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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

8,851 documents

Strategy library

This document presents a trend-following method using four exponential moving averages with periods of 9, 21, 50, and 200 days. A long entry requires the close and each shorter average to be above the next longer average, creating a fully ordered bullish…

Trend followingTechnical indicatorsFuturesBacktesting
Strategy library

This script builds a Donchian channel from rolling highs and lows, then describes sloped support and resistance lines that update when those extremes are renewed. The upper and lower slopes are intended to serve as resistance and support, with candle closes…

Technical indicatorsBreakoutTrend followingVolatility
Strategy library

This strategy seeks pullback entries in the direction of a strong trend, using a 50-period moving average channel, ADX, and long- and short-period Elder Force Index (EFI). The channel is formed from moving averages of highs and lows, while ADX filters for…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This long-only strategy uses fast, intermediate, and slow exponential moving averages to identify entries in rising trends. It enters when the fast EMA crosses above the intermediate EMA while both intermediate and slow EMA slopes are positive, or when the…

Trend followingTechnical indicatorsRisk managementBacktesting
Strategy library

This trend strategy combines three technical tools: SuperTrend for directional signals, square-root-derived Gann levels for possible support and resistance, and fast and slow smoothed Heikin Ashi series to help confirm direction. The document describes…

Trend followingTechnical indicatorsRisk managementBacktesting
Strategy library

This strategy estimates trend direction by measuring each close’s distance from a simple moving average and summing those gaps over a rolling window. A positive total signals a long position and a negative total signals a short position; positions close when…

Trend followingTechnical indicatorsBacktestingFutures
Strategy library

This strategy combines a fast and slow Hull-style moving average signal with Ichimoku components to confirm entries and exits. The code derives two smoothed lines from weighted moving averages; their relative position, price location, and Ichimoku…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document presents the opening portion of a strategy script organized around signals across very short to longer chart intervals. It calculates exponential averages of highs and lows on five-second, fifteen-second, one-minute, five-minute, and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy pairs seven-period price extremes with a Trendflex measure and Bollinger-style bands. Its description says to go long on a break below a recent low and short on a break above a recent high, then filter those signals using trend strength and…

FuturesCryptoTrend followingBreakout
Strategy library

This strategy combines a stack of smoothed and exponential moving averages with MACD to take long or short positions. It describes using the ordering of three shorter SMMA lines, a longer SMMA, and an EMA as a trend filter, while requiring price to sit above…

FuturesCryptoBreakoutTrend following
Strategy library

This configurable crossover strategy enters long when a selected price series or moving average crosses above another, and short when it crosses below. The user can choose among four moving-average types and periods, select the two series compared, and…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This crypto spot strategy uses a Donchian-style breakout check on weekly bars, constructed from daily data, to choose among full exposure, balanced holdings, or cash. A new high relative to the prior channel leads to full investment. If price remains above a…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

This Bitcoin futures strategy combines a 5-period and 13-period exponential moving average (EMA) spread with VWAP to identify directional momentum. Long conditions generally require the faster EMA to exceed the slower one and price to be above VWAP; short…

CryptoFuturesMomentumTrend following
Strategy library

This long-only strategy combines simple moving averages with the Relative Strength Index. It opens a long position when the closing price crosses above a slower SMA. It exits when RSI crosses below 70 or rises above 75, or when price crosses below either a…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses Ichimoku Span B as a trend and support or resistance reference. Span B is calculated from the midpoint of the highest high and lowest low over a lookback period. The strategy buys when the close is above the line and sells short when it is…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses crossovers between moving averages of opening and closing prices to generate long and short signals. When the smoothed close series crosses above the smoothed open series, it enters long; a downward cross exits a long or can open a short,…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This strategy pairs a rolling high-low breakout rule with a two-line trend oscillator. A close above the prior rolling high supplies a long signal when the oscillator is bullish; a close below the prior rolling low combines with a bearish oscillator reading…

BreakoutTrend followingTechnical indicatorsRisk management
Strategy library

This strategy uses eight Ichimoku-related conditions to assess direction: price relationships to displaced price and the conversion line, conversion versus base line, and the relative recency of several bullish and bearish crossovers involving the lagging…

Technical indicatorsTrend followingBreakoutRisk management
Strategy library

This strategy defines a trading box from recent daily price extremes and enters when the daily close crosses beyond its boundaries. A close above the top box triggers a long entry, while a close below the bottom box triggers a short entry. The box length is…

BreakoutTrend followingTechnical indicatorsFutures
Strategy library

This indicator combines HalfTrend reversal arrows with a Hull Estimate moving average (HEMA) and a simple moving average (SMA) to define directional entry signals. A long signal requires HEMA above SMA, a bullish HalfTrend turn, and the candle body above…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This strategy uses a 200-day simple moving average as a trend filter and adds separate entry and exit buffers. It enters a long position when the reference price rises above the moving average by the stated entry margin, and exits below it by the smaller…

EquitiesTrend followingBreakoutTechnical indicators
Strategy library

This document describes a configurable Donchian channel system for long and short trading, aimed especially at volatile cryptocurrency markets. It calculates recent highs and lows for channel boundaries and uses separate lookback periods for entries and…

Trend followingBreakoutTechnical indicatorsRisk management
Strategy library

This long-only strategy uses a 50-period and 200-period EMA crossover on daily SPY data. It permits entries for a configurable number of bars after a bullish crossover, provided the fast EMA remains above the slow EMA and the separation and slow-EMA slope…

EquitiesUS marketsTrend followingTechnical indicators
Strategy library

This strategy uses the Ichimoku cloud to identify medium- to long-term directional moves. Its entry rule compares the close with the cloud boundaries, calculated from Senkou Span A and B: a close crossing above the upper boundary signals a long, while a…

FuturesCryptoBreakoutTrend following