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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

9,797 documents

Strategy library

This trend-following strategy uses 50-period and 100-period EMAs to define the broader market direction, with MACD crossovers as shorter-term entry triggers. It goes long when MACD crosses above its signal line while price is above both EMAs, and short when…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This long-only breakout system combines Bollinger Bands, RSI, and Heikin Ashi candles. It uses a 20-period middle band with boundaries two standard deviations away, and a 14-period RSI. A long entry is signaled when the Heikin Ashi candle is bullish, the…

CryptoFuturesBreakoutMomentum
Strategy library

The document presents a crypto futures reversal strategy that combines RSI, parabolic SAR, ADX, and a Bollinger-style band calculation. Its prose describes using fast and slow moving averages to identify direction, RSI extremes to mark overbought or oversold…

CryptoFuturesTechnical indicatorsMean reversion
Strategy library

This long-only setup seeks a pullback while price remains above a longer-term simple moving average. The supplied source enters when the close is above the 200-period average but below the 10-period average, then exits when price moves back above the short…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy uses an exponential moving average (EMA) to define a trend reference and places upper and lower bands 0.3% from it. With the default 50-period EMA, a price move above the upper band opens a long position, while a move below the lower band…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy description combines moving-average signals, VWMA, SuperTrend, RSI, MACD, trend strength, and volume conditions. Its stated approach is to require multiple indicators to align before generating a trade, with stop and profit exits and an…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

This strategy combines Bollinger Bands with Aroon readings to time trades in markets described as oscillating. The written explanation proposes a long when price crosses upward through the Bollinger middle band and Aroon Up exceeds a confirmation threshold.…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This intraday long strategy looks for a hammer candle followed by a bullish candle whose low remains above the hammer’s low. The hammer is defined by a small body relative to its full range, a lower wick at least twice the body length, and a very short or…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This intraday strategy records each one-minute candle’s high and low from 9:15 to 9:19, then sets the opening range from the highest high and lowest low. After the range is established, a close crossing above its high signals a long entry, while a cross…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This strategy scores potential bottoms by combining candlestick patterns with several indicator signals: Noro’s Bottom Sensitivity, a volatility-based measure, CVI, UCS, and RSI. Users can enable or disable components and set a minimum signal count. A buy…

FuturesMean reversionTechnical indicatorsRisk management
Strategy library

This strategy opens a long position when the chart time matches a user-selected hour and minute. It records the entry close and calculates an exit level by adding an ATR value obtained from five-minute data. The published settings use BTC/USDT futures on a…

FuturesVolatilityTechnical indicatorsExecution
Strategy library

This strategy combines moving average crossovers with Wyckoff-style accumulation, distribution, spring, and upthrust signals. It enters long when an accumulation crossover and spring signal coincide, and short when distribution and upthrust coincide. The…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy assigns each bar's volume a positive sign when the close is above the open, a negative sign when the close is below the open, and zero when they match. It sums these signed volumes over a selected window and divides by the window length to form…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This long-only accumulation strategy uses a 14-period Relative Strength Index (RSI) to identify oversold conditions. It buys when RSI is below a threshold and enough time has passed since the prior purchase; the described defaults are a threshold of 30 and a…

FuturesMean reversionTechnical indicatorsPosition sizing
Strategy library

This strategy compares a short-period and a long-period exponential moving average (EMA) to identify trend direction. It enters long when price is above the short EMA and the short EMA exceeds the long EMA; it enters short under the inverse conditions. A…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This document describes a Directional Movement Oscillator built from the difference between smoothed positive and negative directional indicators. It computes directional movement from changes in highs and lows, normalizes each side by smoothed true range,…

FuturesTechnical indicatorsTrend followingBacktesting
Strategy library

This strategy combines several Ichimoku signals for entries: cloud breakouts, Tenkan–Kijun crosses, cloud twists, and moves from one cloud edge toward the other. It also describes Kijun bounce entries. Exits may occur when price returns into the cloud or an…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses a short-lookback RSI to identify extreme readings, then enters when RSI crosses back through an oversold or overbought threshold. A fast and slow moving average filter gates long and short entries, while opposite RSI threshold crossings…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This short-term strategy uses four exponential moving averages for long-only trading. A crossover of the 9-period EMA above the 26-period EMA triggers an entry; a separate crossover, when the 100-period EMA falls below the 55-period EMA, closes the position.…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy combines a MACD crossover with the direction of a Supertrend calculation. It opens a long position only when the MACD line crosses above its signal line while Supertrend indicates an upward trend. The document describes a 20-period ATR-based…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This trend-following system enters when a fast Hull moving average crosses a slower one and a second-change measure of the fast average confirms acceleration in the same direction. It uses ATR to set stop distances and calculate position size from a chosen…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This automated strategy uses the Kronos financial time-series model to forecast a future price distribution. It compares the forecast median with the current price to decide whether the projected opportunity is large enough to trade, while the lower and…

Machine learningTrend followingRisk managementExecution
Strategy library

This strategy combines trend, momentum, and volatility indicators to generate long and short signals. A short EMA above or below a long EMA sets the trend direction, MACD relative to its signal line confirms momentum, and RSI thresholds filter entries. ATR…

Technical indicatorsMomentumTrend followingRisk management
Strategy library

This BTC/USDT strategy uses a 14-period Relative Strength Index with oversold and overbought reference levels of 30 and 70. It opens a long position when RSI crosses upward through the oversold level and opens a short position when RSI crosses downward…

CryptoFuturesTechnical indicatorsMean reversion