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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 approximates bullish and bearish order blocks from the last opposite-color candle associated with a break of recent market structure. A bullish break is a close above the prior lookback high; a bearish break is a close below the prior lookback…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy uses the highest high and lowest low over a configurable lookback as Donchian channel boundaries. It places stop entries at the upper boundary for long breakouts and at the lower boundary for short breakouts, with switches to enable either…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This long-only breakout strategy looks for price expansion after a volatility squeeze. It marks a squeeze when Bollinger Bands fit inside Keltner Channels, then allows a long entry when price crosses above the upper Bollinger Band within three bars of a…

BreakoutTrend followingMomentumVolatility
TradingView scripts

This strategy applies Bill Williams’ Alligator moving-average arrangement to Heikin-Ashi prices while running on a standard-candlestick chart. It defines direction using two consecutive Heikin-Ashi candles with matching polarity. A long signal requires…

Technical indicatorsTrend followingBacktestingRisk management
TradingView scripts

This indicator turns an RSI reading into a persistent directional bias. It switches to bullish when the selected RSI crosses above an upper threshold and to bearish when it crosses below a lower threshold. Between those events, the previous bias remains in…

Technical indicatorsMomentumTrend following
TradingView scripts

This strategy uses a Variable Index Dynamic Average (VIDYA) as a responsive baseline and places upper and lower thresholds at a multiple of a long-period Average True Range. VIDYA’s smoothing adapts to the balance of positive and negative momentum, while the…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This indicator uses Zigzag pivots to scan the latest five confirmed swing points for harmonic patterns. When a pattern qualifies, it calculates bullish and bearish price ranges from the pattern using a selectable base: the full pattern range, a correction…

Trend followingTechnical indicatorsBreakoutVolatility
TradingView scripts

This strategy enters long or short when a fast double-smoothed moving average crosses a slower one. Optional filters use ADX for trend strength, RSI for directional momentum, an ATR-to-average-ATR ratio for volatility, and price relative to a baseline…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This document contains part of a configurable BTC strategy that combines trend, volatility, momentum, volume, and price-structure filters. The visible logic calculates Hull moving averages, ATR-scaled slopes and distances, directional efficiency, range…

CryptoTrend followingBreakoutMomentum
TradingView scripts

This strategy adapts HalfTrend, which tracks swing highs and lows over a configurable amplitude and uses ATR-based channel bands. Changes in the internal trend state produce buy and sell signals; the strategy enters in the signal direction and can flip an…

Technical indicatorsTrend followingVolatilityExecution
TradingView scripts

This strategy defines momentum as the current close minus its close a configurable number of bars earlier. It labels momentum bullish when that difference is positive and has increased from the prior bar, and bearish when it is negative and has weakened…

CryptoMomentumTrend followingRisk management
TradingView scripts

This mechanical strategy seeks trades when lower-timeframe and higher-timeframe Supertrend directions agree, with a fast and slow simple moving average as an additional alignment filter. It supports both long and short entries, permits only one open…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This chart indicator automatically identifies price pivots and uses them to draw a Zigzag structure, Fibonacci retracement or extension levels, and a Pitchfan. Pivot selection depends on a depth setting and a deviation threshold scaled using average true…

Technical indicatorsVolatilityTrend following
TradingView scripts

This indicator flags a possible reversal when a selected moving average has moved in one direction for a chosen number of bars and then turns. It supports several common moving-average types, including simple, exponential, weighted, volume-weighted, Hull,…

Technical indicatorsMean reversionVolatilityTrend following
TradingView scripts

This strategy compares the rate of change of eight user-selected symbols and ranks them by recent momentum. It enters a long position on the chart symbol only when that symbol leads the basket and closes above its own prior high over a configurable lookback.…

EquitiesMomentumBreakoutTrend following
TradingView scripts

This strategy tutorial shows how to build a system from three configurable moving averages. Each average can use a different type, source, lookback period, and chart interval. The strategy can trade selected pairwise crossovers, drawing on simple,…

Technical indicatorsTrend followingBacktestingExecution
TradingView scripts

This Pine strategy combines a trend-following system built around TEMA, LSMA, and a longer EMA with separate reversal logic. Trend entries use alignment, volume, trend duration, and strength filters, while ATR-based stops, targets, and time-in-trade limits…

Technical indicatorsTrend followingMean reversionMomentum
TradingView scripts

This strategy uses a crossover between the 9-period and 20-period exponential moving averages to set a directional bias. After a bullish crossover, it waits for price to touch either average and then close on an up candle; after a bearish crossover, it…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This strategy is intended for a 15-minute XAUUSD chart and takes long positions when a UT Bot trailing-stop signal turns bullish, price is above a higher-timeframe EMA, and ADX exceeds a threshold. Its defaults use a one-hour 200-period EMA, a UT Bot ATR…

CommoditiesTechnical indicatorsTrend followingMomentum
TradingView scripts

This intraday strategy looks for pullbacks toward a daily session VWAP, then enters in the direction of a trend. A trend requires price to remain on the appropriate side of VWAP and a volatility-scaled EMA slope to point the same way; an EMA50 price filter…

Technical indicatorsTrend followingMomentumFutures
TradingView scripts

This open-source strategy is designed for a one-hour chart and combines SuperTrend direction changes with an ADX strength filter and an optional four-hour SuperTrend alignment check. It enters long or short when the one-hour SuperTrend flips direction,…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This rules-based framework compares a charted stock with a configurable sector ETF using a price ratio and a moving average of that ratio. It combines relative performance with a fast and slow exponential moving average on the stock itself: long signals…

EquitiesMomentumTrend followingRisk management
TradingView scripts

This indicator converts selected oscillator thresholds into corresponding price levels. Instead of calculating oscillator values from observed prices, it algebraically rearranges the oscillator formulas to estimate which prices would produce chosen upper,…

Technical indicatorsMomentumTrend followingVolatility
Bitget Academy

This market alert combines macroeconomic catalysts with a bearish technical view of EUR/USD ahead of an FOMC meeting. It discusses competing influences, including European business and rate signals, US economic strength, oil-driven inflation expectations,…

ForexTechnical indicatorsTrend followingBreakout