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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

4,613 documents

Strategy library

This document describes a long-only strategy built around the KDJ oscillator, calculated from the position of the close within a recent high-low range and smoothed into K, D, and J lines. Its entry rule buys when J crosses above a configurable lower…

MomentumTechnical indicatorsTrend followingPosition sizing
Strategy library

This strategy uses changes in the MACD histogram to anticipate conventional signal-line crossovers. It calculates MACD from fast and slow moving averages, with documented defaults of 12 and 26 periods and a 2-period signal smoother. A long entry is triggered…

CryptoFuturesMomentumTechnical indicators
Strategy library

The described system combines a 14-period RSI, a UTC trading window, fixed-distance stop and profit orders, and position sizing based on a fixed share of account equity. It calls for long entries when RSI crosses above 43 and short entries when RSI crosses…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This trend-following design combines a fast and slow moving average crossover with price confirmation and a Parabolic SAR filter. A bullish setup requires the fast average to be above the slow average and the close above the fast average; bearish conditions…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This long-only script combines a smoothed, range-normalized price measure called Value Trend with RSI. RSI below 30 arms the system; a later crossover of Value Trend above 25 triggers an entry when no trade is open. The script then permits another long entry…

Technical indicatorsMean reversionMomentumPosition sizing
Strategy library

This educational FMZ strategy expands recent completed OHLCV candles into fixed tabular features and asks TabFM to classify the next candle as up, down, or flat. Price features are expressed relative to the prior close, while volume is scaled against the…

Machine learningStatisticsRisk managementPosition sizing
Strategy library

This note explains a price moving average crossover strategy that uses a faster average for shorter moves and a slower average to represent the broader trend. A change from below to above the slower line signals a long position; a cross below signals a short…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy records the high and low of the New York 9:30–9:35 opening period, then looks for a later candle to close beyond either boundary. A close above the range triggers a long entry; a close below it triggers a short. The description favors…

BreakoutUS marketsFuturesForex
Strategy library

This strategy uses 5-period and 21-period exponential moving averages to trade in both directions. A cross of the shorter EMA above the longer EMA closes any short position and opens a long one; a cross below closes any long position and opens a short one.…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This framework combines linear-regression support and resistance lines with RSI, MACD, volume, and market-structure checks. It describes long entries around support when several bullish conditions align, short entries around resistance with bearish…

Multi-assetTrend followingBreakoutTechnical indicators
Strategy library

This document presents a price-action strategy that looks for bullish and bearish engulfing candle bodies on a four-hour chart. A bullish pattern triggers a long entry and a bearish pattern a short entry. The profit target is based on the engulfing candle’s…

Technical indicatorsMomentumRisk managementPosition sizing
Strategy library

This trend strategy uses MACD crossovers to time entries, with price relative to the 50- and 200-period EMAs as a directional filter. Long entries require an upward crossover while MACD and its signal line are negative; short entries require a downward…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

The document introduces a silver-only strategy intended for 30-minute charts. Its stated design combines multiple confirmations for entries, average true range-based stops, and trading-session filters. The visible inputs set a minimum number of…

CommoditiesTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy keeps an asset at a chosen share of portfolio equity. It opens a position using the target percentage and initial capital, then compares the position’s current value with account equity. If the share falls below target, it buys; if it rises…

Portfolio constructionPosition sizingRisk managementBacktesting
Strategy library

This proposed crypto futures system runs a two-sided grid intended to capture price swings, while adjusting order size in response to recent return volatility. It combines a Hurst-based trend estimate and CUSUM monitoring to brake grid activity, and…

CryptoFuturesGrid tradingVolatility
Strategy library

This Quantiacs template shows how to combine long and short entry signals with exits that depend on the open position and stored state. Example entries include a moving-average crossover, an unusually large positive candle, and an elevated long-window RSI;…

EquitiesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy looks for a candle that pierces a prior rolling high or low, then combines that sweep with an RSI comparison and a wick-heavy candle pattern. A dragonfly-style doji below the prior lookback low can trigger a long; a gravestone-style doji above…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

The document outlines a breakout system that filters entries using trend, momentum, strength, and volume. It describes EMA alignment and a one-hour EMA comparison for direction, RSI ranges and MACD histogram sign for momentum, plus ADX and SuperTrend…

Technical indicatorsBreakoutTrend followingRisk management
Strategy library

This trading bot scans USDT perpetual contracts and builds candidate lists from hourly candles. One screen requires a bullish candle, volume above the previous candle, a positive KDJ crossover, and a positive crossover of the seven- and twenty-five-period…

CryptoPerpetual futuresTechnical indicatorsMomentum
Strategy library

This intraday setup combines a five-minute opening range breakout with a one-minute fair value gap condition during a specified session. It defines bullish and bearish gaps by comparing the current one-minute candle's high or low with the corresponding…

BreakoutTechnical indicatorsPosition sizingRisk management
Strategy library

This document describes a short-only strategy for XMR perpetual futures. It opens a short when a five-minute RSI with a length of nine crosses down through 80. If price rises against the position, it allows up to three averaging orders at progressively…

CryptoPerpetual futuresMean reversionTechnical indicators
Strategy library

This strategy combines a candle-body pattern with a market-structure direction filter calculated on a selectable higher or lower timeframe. Its name indicates that entries depend on a candle body closing outside the prior candle’s body, while the available…

FuturesTechnical indicatorsRisk managementPosition sizing
Strategy library

This TradingView strategy combines several filters to identify trade opportunities. Its inputs specify a swing structure length, a Hann-based ribbon and spacing, and an ADX range that can block entries when the market appears directionless or unusually…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This TradingView strategy combines fast and slow Supertrend lines with a simple moving average to set directional bias. It enters long when the fast line is above the slow line and price is above the average, and short when the inverse conditions hold.…

Trend followingTechnical indicatorsPosition sizingRisk management