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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

The indicator builds a ladder line from either the midpoint of a Donchian range or a weighted, smoothed moving average called CoRa Wave. It rounds that line to price steps, with step size selected from price ranges and adjusted for timeframe, or set…

Technical indicatorsTrend followingMomentumBreakout
TradingView scripts

This Pine strategy builds an adaptive moving average using Kaufman’s Efficiency Ratio (ER): the average responds more quickly when price movement is efficient and more slowly when it is choppy. It estimates deviation around the KAMA to form bands, classifies…

Technical indicatorsTrend followingPosition sizingVolatility
TradingView scripts

This strategy uses a simple moving average crossover to start a directional grid. On a bullish crossover it places up to ten stop entries at successively higher percentage levels; on a bearish crossunder it places corresponding entries below the trigger…

Grid tradingTrend followingPosition sizingBacktesting
TradingView scripts

The indicator builds Time Segmented Volume (TSV) by summing volume-weighted close-to-close price changes over a configurable window. It compares the resulting oscillator with a simple moving average and marks potential long or short conditions according to…

Technical indicatorsMomentumTrend following
TradingView scripts

This strategy uses three-bar swing patterns as entry signals and filters them with a daily fractal bias. A local bullish fractal occurs when a bar’s low is below the preceding low and the following bar’s low is higher; the bearish version reverses the high…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This swing strategy looks for a failed break of a recent price extreme, treating it as a possible liquidity sweep. A long setup occurs when price falls below the prior five-bar swing low and closes back above it; a short setup is the inverse at the prior…

Trend followingMean reversionTechnical indicatorsVolatility
TradingView scripts

This strategy combines a moving-average trend filter with a simplified measure of participation. It labels the market bullish or bearish according to whether the fast EMA is above or below the slow EMA. Its breadth-style proxy is the 20-bar average of a…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This XAUUSD strategy uses a long-period exponential moving average to set directional bias and recent range levels to identify possible reversal entries. A long signal occurs when price trades below the prior rolling low, closes back above that level, and…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This Solana strategy combines Supertrend direction with an ADX threshold to filter for stronger trends. It confirms direction using Heikin-Ashi candle color: bullish candles support long entries during an uptrend, and bearish candles support short entries…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This long-only strategy combines monthly and weekly MACD readings. It enters when the monthly MACD is above its signal line, the weekly MACD is also bullish, and a fresh bullish crossover occurs on either timeframe. For exits, it can require the weekly MACD…

EquitiesTrend followingMomentumTechnical indicators
TradingView scripts

The Parallax Covenant strategy is a configurable framework that combines several forms of market context. Its visible code defines a regime state from an Ichimoku-style baseline, candle-body tolerance, and range bands, with compression and expansion…

Technical indicatorsMomentumTrend followingVolatility
TradingView scripts

This strategy combines MACD crossovers with an 18-period exponential moving average (EMA) to generate directional entries. It opens a long position when MACD crosses above its signal line while price is above the EMA, and a short position when MACD crosses…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This indicator adapts the Directional Movement Index by smoothing positive and negative directional movement with weighted moving averages, then calculating a signed oscillator from their difference relative to their sum. The positive and negative DI lines…

Technical indicatorsTrend followingMomentumStatistics
TradingView scripts

This strategy uses a lagging Parabolic SAR crossing price to identify directional entries and exits. Once a position is active, Williams-style fractal breakouts help generate take-profit or re-entry events: favorable price progress through higher or lower…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This trend-following strategy combines a variable-speed EMA with conventional short- and long-period EMAs. Its dynamic EMA adjusts its smoothing in response to recent price changes; entries require price to remain on the trend side of that line, stay within…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This swing-trading approach seeks long entries in established uptrends after recent price ranges contract. Its trend template requires price and moving averages to align bullishly, with the long-term average rising. A squeeze is identified by a low…

EquitiesTrend followingBreakoutVolatility
TradingView scripts

This strategy combines long and short simple moving average crossovers with RSI and MACD conditions. A long entry follows either a bullish crossover of the 50-period and 200-period averages or an oversold RSI reading paired with a bullish MACD crossover.…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This long-only strategy identifies a bullish reversal bar when the candle closes in its upper half, marks a recent low, and remains below all three Williams Alligator lines. A buy stop is placed one tick above that bar’s high, while its low serves as the…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

The STP Flip strategy uses an EMA-centered band widened by an ATR multiplier to determine direction changes. It is designed to remain in a position until the indicator flips, with optional per-trade profit or loss limits and a trailing profit stop. Settings…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy combines bullish Three White Soldiers and bearish Three Black Crows candle sequences with two moving-average filters. A long signal requires three rising bullish candles and a close above both averages; a short signal requires three falling…

Technical indicatorsTrend followingMomentumBacktesting
TradingView scripts

This intraday Bitcoin strategy combines local EMA alignment with trend votes from higher timeframes. Bullish or bearish setups require the 20-, 50-, and 200-period EMAs to be ordered in the same direction on the chart and on at least three of four higher…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This long-only breakout strategy enters when price breaks above a recent pivot high and places its protective stop at the latest pivot low. As new swing lows form, the stop can rise, allowing a position to remain open while the trend structure holds. Pivot…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses the Arnaud Legoux Moving Average (ALMA) as a directional filter: it favors longs when price is above the average and shorts when price is below. Entries are allowed only during selected London and New York trading windows. An optional TTM…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines four exponential moving averages (20, 50, 100, and 200 periods) with a one-bar price breakout. A long signal requires the close to be above every EMA and the prior bar’s high; a short signal requires the close below every EMA and the…

Technical indicatorsTrend followingBreakoutRisk management