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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
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 strategy uses a fast and slow exponential moving average crossover to generate long and short signals. Optional filters restrict signals to a 30-minute chart and weekdays. When a crossover points in the opposite direction, the script closes the existing…

Technical indicatorsTrend followingExecutionRisk management
TradingView scripts

This chart indicator marks configurable Sydney, Tokyo, London, and New York trading windows. It draws each session’s high-low range and separately highlights its opening hour. Once that hour has elapsed, it plots a horizontal level at the prior bar’s close,…

Technical indicatorsExecutionMarket microstructure
TradingView scripts

This chart indicator constructs a Gann box from the visible chart's highest high and lowest low, then divides the price and time span using configurable percentage levels. It can display the box, level labels, a fan of diagonal lines, curves, and Gann…

Technical indicatorsBreakoutExecution
TradingView scripts

This educational strategy template limits new entries to a user-defined session. Traders can choose between breakouts through the developing session high or low and fast-versus-slow EMA crosses. A switch can restrict entries to one per session day. The…

BreakoutTechnical indicatorsRisk managementExecution
TradingView scripts

This intraday MNQ strategy builds an opening range from the first configurable minutes after the New York session opens, then places breakout entries beyond its high or low with a tick buffer. It can require price to be on the matching side of VWAP, cap the…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This Pine library provides two ways to represent finite-state machines: a matrix for transitions driven by one event, and a map-based design intended to handle concurrent events. Rules map a current state and event to a next state. In the matrix version,…

ExecutionStatisticsBacktesting
TradingView scripts

This Pine library supplies functions that calculate values relative to the bars currently shown on a chart. It can identify visible-range boundaries, cumulative visible volume and bar count, and the running highest high and lowest low with their bar indices…

Technical indicatorsStatisticsExecution
TradingView scripts

This strategy provides configurable long and short entries driven by user-selected signal sources. In single mode, one source must be positive; dual mode requires two sources in the same direction. Entries can be limited to enabled evening, overnight, or New…

Risk managementPosition sizingExecutionBacktesting
TradingView scripts

This strategy requires agreement among a moving average trend filter, a break of the latest pivot swing, a recent fair value gap, and above-average volume. Long and short setups are aligned with price above or below the selected SMA and EMA, respectively. A…

Technical indicatorsBreakoutExecutionRisk management
TradingView scripts

This intraday strategy seeks pullbacks in the direction of a higher-timeframe bias. The bias requires price to be on the matching side of VWAP and the fast EMA to be above or below the slow EMA; an optional higher-timeframe EMA filter can add another trend…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This educational strategy template demonstrates how to attach structured webhook messages to strategy order fills. Its example entry logic uses a fast and slow moving average crossover, while configurable exits use either an average true range-based stop or…

ExecutionRisk managementPosition sizingTechnical indicators
TradingView scripts

This TradingView indicator imports and decodes Forex Factory news data, then filters events by currency and expected impact. It presents selected events in a chart table and can draw event lines and labels over price history. Currency selection can be…

ForexEvent-drivenExecution
TradingView scripts

This XAUUSD strategy uses the relationship between 20-period and 50-period exponential moving averages to define direction. It enters long when price crosses above the faster average while that average is above the slower one, and enters short on the inverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This indicator manages a user-defined long or short trade from a selected chart time and price. It offers four stop approaches: an offset based on ATR, a percentage of price, recent swing highs or lows, or Parabolic SAR. For ATR and percentage modes, the…

Technical indicatorsRisk managementExecution
TradingView scripts

This document describes a reusable TradingView strategy framework intended to let users supply their own long and short signals while retaining common backtest controls. Its interface separates entry triggers from directional filters, with four named…

BacktestingExecutionPosition sizingRisk management
TradingView scripts

This Pine Script library draws horizontal rays from user-defined conditions and price levels. A ray can extend to the right or stop at the current bar; when price reaches the level, the active ray is removed and may be retained as a historical line. Its…

Technical indicatorsExecution
TradingView scripts

This strategy uses the SuperTrend indicator, calculated from ATR length and multiplier inputs, to classify the market as bullish or bearish. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips the other way.…

FuturesTrend followingTechnical indicatorsExecution
TradingView scripts

This automated long strategy derives Fibonacci-style price levels from recent pivot highs and lows, then lets the user select one level as a candidate entry. When the preceding bar’s low crosses below the selected level and other state conditions allow a…

Technical indicatorsExecutionPosition sizingBacktesting
TradingView scripts

This script describes a US30-oriented strategy that uses RSI crossing the 50 level to generate directional signals, subject to configurable trading sessions and an ATR floor. A signal places a stop entry beyond the signal bar’s high or low by a set offset,…

FuturesTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This futures strategy looks for a two-bar directional impulse and then a pullback into a retracement zone based on the second bar’s range. It requires both bars to have substantial bodies and rising volume; same-direction bars or a mixed pair with a…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator systematically draws trendlines by joining successive confirmed pivot highs and lows, with the pivot period configurable. It tracks the two most recent fractals of each type, plots higher highs, lower highs, higher lows, and lower lows, and…

Technical indicatorsFuturesMarket microstructureExecution
TradingView scripts

This strategy uses three-bar swing patterns as entry signals and filters them with a daily fractal bias. A local bullish fractal occurs when a bar’s low is below the preceding low and the following bar’s low is higher; the bearish version reverses the high…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only grid strategy divides a fixed ETH price range into configurable levels using either geometric or arithmetic spacing. When the closing price crosses downward through an unowned level, it opens a buy slot sized from the allocated investment. If…

CryptoPerpetual futuresGrid tradingExecution
TradingView scripts

This strategy packages seven candlestick signal types: pinbars, engulfing patterns, fractal highs and lows, single and double harami patterns, and large-body candles. Each type can be switched on or off independently, with configurable pinbar and body-size…

Technical indicatorsMomentumBacktestingExecution