential moving average to check whether the breakout agrees with the…

FuturesBreakoutTrend followingTechnical indicators
Strategy library

This strategy seeks long entries after a bullish engulfing pattern appears in a downtrend. The setup is described as a small bearish candle followed by a bullish candle whose body engulfs the prior body and whose close exceeds the previous high. Trend…

Technical indicatorsEquitiesFuturesRisk management
Strategy library

The strategy records the high and low of the third three-minute candle after the market opens, then uses subsequent price breaks to set up long or short trades. Its description sets a 100-point profit target and calls for positions to close at the end of the…

FuturesBreakout
Strategy library

This long-only trend-following strategy enters when a short simple moving average crosses above a longer one. The described periods are 9 and 21, and the strategy sets a profit target 1.5% above the entry price and a stop 1% below it. The accompanying source…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy pairs RSI threshold crossings with candlestick patterns to time entries. It describes buying when RSI rises through 30 alongside a bullish pattern, and shorting when RSI falls through 70 with a bearish pattern. Patterns include single candles…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This technical trading system combines candlestick pattern detection with moving averages to produce directional entries. It describes using a 6-period EMA as a short-term trend reference and 50- and 200-period SMAs for longer-term context. The listed…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This strategy looks for breakouts by comparing Bollinger Bands with Keltner Channels and requiring above-average volume. Its stated defaults use 20-period bands and channels, with Bollinger width based on two standard deviations and Keltner width based on…

FuturesCryptoBreakoutVolatility