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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 strategy combines a stochastic-based 123 reversal signal with directional movement and moving average crossovers. It takes a long or short position only when the reversal signal and the DMI-plus-MA component agree; otherwise, it closes the position. The…

Technical indicatorsTrend followingMean reversionFutures
Strategy library

This strategy uses a Hull moving average, or its exponential and triangular variants, to identify direction from the relationship between the current line and its recent value. Entries occur when that relationship crosses, subject to a user-selected trading…

Technical indicatorsTrend followingRisk managementFutures
Strategy library

This strategy uses repeated swing formations to identify possible turning points, then trades breaks of the resulting fractal levels. Its rules describe top and bottom patterns built from neighboring bars: a local high or low is established by comparing the…

BreakoutTechnical indicatorsFuturesCrypto
Strategy library

This strategy combines a cumulative high-low measure, aligned moving averages, and Supertrend to generate directional entries. The high-low component tracks whether price reaches a period high or low; the moving-average component scores price and averages…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This crypto strategy combines four exponential moving averages, with periods of 8, 12, 24 and 72, to identify long entries and exits. A pullback entry is described when price crosses above the slower averages; a trend entry also requires the fastest average…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy enters long or short positions when selected candlestick patterns signal a potential directional move. Its pattern set includes engulfing, harami, piercing line and dark cloud cover, star patterns, belt hold, three white soldiers and three…

Technical indicatorsRisk managementBacktestingFutures
Strategy library

This strategy constructs the Awesome Oscillator by subtracting a slow simple moving average of median price from a faster one. It colors the histogram according to whether the oscillator has risen or fallen from the prior period: a rising value signals long…

FuturesCryptoTechnical indicatorsMomentum
Strategy library

This example implements a simple order controller that submits up to three buy orders for a specified perpetual futures pair. It waits until no executor is active and a configured interval has elapsed since the previous order, then calculates base-asset…

CryptoFuturesPerpetual futuresExecution
Strategy library

This document describes a Bitcoin strategy that calculates a P-Signal from a smoothed ratio of price changes to their standard deviation, then maps the result through an approximation of the Gaussian error function. It tracks the indicator on daily, weekly,…

CryptoFuturesMulti-assetTechnical indicators
Strategy library

This indicator compares Commodity Channel Index readings across as many as five selectable timeframes. Users can choose the CCI input source, lookback length, overbought and oversold thresholds, and which timeframes are active. With the shown defaults, the…

Technical indicatorsMean reversionCryptoFutures
Strategy library

This short-term countertrend approach uses the upper and lower shadows of candlesticks to identify possible price rejection. A large upper shadow is interpreted as fading buying pressure, while a large lower shadow suggests selling pressure may have been…

CryptoFuturesMean reversionHigh-frequency trading
Strategy library

This strategy combines trend, momentum, and volatility indicators to identify long and short entries. It treats the 20-period and 50-period moving-average relationship as a medium-term trend filter, RSI readings below 25 or above 80 as oversold or…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines the Vortex Indicator with a smoothed moving average to create directional entry rules. A bullish signal requires the positive Vortex line to cross above the negative line while the close is above the smoothing line; a bearish signal…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The Super Trend V approach uses a Supertrend line to represent trend direction and compares price with a smoothed measure of price and opening values to qualify entries. A close crossing the Supertrend line can signal a long when price is above the…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

This strategy uses a price channel centered on a simple moving average, with its width set by a multiple of price standard deviation. A close crossing above the upper band signals a potential long trade, while a cross below the lower band signals a short…

FuturesBreakoutTechnical indicatorsVolatility
Strategy library

This document describes a trend-following strategy that compares a simple moving average with the closing price. A cross of price above the average opens a long position, while a cross below opens a short position; the reverse signal exits the opposing…

Trend followingTechnical indicatorsFuturesRisk management
Strategy library

This RSI strategy enters long when the indicator crosses upward through 30 and short when it crosses downward through 70. It describes a 14-period RSI, position sizing at 10% of account equity, fixed percentage stop-losses and take-profit targets, and a…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This short-term strategy combines Williams %R threshold crossings with a 200-period simple moving average filter. It enters long when the oscillator crosses upward through a level below -50 and price is above the average; it enters short on a downward…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy follows breakouts of the Bollinger Bands. It enters long when a candle closes above the upper band after the previous close was below it, and enters short when a close crosses below the lower band from above. The middle band, a moving average,…

CryptoFuturesTrend followingBreakout
Strategy library

This strategy combines RSI extremes with recent MACD and signal-line crossovers. It uses a 14-period RSI with overbought and oversold thresholds of 70 and 30, and the standard 12-26-9 MACD settings. A long setup is described as an oversold RSI reading within…

FuturesMomentumTechnical indicatorsRisk management
Strategy library

This short-only method looks for price to break below the lowest low over a recent lookback period, with a buffer applied to the support level. It requires trading volume to meet or exceed its moving average and suppresses signals when the recent price range…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy combines a Supertrend level from a selectable higher timeframe with fast and slow simple moving averages. Long entries require price at or above the selected Supertrend level while the SMA-cross state is bullish; short entries use the inverse…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This short strategy combines a Fisher Transform with a Supertrend based on average true range to seek short entries after a possible market reversal. The described signal requires the Supertrend to flip from an upward to a downward state and the Fisher…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy uses a detrended price oscillator, smoothed with an Arnaud Legoux moving average, to generate mean reversion signals. It compares the smoothed oscillator with a lagged copy: a crossover while the oscillator is below zero opens a long, while a…

CryptoFuturesMean reversionTechnical indicators