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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

8,851 documents

TradingView scripts

The indicator presents the direction of a user-selected range of simple moving averages in a compact chart panel. For each period between the chosen minimum and maximum, it compares the current source value with that source value from the corresponding…

Technical indicatorsTrend followingMomentum
TradingView scripts

This script presents a configurable framework with reversal and trending modes. It builds a baseline from a selectable moving average, then places entry thresholds at a chosen distance measured with ATR, price standard deviation, or session VWAP standard…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This strategy combines confirmed pivot highs and lows with SuperTrend direction to define stop entries. After a pivot is detected, the script tracks its price and can place a long order just above a pivot high when the SuperTrend condition permits, or a…

CryptoTechnical indicatorsTrend followingBreakout
TradingView scripts

This short strategy uses the previous bar’s high and low as directional thresholds. It enters long when the current close exceeds the prior high and enters short when the close falls below the prior low. Because opposite entries reverse the position, the…

Trend followingMean reversionBreakoutBacktesting
TradingView scripts

The strategy is presented as a layered system that combines market regime, directional bias, momentum, and price structure. Its configurable components include ADX and ATR regime measures, moving averages for directional bias, RSI and MACD momentum signals,…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator compares simple moving average lengths from 10 to 1,000 in increments of 10. For each length, it tracks trades triggered when closing price crosses above or below the average, supporting either long-only or long-and-short mode. It calculates…

Technical indicatorsBacktestingStatisticsTrend following
TradingView scripts

This strategy identifies swing highs and lows with pivot calculations, then classifies direction using higher highs and higher lows or lower highs and lower lows. In an uptrend it looks for price to pull back near the latest higher low and close above it; in…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This intraday futures strategy uses MACD line crossovers of the signal line to trigger long or short entries. Signals are confirmed at a bar’s close and orders are intended for the next bar’s open. Users can choose trading direction and enable a trend filter…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator builds its own Renko price series while running on a time-based chart, then calculates RSI from changes in the synthetic brick closes. Brick size can be fixed or based on ATR, and users can choose closing prices or high-low data as the input.…

Technical indicatorsVolatilityTrend following
TradingView scripts

This indicator defines trend direction with a moving average surrounded by bands based on exponentially smoothed absolute deviation. The average type, source price, lookback length, and deviation multiplier are configurable. A bullish state begins when the…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This strategy combines a long-term trend filter with a compression condition and directional expansion signals. It classifies the trend using price and a faster moving average relative to a slower moving average, then defines a narrow state by the percentage…

Trend followingBreakoutVolatilityTechnical indicators
TradingView scripts

This indicator combines a moving-average trend cloud with ZigZag swing points to identify ABC pullbacks. It estimates trend direction from the placement of several simple and exponential moving averages relative to candle bodies. The recent ZigZag waves are…

Technical indicatorsTrend followingBreakout
TradingView scripts

This strategy combines fast and slow momentum readings to classify price action as bullish, bearish, or mixed. It enters long when both momentum values are above zero and closes the position if either falls below zero. In short-enabled mode, it enters short…

MomentumTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator draws a linear trend over a configurable lookback and surrounds it with deviation channels. A smart-period option adjusts the window to the chart timeframe, using day or week boundaries for many intraday settings; users can instead choose a…

Technical indicatorsStatisticsTrend following
TradingView scripts

This indicator compares price swing pivots from a Zigzag process with pivots in a selectable oscillator. Available sources include common momentum measures and normalized positions within Bollinger, Keltner, Donchian, or adaptive Donchian channels; an…

Technical indicatorsMomentumTrend followingSentiment
TradingView scripts

This configurable strategy builds a volume-weighted average price from typical prices and cumulative volume, resetting the calculation by session, week, or month. It estimates volume-weighted dispersion around VWAP and plots three bands at selectable…

Technical indicatorsTrend followingMean reversionRisk management
TradingView scripts

The strategy defines an equilibrium level as the midpoint between the highest high and lowest low over a chosen lookback. It uses that level as each synthetic candle’s opening reference and classifies closes above or below it. After a configurable run of…

ForexTrend followingMean reversionTechnical indicators
TradingView scripts

KCGmut combines a Donchian-range center-of-gravity zone with ATR-spaced outer channel bands. Its lookback is assigned according to chart timeframe, and its channel width and inner COG width are displayed as percentages of the range midpoint. Price above,…

Technical indicatorsTrend followingVolatilityBreakout
TradingView scripts

This indicator combines a custom LOWESS smoother with a volatility-adaptive Gaussian moving average. Its Gaussian calculation uses ATR and close-price standard deviation to adjust weighting, then applies LOWESS smoothing. The smoothed line’s direction,…

Technical indicatorsTrend followingBreakoutVolatility
TradingView scripts

This daily-chart strategy seeks long exposure using signals from the Nasdaq alongside market context from the S&P 500 and Bitcoin. Its main entry filter requires S&P 500 lows to remain above a 21-day EMA for several sessions, QQQ lows above short EMAs, no…

EquitiesUS marketsTrend followingRisk management
TradingView scripts

This backtest script implements a long and short version of a three-candle setup called the 123 Stormer strategy. For longs, the first candle must make a higher high and higher low than the second; the third must either make a higher low or, when the option…

BacktestingTechnical indicatorsTrend followingBreakout
TradingView scripts

This long-only strategy derives a trailing stop from average true range and a selected price series. The source can be manually calculated Heikin-Ashi values, Heikin-Ashi data requested from the platform, or regular candles. A buy signal occurs when the…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy uses a fast and slow exponential moving average crossover to generate long and short signals. Optional filters restrict signals to a 30-minute chart and weekdays. When a crossover points in the opposite direction, the script closes the existing…

Technical indicatorsTrend followingExecutionRisk management
TradingView scripts

This long-only swing strategy seeks pullbacks during an established uptrend in liquid US stocks. It defines the bullish regime with the faster moving average above the slower one and price above the faster average. An RSI reading in a designated pullback…

EquitiesUS marketsTrend followingTechnical indicators