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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

Strategy library

This strategy uses a short and long simple moving average to generate directional trades. The description presents a 30-day average crossing a 200-day average as the long or short signal, with a fixed 40,000-point stop and target and a reversal when the…

CommoditiesFuturesTrend followingTechnical indicators
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover to identify short-term direction, with price relative to a 200-period SMA as a broader trend check. Long entries also require RSI above 50 and price above the Bollinger middle band;…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This strategy combines fast and slow EMA crossovers with MACD crossovers, using RSI thresholds to filter entries. A long signal occurs when either the fast EMA crosses above the slow EMA or MACD crosses above its signal line, while RSI is above the oversold…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy combines a 200-period EMA for broad direction, a 9-period RSI for momentum, and bullish or bearish engulfing candles for entries. Trades are opened when these signals align, subject to a selectable long-only, short-only, or two-way direction…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This strategy combines moving average crossovers with pivot points and an ATR-based SuperTrend calculation to identify trend direction and potential trades. It uses fixed-timeframe price data, calculates 8- and 21-period EMAs and smooths them with moving…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy uses LazyBear’s Wave Trend indicator to generate trading signals from two smoothed lines. It derives a volatility-adjusted series from the average price, its exponential moving averages, and the deviation from that average; a further smoothing…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines Smart Money Concepts price zones with a 50-period simple moving average. It estimates a recent range from swing highs and lows over eight candles, uses the midpoint as equilibrium, and labels prices above or below it as premium or…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy description combines engulfing candlestick patterns with a 50-period EMA trend filter. It proposes validating each pattern by comparing candle body sizes, wick proportions, and total range with ATR. Additional filters check volume and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy combines a pair of exponential moving averages with a directional volatility measure to generate long and short signals. The first EMA is calculated from the prior close, and a second EMA smooths that series. Long entries require price and the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy pairs bullish and bearish candlestick patterns with a two-average trend filter. It describes long signals when bullish engulfing or morning-star patterns appear in an uptrend, and short signals when bearish engulfing or dark-cloud-cover…

FuturesTechnical indicatorsTrend followingBacktesting
Strategy library

This strategy combines a slow simple moving average, a fast exponential moving average, and volatility bands calculated from price standard deviation. It defines narrower bands for entries and wider bands for exits. The described rules open short positions…

FuturesTechnical indicatorsVolatilityTrend following
Strategy library

This strategy smooths open, high, low, and close prices with a selected moving average, then calculates Supertrend-style trailing stops from those smoothed candles. It enters long when price is above the short stop and the Supertrend direction is bullish,…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses Ichimoku components to define long and short breakout conditions. A bullish setup requires Tenkan above Kijun, the close above the forward-shifted cloud, and positive price momentum over the lagging-span offset. The bearish setup reverses…

CryptoFuturesBreakoutTrend following
Strategy library

This long-only trend strategy combines moving average alignment with rising-price momentum filters. It enters when a 20-period EMA is above a 100-period SMA, price is above the 100-period SMA, and several averages and MACD components are rising; an RSI…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy combines buy and sell signals attributed to a Smart Money Concepts indicator with MACD and an exponential moving average. It opens a long when a buy signal is enabled, MACD is above its signal line, and the close is above the EMA. The short…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses fast and slow price momentum measures, with default lookbacks of five and ten periods. It enters long when both measures are positive and closes that position when either turns negative; it enters short when both are negative and exits…

MomentumTrend followingTechnical indicatorsRisk management
Strategy library

The document describes a trend strategy that compares closing price with a long-period simple moving average, then counts consecutive bars on either side of that average. Its prose says to trade in the direction of a move once the count reaches the…

CryptoFuturesTrend followingMomentum
Strategy library

This document presents a trend-following approach for BTC futures that combines a price channel, a modified Hull moving average, linear regression, and additional filters. Its written description says a crossover between the modified Hull average and…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document outlines a regime-based approach that uses SPY relative to its 200-day simple moving average to switch exposure between leveraged TQQQ and QQQ. The supplied script opens a long position when SPY closes more than 4% above the moving average and…

EquitiesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy combines higher-timeframe direction filters with lower-timeframe channel signals. Weekly and daily conditions establish a preferred trading direction, while a four-hour channel and its turning points generate potential entries. Trades are taken…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This note describes a trend-following method using Heikin Ashi candles and moving-average color changes to time entries and exits. It proposes opening long or short positions when the second average changes direction, then adding to a position when the third…

FuturesTrend followingTechnical indicatorsPosition sizing
Strategy library

This Pine strategy framework combines range-flip entries with a configurable higher-timeframe market-structure bias. Its inputs allow the bias to use breaks of structure, a sequence of higher highs and higher lows, or both; a midline rule can be set to…

Technical indicatorsTrend followingVolatilityPosition sizing
Strategy library

The described system enters long when price crosses above a 200-period exponential moving average, using volume as a confirmation filter. The stated default requires current volume to exceed 1.5 times its 20-period average. At entry, the source sets a stop…

BreakoutTrend followingTechnical indicatorsVolatility
Strategy library

This system adapts Turtle-style trend following with two breakout lookbacks: a shorter L1 channel for faster entries and a longer L2 channel for slower signals. It enters long when price breaks above either channel, with a rule to skip the next L1 entry…

Trend followingBreakoutVolatilityPosition sizing