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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 enters long when the close breaks above the upper Bollinger Band while RSI is above its neutral threshold, and enters short when the close falls below the lower band while RSI is below that threshold. An optional SMA filter permits longs when…

FuturesBreakoutTrend followingTechnical indicators
TradingView scripts

This EURUSD strategy targets a limited number of intraday reversal trades on a 15-minute chart. It enters long or short when SuperTrend direction changes, with RSI thresholds used to filter signals. A volume check requires current volume to exceed its 20-bar…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This long-and-short strategy enters when the closing price crosses a short EMA. It sets the Ichimoku base line, calculated from the midpoint of the recent high-low range, as the stop reference. Profit targets are set as percentages from the average entry…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy combines confirmed pivot highs with a least-squares moving average (LSMA) filter for long entries. After a pivot high is identified, it tracks that level and places a stop entry just above it when the close is above the LSMA. A date window,…

CryptoTechnical indicatorsTrend followingPosition sizing
TradingView scripts

This indicator fits a straight-line least-squares regression to the selected price source across the available chart history. It calculates the slope and intercept from cumulative sums of the time index and price, then plots the fitted line from the earliest…

StatisticsTechnical indicatorsTrend following
TradingView scripts

This strategy combines trend regime scoring, liquidity sweeps, Fibonacci retracement zones, and signal confluence to identify long and short setups. Its regime matrix uses fast, slow, and anchor moving averages, higher-timeframe alignment, slopes, ADX, and…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

The Zahorchak Measure combines several trend checks on the NYSE Composite with a breadth signal derived from NYSE advances, declines, and unchanged issues. It assigns positive or negative points according to whether the index is above or below short, medium,…

EquitiesUS marketsTechnical indicatorsTrend following
TradingView scripts

This indicator builds eight features from RSI, including its level, slope, acceleration, and volatility-related measures, then compares current conditions with a stored history of labeled outcomes. A weighted Lorentzian distance selects similar bars, whose…

Machine learningTechnical indicatorsMomentumTrend following
TradingView scripts

This long-only strategy seeks pullbacks within an upward bias. It builds a linear regression center line over a rolling price window and places upper and lower bands at multiples of recent standard deviation. The bias is defined by the upper band being above…

EquitiesMean reversionTrend followingTechnical indicators
TradingView scripts

This long-only strategy uses daily signals from broad US equity proxies to time exposure to a Nasdaq-tracking instrument. Entries require strength across several measures, including consecutive closes holding above a short exponential average, price above…

EquitiesTrend followingMomentumRisk management
TradingView scripts

This strategy uses two SuperTrend lines and a simple moving average to set directional bias. It opens long positions when the fast SuperTrend is above the slow line and price is above the average, and short positions under the inverse conditions. It can add…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy looks for long trades when price is above a medium EMA and that EMA is above a macro EMA, and for shorts when the ordering is reversed. It also requires a pullback toward selected averages, a fast EMA crossover, a matching MACD crossover, RSI…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This large intraday strategy combines multiple technical layers, including a session filter, a higher timeframe trend gate based on price relative to a daily EMA, and an optional ADX strength check. Fast and slow DEMA crossovers, Q-Trend signals, momentum…

Technical indicatorsMomentumTrend followingSentiment
TradingView scripts

This rules based system shorts SPY during a long term downtrend, aiming to enter when price makes a short term bounce that appears overbought. Entry requires price below the 250 period simple moving average but above the 5 period average, a 3 period RSI…

EquitiesUS marketsTrend followingMean reversion
TradingView scripts

This long-only Bitcoin strategy combines a filtered Gaussian channel with Stochastic RSI. It enters when the channel filter is rising, the close breaks above the upper band, and the oscillator is either above an overbought threshold or below an oversold…

CryptoTrend followingBreakoutMomentum
TradingView scripts

This strategy turns liquidity sweep concepts into long and short trading rules. It flags a sweep when price moves beyond a recent high or low, then closes back inside that level with a sufficiently large move relative to ATR. Entries also require a rejection…

Technical indicatorsBreakoutRisk managementTrend following
TradingView scripts

This indicator constructs a moving average by weighting observations across a fixed lookback with a beta-distribution-shaped function. Its two shape parameters let users alter how weights are distributed, which changes the balance between responsiveness and…

Technical indicatorsStatisticsTrend following
TradingView scripts

This strategy trades directional flips in a price range while optionally requiring alignment with higher-timeframe market structure. It tracks a range bounded by recent highs and lows, updates direction when price closes beyond a boundary, and can use…

Technical indicatorsBreakoutTrend followingRisk management
TradingView scripts

This Nasdaq futures scalping strategy looks for pullbacks toward a moving average while price remains on the trend side of that average. It confirms long signals with RSI above a bullish threshold and short signals with RSI below a bearish threshold. A…

FuturesTechnical indicatorsMomentumTrend following
TradingView scripts

This configurable strategy uses an ordered stack of moving averages to define direction and can evaluate that stack on the chart timeframe or a selected higher timeframe. Traders can choose among several average types and set how many confirmed closes the…

Technical indicatorsTrend followingGrid tradingPosition sizing
TradingView scripts

This strategy builds long and short setups from confirmed swing pivots. It places a prospective entry at a configurable Fibonacci retracement, requires the swing to exceed a minimum ATR size, and expires setups after a set number of bars. Entries also depend…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This swing trading strategy uses prior-day pivot levels to define trend context and pullback entries. A close above the second resistance level marks a bullish regime; after that strength, the script looks for price to retrace toward the central pivot range…

EquitiesTechnical indicatorsTrend followingBreakout
TradingView scripts

This long-only strategy combines a Supertrend crossover entry with a higher-timeframe EMA filter. It enters when price crosses above the Supertrend while the higher-timeframe fast, medium, and slow EMAs are ordered from lower to higher. If already long, it…

Technical indicatorsTrend followingPosition sizingRisk management
TradingView scripts

This FX-agnostic template defines long and short pullback entries using a higher-timeframe EMA direction filter and lower-timeframe signals. The short EMA and long EMA determine the higher-timeframe bias; a qualifying setup requires price to have approached…

ForexTrend followingTechnical indicatorsRisk management