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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 strategy waits for a bullish or bearish crossover of the 9-period and 20-period exponential moving averages, then looks for a pullback to either average. It requires ADX to exceed a threshold and a divergence condition in a cumulative volume delta…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

The indicator measures the absolute gap between a fast and a slow moving average, using either simple or exponential averages. It plots that gap as a histogram and compares it with several thresholds: a percentage of average true range, a moving average of…

Technical indicatorsTrend followingBreakoutVolatility
TradingView scripts

The Andean Oscillator estimates the strength of bullish and bearish price variation using exponential envelopes of regular and squared prices. It maintains upper and lower envelope values, then derives bull and bear components from the difference between…

Technical indicatorsTrend followingStatistics
TradingView scripts

This long-only strategy enters when the closing price exceeds the prior all-time high, the prior 52-week high, or either level if both filters are enabled. The premise is that new price highs can signal demand and momentum, so the system joins strength…

BreakoutMomentumTrend followingTechnical indicators
TradingView scripts

The strategy uses the relationship between 100-period and 200-period EMAs to define bullish and bearish regimes. In an uptrend, a long setup occurs when price dips below the lowest low of a lookback window, closes back above that level, and finishes with a…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy detects bullish and bearish ABCD formations from a zigzag sequence of fractal highs and lows. It checks whether the retracement and extension ratios fall within specified ranges, then enters long or short when a new qualifying pattern appears.…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

Cup Finder searches recent bars for a breakout beyond an earlier local high or low, then constructs a circular price path between the reference point and the current bar. It checks whether each bar's range intersects a channel around that curve and displays…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This indicator combines six moving-average families—EMA, Hull, WMA, DEMA, linear-regression, and Kaufman adaptive averages—into adaptive trend signals. It evaluates variants across selectable lengths and assigns weights based on generated equity. A…

Technical indicatorsTrend followingBacktestingMachine learning
TradingView scripts

Dynamic Money Flow adapts Chaikin Money Flow by incorporating gaps through true range and combining close-to-range positioning with close-to-close movement. Its flow estimate weights these components dynamically according to the close change relative to true…

Technical indicatorsMomentumBreakoutTrend following
TradingView scripts

This intraday strategy seeks pullbacks in the direction of a higher-timeframe bias. The bias requires price to be on the matching side of VWAP and the fast EMA to be above or below the slow EMA; an optional higher-timeframe EMA filter can add another trend…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This indicator builds a moving average by assigning exponentially increasing weights across a lookback window. It derives a base ratio from the start and end weights, then applies a multiplier to make recent observations count more heavily. The document…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This intraday futures strategy enters when a fast EMA crosses a slower EMA, provided price is on the matching side of a longer trend EMA. Traders can enable either direction. It places stop-loss and profit-target orders at distances based on ATR, and can…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator plots linear regression channels and bands using configurable lookbacks and anchor events. Anchors can be based on fixed lengths, price or volume extremes, regression correlation or slope, technical indicator extremes, calendar periods, market…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy combines a fast and slow EMA trend filter with pullback entries. It opens a long when price crosses below the fast EMA after remaining above it, provided the fast EMA is above the slow EMA; shorts use the inverse conditions. A configurable…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This strategy combines the Acceleration/Deceleration oscillator with Williams Fractals, an Alligator-style smoothed moving average, and an EMA trend filter. Fractal levels relative to the Alligator line define an approximate short-term trend; an EMA filter…

Trend followingMomentumTechnical indicatorsPosition sizing
TradingView scripts

This Pine strategy combines Supertrend, Parabolic SAR, moving averages, and an Arnaud Legoux moving average to identify trend conditions. Its long-entry logic checks price relative to the Supertrend lines, a longer moving average, and SAR, alongside a rising…

CryptoTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This indicator uses an ATR-scaled trailing stop to classify price as bullish or bearish. It offers modified and unmodified true-range calculations, then multiplies a smoothed range by a configurable factor to set the stop distance. The stop ratchets as the…

Technical indicatorsTrend followingVolatilityBreakout
TradingView scripts

This strategy combines SuperTrend direction with small, opposing candles that are intended to signal that traders in the countertrend move may be trapped. In an uptrend, it looks for a bearish candle; in a downtrend, it looks for a bullish candle. The candle…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This indicator calculates a linear regression-based series from recent closing prices, then normalizes it against its own longer rolling average and standard deviation. The resulting oscillator is plotted around zero, with configurable upper and lower…

Technical indicatorsMean reversionTrend followingStatistics
TradingView scripts

This strategy takes MACD signal-line crosses only when they pass configurable filters. With the defaults, longs require price above a long-term exponential moving average and shorts require price below it; a zero-line rule seeks bullish crosses below zero…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

The strategy combines two smoothed measures of absolute price changes, one using a faster period and one a slower period. It averages their scaled ranges and uses that result to constrain a recursive price filter: the filter moves only when price passes its…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

The document describes a Laguerre filter and oscillator based on John Ehlers’s July 2025 article. The filter replaces the exponential moving average used in the first Laguerre term with an UltimateSmoother, then combines delayed terms using weighted…

Technical indicatorsTrend followingMean reversionStatistics
TradingView scripts

This Bitcoin-oriented trend strategy pairs fast and slow exponential moving averages with an RSI momentum filter. Its defaults use five- and thirteen-period EMAs and a fourteen-period RSI. A bullish crossover opens a long only when RSI is above 50; a bearish…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This crossover strategy compares a fast exponential moving average with a slower one. A fast average crossing above the slow average generates a bullish signal; crossing below generates a bearish signal. The defaults are 50 and 200 periods, and the strategy…

Trend followingTechnical indicatorsPosition sizing