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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 framework combines an Asia-session range breakout mode with a London continuation mode. Its inputs define session windows and time zones, gate trades by the size of the Asia range, and offer weekday and entry-time filters. It also includes…

CryptoCommoditiesBreakoutTrend following
TradingView scripts

This strategy enters long when a selected moving average crosses above a custom Supertrend line and short on the reverse cross. It confirms signals at bar close and allows the trader to invert the direction. Supertrend uses a selectable price basis and ATR…

Trend followingTechnical indicatorsRisk managementFutures
TradingView scripts

This indicator identifies retracement zones between configurable Fibonacci levels, set by default to 0.618 and 0.65. It anchors each zone to a recent pivot high and low, using a configurable pivot distance to define swing points. Bullish and bearish zones…

Technical indicatorsTrend followingMean reversionRisk management
TradingView scripts

This strategy uses a simple Bollinger Band breakout rule. It calculates a moving average of closing prices and bands offset by a configurable multiple of rolling standard deviation. A close above the upper band triggers a long entry, while a close below the…

FuturesBreakoutTrend followingTechnical indicators
TradingView scripts

This strategy script targets Micro E-mini Nasdaq futures during the New York session. It uses a 20-period exponential moving average as a directional filter: a long setup occurs when price closes above the average after touching it, and a short setup occurs…

FuturesTrend followingTechnical indicatorsPosition sizing
TradingView scripts

The document presents a Laguerre-filter version of the relative strength index, intended to reduce noise compared with a conventional RSI. It recursively smooths the selected price series through four filter stages, then compares upward and downward…

Technical indicatorsTrend followingMomentum
TradingView scripts

The Crucible Convergence Engine combines market-regime classification, moving-average direction, volume-weighted momentum, deviation bands, rounded price levels, and a volume gate. Its regime module ranks ATR over a lookback window, distinguishes volatile…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy combines Heikin-Ashi candle patterns with several configurable filters. Its reversal setup uses two consecutive directional candles with a small wick on the relevant side, followed by a doji whose range exceeds the prior candle’s range. Long…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This strategy uses TradingView’s SuperTrend calculation, based on an ATR length and multiplier, to identify bullish and bearish states. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips back. With…

Technical indicatorsTrend followingFuturesExecution
TradingView scripts

The Nick Rypock Trailing Reverse indicator tracks the active trend with a stop set a fixed percentage away from the current trend’s price extreme. In an uptrend, it records the highest close and places the stop below that high; in a downtrend, it records the…

Technical indicatorsTrend followingRisk management
TradingView scripts

The indicator calculates rolling correlation between an input price series and a sequence that advances linearly across each lookback window. It uses cumulative sums of price, cumulative sums of those sums, and cumulative squared prices to derive the needed…

Technical indicatorsStatisticsTrend following
TradingView scripts

This short-term strategy uses candle direction and strength, a 20-period average, and a consolidation filter to generate long and short entries. It measures candle body against ATR and requires price to be on the relevant side of the average. A five-bar…

CommoditiesTrend followingTechnical indicatorsVolatility
TradingView scripts

This strategy requires directional agreement across three configurable timeframes before considering a trade. Each timeframe receives a bullish, bearish, or neutral score using either RSI with a neutral band or the slope of an exponential moving average.…

Multi-assetMomentumTrend followingTechnical indicators
TradingView scripts

This strategy trades reversals in SuperTrend direction: a bullish flip enters long and a bearish flip enters short, with opposite signals also closing positions. It converts dollar risk and profit thresholds into price distances using the instrument’s point…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses daily Heikin-Ashi candle direction to choose long or short exposure, while a smoothed rate-of-change measure filters out periods with limited movement. It enters long when the daily Heikin-Ashi candle is bullish and the movement filter is…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

The Velocity Breakout Strategy combines several price-action and trend tools in a configurable TradingView indicator and strategy framework. It tracks fast and slow exponential moving averages, an ATR-based trailing stop, recent market structure, and a…

MomentumBreakoutTrend followingTechnical indicators
TradingView scripts

TURKS is a long-side exposure strategy that adjusts position size using price relative to one or more trend means. The script offers a binary gate, a continuously graded exposure, and an ensemble of graded means. Its default rule combines multiple mean…

Trend followingPosition sizingRisk managementBacktesting
TradingView scripts

This strategy looks for price to briefly cross a recent swing level and then close back inside it, treating the move as a liquidity sweep. Pivot highs and lows define supply and demand boundaries. A long setup requires a sweep below a demand boundary; a…

Technical indicatorsBreakoutTrend followingRisk management
TradingView scripts

This indicator combines trend, mean reversion, and momentum scores into a bounded oscillator. Exponential moving averages, RSI, ATR, and momentum measures provide the inputs, while a Best-Worst Method model converts user comparisons of the three factors into…

Technical indicatorsMomentumMean reversionTrend following
TradingView scripts

The BERLIN Range Index modifies the Choppiness Index to identify ranging and trending conditions with more responsiveness. It calculates choppiness from the sum of true range relative to the high-low span over a lookback, then scales that value using a…

Technical indicatorsVolatilityTrend followingMean reversion
TradingView scripts

This strategy compares two configurable moving averages calculated on selectable timeframes. The averages can use several common formulations and price sources, with optional gap smoothing. A confirmed crossover opens a long position and a confirmed…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This strategy combines moving averages from four selectable timeframes into a composite price-like signal. Users can choose simple, weighted, or consensus aggregation; the consensus option uses the direction of the averages to decide whether to use a simple…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This intraday strategy uses crossovers between a fast and a slow exponential moving average to generate long and short entries. A bullish crossover is accepted only on a green candle, and a bearish crossover only on a red candle. Signals are limited to a…

EquitiesTechnical indicatorsMomentumTrend following
TradingView scripts

This indicator extends standard Ichimoku charting with tools for examining time cycles, swing structure, waves, and projected price targets. It plots the Ichimoku lines and cloud, detects swing highs and lows, and lets users define time-cycle events using…

Technical indicatorsTrend followingBreakout