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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

Strategy library

This strategy uses the MACD difference and its smoothed signal line to classify market direction. Crossings of their difference through zero establish bullish or bearish states; changes in which state was most recent then trigger long or short entries. The…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy identifies basic bullish and bearish candle patterns: a positive candle opening above the prior close triggers a buy condition, while a negative candle opening below the prior close triggers a sell condition. The script can use these conditions…

Technical indicatorsTrend followingBacktestingExecution
Strategy library

Aphrodite combines a trend-following idea for pump and dump moves with visual signals derived from a Box–Muller random-number method. Its comments describe accumulating volume while dots indicate buys or sells, emphasizing buy entries in the supplied…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This strategy builds recursive upper and lower bands from price and a selected volatility measure, with the midpoint defined by the two bands. A scaling factor and lookback length govern how responsive the bands are; the described choices include ATR,…

FuturesCryptoBreakoutTrend following
Strategy library

This strategy follows moving-average crossovers using a shorter and longer simple moving average. A cross of the shorter average above the longer one opens a long position; a downward cross opens a short. At entry, the strategy calculates profit-taking and…

Trend followingTechnical indicatorsRisk managementBacktesting
Strategy library

This long-only trend strategy combines four technical tools. It uses price above a 200-period EMA as a trend filter, a MACD histogram move from negative to positive as a momentum trigger, and a positive short-versus-long volume EMA oscillator as…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This trend-following strategy uses Ichimoku Conversion and Base Lines, calculated from the midpoint of recent highs and lows using lookbacks of 9 and 26 periods. A cross of the Conversion Line above the Base Line opens a long position; a cross below opens a…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This long-only approach combines a Donchian-style trend filter with StochRSI timing. The trend filter is the highest value of an EMA of highs over a rolling window; the document describes an EMA length of 6 and a 30-bar window. A close above that filter…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy framework supports seven moving average types: SMA, EMA, WMA, VWMA, HMA, RMA, and ALMA. Traders can choose a fast and slow line, optionally add a middle line, and select either crossover signals or prior-close position relative to the averages…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines price position relative to six EMA and SMA periods with RSI, Stochastic, CCI, momentum, and MACD signals on a one-hour timeframe. It counts bullish and bearish readings and uses their difference to trigger long or short entries and to…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The described method uses an EMA as a directional filter and MACD-related values to time entries: prices above the EMA are associated with long trades, while prices below it are associated with shorts. The narrative presents this as requiring both a price…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This strategy combines short- and long-period EMAs, a 15-minute RSI, current-timeframe VWAP, and an optional ADX trend-strength filter. Its short entry requires a bearish EMA crossover, RSI above the oversold threshold, VWAP below both EMAs by a set gap,…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This strategy uses fast, standard, and slow exponential moving averages to identify directional crossovers. The specified periods are 25, 50, and 100 bars; the fast line crossing both slower lines generates a long or short signal. The method also restricts…

ForexFuturesCryptoTrend following
Strategy library

This strategy uses the highest high and lowest low from the previous three trading days as breakout levels. A close above the recent high triggers a long entry, while a close below the recent low triggers a short entry. An opposite breakout closes an…

FuturesCryptoBreakoutMomentum
Strategy library

The Dual Thrust method places upper and lower breakout thresholds around the daily opening price. It estimates a range from recent high, low, and close data, then scales that range by separate long and short coefficients. A close above the upper threshold…

FuturesCryptoBreakoutTrend following
Strategy library

The strategy uses two simple moving averages with different lookback periods. It signals a short position when the faster average crosses below the slower one, and a long position when it crosses above. The source uses 4- and 34-period averages, while the…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy uses a 14-period EMA and a 100-period EMA to identify possible trend changes. It enters long when the faster average crosses above the slower one and closes the long position when the faster average crosses below it. The described…

FuturesTrend followingMomentumTechnical indicators
Strategy library

OmniTrend ATR Scalper builds a moving trend line that advances in steps sized from ATR. It uses separate fast and slow step periods, selecting between them according to whether the distance from the close to the line exceeds an ATR-based threshold. A…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy combines SuperTrend, QQE, and Trend Indicator A-V2 to seek aligned signals. SuperTrend supplies a directional trend state; QQE uses a smoothed RSI and adaptive bands to classify overbought or oversold conditions; A-V2 compares price and open…

Technical indicatorsTrend followingMean reversionFutures
Strategy library

This Dual Thrust variant creates breakout thresholds around the current period’s open using a range derived from prior highs, lows, and closes. One algorithm uses a single lookback window; another calculates separate buy and sell ranges from two windows.…

BreakoutTrend followingFuturesTechnical indicators
Strategy library

This strategy combines candlestick patterns, RSI conditions, and a long-term EMA alignment filter. Long entries require a bullish engulfing or morning-star pattern, a recent oversold RSI reading with RSI below its midpoint, and price above three rising,…

MomentumTrend followingTechnical indicatorsRisk management
Strategy library

This short-term strategy combines a 200-period EMA channel, an hourly trend filter, WaveTrend signals, and a 12-period EMA entry filter. Long setups require the hourly close above the channel and either a sustained oversold reading or an upward WaveTrend…

MomentumTrend followingTechnical indicatorsRisk management
Strategy library

This trend strategy uses two exponential moving averages to choose a long or short bias, then uses adaptive Bollinger-style bands to time entries. The document describes a 200-period and 30-period EMA comparison for trend direction, with a configurable SMA…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This dual-factor strategy combines a short-term reversal signal with a prime number oscillator intended to indicate directional bias. The reversal component uses recent closing-price changes and fast and slow stochastic readings to generate long or short…

FuturesCryptoMean reversionTrend following