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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 script models a static geometric grid for ETH/USDT spot trading. It divides a preset price range into evenly spaced percentage intervals, places a fixed quote-currency amount at each level, and tracks whether each level has been filled. A filled level…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This strategy trades MES during a defined London session using either a pre-London range break or a break of a confirmed swing pivot. The pre-session high and low are tracked, and the range must meet a minimum size before its boundaries can trigger trades.…

FuturesBreakoutMomentumTechnical indicators
TradingView scripts

This intraday strategy defines an opening range from the first three five-minute candles after the regular-session open. It waits for a five-minute close beyond the range high or low and also requires a fair value gap relative to a candle ten minutes…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This intraday MNQ strategy uses the 09:30–10:00 New York opening range to set direction. After an upside break, it rests a buy limit at a session VWAP; after a downside break, it rests a sell limit there. The entry window is limited to the morning, and the…

FuturesBreakoutTechnical indicatorsExecution
TradingView scripts

The strategy repeatedly opens a long position at the start of a bar and closes it when that bar is confirmed. The accompanying explanation uses this simple procedure to illustrate the idea that the chance of a candle closing above or below its open is…

StatisticsBacktestingExecution
TradingView scripts

This futures strategy defines an initial balance from the opening range during a configurable New York session window. Once the range is locked, it accepts the day only if its size falls between configurable percentage bounds. During a later entry window, it…

FuturesBreakoutExecutionRisk management
TradingView scripts

This strategy uses TradingView’s SuperTrend calculation, based on an ATR length and multiplier, to identify bullish and bearish states. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips back. With…

Technical indicatorsTrend followingFuturesExecution
TradingView scripts

This swing strategy combines a Stochastic RSI crossover with a VWAP direction filter. A bullish crossover can open a long when price is above VWAP during the configured entry session; the bearish counterpart can open a short below VWAP if short trades are…

EquitiesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy turns recent candle direction into a simple directional score. It counts up, down, and neutral bars in a rolling window, then subtracts down bars from up bars. Neutral bars adjust the score in the direction of the existing majority: they…

MomentumTechnical indicatorsBacktestingExecution
TradingView scripts

This strategy builds an opening-range high and low during a configurable session, then watches a later signal window for price to breach either boundary and return toward the range. A sweep above the high can arm a short; a sweep below the low can arm a…

EquitiesMean reversionBreakoutExecution
TradingView scripts

This meta-strategy lets a trader connect plotted indicator series to a common set of entry, exit, sizing, and date-filter controls. Signal modes cover signed pulses, crossings of levels or two sources, active trigger series, combinations of three sources,…

BacktestingTechnical indicatorsRisk managementExecution
TradingView scripts

This strategy generates long and short entries from fair value gap patterns or momentum reversals. The reversal conditions use MACD crossings with RSI thresholds, while the gap conditions compare current price extremes with levels from two bars earlier. A…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator tracks recent swing highs and lows, using configurable left and right lengths and a selectable timeframe to establish price levels. A level is marked broken when price crosses it by either a candle close or wick. The script can estimate…

Technical indicatorsBreakoutMarket microstructureExecution
TradingView scripts

This strategy combines recent swing highs and lows with market-regime and entry confirmation filters. Pivot points define potential long and short zones, buffered by average true range (ATR); a configurable wait and candle trigger can be used before entry.…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This intraday strategy builds the premarket high and low, locks those levels at the market open, and watches for setups during a configurable opening window. Its breakout branch waits for a close beyond a range boundary, then a retest near that boundary and…

FuturesBreakoutMean reversionRisk management
TradingView scripts

This intraday strategy uses crossovers between a fast and a slow exponential moving average to generate long and short entries. A bullish crossover is accepted only on a green candle, and a bearish crossover only on a red candle. Signals are limited to a…

EquitiesTechnical indicatorsMomentumTrend following
TradingView scripts

This document contains a large, composite Pine Script that brings together several technical studies and intraday signal components. Visible sections calculate MACD, an exponential moving average, smoothed moving averages modeled on the Alligator indicator,…

Technical indicatorsBreakoutVolatilityExecution
TradingView scripts

This Bitcoin-dollar strategy combines SuperTrend direction with a fast and slow EMA relationship. It opens a long after a bullish SuperTrend flip when the fast EMA is above the slow EMA, or after a bullish EMA crossover while SuperTrend is already bullish;…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy divides a user-defined price range into evenly spaced levels and maintains a separate inventory flag for each buy tier. Once activated by a close inside the range, it monitors crossings at each level. A downward move through a level can open a…

Grid tradingRisk managementBacktestingExecution
TradingView scripts

The Signal Adapter is a configurable way to combine plotted values from other indicators into long and short deal conditions. It accepts up to eight external series and several user-entered numeric values. For each deal event, users select a source, a…

Technical indicatorsExecutionBacktesting
TradingView scripts

This chart indicator estimates a candle-level volume footprint by requesting lower-timeframe bars and assigning their volume to price levels across the chart candle’s range. It tracks the number of lower-timeframe bars and signed volume assigned to each…

Technical indicatorsMarket microstructureExecution
TradingView scripts

This strategy organizes signals around Asia, London, and New York sessions. At each session's start it records the midpoint of the first bar, then expands a box to track the session range and colors it according to whether price is above or below that…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This intraday strategy records the high and low during a configurable opening-range window, then trades when price closes beyond the range by a configurable buffer. It supports US, Asia, or custom sessions, optional long-only mode, limits on trades per…

BreakoutTechnical indicatorsExecutionBacktesting
TradingView scripts

This strategy combines opening-range breakouts with VWAP, RSI, and an estimated order-flow filter. Traders can choose fixed, multiple fixed, or rolling opening ranges, then require a breakout retest and configurable VWAP or RSI alignment. The order-flow…

BreakoutTechnical indicatorsRisk managementExecution