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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

4,613 documents

Strategy library

This document describes a trend-following system that uses the Hull moving average (HMA) to generate long and short signals. The method compares weighted averages at half-length and full-length periods, smooths their difference, then trades when the…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This document describes a futures copy-trading bot that monitors a reference account’s long and short position amounts, then applies the changes to one or more follower accounts. It checks that the exchanges are futures venues of the same type, sets a shared…

CryptoFuturesExecutionPosition sizing
Strategy library

This strategy combines RSI, MACD, and fast and slow EMAs to generate long and short trend signals. RSI conditions filter potential entries, MACD crossovers provide momentum cues, and the EMA relationship sets the trend direction. ATR measures volatility and…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This TradingView strategy uses crossovers between fast and slow exponential moving averages to enter long or short positions. It can restrict entries to 15-minute charts and weekdays, sizes trades at 100% of equity, and specifies 10x margin settings.…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This grid strategy establishes a step size around a baseline that updates when price moves far enough. A rising baseline opens a long with a take-profit at the upper grid level and a stop at the lower one; a falling baseline opens a short with the levels…

Grid tradingPosition sizingRisk managementExecution
Strategy library

This educational example maintains a BTC/USDT portfolio by comparing its cash share with a 50% target. It begins by using half of the account balance to buy the asset. On each polling cycle, it estimates total account value from cash and coin holdings, then…

CryptoSpot marketsGrid tradingPosition sizing
Strategy library

This daily foreign-exchange strategy combines a Kijun Sen baseline with Williams Percent Range confirmation. It can calculate signals from regular or Heikin-Ashi candles. A long signal occurs when the candle crosses upward through the baseline and Williams…

ForexTechnical indicatorsPosition sizingRisk management
Strategy library

This strategy seeks potential price lows using the difference between RSI and its EMA, then filters signals with a moving average and a stochastic oscillator from a higher timeframe. A long position begins slightly below a detected low; if price continues…

CryptoFuturesTechnical indicatorsPosition sizing
Strategy library

This strategy combines 20- and 50-period EMA crossovers with a 14-period RSI filter. A bullish crossover can trigger a long when price is above the slower EMA and RSI is below the overbought threshold; a bearish crossover can trigger a short when price is…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

This script sets up a backtest framework for a dollar-cost-averaging strategy modeled on 3Commas. It lets the user select either a long or a short test, choose a date range, and set a base order alongside averaging orders. The visible settings include an…

CryptoBacktestingMean reversionPosition sizing
Strategy library

This long-only trend-following method uses the closing price crossing above either a 20-day or 60-day simple moving average to open a position, and crossing back below that same average to close it. The shorter average is presented as more responsive to…

Trend followingTechnical indicatorsBacktestingRisk management
Strategy library

This strategy combines Wave Theory crossovers with moving average, MACD, and volatility filters to trade in the direction of a broader trend. A long signal occurs when WT1 crosses above WT2 below zero, and a short signal when it crosses below above zero. The…

Technical indicatorsTrend followingPosition sizingRisk management
Strategy library

The available excerpt introduces a strategy that combines market structure, momentum, volume, multiple-timeframe analysis, and session data. Its settings allow long and short trades, set a minimum confluence score, and enable regime and session filters.…

Technical indicatorsMomentumMarket microstructureRisk management
Strategy library

This long-only grid strategy opens an initial position after a specified start date, adds buys when price falls a set percentage below the initial entry, and closes all positions when price rises a set percentage above that entry. Its stated defaults use 5%…

FuturesCryptoGrid tradingPosition sizing
Strategy library

This document presents a basic long-only approach that repeatedly uses available account balance to buy an asset. On each polling cycle, it retrieves the latest ticker and account data, cancels pending orders, adds a small price offset, and calculates an…

Position sizingExecution
Strategy library

This long-only momentum system builds a dynamic price channel by applying a multi-pole Gaussian filter to price and true range. It enters when the filter is rising, price is above the upper band, stochastic RSI is at or above its overbought threshold, and…

FuturesCryptoMomentumVolatility
Strategy library

This strategy adjusts trade size according to whether the account's equity curve appears to be declining. It offers two detection methods: compare fast and slow simple moving averages of equity, or compare equity with its longer-period average. When the…

Position sizingRisk managementTechnical indicatorsFutures
Strategy library

This strategy uses a fast and a slow exponential moving average to signal changes in trend direction. The example uses periods of 29 and 86: a fast average above the slow average leads to a long position, while a fast average below it leads to a short.…

Trend followingTechnical indicatorsFuturesPosition sizing
Strategy library

This document describes an execution tool for BTCUSDT perpetual futures that receives trade instructions and submits them through an exchange API. Its Python logic reads account balance, leverage, price, and current long and short positions, then scales the…

CryptoFuturesPerpetual futuresExecution
Strategy library

This trend-following system combines a higher-timeframe Stochastic oscillator with an EMA filter. It enters long when the smoothed Stochastic crosses up through the oversold threshold while price is above the EMA; it enters short when the oscillator crosses…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy begins with capital divided equally between cash and an asset position. At each trading-day open, it adds to the position using a fraction of remaining funds when cash exceeds unrealized profit or loss by a specified ratio. When unrealized…

FuturesPosition sizingRisk managementBacktesting
Strategy library

This short example demonstrates a basic iceberg-style spot buying method. It records the initial account balance and asset holdings, then repeatedly submits a small buy order at the current ask while the accumulated purchase remains below the requested…

Spot marketsExecutionMarket microstructurePosition sizing
Strategy library

The Trend Catcher strategy gauges directional movement by dividing the high-to-low range over a lookback by the sum of each candle’s high-low length, then expressing the ratio as a percentage. A higher reading indicates that price traveled more directly…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines moving average trend direction with CCI and two stochastic RSI calculations for long entries. The stated buy condition requires the shorter moving average to be above the longer one, CCI below a threshold, stochastic readings below an…

Technical indicatorsMomentumMean reversionRisk management