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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

9,660 documents

TradingView scripts

This strategy identifies a reversal pattern in which three consecutive candles move in one direction and are followed by a larger candle engulfing the prior candle in the opposite direction. It defines bullish and bearish setups symmetrically, comparing…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This indicator offers five ways to calculate a trailing stop: ATR or Supertrend distance, Chandelier levels based on recent swings, Donchian swing extremes, a standard-deviation channel, or a fixed percentage from an anchor price. Each method supplies…

Technical indicatorsRisk managementVolatilityTrend following
TradingView scripts

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between…

CryptoGrid tradingBacktestingExecution
TradingView scripts

This indicator applies K-means clustering to recent bar midpoint prices, using traded volume to weight cluster centroids. For each resulting price group, it builds a separate volume profile by distributing each bar’s volume across price bins according to the…

Technical indicatorsStatisticsMarket microstructureExecution
TradingView scripts

This strategy allows one setup per New York trading day. It records the 10:00 open, then selects the first confirmed three-candle fair value gap whose middle candle occurs at or after the setup start. For a bullish gap it places a limit order at the gap’s…

FuturesBreakoutExecutionRisk management
TradingView scripts

This intraday strategy combines VWAP, Stochastic RSI, and daily pivot levels to generate long and short entries during a specified session. A long setup requires price above VWAP and an upward price cross of a pivot; a short setup requires price below VWAP…

EquitiesTechnical indicatorsMomentumBreakout
TradingView scripts

This scalping strategy seeks pullback entries when price remains aligned with both a zero-lag exponential moving average and VWAP. For longs, price must be above both references and the bar must retrace to VWAP, its lower deviation band, or the zero-lag…

Technical indicatorsVolatilityExecution
TradingView scripts

This strategy identifies a doji when the candle’s open-to-close body is small relative to its full range. When a doji appears, it places a buy stop above a reference high and a sell stop below a reference low; the two orders share a cancellation group so…

ForexBreakoutTechnical indicatorsVolatility
TradingView scripts

This long-only strategy seeks rebounds after a sharp pullback from a 20-period exponential moving average. It combines an oversold smoothed RSI reading, a bullish candle, and a sector-index trend filter, then applies a reset condition to avoid repeated…

EquitiesMean reversionTechnical indicatorsRisk management
TradingView scripts

This strategy uses crossovers between a fast and a slow EMA to generate long and short entries. It can limit signals to a 15-minute chart and weekdays, and reverses by closing the current opposing position before entering in the new direction. Each position…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy centers RSI around zero by shifting its midpoint and doubling the result, then enters long when the transformed value crosses upward through a lower threshold and short when it crosses downward through an upper threshold. It uses ATR multiplied…

Technical indicatorsMomentumRisk managementExecution
TradingView scripts

This XAUUSD strategy combines EMA trend direction with pullbacks, RSI triggers, and optional session and ADX filters. Long entries require price and the fast EMA to be above the 200-period EMA, price near the fast EMA, a recent RSI dip into oversold…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This trend-following strategy combines the direction of a simple moving average with price position relative to Parabolic SAR. It enters long when the average is rising and price is above SAR, and short when the average is falling and price is below SAR. A…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This simple scalping strategy uses crossovers between a fast and a slow exponential moving average as directional entry signals. A crossover upward opens a long position, while a downward cross opens a short. The chart plots both averages and the script…

Technical indicatorsMomentumRisk managementExecution
TradingView scripts

This script provides a simple framework for backtesting externally supplied long and short signals. It interprets an increase in each input series as a signal, enters only while flat, and attaches percentage-based stop-loss and take-profit orders to open…

BacktestingPosition sizingRisk managementExecution
TradingView scripts

This Pine Script template manages one open position at a time using buy and sell signals supplied by another indicator. Same-direction signals are ignored while a trade is open. Opposing signals can be ignored, used to close the position, or used to close…

Risk managementPosition sizingExecution
TradingView scripts

This crypto futures strategy combines several oscillator and trend tools to generate long and short signals. Its indicators include WaveTrend, RSI with money-flow measures, Stochastic RSI, Schaff Trend Cycle, and divergence detection based on fractal swing…

CryptoFuturesTechnical indicatorsRisk management
TradingView scripts

This Pine Script library provides reusable components for assembling trading strategies, including entry and exit definitions, filters, qualifiers, dollar-cost averaging, stop losses, take profits, trailing exits, and ATR-related controls. Its types expose…

BacktestingRisk managementPosition sizingExecution
TradingView scripts

This long-only system combines a lookback momentum measure with a second momentum series and acts when both have the same sign. The main calculation compares the chosen price source with its value a configurable number of bars earlier. The companion series…

MomentumTechnical indicatorsBacktestingExecution
TradingView scripts

This strategy uses a 9-period and 20-period EMA crossover for entries, with the 50-period and 200-period EMA relationship defining the broader direction. It adds confirmation from RSI and above-average volume, restricts trading to a configurable UTC window,…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy combines directional price momentum with a short moving average’s change in direction, which the author describes as a curl signal. A long setup requires positive 20-period momentum and a rising 50-period simple moving average; a short setup…

MomentumTechnical indicatorsRisk managementExecution
TradingView scripts

This indicator turns manually prepared economic-event schedules into vertical chart markers. Users paste a semicolon-separated string containing a timezone and event timestamps, with each date and time expressed as year, month, day, hour, minute, and second.…

Event-drivenExecutionTechnical indicators
TradingView scripts

This stock analysis script combines RSI, Impulse MACD, VIDYA, volume and OBV, candle-based liquidity proxies, and sector performance relative to a broad market benchmark. It assigns weighted contributions to these inputs, then produces a composite bullish or…

EquitiesTechnical indicatorsMomentumBacktesting
TradingView scripts

This strategy divides a fixed XLM price range into geometric or arithmetic levels and assigns an investment amount to each slot. It opens a long position when a bar closes across a level downward, then closes that slot’s position when price crosses the next…

CryptoGrid tradingPosition sizingExecution