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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
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

4,613 documents

Strategy library

This script outlines a short-only averaging strategy for a crypto pair. It arms an entry when lower-timeframe Bollinger %B crosses above a selected upper-band level and RSI crosses above an overbought threshold. The documented defaults use a 30-minute signal…

CryptoMean reversionTechnical indicatorsPosition sizing
Strategy library

This educational example pairs a fast and slow moving-average crossover with a percentage-based stop that trails as price moves in the position’s favor. After a crossover persists for the configured observation period, it opens a long or short position using…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy combines EMA trend direction, candlestick shapes, rolling support and resistance, and risk-based sizing. It defines trend using the relative positions of the 20- and 90-period EMAs. In an uptrend, a bullish candle with a sufficiently long lower…

Technical indicatorsTrend followingPosition sizingRisk management
Strategy library

This strategy description proposes buying when an 11-period RSI falls below 20, with a 290-period EMA intended to filter for longer-term trend conditions. It describes a 1.4% stop loss, a 3.5% profit target, and an RSI exit above 79. It also proposes adding…

CryptoMean reversionTechnical indicatorsRisk management
Strategy library

This long-only dip-buying approach uses a 14-period RSI and a 100-period simple moving average. It enters when RSI falls below 35 while price is below the moving average, then closes the position when RSI rises above 65. The RSI thresholds seek to identify…

CryptoMean reversionTechnical indicatorsBacktesting
Strategy library

The available excerpt describes an intraday strategy configured for a one-hour session beginning at 2 a.m. Eastern time. It allows weekday selection and includes fast and slow exponential moving averages, RSI thresholds, and an option to favor short…

Technical indicatorsRisk managementPosition sizing
Strategy library

This BTC futures strategy starts with a long entry when price is below a 200-day simple moving average, during a specified daily time window. If price rises by 5% from the first entry without reaching its initial profit target, it adds a second, larger…

FuturesCryptoTechnical indicatorsPosition sizing
Strategy library

This long-only strategy tracks the highest closing price and opens a buy position when the market falls by a configurable percentage from that high. Position size is based on account equity, a capital allocation percentage, and leverage. It closes a position…

Mean reversionPosition sizingRisk managementBacktesting
Strategy library

This strategy uses crossovers of short and long simple moving averages to generate directional signals, then optionally applies RSI and ATR filters. The stated example uses 9-period and 21-period averages, a 14-period RSI with overbought and oversold levels,…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

The document presents a multi-stage strategy that combines directional momentum, RSI conditions, and price levels derived from recent pivots and Fibonacci ratios. Its narrative also describes Bollinger Band levels as confirmation and says position size…

FuturesCryptoTrend followingMomentum
Strategy library

This BTC/USDT futures strategy uses a 14-period RSI to open positions and a 30-period RSI to close them. It enters long when the faster RSI crosses above the oversold threshold and short when it crosses below the overbought threshold. Alongside each initial…

CryptoFuturesTechnical indicatorsMomentum
Strategy library

This trend-following system combines short- and long-period Hull moving averages (HMAs) for directional entries. A crossover between the shorter averages is filtered by the relative position of longer averages, forming a trend regime. Once in a position, the…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This script describes a session-filtered trading strategy built around the Arnaud Legoux Moving Average (ALMA). It enters long when price is above the baseline and short when below, subject to selected London and New York trading windows. An optional TTM…

Technical indicatorsVolatilityPosition sizingRisk management
Strategy library

The document outlines a rule-based strategy for Hong Kong’s Hang Seng leveraged ETF 00631L. It starts with half of the available capital invested and compares unrealized profit with remaining cash. When either side exceeds the other by the stated margin, the…

EquitiesPosition sizingPortfolio constructionRisk management
Strategy library

This strategy enters long when a 10-period EMA crosses above a 20-period WMA and short when it crosses below, provided there is no open position and the signal falls within the configured date window. At entry, it sets two fixed profit targets and one stop;…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it…

CryptoPerpetual futuresGrid tradingPosition sizing
Strategy library

This futures grid strategy opens an initial long and short position, then adds to each side when price moves against that side by a configured percentage. Position sizes increase through a preset sequence, creating a martingale-like scale-in process. Each…

FuturesGrid tradingPosition sizingExecution
Strategy library

This BTC futures strategy combines short and long EMA direction with RSI filters, candlestick patterns, and above-average volume to generate entries. It uses ATR to set volatility-adjusted stops and targets, modifies the ATR multiplier according to recent…

CryptoFuturesTechnical indicatorsVolatility
Strategy library

This strategy combines a Super Signals channel, MACD, and Laguerre RSI to confirm entries. It looks for price to break the channel while MACD indicates direction and RSI confirms the setup. It supports long and short trades, with stop losses based on ATR, a…

Technical indicatorsBreakoutRisk managementPosition sizing
Strategy library

This strategy enters on a 9-period and 21-period EMA crossover, requiring confirmation from a 14-period RSI and the MACD line relative to its signal line. Longs require RSI above 50 and MACD above its signal; shorts require both readings to support downward…

FuturesMomentumTechnical indicatorsRisk management
Strategy library

This long-only Turtle-inspired strategy enters when the close exceeds the prior period’s highest high over a configurable lookback, optionally requiring price to be above a simple moving average. It uses a shorter lookback’s prior lowest low as a channel…

Trend followingBreakoutPosition sizingRisk management
Strategy library

This positional strategy treats a candle contained within the previous candle’s high-low range as an inside bar. The prior candle becomes the mother bar. While no position is open, a close above its high triggers a long entry and a close below its low…

BreakoutTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy pairs fast and slow exponential moving averages with the Stochastic Oscillator. A long signal requires the fast EMA to exceed the slow EMA, the Stochastic K line to be in overbought territory and cross above D, and the close to fall between the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines rolling price-range boundaries with RSI divergence and moving-average trend filters. It looks for a long setup when price reaches or passes the lower range boundary alongside bullish divergence and a downtrend filter. It seeks to…

CryptoTechnical indicatorsMean reversionBreakout