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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
Quantpedia
86 documents
TqSdk
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 long only method builds synthetic candles by averaging open, high, low, and close prices sampled at Fibonacci spaced bar offsets. It then calculates several EMAs on the averaged close and uses their mean as a trend filter. A long position opens when the…

Trend followingTechnical indicatorsFuturesCrypto
Strategy library

This breakout system combines daily Central Pivot Range levels with a weekly open reference and an EMA trend filter. It takes long signals when price closes above the CPR top in a bullish phase, and short signals when price closes below the CPR bottom in a…

BreakoutMomentumTechnical indicatorsRisk management
Strategy library

This short term strategy uses ZigZag turning points to identify price structures, then checks the latest four reversals against a library of harmonic patterns, including Bat, Butterfly, and Gartley forms and their variants. When a pattern matches, the…

Technical indicatorsFuturesCryptoBreakout
Strategy library

This trend following approach combines a 50 period and 200 period EMA to define direction, then uses RSI and MACD as entry filters. Long entries require the faster EMA above the slower one, RSI above 55, and MACD above its signal line. Short entries reverse…

ForexTrend followingTechnical indicatorsMomentum
Strategy library

This strategy combines two crossover signals to assess momentum and broader trend direction. A 50-period EMA crossing above a same-length SMA marks improving short-term momentum, while a 50-period SMA relative to a 100-period SMA supplies a broader trend…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This trend-following approach enters long when a 12-period EMA crosses above a 45-period SMA. It trails a stop using a volatility measure: the description specifies a 15-period ATR multiplied by six, with the stop rising as the EMA rises. A separate…

Trend followingTechnical indicatorsRisk managementBacktesting
Strategy library

The strategy looks for a short-term long entry when a V-shaped RSI recovery occurs while the 20-period EMA is above the 50-period EMA. The setup also checks for a lower low in the prior bar and rising RSI readings, then enters when RSI crosses above 30. Its…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This trend strategy combines a fast exponential moving average with two slower weighted moving averages. It looks for the fast average to cross both slower averages, while the MACD histogram must have the same directional sign: positive for a bullish signal…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy uses a fast and slow exponential moving average to form a directional cloud. It enters long when the close is above the fast EMA and the fast EMA is above the slow EMA, and enters short under the inverse conditions. The source configures EMA…

Technical indicatorsTrend followingBacktestingFutures
Strategy library

This strategy uses a zero-lag MACD variant built from fast and slow double exponential moving averages (DEMA). It subtracts the slow DEMA from the fast DEMA, then applies a similarly de-lagged signal calculation. The stated trading rule enters long when the…

Trend followingMomentumTechnical indicatorsFutures
Strategy library

This long-only strategy identifies dynamic support from recent pivot lows and enters when the closing price crosses above the latest support level. It uses a custom Quantum Harmonic Moving Average (SHMA) as an exit reference: the described calculation…

BreakoutTechnical indicatorsFuturesRisk management
Strategy library

Turtle Soup is presented as a short-term countertrend response to the Turtle trend-following method. Rather than entering in the direction of a 20-day high or low breakout, the strategy seeks to benefit when such breakouts fail. The rationale is that trend…

Mean reversionBreakoutFuturesVolatility
Strategy library

This strategy builds expanding price bands around a moving average using Keltner channel width and Fibonacci multipliers. It treats the outer bands as potential support and resistance: after price trades beyond a band for several bars, a return inside may…

Technical indicatorsMean reversionVolatilityRisk management
Strategy library

This strategy combines an AlphaTrend line with Bollinger Bands. It enters long when price crosses above the upper band while AlphaTrend is rising, and short when price crosses below the lower band while AlphaTrend is falling. AlphaTrend uses ATR-based…

FuturesCryptoTrend followingMean reversion
Strategy library

This system uses Parabolic SAR to identify potential changes in direction and trade both long and short. It enters long when SAR crosses below the closing price and short when SAR crosses above it. The stated default SAR settings are a start value of 0.02,…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines a fast and slow simple moving average crossover with fixed-amount purchases. A cross above the slower average triggers a long entry, while a cross below triggers a short entry in the supplied script. The description also proposes…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This combined strategy requires agreement between two signal components before taking a position. Its stochastic reversal component uses recent price changes alongside fast and slow stochastic lines to generate a bullish or bearish state. A second component…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This described intraday system combines fast and slow exponential moving averages, RSI, volume, Bollinger Bands, and engulfing candle patterns. Its example parameters include 9- and 21-period EMAs, a 14-period RSI with overbought and oversold thresholds, and…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

This trend-following system builds a Variable Index Dynamic Average (VIDYA) whose responsiveness changes with momentum measured by the Chande Momentum Oscillator. It surrounds the average with volatility bands based on average true range (ATR). A move above…

Technical indicatorsTrend followingVolatilityFutures
Strategy library

This trend-following approach uses a weekly MACD histogram change to choose a directional bias and moving-average signals for entries and exits. The description proposes using faster and slower EMAs on an intraday chart, entering in the direction of the…

Technical indicatorsTrend followingBreakoutFutures
Strategy library

This daily-chart strategy combines MACD crossovers with RSI, CCI, StochRSI, and a 200-day simple moving average. MACD provides the initial directional signal. The other indicators are used as overbought or oversold checks, while price relative to the moving…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This short-term strategy combines a 50-period exponential moving average (EMA) with a pullback and bearish-candle confirmation. It first looks for a downward EMA break, then a rising pullback over a few candles, followed by an engulfing pattern; the proposed…

Technical indicatorsTrend followingFuturesCrypto
Strategy library

This overlay combines four smoothed moving averages with a three-line-strike candlestick pattern. The plotted averages use periods of 21, 50, 100, and 200; the 100-period line and trend fill can be toggled. The pattern logic identifies a bullish signal after…

FuturesTechnical indicatorsMomentumBacktesting
Strategy library

This long-only strategy combines a volume-weighted moving average Bollinger Band basis with a lower threshold set at 0.618 of the band’s standard-deviation distance. It permits entries when the 50-period exponential moving average is above the 200-period…

FuturesMean reversionTechnical indicatorsRisk management