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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

Strategy library

This strategy combines two simple moving averages (SMAs) with the relative strength index (RSI). The short SMA is compared with the long SMA to define direction: the strategy enters long when the short average is above the long average and RSI is below 30,…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This strategy uses an exponential moving average (EMA) as a reference for price bounces. A bullish setup occurs when the prior candle’s low stayed above the EMA, the current candle’s low dips below it, and the current close finishes above it. A bearish setup…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy turns a Hull moving average indicator into a directional trading system. It compares the current Hull value with a value from two bars earlier: a higher reading triggers a long entry and a lower reading triggers a short entry. The script offers…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This simple daily trend-following method compares the latest daily close with a configurable moving average. When the close is at or above the average and the strategy is not holding the asset, it buys using 95% of the account balance. When the close falls…

Trend followingBreakoutTechnical indicatorsSpot markets
Strategy library

This trend-following system combines a 200-period exponential moving average with an ATR-based Chandelier Exit, Price Volume Trend (PVT), and a momentum oscillator. A long entry requires price above the EMA, a Chandelier buy signal, and confirmation from…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This trend-following approach combines 8- and 21-period exponential moving averages with sequences of higher lows or lower highs. The accompanying description presents those price patterns as confirmation for reversals, with stop-loss and take-profit levels…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This document describes a trend-following system that uses 5-period and 15-period exponential moving average crossovers to open long or short positions. It places a stop loss 1.5% from entry and a take-profit target 3% from entry, giving a stated 1:2…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This document describes a multi-symbol perpetual-futures strategy whose trading logic is delegated to external services. Its main loop polls for stop commands, applies strategy interactions and symbol selection, checks entry signals, processes reduction…

CryptoFuturesTrend followingRisk management
Strategy library

This strategy uses 8-, 13-, and 21-period exponential moving averages relative to a 55-period EMA to identify directional trends. The described approach goes long when all three shorter averages cross above the 55-period average, goes short when they cross…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This short-term strategy combines 10-, 21-, and 50-period moving averages with a 200-period CCI to signal long and short trades. It enters long when the 10-period average is above both longer averages and CCI is positive; the inverse conditions signal a…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This long-only trend-following system compares a 20-period exponential moving average with a 50-period EMA. It enters long when the faster average crosses above the slower one and exits when it crosses below. Optional percentage-based stop-loss and…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This trend-following system uses a fast and slow double exponential moving average (DEMA) to generate directional signals: a cross above prompts a long entry, while a cross below prompts a short signal. A third, configurable DEMA can filter crossovers by…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This futures strategy combines a reversal signal with the Three-Ten oscillator and trades only when both signals agree. The reversal component looks for two consecutive closes moving in the same direction, with a stochastic condition around the 50 level. The…

FuturesTechnical indicatorsTrend followingMean reversion
Strategy library

This strategy scores long and short setups using four conditions: price relative to a 200-period EMA, volume relative to its moving average, RSI thresholds, and the current candle's direction. When a score reaches a configurable minimum, it places a stop…

Technical indicatorsTrend followingBreakoutRisk management
Strategy library

This indicator requests prior-period open, high, low, and close data from a selected higher timeframe, converts the values to Heikin-Ashi candles, and smooths each candle component with a selectable moving-average variant. The options include EMA, DEMA,…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This trend-following strategy combines Parabolic SAR with a slow EMA and a faster EMA. It seeks long entries when price and SAR conditions indicate an upward shift and price is above the slow EMA plus an offset; short entries use corresponding downward…

Trend followingTechnical indicatorsFuturesRisk management
Strategy library

This strategy counts how many bars closed above their opens during a configurable lookback window, then converts that count into a percentage. It signals long when the percentage reaches an upper threshold and short when it falls to a lower threshold. The…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This document describes a crossover approach using 12- and 26-period EMAs alongside 100- and 200-period SMAs. Its accompanying source code, however, generates orders from EMA crosses filtered by whether price is above or below the 100-period SMA: it buys on…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This trend-following system combines a fast EMA, a slower EMA, and a long-term EMA filter. With the stated defaults, it goes long when the fast EMA crosses above the slower one while both are above the filter, and short when the fast crosses below while both…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy manually calculates Heikin-Ashi candles and uses consecutive candles of the same direction to confirm a trend before entering. It supports long, short, or two-sided trading, and can invert the direction of its signals. Separate candle-count…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The document describes a long-only trend-following system that enters when the close crosses above the 34-period exponential moving average. It sets the initial stop at the prior candle's low and defines risk as the distance from entry to that stop. The…

FuturesCryptoTrend followingTechnical indicators
Strategy library

The document presents an adaptive trend-following strategy and describes ATR-based trailing stops, RSI direction signals, and parameter risks. Its prose says to go long above an RSI center line and short below it, with the stop distance scaled to ATR. It…

FuturesCryptoTrend followingTechnical indicators
Strategy library

The document presents a two-sided trading strategy that combines momentum signals with trend filters and predefined exits. Its prose describes separate RSI periods, with oversold or overbought threshold crossings filtered by short and long moving averages.…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This document outlines a Turtle-inspired breakout system that compares price with rolling highs and lows. It offers two entry and exit modes: one uses shorter lookback channels, while the other uses longer ones. Breaks above a prior high can initiate longs,…

FuturesBreakoutTrend followingVolatility