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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 indicator replaces standard candles with a realtime display of volume delta, tick delta, total volume and ticks, and each delta as a share of its total. It also marks point-of-control levels, the price associated with the highest-volume tick, and…

Technical indicatorsMarket microstructureExecutionStatistics
TradingView scripts

This strategy uses confirmed pivot highs and lows to set potential reversal entry levels. After a pivot high is identified, it places a stop entry one minimum tick above that level for a long position; after a pivot low, it places a stop one tick below for a…

Technical indicatorsBreakoutExecution
TradingView scripts

This intraday futures strategy scores failed moves through prior-day, premarket, and opening-range levels. A long setup requires price to trade below and close back above at least two reference lows; a short setup mirrors this at reference highs. Trades are…

FuturesUS marketsBreakoutRisk management
TradingView scripts

This chart indicator helps map a planned trade by letting the user set an entry zone, stop-loss price, and as many as five take-profit levels, with a portion of the position assigned to each target. It displays position-related information such as contract…

Risk managementPosition sizingExecutionDerivatives pricing
TradingView scripts

This strategy combines a higher-timeframe exponential moving average and a configurable price channel with lower-timeframe entry signals. The channel width can be defined as a percentage of price, an ATR multiple, or a fixed price distance. Entry filters…

Technical indicatorsMulti-assetVolatilityExecution
TradingView scripts

This indicator builds a chart-side tape showing the time, price, and volume associated with realtime feed updates. It estimates volume delta by assigning each update's volume a positive or negative sign according to price movement since the previous update;…

Market microstructureTechnical indicatorsExecution
TradingView scripts

This entry-only setup tracks the high and low formed during the noon-to-1 p.m. New York lunch session, then watches for the first sweep during the 1–4 p.m. window on a 5-minute NQ chart. A move above the lunch high that closes back below it signals a short;…

FuturesUS marketsBreakoutMarket microstructure
TradingView scripts

This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…

CryptoTrend followingVolatilityTechnical indicators
TradingView scripts

This document presents a Pine strategy that assigns each bar’s volume a positive or negative sign according to whether the selected price source rose or fell. It compares that net-volume series with positive and negative three-bar volume averages. Crossovers…

Technical indicatorsBacktestingExecution
TradingView scripts

This script demonstrates an alert-driven limit-order workflow using price levels derived from recent pivot highs and lows. A selected Fibonacci-style level sets a prospective long entry; as that level changes, alerts can place, move, or cancel a limit buy.…

FuturesExecutionTechnical indicatorsPosition sizing
TradingView scripts

This template pairs an EMA crossover with an RSI filter to generate long and short entries, then sets initial stop and target levels from ATR. Its main teaching value is the TradingView webhook design: a structured payload carries an event identifier, firing…

CryptoPerpetual futuresExecutionRisk management
TradingView scripts

This experimental indicator marks a bullish order block at the last down candle before a chosen run of up candles, and a bearish block at the last up candle before a run of down candles. A percentage-move threshold can filter out sequences that do not travel…

Technical indicatorsExecution
TradingView scripts

This strategy estimates buying and selling volume in two ways. Its geometry method allocates each bar's volume according to where the close sits within the high-low range, while its intrabar mode requests up and down volume at a chosen lower timeframe. The…

Technical indicatorsExecutionRisk managementBacktesting
TradingView scripts

This Pine library provides a framework for measuring the runtime of Pine Script calculations and comparing segments of a script. A benchmark can collect a configured number of samples, run each tested segment repeatedly, and place marks between segments. It…

StatisticsBacktestingExecution
TradingView scripts

This toolkit is a configurable Pine indicator for combining conditions across price, volume, and as many as ten externally supplied series. Its framework supports comparisons such as equality, greater-than or less-than, ranges, outside-range checks, and…

Technical indicatorsBacktestingRisk managementExecution
TradingView scripts

This generic strategy takes an external source as its trading signal: positive values request long entries, negative values request shorts, and zero means no action. Repeated signals in the current direction add to the position according to the strategy’s…

Position sizingRisk managementExecutionBacktesting
TradingView scripts

This strategy looks for price to break outside a Bollinger Band and then close back inside, treating that move as a liquidity sweep. It enters only when ADX is below a threshold, price agrees with a higher-timeframe EMA filter, and the configured trading…

Mean reversionGrid tradingTechnical indicatorsRisk management
TradingView scripts

This Pine Script is a configurable framework for building and backtesting strategies, rather than a complete trading signal. Its stated design is to pair the execution framework with a separate indicator that supplies conditions to start and end long or…

BacktestingRisk managementExecutionPosition sizing
TradingView scripts

This strategy uses separate ATR-based trailing-stop engines to generate long and short crossover signals. A long-term exponential moving average filters direction: long signals require price above the average, while short signals require price below it. The…

Trend followingTechnical indicatorsRisk managementExecution
TradingView scripts

This intraday strategy records the high and low of a defined Asian session, then places stop orders at those boundaries during a later trading window. It supports long-only, short-only, or two-sided trading; once one side enters, the other pending order is…

ForexBreakoutTrend followingRisk management
TradingView scripts

This strategy test explores two implementation problems in TradingView Pine Script: canceling a pending limit order and calculating position size from a chosen dollar risk amount, leverage, and prospective entry and stop prices. The described example uses an…

Position sizingRisk managementExecutionBacktesting
TradingView scripts

This Pine Script template provides a framework for assembling and testing indicator-based strategies. It offers configurable time and session filters, weekday selection, and several indicators—including moving averages, Supertrend, RSI, stochastic RSI, ADX,…

BacktestingTechnical indicatorsRisk managementExecution
TradingView scripts

This strategy looks for breakouts beyond an opening range built during selected London and New York morning sessions. A signal requires a close outside the range, a sufficiently strong candle, and—when enabled—confirmation relative to VWAP. The strategy…

FuturesBreakoutRisk managementPosition sizing
TradingView scripts

This Pine library provides civil date and time arithmetic, fixed-offset and daylight-saving zone conversions, ISO week handling, date adjustment, exchange holiday calendars, trading-day counts, session schedules, and economic-event dates. Its central design…

Multi-assetStatisticsExecutionFutures