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
Quantpedia
86 documents
TqSdk
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

9,660 documents

TradingView scripts

This TradingView strategy enters long or short when the Supertrend direction changes, subject to optional agreement from a configurable set of six timeframes. Each timeframe is classified by whether its close is above or below an exponential moving average,…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This script signals long trades when price crosses above the lowest low of a recent lookback or when a bullish fair value gap is detected; short signals use a cross below the recent highest high or a bearish gap. On each signal, it submits five…

Technical indicatorsVolatilityRisk managementExecution
TradingView scripts

This futures strategy looks for an impulse formed by two strong candles with rising volume, then waits for price to wick into a Fibonacci retracement zone of the second candle. It recognizes same-direction candles and mixed patterns that still close beyond…

FuturesBreakoutTechnical indicatorsExecution
TradingView scripts

This Pine strategy is a configurable template for turning signals into orders and webhook-driven trade management. It includes toggles for EMA crossovers, Turtle-style breakouts with volume and candle confirmation, and swing-failure patterns. Its signal…

ExecutionRisk managementBacktestingTrend following
TradingView scripts

This strategy combines a fast and slow exponential moving average crossover with two filters. It checks whether the hourly close is above or below an hourly EMA to define directional bias, then requires the current close to be on the matching side of VWAP. A…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This indicator identifies Williams high and low fractals by comparing a candidate bar with configurable numbers of bars before and after it. Once confirmed, a high fractal can set a short-side stop and a low fractal a long-side stop. The stops can include a…

Technical indicatorsTrend followingRisk managementExecution
TradingView scripts

This script generates directional signals using a UT Bot ATR trailing stop: a close crossing above the stop triggers a put-selling signal, while a cross below triggers a call-selling signal. RSI ranges differ by signal, and ADX must exceed a threshold. A…

OptionsTechnical indicatorsVolatilityRisk management
TradingView scripts

This indicator builds a volume profile across a configurable lookback window by dividing the observed price range into bins. It allocates each candle’s volume to nearby bins based on the candle’s closing price, then classifies that volume as bullish or…

Market microstructureTechnical indicatorsStatisticsExecution
TradingView scripts

This strategy script combines time-based trade windows with breakout entries, configurable stop-loss and take-profit distances, and an optional ATR-based stop. It includes a choice of regime filters, including an Andean oscillator and a Larry Williams…

BreakoutRisk managementPosition sizingExecution
TradingView scripts

This configurable strategy framework studies opening range breakouts across multiple sessions. It offers entries on a range break by touch or close, retests of the range or a fair value gap, sweep reversals, fades of the first breakout, and a first-break…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This gold strategy enters long or short positions when a fast EMA crosses a slower EMA, provided ADX is above a threshold and the bar falls within a specified weekday session. It sets fixed take-profit and stop-loss distances and also configures a trailing…

CommoditiesTechnical indicatorsTrend followingExecution
TradingView scripts

This intraday strategy records the high and low of a configurable session, set by default to 9:45–10:15, using 30-minute price data. It then signals a long entry when price crosses above that range’s high and a short entry when price crosses below its low.…

EquitiesBreakoutTechnical indicatorsExecution
TradingView scripts

This strategy for Vietnamese index futures combines SuperTrend direction changes with RSI and an optional moving-average slope filter. A long signal occurs when SuperTrend turns upward and RSI is below its overbought threshold; a short signal requires a…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy places rolling limit orders at the prior bar’s EMA when the previous close is on the corresponding side of that EMA. It can trade long, short, or both directions, within a configurable New York time window. The order price updates with the…

FuturesTechnical indicatorsExecutionRisk management
TradingView scripts

This strategy uses up to six configurable exponential moving averages to define directional bias, then uses the fastest pair’s crossover for trade timing. Enabled averages must be strictly ordered from shorter to longer to establish a bullish or bearish…

Trend followingTechnical indicatorsBacktestingExecution
TradingView scripts

This ENA strategy places a fixed set of price levels between user-defined upper and lower bounds. Levels can be spaced geometrically, keeping percentage spacing more uniform, or arithmetically, keeping absolute spacing uniform. When the closing price crosses…

CryptoGrid tradingExecutionRisk management
TradingView scripts

This strategy checks a candle at a configurable clock time in a chosen timezone, then enters at the next bar’s open based on that candle’s direction. Bullish candles trigger long entries, bearish candles trigger short entries, and dojis are skipped. Separate…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This indicator builds a view of a selected higher-timeframe candle while using lower-timeframe data to locate unusually high-volume bars. A spike is defined as lower-timeframe volume exceeding a moving average multiplied by a configurable threshold. The…

Technical indicatorsMarket microstructureExecution
TradingView scripts

This indicator identifies ZigZag turning points when a selected momentum measure changes direction. The available choices are MACD crosses, moving-average turns, and QQE signals. At a change, it records the high or low reached during the preceding impulse…

MomentumTechnical indicatorsRisk managementExecution
TradingView scripts

This indicator compares two ways to estimate volume delta: updates from real-time tick data and a selectable lower timeframe. In tick mode, it tracks price and volume changes within the current chart bar, assigning volume to up, down, or unchanged price…

Market microstructureExecutionTechnical indicatorsFutures
TradingView scripts

This grid strategy divides a fixed price range into configurable levels, spaced either geometrically or arithmetically. It buys a slot when the closing price crosses downward through its level and closes that slot when price crosses upward through the next…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

This strategy uses a Supertrend direction change as its base entry trigger, then optionally requires agreement from a configurable set of six timeframes. Each timeframe is classified as bullish or bearish by comparing its close with an EMA; user-set minimum…

Trend followingTechnical indicatorsMulti-assetRisk management
TradingView scripts

This intraday strategy is organized around the regular-session opening VWAP and a restricted morning trade window. Its title describes a reclaim followed by a pullback hold, with a five, eight, and thirteen period EMA curl as an additional setup feature.…

EquitiesUS marketsMean reversionTechnical indicators
TradingView scripts

This TradingView strategy combines two configurable moving averages to determine directional bias, then enters long or short trades when its conditions are met. It supports several average types and lets traders enable or disable either direction, reverse…

Technical indicatorsRisk managementExecutionBacktesting