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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 combines two directional signals: an EMA-based rule that compares recent highs and lows with an exponential average, and a three-line system using simple averages of median price. The three averages use configurable lengths and offsets, with…

Trend followingTechnical indicatorsBacktesting
TradingView scripts

This indicator builds a resistance line from the two latest confirmed swing highs and a support line from the two latest confirmed swing lows. It calculates each line’s slope and projects its current value across bars, while plotting pivot markers and line…

Technical indicatorsBreakoutTrend following
TradingView scripts

This XAUUSD strategy uses the relationship between 20-period and 50-period exponential moving averages to define direction. It enters long when price crosses above the faster average while that average is above the slower one, and enters short on the inverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses a SuperTrend calculation based on average true range to classify the market as rising or falling. Users can choose among several averaging methods for the ATR, set its period and multiplier, and optionally filter unusually large true-range…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This strategy detects a broad collection of bullish and bearish candlestick formations, including reversal and continuation patterns. Candle attributes such as body size, shadow length, direction, and gaps are compared with recent averages and…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy builds an initial balance range from the first hour of the Asia, London, and New York sessions. It classifies a symbol as bullish when its close is above all three session highs, bearish when below all three lows, and neutral otherwise. The…

CryptoBreakoutTrend followingVolatility
TradingView scripts

This strategy uses the SuperTrend indicator, calculated from ATR length and multiplier inputs, to classify the market as bullish or bearish. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips the other way.…

FuturesTrend followingTechnical indicatorsExecution
TradingView scripts

This intraday strategy identifies recent pivot highs and lows, then treats a move beyond a swing level that closes back inside it as a liquidity sweep. Long setups require a sweep below a swing low while price is above a 200-period EMA; short setups require…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy takes long or short positions according to whether a selected higher-timeframe candle closes above or below its open. It can add a chart-timeframe EMA filter, requiring price to be above the EMA for longs and below it for shorts, and a volume…

Multi-assetTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy calculates approximately one year of price return and compares it with a moving average of that return. Its lookback adapts to chart frequency: the script uses 252 bars for daily data, 52 for weekly, 12 for monthly, and estimates the number of…

MomentumTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy uses a fast and a slow exponential moving average to classify direction and trade crossovers. With the defaults shown, the fast average uses 12 periods and the slow average uses 21. A cross of the fast average above the slow one opens a long…

Trend followingTechnical indicatorsMomentumPosition sizing
TradingView scripts

This strategy combines a trend measure and a momentum measure into a bounded oscillator. It compares a 24-period Arnaud Legoux moving average with a 120-period volume-weighted moving average, scales their relative difference, and combines that result with…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy organizes Ichimoku conditions into a directional score for the current chart timeframe and a higher timeframe. Its components assess whether price is above or below the cloud, the relative ordering of the projected cloud spans and…

Technical indicatorsTrend followingBreakoutBacktesting
TradingView scripts

This document explains MACD as a trend and momentum indicator, then presents an overlay that lets users choose among traditional MACD, a histogram-based variant, a reduced-lag leader calculation, or source-adaptive smoothing. Fast and slow moving averages…

Technical indicatorsMomentumTrend following
TradingView scripts

This gold trading approach combines fair value gap zones, ZigZag market structure, and an EMA trend filter. It seeks entries when price is aligned with the trend and interacts with a fair value gap, with structure used as confirmation. Release notes add…

CommoditiesTechnical indicatorsTrend followingRisk management
TradingView scripts

This strategy is designed for Nasdaq futures and combines short-period Hull moving averages of highs and lows with a longer exponential moving average and a rate-of-change filter. It enters long when price crosses above a trailing boundary while above the…

FuturesMomentumTrend followingTechnical indicators
TradingView scripts

This strategy uses pivot levels calculated from a selected higher timeframe to generate directional entries. It buys when the source crosses above the first resistance level and sells short when it crosses below the second support level. The script lets…

BreakoutTechnical indicatorsTrend followingBacktesting
TradingView scripts

This strategy looks for pullbacks within a longer-term trend. It calculates 50-period and 200-period exponential moving averages, then uses their relationship with price to define potential long and short setups. A WaveTrend-style oscillator provides the…

Trend followingMomentumTechnical indicators
TradingView scripts

This strategy combines two Supertrend indicators calculated with different deviation factors to reduce noise. It opens long positions when both indicators align bullishly and short positions when both align bearishly, subject to one-signal state controls. It…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

Average Force is a smoothed oscillator that locates the close within the high-low range over a selected lookback period. The calculation scales the close's position between the period's lowest low and highest high, then shifts the result around zero. A…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy derives long and exit signals from simple candle relationships. A bullish candle whose open is above the prior close forms a basic buy condition; a bearish candle whose open is below the prior close forms a sell condition. With moving average…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This strategy enters long when price breaks above a recent pivot high, using a smaller chart timeframe for entries and moving averages calculated on a selectable higher timeframe for trend context. A slow moving average can filter out signals when the…

EquitiesBreakoutTrend followingTechnical indicators
TradingView scripts

This allocation strategy combines a trend regime filter with volatility-based position sizing for leveraged index ETFs. It holds exposure only when price is above a long-term simple moving average; otherwise, it moves to cash. While the regime is favorable,…

EquitiesTrend followingVolatilityPosition sizing
TradingView scripts

This TradingView strategy enters long when a fast exponential moving average crosses above a slow one and enters short on the reverse crossover, provided it is flat. Its default EMA lengths are 20 and 50. Each entry starts with a profit target and stop-loss…

Technical indicatorsTrend followingRisk management