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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 cryptocurrency-oriented trend strategy calculates fast, medium, and slow simple moving averages, with stated default lengths of 7, 30, and 50. Its actual entry and exit rules use the fast and medium averages: crossing upward opens a long position, and…

CryptoFuturesTrend followingTechnical indicators
Strategy library

WJ Strategy A builds a mean-reversion entry score from three signals: price below the lower Bollinger Band, price below one of three long moving averages, and a low RSI reading. The components contribute different weights, with the RSI component receiving…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

This daily strategy seeks long entries when RSI(5) falls below 30 while price remains above its 200-day simple moving average. The trend filter is intended to focus oversold entries on rebounds within an upward market. For protection, the description…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This dollar-cost averaging approach proposes buying a fixed dollar amount when price falls below the lower Bollinger Band and RSI is below 50. Moving averages are described as a trend check intended to limit buying during persistent declines. The document…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This Bitcoin strategy uses a selected technical signal to open an initial long position, then adds to the position as price falls by a configured percentage. The script allows a starting position size, a martingale multiplier, and a take profit percentage;…

CryptoMomentumTechnical indicatorsPosition sizing
Strategy library

This strategy enters long when the closing price crosses above a simple moving average. At entry, it records the lowest price over a specified lookback, then raises a stop according to that baseline plus a decrement multiplied by the number of bars in the…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This long-only strategy treats consecutive candles sharing a low as a possible retest setup, then waits for price to move above that shared low before preparing an entry. It places four limit orders at staggered prices derived from a recent volatility…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

This strategy combines moving-average direction, RSI, ADX, OBV, candlestick patterns, volume, and a trading-session filter to seek entries during stronger trends. The described framework uses 50- and 200-period EMAs for the broad trend, an ADX threshold of…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This cryptocurrency trading script polls configured markets and submits orders when prices enter user-defined buy or sell ranges. It uses the ask price to check the buy range and the bid price to check the sell range, then places orders at the opposite side…

CryptoSpot marketsExecutionPosition sizing
Strategy library

This long-only dollar-cost-averaging framework uses a lower-timeframe RSI filter for both initial entries and additional buys. A base order is triggered when RSI crosses below 30; each safety order requires RSI below 25. The design allows four averaging…

CryptoMean reversionPosition sizingRisk management
Strategy library

This strategy identifies higher lows and lower highs, then assigns each confirmed pattern a score using volume, RSI, candle-body size, and moving-average alignment. Trades are restricted to signals scoring at least four points. Stops are set at the lowest…

Technical indicatorsStatisticsRisk managementPosition sizing
Strategy library

This trend-following approach combines the relative order of three exponential moving averages with RSI zones to filter long and short entries. It describes two entry patterns: a move back across a shorter EMA and a direct break through a longer EMA. A much…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This strategy uses Wave Trend crossovers to time entries and exits, while VWMA bands determine position size. Wave Trend is built from an EMA-smoothed price deviation and a second smoothed line; crossing above that line signals a long entry, while crossing…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This Python example implements a staged buy intended to spread a target purchase across multiple smaller limit orders. It records the starting account balance and holdings, then repeatedly places a buy below the current bid by a configurable percentage. Each…

ExecutionMarket microstructurePosition sizing
Strategy library

This strategy combines Bollinger Band breakouts with market structure shift signals and an optional higher-timeframe trend filter. It uses a 55-period band with a 2.0 standard deviation multiplier. A close above the upper band can trigger a long, while a…

BreakoutMomentumTechnical indicatorsRisk management
Strategy library

This script defines a directional strategy using crossovers between fast and slow exponential moving averages. An upward crossover opens a long position and closes a short; a downward crossover opens a short and closes a long. It includes filters that can…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy trades crossovers between a fast three-period EMA and a slower eight-period EMA, taking long positions on upward crosses and short positions on downward crosses. ATR sets the initial stop distance and informs a profit target based on a stated…

CryptoFuturesMomentumTechnical indicators
Strategy library

This reversal method looks for a spinning-top candle after three consecutive candles of the same color, with the new candle changing direction. It defines the pattern quantitatively: the real body must be under 30% of the candle range, and the upper and…

Technical indicatorsMean reversionRisk managementPosition sizing
Strategy library

This strategy combines a fast and slow moving average crossover with dollar cost averaging. It offers SMA, EMA, or HMA choices for the averages; an upward crossover starts a long position, followed by additional safety orders as price declines. Each safety…

CryptoFuturesTrend followingPosition sizing
Strategy library

This script calculates a long trade’s stop from the lowest low over a configurable lookback and sets a profit target using a chosen reward-to-risk multiple. It estimates quantity by dividing a percentage of updated capital by the distance between price and…

Position sizingRisk managementTechnical indicators
Strategy library

MomentumBreakout V1.2 combines moving-average direction with momentum checks to seek breakouts in both directions. Long entries require price to cross above the fast EMA while it is above the slow EMA, with hourly RSI and MACD confirmation and price above a…

BreakoutTrend followingTechnical indicatorsRisk management
Strategy library

This Bitcoin strategy layers several technical filters to seek directional entries. A modified Hull moving average provides the trend direction; two QQE-style RSI calculations and Bollinger bands on a transformed RSI series confirm momentum conditions; and a…

CryptoFuturesTechnical indicatorsMomentum
Strategy library

The visible script describes a configurable EMA-stack strategy with two operating modes: DCA/grid entries or a single entry. Its title indicates that higher-timeframe logic is part of the design, and the setup allows substantial pyramiding in the DCA mode.…

Trend followingTechnical indicatorsPosition sizingExecution