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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 organizes signals around Asia, London, and New York sessions. At each session's start it records the midpoint of the first bar, then expands a box to track the session range and colors it according to whether price is above or below that…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy seeks pullbacks in the ENSO/USDT market while trading in the direction of a broader trend. Long entries require the fast EMA to exceed the middle EMA, price to be above the slow EMA and VWAP, price to be near the middle EMA, and Stochastic RSI…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy uses a moving average and standard-deviation bands to identify directional breakouts. A close crossing above the upper band can trigger a long entry, while a close crossing below the lower band can trigger a short entry. Persistent trend-state…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This indicator segments price history into alternating bull and bear periods by detecting reversals. Users can define a reversal through a percentage move, elapsed time without a new high or low, or both, with separate percentage thresholds for falling and…

Technical indicatorsStatisticsTrend followingMean reversion
TradingView scripts

This long-only strategy uses Kaufman’s Adaptive Moving Average (KAMA) as a trend reference and adds a standard-deviation filter to its entry. It buys when price crosses above KAMA plus a chosen multiple of recent price standard deviation, then closes the…

CryptoTrend followingMomentumVolatility
TradingView scripts

This strategy combines a conventional ATR-based SuperTrend with a nearest-neighbor filter and trailing take-profit and stop-loss levels. It keeps historical SuperTrend values that match the current direction and fall within distance bounds derived from…

Trend followingMachine learningMomentumTechnical indicators
TradingView scripts

This oscillator divides cumulative OHLC4 contributions from up candles and down candles by the corresponding total OHLC4 contribution, then expresses each share as a percentage. It can calculate over the entire available history or over a rolling window…

Technical indicatorsStatisticsTrend following
TradingView scripts

The dashboard combines market structure, trend, and context information in configurable panels. Its market-structure view can display EMA trend, swing highs and lows, structure, order blocks, and fair value gaps. Additional panels summarize the current…

Technical indicatorsTrend followingMarket microstructureVolatility
TradingView scripts

This strategy trades gold during a configured Asia session, using VWAP as the intraday trend reference. It looks for price to approach a narrow band around VWAP while price remains on the trend side of VWAP; an optional candle close back across VWAP confirms…

CommoditiesFuturesTrend followingTechnical indicators
TradingView scripts

The indicator classifies market conditions as upward, downward, or sideways. It first checks for sideways conditions using two optional filters: ATR at or below its moving average, and ADX at or below a user-set threshold. If neither filter flags a sideways…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This strategy combines a session-reset VWAP with RSI thresholds and a broad market trend filter. It enters long when price is below VWAP, RSI is oversold, volatility clears an ATR-to-price threshold, and the selected market proxy is above its daily 200-day…

Mean reversionTrend followingTechnical indicatorsRisk management
TradingView scripts

This chart indicator plots three independently configured moving averages. For each, users can select a period, source, calculation type, timeframe, and candle construction, including Heikin-Ashi and several synthetic chart types. The available calculations…

Technical indicatorsTrend followingStatistics
TradingView scripts

This intraday strategy seeks pullbacks that resume the prevailing direction. A long setup requires price above a trend EMA, a move below a faster EMA followed by a reclaim, and RSI above a threshold. Shorts reverse those conditions. An optional VWAP filter…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator adapts on-balance volume by deciding whether to add, subtract, or leave volume unchanged according to the direction of Heikin-Ashi closes. It then compares the cumulative series with fast, medium, and slow exponential moving averages, using…

Technical indicatorsTrend followingMomentum
TradingView scripts

This long-only strategy looks for a volatility contraction while a broad moving-average trend filter is bullish, then places a stop entry above a recent high to seek a breakout. The trend filter requires price and moving averages to be ordered bullishly,…

BreakoutTrend followingVolatilityTechnical indicators
TradingView scripts

This strategy takes long positions after four consecutive candles close above their opens, provided the latest close is above the SuperTrend line and the strategy has no open position. It requires the signal bar to be confirmed, which avoids acting on a…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This Bitcoin-focused trend strategy uses an ATR-based Supertrend flip as its directional trigger and a long-period EMA as a trend filter. It takes long signals when the Supertrend turns upward and price is above the EMA, and short signals when it turns…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines a volatility-buffered regime line with several filters to qualify directional entries. It smooths an efficiency ratio and uses it to adjust both the number of bars needed to confirm a regime change and the range threshold. ADX,…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines EMA comparisons across very short and longer timeframes to seek directional entries. A crossover between the 15-second and 5-minute EMA bands triggers a setup, while 5-second versus 1-minute alignment, a 15-minute trend check, and…

Technical indicatorsTrend followingRisk management
TradingView scripts

This strategy uses the slopes of a fast and a slow simple moving average to define direction. It signals long when both averages rise and short when both fall, with an optional additional filter based on the slope of another moving average. Traders can…

Trend followingTechnical indicatorsFuturesRisk management
TradingView scripts

This strategy builds a signal from ordinary least squares applied to a selected price series and a generated auxiliary series, then passes the result through a Karobein oscillator filter. Changes in the filtered prediction define long and short conditions.…

ForexTechnical indicatorsBacktestingTrend following
TradingView scripts

This VN30F1M strategy treats a close above the upper Bollinger Band as a long breakout and a close below the lower band as a short breakout. A configurable SMA direction filter can require the moving average to be rising for long trades or falling for…

FuturesTrend followingBreakoutTechnical indicators
TradingView scripts

This strategy combines higher-timeframe market structure with lower-timeframe entry signals. A ZigZag process on the 30-minute timeframe identifies swing pivots, estimates trend state, and derives Fibonacci and support/resistance levels. On the 5-minute…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This strategy combines an ATR trailing-stop trend signal with a historical pattern-matching filter. At a trend flip, it compares a recent window of normalized log returns with earlier windows, selects the closest match, and checks the subsequent returns of…

StatisticsTrend followingVolatilityRisk management