Skip to content

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 a SuperTrend direction signal with regime detection, a weighted confluence score, entry filters, and configurable position and exit controls. It estimates volatility relative to its moving average and uses ADX to classify conditions as…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy uses the Choppiness Index to identify directional states and combines those conditions with optional ADX filtering for entries. It calculates the index from summed true range relative to the period’s high-low range, then smooths it. Readings at…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This strategy combines several layers to seek directional entries. A volatility-adjusted moving-average regime classifies bullish or bearish trends, while Bollinger Band width distinguishes compression from other volatility states. A displacement signal…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This strategy enters long when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly bars. The trader can enable either or both breakout levels. Entries are allowed only while flat, and the signal…

BreakoutTrend followingTechnical indicatorsVolatility
TradingView scripts

This Bitcoin-dollar strategy combines SuperTrend direction with a fast and slow EMA relationship. It opens a long after a bullish SuperTrend flip when the fast EMA is above the slow EMA, or after a bullish EMA crossover while SuperTrend is already bullish;…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This equity-oriented strategy combines long-term moving-average alignment with volume, money-flow, relative-strength, and broad-market regime measures. Its trend engine compares a 150-period average with a 200-period average, while volume expansion and a…

EquitiesTrend followingMomentumBreakout
TradingView scripts

This TradingView strategy combines a broad set of bullish and bearish candlestick and chart-pattern rules with trend and momentum filters. It defines direction using the ordering of 21, 34, and 90 period exponential moving averages, and uses a short-period…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

The RSS_WMA indicator applies three weighted moving average passes in sequence to create a deliberately smooth line. Its combined smoothness setting is allocated across the three passes, so increasing the setting lengthens the smoothing process. The design…

Technical indicatorsTrend followingRisk management
TradingView scripts

This indicator describes a configurable logarithmic moving average signal for classifying bullish, bearish, and neutral conditions. Its settings include a period and steepness for weighting recent observations, a selectable moving average for final…

Technical indicatorsMomentumTrend following
TradingView scripts

This strategy combines a fast and slow exponential moving average trend filter with a three-bar fair value gap, a strong directional candle, elevated volume, and a recent high or low break. Long setups require bullish alignment and short setups require…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This strategy builds a directional strength measure from rolling percentiles of market highs and lows. It compares several lookback windows with longer-window high and low percentile reference levels, counting strong and weaker bullish or bearish conditions.…

Technical indicatorsTrend followingMomentumBacktesting
TradingView scripts

This strategy turns an internal range bar pattern into a pending breakout entry. It identifies bars whose open and close lie within a specified portion of the candle’s range, then requires agreement from several filters: a directional EMA stack, EMA close…

ForexBreakoutTrend followingPosition sizing
TradingView scripts

This strategy combines a Supertrend line with zones adjusted by an ADX calculation, then looks for price to cross those zones while remaining within recent support or resistance bounds. Traders can enable long, short, or both directions. The script…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy looks for continuation entries after a pullback in the direction of a short-term trend. Long setups require price above VWAP and a faster EMA above a slower EMA; the bar must touch or move below the faster average, then close above the prior…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

This strategy combines lower-timeframe trend structure with a higher-timeframe bias filter. It defines direction using fast, slow, and trend EMAs, then looks for entries on pullbacks that reclaim the slow EMA or VWAP, or on breaks beyond recent highs or…

Trend followingBreakoutTechnical indicatorsMomentum
TradingView scripts

This strategy combines a Supertrend direction signal with RSI as a momentum filter. It opens a long when the Supertrend is bullish and RSI is above its midpoint, and opens a short when the Supertrend is bearish and RSI is below that level. The example sets…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short and long moving averages of daily hashrate. In the default configuration, a 30-day average crossing above a 60-day average opens a long position, interpreted as…

CryptoTechnical indicatorsTrend followingStatistics
TradingView scripts

This strategy uses a fast and a slow exponential moving average to define direction: a bullish cross opens a long position, and a bearish cross opens a short. The example uses 9- and 21-period averages. Each entry receives a stop at the low or high of the…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This strategy tracks external swing highs and lows to set a directional bias, then uses shorter internal pivots to identify pullback anchors. In an uptrend, it defines a retracement zone from the latest external high toward an internal low; in a downtrend,…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator combines short- and longer-term swing structure with Fibonacci retracement levels. Users can choose source data or highs and lows, set separate lengths for the two trend views, and select which detected swing points anchor each line. The…

Technical indicatorsTrend followingStatisticsBacktesting
TradingView scripts

This strategy combines a Triple Exponential Moving Average (TEMA) with a MACD-style filter to generate long and short signals. TEMA is calculated from three successive exponential averages of closing prices. The filter subtracts a slower EMA from a faster…

CryptoMomentumTrend followingTechnical indicators
TradingView scripts

This strategy calculates Supertrend bands from Heikin Ashi highs, lows, closes, and ATR. Its direction state changes when the Heikin Ashi close crosses the prior band, providing bullish or bearish trend signals. The document describes default settings…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines swing-structure breaks with a recent fair value gap (FVG) and a moving-average trend filter. A bullish signal requires price to cross above the latest pivot high, a bullish gap to have appeared within the configured lookback, and price…

FuturesBreakoutTrend followingRisk management
TradingView scripts

This strategy builds a trailing trend indicator from confirmed pivot highs and lows. Each newly detected pivot updates a weighted center line, and ATR-based bands around that center determine a bullish or bearish state as price crosses the trailing levels.…

Trend followingTechnical indicatorsVolatilityBacktesting