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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 combines moving average alignment, Heiken Ashi candle calculations, and a candle-based estimate of net volume to mark bullish or bearish bias. It defines an uptrend when several short and long moving averages, along with an average range band,…

Trend followingTechnical indicatorsMarket microstructure
TradingView scripts

This strategy applies the Supertrend indicator with an ATR length of four and a factor of twenty-two. It enters a long position when the indicator changes from its downtrend state to its uptrend state, and closes the position when the direction flips back.…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This intraday strategy trades during a configurable New York session and uses a higher-timeframe EMA to set directional bias. Its default entry is a VWAP retest: price touches or crosses the session VWAP, then closes back on the trend side. Optional entries…

FuturesTechnical indicatorsTrend followingBreakout
TradingView scripts

This strategy combines a higher-timeframe trend filter with a lower-timeframe entry trigger using the TMO oscillator. The TMO compares the current close with recent opens, then smooths the resulting signed comparisons using configurable moving-average types…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This long-only strategy for TQQQ uses a fast exponential moving average with a default length of 20 and a slow one with a default length of 50. A bullish crossover triggers an entry. The strategy then sets a take-profit limit at 1.3 times the entry-signal…

EquitiesUS marketsTrend followingTechnical indicators
TradingView scripts

This strategy script combines several configurable signal components: trend direction from moving averages, a higher-timeframe EMA filter, moving-average ribbon alignment, order-flow proxies, Fibonacci retracement zones, volatility-regime measures, and…

Technical indicatorsTrend followingBreakoutMean reversion
TradingView scripts

This indicator applies K-means clustering to a range of SuperTrend factor settings. For each factor, it tracks a performance measure based on whether the prior SuperTrend direction aligned with the latest price change. It groups those performance values into…

Technical indicatorsMachine learningTrend followingStatistics
TradingView scripts

This indicator fits a linear regression line to the bars since the latest channel reset and draws upper and lower bands at configurable standard-deviation distances. When price closes beyond a band, the script finalizes the preceding channel and begins a new…

Technical indicatorsStatisticsTrend followingMean reversion
TradingView scripts

This indicator adapts a SuperTrend line to current volatility by clustering recent Average True Range values into high, medium, and low groups. It initializes three centroids from selected points within the ATR range, repeatedly assigns observations to their…

Machine learningVolatilityTrend followingTechnical indicators
TradingView scripts

This intraday strategy uses an ATR-based UT-style trailing level to trigger long and short entries. It filters those signals using a fast EMA and, optionally, a longer EMA on the chart timeframe, a one-minute EMA, a 15-minute EMA, ADX, and a minimum distance…

Technical indicatorsFuturesTrend followingRisk management
TradingView scripts

The author describes a crypto portfolio approach that combines selling into perceived overvaluation, buying back at lower prices, and taking partial profits during shorter moves within larger trends. The strategy is said to use directional technical…

CryptoMean reversionTrend followingTechnical indicators
TradingView scripts

This strategy combines an adaptive forecast, a price channel, and several regime measures to generate long and short trades. Its forecast engine updates an intercept and slope using a forgetting-factor regression approach, estimates forecast error, and…

Trend followingBreakoutMomentumVolatility
TradingView scripts

This indicator is designed to make directional price movement clearer by filtering out changes smaller than a selected range. It calculates a smoothed or unsmoothed range from the chosen basis, then updates a price filter when price crosses the range…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

The Range Filter is an experimental indicator intended to suppress small price movements so broader directional changes are easier to see. It estimates a price range, optionally smooths it, and moves the filter only when price passes a range threshold. Bands…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This strategy combines MACD crossovers with an 18-period exponential moving average (EMA) to time directional entries. It opens a long position when MACD crosses above its signal line while price closes above the EMA, and a short when MACD crosses below…

CryptoMomentumTrend followingTechnical indicators
TradingView scripts

This short timeframe strategy enters long after a down fractal and short after an up fractal, subject to a fast and slow EMA trend filter. The EMA relationship sets the allowed direction, while the fractal bar’s close is checked against both averages.…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy builds a trend line that advances in ATR-sized steps. It switches between faster and slower step sizes according to how far price has moved from the line, and changes trend direction when price crosses the line by a reversal threshold measured…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This strategy uses separate ATR-based trailing-stop engines to generate long and short crossover signals. A long-term exponential moving average filters direction: long signals require price above the average, while short signals require price below it. The…

Trend followingTechnical indicatorsRisk managementExecution
TradingView scripts

This short-term strategy looks for SuperTrend direction changes, with RSI thresholds filtering long and short entries. It also requires current volume to exceed its moving average, restricts entries to a configured trading session and recent lookback window,…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy seeks directional moves by combining several technical filters. A long signal requires a MACD crossover, price above a pivot resistance level, RSI above its midpoint, positive directional movement exceeding negative movement, and ADX above a…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines two exponential moving averages with the Relative Strength Index to define directional entries. It goes long when the fast average is above the slow average and RSI exceeds its threshold, and short when the averages and RSI indicate…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This intraday strategy records the high and low of a defined Asian session, then places stop orders at those boundaries during a later trading window. It supports long-only, short-only, or two-sided trading; once one side enters, the other pending order is…

ForexBreakoutTrend followingRisk management
TradingView scripts

This strategy uses a selectable moving average as a directional reference. A close crossing above or below the line creates a setup; entry is then staged at an offset from the moving average with a stop order. The crossing candle’s low or high can serve as…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This rules-based strategy pairs a fast and a slow exponential moving average with a minimum-duration filter. It classifies the market as bullish when the fast average is above the slow average and bearish when it is below. A counter tracks consecutive bars…

Trend followingTechnical indicatorsRisk managementBacktesting