Skip to content

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

4,613 documents

Strategy library

This open-source strategy is organized around confirmed swing highs and lows. Its lookback setting controls how many elapsed bars are needed before a pivot is identified. The visible settings also include a selectable moving-average type and length for trend…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

The strategy enters when a short EMA crosses a longer EMA and the MACD line agrees with the trade direction. It places stop-loss and take-profit levels using ATR, with the target set at twice the stop distance. Position size is calculated from the distance…

FuturesTechnical indicatorsTrend followingRisk management
Strategy library

This strategy describes staged accumulation in volatile BIST stocks. It derives support and resistance levels from price crossings with Hull moving averages applied to closing prices, then compares the distance between those levels with a configurable range.…

EquitiesMean reversionVolatilityPosition sizing
Strategy library

The document presents a configurable reversal strategy that combines RSI, MACD, Williams %R, volume spikes, Bollinger Bands, and divergence checks. Its inputs set indicator thresholds and lengths, choose a trading session, and let users require divergence,…

Technical indicatorsMean reversionRisk managementPosition sizing
Strategy library

This strategy uses fast, medium, and slow exponential moving averages to classify bullish and bearish conditions, then looks for engulfing-style candles with a minimum body-to-range ratio. The description presents trend-following and reversal entries, fixed…

EquitiesTrend followingTechnical indicatorsPosition sizing
Strategy library

This strategy builds multiple upper and lower bands around a selectable moving-average basis using standard deviation and a multiplier. Fibonacci fractions subdivide the band distances, while an optional ATR-based adjustment can vary their width. A close…

Mean reversionVolatilityTechnical indicatorsPosition sizing
Strategy library

This price action strategy looks for a large bearish candle, then seeks a bullish candle whose low falls below the earlier candle’s low as a buy trigger. The described setup aims to catch a rebound after intense selling. It specifies a default candle-size…

CryptoFuturesBreakoutMean reversion
Strategy library

This trend-following strategy pairs a short and a long exponential moving average crossover with Directional Movement Index readings from several intraday timeframes. A bullish crossover is intended to support long trades and a bearish crossover short…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses Bollinger Bands to trigger entries and a moving average to close positions. It goes long when the close is above the upper band and short when the close is below the lower band. The bands are calculated from a moving average and a multiple…

CryptoFuturesTechnical indicatorsBreakout
Strategy library

This XAUUSD strategy uses RSI calculated on a selectable timeframe to open long positions below a lower threshold and short positions above an upper threshold. It permits only one open position at a time and allows long and short trades to be enabled…

CommoditiesTechnical indicatorsMean reversionRisk management
Strategy library

This system combines short- and long-term exponential moving averages to filter entries by trend direction and strength. Crossovers between EMA 6 and EMA 14 provide directional signals; EMA 50 relative to EMA 200 defines the broader trend, while their…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This strategy description proposes following Tesla trends by comparing 20-period and 50-period exponential moving averages on daily and hourly charts. The prose calls for a long position when the shorter average is above the longer one on both timeframes,…

EquitiesTrend followingTechnical indicatorsVolatility
Strategy library

This automated strategy uses SuperTrend to set direction, then filters entries with volume, candle-body size relative to ATR, and RSI. Long signals require an uptrend, sufficient volume and candle strength, and RSI below its overbought threshold; short…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This short-term strategy combines reversal entries, EMA crossover breakouts, and opening range breakouts. Reversal signals use the 50-period simple moving average, RSI, VWAP, and a 200-period trend filter. Breakout signals use 9- and 20-period EMAs alongside…

BreakoutMean reversionTechnical indicatorsRisk management
Strategy library

This strategy combines a 20-period Donchian channel calculated from four-hour candles with ATR to set a changing price interval. It checks conditions on one-minute candles. When flat, it buys if price falls sufficiently below the channel’s middle line; while…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

The visible portion of this strategy defines a reversal signal from the prior candle’s wick proportions, its total wick size relative to ATR, and a minimum candle-body size. A dominant upper wick is associated with a long signal, while a dominant lower wick…

Technical indicatorsVolatilityRisk managementPosition sizing
Strategy library

This strategy uses the relationship between 100-period and 200-period exponential moving averages to set a directional bias. In an uptrend, it looks for price to dip below the prior low over a configurable lookback period and then close back above that level…

CryptoTrend followingBreakoutPosition sizing
Strategy library

This document describes a periodic BTC/USDT futures strategy that adds long exposure using a fixed investment amount. The selected schedule is weekly or monthly, and the order quantity is calculated by dividing the investment amount by the current close. It…

CryptoFuturesPerpetual futuresPosition sizing
Strategy library

This strategy combines RSI threshold crossovers with volume confirmation to label potential accumulation and distribution phases. A long signal occurs when RSI crosses up through its oversold level while volume exceeds its moving average; a short signal…

FuturesTechnical indicatorsRisk managementPosition sizing
Strategy library

The SMA-3 method builds three lines from a simple moving average of closing prices: a central average and upper and lower bands offset by a percentage. The script places a long limit entry at the lower band and, when enabled, a short limit entry at the upper…

FuturesBreakoutTechnical indicatorsPosition sizing
Strategy library

This document shows the beginning of a configurable TradingView strategy script focused on position management. Its visible settings cover dynamic sizing based on a percentage of capital or a fixed cash amount, multiple positions, three take-profit levels,…

Risk managementPosition sizingExecution
Strategy library

This strategy uses a fast and slow simple moving average crossover to define long and short trend entries. After entry, price crossing back through a moving average can signal trend failure and a position exit. Risk controls include stop losses based on ATR,…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This script combines a 200-period EMA, directional indicators, and ADX to define bullish and bearish trends. It looks for confirmed pivot lows in a bullish trend to add long positions, and pivot highs in a bearish trend to add shorts. Adds are allowed only…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This BTC strategy combines WaveTrend, Connors RSI (CRSI), and linear regression deviation to identify long entries. It records when each indicator signals an oversold or upward-turn condition and permits an entry when all three signals fall within a two-bar…

CryptoTechnical indicatorsMean reversionTrend following