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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 identifies directional trend changes using an Arnaud Legoux moving average (ALMA), price deviation bands, and an ATR-normalized slope. A bullish state begins when the slope exceeds a positive threshold and price closes above the upper…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This script is a reusable strategy scaffold rather than a distinctive entry system. Its example rules go long when price is above a 100-period EMA and short when price is below it, while requiring the strategy to be flat. Users can limit long and short…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This one-hour strategy combines trend, breakout, sentiment, volume, and market-structure signals into a weighted confluence score. Its components include fast and slow EMAs, a Donchian Channel breakout, a higher-timeframe EMA filter, a nonparametric kernel…

Multi-assetTrend followingBreakoutSentiment
TradingView scripts

This strategy uses the color of Heikin Ashi candles, calculated on a user-selected timeframe, to define trend-following entries and exits. In buy-only mode it enters long on a bullish candle and closes on a bearish one; in sell-only mode it enters short on a…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This strategy combines breaks of pivot-based trendlines with a Supertrend direction filter to generate long and short signals. It detects swing highs and lows using a configurable lookback, then projects upper and lower lines using slopes calculated from…

CryptoPerpetual futuresBreakoutTrend following
TradingView scripts

This indicator colors a set of moving averages to show whether price action suggests a trend and how strong that trend may be. It supports exponential, simple, running, weighted, and volume-weighted averages. For each plotted average length, it measures the…

Trend followingTechnical indicatorsMomentum
TradingView scripts

This strategy seeks entries in the direction of a longer-term trend after a pullback toward an EMA channel. It combines fast and intermediate EMAs with a slow macro EMA, RSI, ATR, and internally calculated Heikin Ashi candles. A valid setup also checks…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This indicator builds a trend-following trailing line from confirmed pivot highs and lows. It updates a center value using each new pivot, weighting the existing center more heavily to smooth changes. ATR-based bands are then placed around that center, with…

Trend followingTechnical indicatorsVolatility
TradingView scripts

This strategy identifies pivot highs and lows using a configurable lookback on both sides of a candidate swing. It compares successive swing points to label higher highs and higher lows as an uptrend, or lower highs and lower lows as a downtrend. In an…

Trend followingBreakoutRisk managementBacktesting
TradingView scripts

This BTCUSDT-oriented strategy combines four exponential moving averages to define broad trend, time entries, and manage exits. The 50-period EMA above the 200-period EMA permits long entries; the reverse alignment permits shorts. A crossover of the 7- and…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy looks for a close beyond the previous bar's ten-bar swing high or low, then stores that broken level. It waits for price to revisit the level and close back on the breakout side, alongside a directional candle confirmation. A pair of…

BreakoutMomentumTrend followingRisk management
TradingView scripts

This strategy compares a simple moving average and an exponential moving average of the selected price source, shifting them in opposite directions by a configurable offset. A crossover of the adjusted averages opens a long position, while a crossunder…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This indicator draws projected support and resistance lines by connecting selected past pivot highs and pivot lows, then extending each line forward. A sensitivity setting controls how many bars are used to confirm a pivot: shorter settings detect smaller…

Technical indicatorsTrend following
TradingView scripts

This long-only strategy combines a nine-period exponential moving average with a fourteen-period Relative Strength Index. It enters when the close is above the EMA and RSI is above 50, but only on the first bar where both conditions become true after not…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This strategy uses two exponential moving averages calculated from closing prices: a fast EMA with a default length of five bars and a slow EMA with a default length of thirteen. It opens a long position when the fast average crosses above the slow average…

Technical indicatorsTrend followingBacktestingPosition sizing
TradingView scripts

The strategy applies moving averages to the relative strength index and uses crossings of the RSI midpoint to switch between long and short exposure. The accompanying description specifies weekly chart use and describes a buy or cover signal from a faster…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

This open-source strategy combines London and New York trading-hour filters with a higher-timeframe trend check and a local trend filter. It takes long positions when price and moving averages indicate an uptrend, RSI is above its bullish threshold, and at…

CommoditiesTrend followingMomentumTechnical indicators
TradingView scripts

This strategy filters direction with a 200-period exponential moving average and identifies recent pivot structure. After a bullish engulfing candle near a recent pivot low in an uptrend, it marks the candle body as a mitigation zone; the bearish setup…

Trend followingEquitiesTechnical indicatorsPosition sizing
TradingView scripts

This strategy uses ADX to classify conditions as trending, choppy, or neutral. It holds the previous regime while ADX remains between separate trend and chop thresholds, creating hysteresis. The regime selects a tighter or wider ATR multiplier for…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This strategy combines short- and long-period true-range averages with normalized price momentum to create an adaptive ATR. It uses moving-average alignment and a thresholded trend-strength measure to identify directional signals, then confirms them when…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This trend-following strategy derives separate long and short trigger levels from turns in smoothed price. It applies a sequence of exponential moving averages, detects changes in the direction of the final smoothed series, and uses recent lows or highs to…

Trend followingBreakoutTechnical indicatorsPosition sizing
TradingView scripts

This strategy combines three indicators to seek directional entries. A long signal requires the MACD histogram to cross above zero while Supertrend is bullish and the short-period DEMA is above the long-period DEMA. A short signal uses the inverse alignment,…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover to generate directional entries, with volume or short-term price direction as additional confirmation. A trend filter accepts conditions when ADX exceeds a threshold or the positive and…

Technical indicatorsTrend followingFuturesRisk management
TradingView scripts

This Ethereum strategy combines Aroon crossover signals with an Absolute Strength Histogram concept. It uses separate lookback settings for long and short signals: a long begins when the long-side Aroon lines cross upward, subject to a lower-line threshold,…

CryptoTechnical indicatorsTrend followingBacktesting