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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

3,101 documents

Strategy library

This document describes a spot long strategy for tokenized gold against USDT, modeled on a 3Commas DCA bot. It opens a base position, adds safety orders as price falls by set increments, increases later order sizes slightly, and exits when price rises 1.5%…

CommoditiesCryptoSpot marketsGrid trading
Strategy library

This breakout approach combines fast and slow exponential moving average crossovers with Fibonacci retracement levels and longer-term moving averages. The document defines the Golden Pocket using the 61.8% and 65% retracement levels, and describes using a…

CryptoSpot marketsBreakoutTrend following
Strategy library

This strategy pairs a percentage-based ZigZag reversal line with a smoothed stochastic oscillator. The reversal threshold can be set manually or scaled from ATR using a selected lookback and multiplier. A long signal occurs when price is above the reversal…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

The document describes a long-only dollar-cost averaging strategy for HYPE/USDT, modeled on a 3Commas bot configuration. It begins with a base order when RSI crosses below 31 on a three-minute chart, then places up to five additional safety orders as price…

CryptoSpot marketsMean reversionPosition sizing
Strategy library

This strategy scans for price differences between shared Binance and OKX spot markets, buys on the lower-priced exchange, and sells matching inventory on the higher-priced exchange. It ranks candidate spreads using executable quotes, then opens and closes…

CryptoSpot marketsArbitrageExecution
Strategy library

This document describes a Binance spot grid strategy that places buy and sell orders around the market and adds profit-taking and stop mechanisms. Grid spacing and trade size are configurable. After a fill, it tracks the position and average price, cancels…

CryptoSpot marketsGrid tradingRisk management
Strategy library

This trend-following system uses three simple moving averages with periods of one, two, and four. It enters long when the one- and two-period averages both cross above the four-period average on the same bar. When both cross below it, the system closes the…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

This long-only strategy combines a 34-period exponential moving average trend filter with a bearish candle followed by two bullish candles, RSI momentum confirmation, and a volume filter. It seeks entries when price is above the EMA, RSI is above 50, and…

CryptoSpot marketsTrend followingMomentum
Strategy library

The strategy seeks funding payments by holding long spot and an offsetting short perpetual futures position. When perpetual contracts trade at a premium and funding is positive, longs pay shorts; the paired positions are intended to reduce exposure to the…

CryptoFuturesSpot marketsPerpetual futures
Strategy library

This strategy converts candlestick patterns into three sentiment measures: indecision from doji and spinning-top candles, fear from bearish reversal patterns, and greed from bullish patterns. Their average forms a Candle Emotion Index. The source triggers…

CryptoSpot marketsSentimentTechnical indicators
Strategy library

The document describes a basis strategy that pairs a spot position with an opposing futures position when their prices differ enough to meet a target. Its example buys spot BTC and shorts futures when futures trade above spot, aiming to capture convergence…

CryptoFuturesSpot marketsArbitrage
Strategy library

This document describes a monitoring script for price alerts across several Binance trading pairs. The user supplies a symbol list and a corresponding upper and lower threshold for each pair. The script polls each market, reads its latest price, and logs an…

CryptoTechnical indicatorsExecutionSpot markets
Strategy library

This simple BTC/USDT spot rule compares each new ticker price with the last price it processed. If price has risen by more than a set threshold, it sells a fraction of the BTC balance; otherwise, it buys using a fraction of available quote currency. After a…

CryptoSpot marketsExecutionPosition sizing
Strategy library

This spot Bitcoin strategy presents a simplified Turtle-style trend system. It opens a position when price moves above a Donchian upper channel, adds to the position after a further rise measured as a fraction of ATR, and exits the accumulated holdings when…

CryptoSpot marketsTrend followingBreakout
Strategy library

This document describes a one-direction spot trading system adapted from an averaging strategy. It opens a position, places an additional order after price moves against the position, and sets the added quantity so the revised average entry approaches a…

CryptoSpot marketsGrid tradingPosition sizing
Strategy library

This strategy combines Triple Exponential Moving Average (TEMA) with the Fisher Transform to align a trend signal with a momentum signal. A long entry requires price to cross above TEMA while Fisher crosses above zero; a short entry requires both to cross…

CryptoSpot marketsTrend followingMomentum
Strategy library

This document describes a service that receives TradingView webhook messages and turns validated signals into exchange orders. A signal specifies an exchange index, market, contract type, price, action, and amount. Optional IP allowlisting and passphrase…

ExecutionMarket microstructureRisk managementFutures
Strategy library

This Turtle-style example combines short- and long-period price breakouts with ATR-based sizing and staged position additions. It calculates true range and averages it over a volatility period, then sets the initial trade size as a fraction of account equity…

CryptoSpot marketsBreakoutTrend following
Strategy library

This long-only system enters on a bullish engulfing candle that passes a minimum-volume filter. It derives a stop distance from the spread between 40-period Bollinger Bands, risks a fixed share of account equity per trade, and sets a profit target at four…

Spot marketsTechnical indicatorsRisk managementPosition sizing
Strategy library

This source describes a spot grid approach bounded by user-selected upper and lower prices. It divides that range into ten evenly spaced levels and, when there are no open trades, places five long limit entries at lower grid levels. Each order is sized as…

CryptoSpot marketsGrid tradingExecution
Strategy library

This script describes a static grid for APE/USDT, with configurable upper and lower price bounds, level count, and geometric or arithmetic spacing. Its stated design keeps the grid fixed rather than shifting it upward when price exceeds the upper boundary;…

CryptoSpot marketsGrid tradingBacktesting
Strategy library

This trading-terminal plugin describes a way to sell a spot position gradually by repeatedly placing an order at the best ask and adjusting it as the market moves. The stated aim is to reduce market impact compared with selling aggressively. Its parameters…

Spot marketsExecutionMarket microstructure
Strategy library

This strategy uses RSI to initiate a long position during an oversold reading, then adds to the position as price falls. The stated defaults are a 14-period RSI and a threshold of 30; the first purchase uses 5% of account equity. The document describes…

CryptoSpot marketsMean reversionTechnical indicators
Strategy library

This spot-market strategy takes long positions when a fast EMA crosses above a slow EMA, provided ADX indicates a strong trend, MACD confirms upward direction, and RSI is below its overbought threshold. Its stated defaults use 8- and 21-period EMAs, an ADX…

Spot marketsTrend followingTechnical indicatorsRisk management