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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
WonderTrader
14 documents
Alphalens
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

OKX Learn

A bear flag is described as a potential continuation pattern: a sharp decline forms the flagpole, followed by a consolidation phase before a possible resumption of the downtrend. The document outlines a sequence for spotting one: establish that price is in a…

CryptoTechnical indicatorsTrend followingBreakout
OKX Learn

The document presents momentum trading as taking positions in assets whose prices are already moving directionally, based on the expectation that trends may persist. It distinguishes momentum grounded in business fundamentals, such as earnings and…

EquitiesMomentumTrend followingTechnical indicators
OKX Learn

The document explains the Kijun-Sen, or Ichimoku Base Line, as the midpoint of the highest high and lowest low over a 26-period window. It presents the line as a medium-term reference for trend direction and as a possible dynamic support or resistance level.…

Technical indicatorsTrend followingBreakoutRisk management
OKX Learn

The article introduces a multi-timeframe chart-reading process. It starts with monthly and weekly charts to identify broad direction and support or resistance areas, then moves to daily charts to map ranges and possible breakout targets, and finally uses a…

Technical indicatorsBreakoutTrend followingGrid trading
OKX Learn

This introductory guide explains several chart-based tools for analyzing cryptocurrency prices. Candlesticks show open, high, low, and close values for a chosen interval and can form patterns such as bullish or bearish engulfing candles. Support and…

CryptoTechnical indicatorsMomentumTrend following
Strategy library

This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe and looks for an entry when price retraces to its 50% level. The documented model places a stop beyond the swing’s starting point and…

FuturesTechnical indicatorsTrend followingExecution
Strategy library

This trend-following method assigns separate long and short scores using five components: trend direction, RSI momentum, directional efficiency, the ATR volatility regime, and volume participation. Each contributes up to 20 points. Trades open only when a…

Trend followingMomentumVolatilityPosition sizing
Strategy library

This strategy seeks to re-enter an established trend after a countertrend pullback. It defines the trend using the relationship between fast and slow EMAs and the slow EMA’s slope. A short-period RSI detects a pullback, and a price close beyond the previous…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy combines ATR and RSI to select trades and manage exits. It treats ATR above its moving average as a high-volatility condition, then uses RSI thresholds to determine long or short direction. In the supplied parameters, an RSI entry offset is…

FuturesCryptoTrend followingVolatility
Strategy library

This trend strategy uses a Hull Moving Average (HMA) as its main entry indicator. The document describes long entries when price breaks above the HMA and short entries when it breaks below, with optional baseline and confirmation indicators intended to…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This long-only daily stock strategy looks for pullbacks within an established uptrend. It defines the bullish regime as the 50-period EMA above the 200-period EMA, with price above the faster average. After RSI has recently entered a pullback zone, it waits…

EquitiesUS marketsTrend followingTechnical indicators
Strategy library

The narrative describes a trend-following method that enters long or short when price closes beyond a 20-day extreme, then filters entries unless price movement reaches a stated five-ATR threshold. It describes stops based on a two-N ATR distance from recent…

FuturesCryptoTrend followingMomentum
Strategy library

This strategy combines a WaveTrend oscillator with a ribbon of eight exponential moving averages. Long entries follow either a crossover of the second and eighth EMAs or a faster bullish EMA crossover unless a bearish combined signal is present. Short…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This trend-following method combines a fast and a slow moving average, with example periods of 10 and 30. It classifies each average by whether it is rising or falling compared with the previous bar. When both point upward, the strategy adopts a long bias;…

FuturesCryptoTrend followingTechnical indicators
Strategy library

The visible portion describes a configurable strategy framework combining impulse, compression, breakout, and retest setups with trend pullbacks and liquidity sweeps. Users can choose breakout entry or wait for a retest, allow long or short trades, and set a…

BreakoutTrend followingMomentumRisk management
Strategy library

This strategy description combines an EMA50 direction filter with candle patterns and a retest condition. Long setups require price above the average, a bullish engulfing or pin-bar pattern, and a retest from below; short setups mirror these conditions below…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This trend-following strategy compares two adaptive averages: MAMA and its smoother companion, FAMA. The MAMA smoothing factor changes with the estimated phase difference, bounded by user-selected fast and slow limits; FAMA applies a further low-pass…

Trend followingTechnical indicatorsFuturesCrypto
Strategy library

This Pine strategy buys when price breaks above the upper Donchian Channel and exits by trailing a stop along the lower channel. The upper and lower lookback periods can be set independently, allowing breakout and exit sensitivity to differ. Traders can…

BreakoutTrend followingTechnical indicatorsRisk management
Strategy library

The strategy combines stochastic readings from the current chart period and a smoothed series intended to represent a three-times-longer period. It opens long when the higher-period K value crosses above the midpoint while current K is above D and the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines a fast and slow EMA crossover with directional movement signals. It enters long when the short EMA crosses above the long EMA and the DMI conditions favor buyers; it enters short when the EMA crossover and DMI conditions favor sellers.…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy uses crossovers between a short and long exponential moving average to signal direction, then checks RSI and MACD alignment before entering. It also describes an initial stop and a profit target, with a trailing stop intended to protect gains…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This cryptocurrency trend-following strategy uses a Variable Index Dynamic Average (VIDYA), whose smoothing responds to a Chande Momentum Oscillator (CMO) derived from recent price changes. The strategy goes long when VIDYA rises and closes the long position…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines two Hull moving average constructions with a volume-weighted moving average, MACD, and the True Strength Index (TSI). The Hull lines provide the main directional signals. The other indicators act as conditions: price and Hull values…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This strategy combines Ichimoku calculations with Bollinger Bands. Its trading signals come from price crossing the 52-period Ichimoku Span B: an upward cross opens a long position, and a downward cross opens a short position. The position closes when the…

Technical indicatorsTrend followingVolatilityFutures