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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

9,797 documents

Strategy library

This strategy uses the midpoints of fast and slow rolling price ranges to identify directional conditions and place breakout entries. With stated defaults of 13 and 52 periods, it marks a long mode when the fast midpoint is above the slow midpoint and a…

FuturesTechnical indicatorsBreakoutTrend following
Strategy library

This strategy uses Ichimoku crossover signals to trade short-term moves on a five-minute chart. A long signal requires the conversion line to cross above the base line while price is above both leading spans; a short signal requires the opposite crossover…

FuturesTechnical indicatorsBreakoutRisk management
Strategy library

This strategy uses the Chande Momentum Oscillator (CMO) and a weighted moving average of that oscillator to generate directional signals. The document describes going long when CMO rises above its WMA and short when it falls below, with an option to reverse…

CryptoFuturesMomentumTrend following
Strategy library

This document explains a long-only stop method linked to entry price. Before price rises by the selected percentage, the stop is placed below entry by that percentage. Once price exceeds the trigger, the stop moves to entry, aiming to prevent the position…

CryptoFuturesRisk managementPosition sizing
Strategy library

This document describes a long-only Ichimoku strategy that combines a Tenkan–Kijun crossover with price position relative to the cloud. The stated entry logic requires an upward crossover and a close above the cloud; exits can follow a downward crossover or…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy calculates a standard Bollinger Band center line and upper and lower bands, then compares price with bands shifted forward by a chosen offset. A move above the shifted upper band triggers a long entry, while a move below the shifted lower band…

CryptoFuturesBreakoutVolatility
Strategy library

This rules-based strategy combines MACD crossovers with RSI thresholds to generate long entries and exits. Using the stated defaults, MACD uses fast and slow moving averages of 12 and 26 periods with a 9-period signal line, while RSI uses 14 periods. A…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy combines a Hull moving average baseline with an SSL channel for directional confirmation and TDFI as a momentum filter. It enters when price is near the baseline, the baseline and SSL conditions support the same direction, and TDFI passes its…

CryptoFuturesBreakoutMomentum
Strategy library

This document describes a long-only strategy that uses six exponential moving averages, spanning short to long lookbacks, to identify aligned trends. It enters when each shorter EMA is above the next longer EMA and the closing price crosses above the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This short-term reversal strategy combines a two-day closing-price pattern with a stochastic oscillator signal and a CCI-based confirmation. The source constructs the first signal from two successive price moves plus the relationship between fast and slow…

Mean reversionTechnical indicatorsFuturesForex
Strategy library

This strategy combines three technical components: 4-, 9-, and 18-period EMAs for trend direction, a 14-period ATR for a volatility threshold, and daily pivot levels calculated from the previous day’s high, low, and close. Its described long and short…

FuturesTrend followingBreakoutVolatility
Strategy library

This strategy describes a long-only trend approach using a 7-period and 14-period EMA alongside MACD. It enters when the faster EMA is above the slower one and MACD crosses above its signal line, then uses a trailing stop based on a percentage decline from…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy description pairs a short and a long moving average to identify directional changes: an upward crossover indicates a long bias, while a downward crossover indicates a short bias. It also describes using a candle close crossing the faster…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy combines a long-term EMA trend filter with a faster EMA reclaim entry. A long setup requires price above the trend EMA, a move below the fast EMA followed by a cross back above it, and RSI at or above its long threshold. Shorts reverse those…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This strategy combines RSI extremes with bullish or bearish engulfing-style candle conditions to generate reversal-oriented entries. A bullish setup follows an RSI reading at or below the oversold threshold within the current or prior two bars, together with…

FuturesTechnical indicatorsMean reversionRisk management
Strategy library

This strategy sets upper and lower price boundaries around a reference price and enters long or short when the close crosses them. After a breakout, it shifts the reference and recalculates both boundaries, creating successive levels in the direction of…

FuturesBreakoutTrend followingPosition sizing
Strategy library

This strategy uses Parabolic SAR as a dynamic stop and reversal level. It places long or short stop entries around the indicator, then exits when price crosses the level. The indicator’s acceleration settings control its starting value, increment, and…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This indicator combines three Supertrend calculations with different ATR lengths and factors, a 200-period exponential moving average, and a stochastic oscillator. Long signals require bullish agreement among the Supertrend directions, price above the EMA,…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This strategy looks for price deviations from two daily reference levels: an anchored VWAP and a volume-profile point of control. It proposes buying when price is below both references, volume is unusually high relative to its recent average, and RSI is low;…

Technical indicatorsMean reversionVolatilityRisk management
Strategy library

This strategy combines a price reversal pattern with a momentum breakout filter. The 123 component looks for a turn after consecutive declines or advances and checks a stochastic oscillator condition before taking a long or short direction. The second…

Mean reversionMomentumBreakoutTechnical indicators
Strategy library

This document describes a multi-indicator strategy for stocks and cryptocurrencies. It combines fast and slow moving average crossovers with RSI confirmation and an ADX threshold intended to filter for established trends. ATR is presented as a way to set…

Technical indicatorsTrend followingRisk managementFutures
Strategy library

This strategy uses a simple moving average of closing prices to choose a position direction: prices at or above the average indicate long exposure, while prices below it indicate short exposure. A stateful signal filter suppresses repeated signals until the…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines Bollinger Bands, Keltner Channels, a squeeze momentum value, and directional movement signals. It enters long when the squeeze condition is on and the positive directional indicator crosses above the negative one while the momentum…

CryptoFuturesBreakoutMomentum
Strategy library

This strategy combines an 8-period and a 24-period exponential moving average with a 7-period RSI to identify directional opportunities. It reads a rising or falling EMA spread as a trend cue, then requires RSI confirmation before opening a long or short…

FuturesCryptoTrend followingTechnical indicators