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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

8,851 documents

Strategy library

This document describes a Directional Movement Oscillator built from the difference between smoothed positive and negative directional indicators. It computes directional movement from changes in highs and lows, normalizes each side by smoothed true range,…

FuturesTechnical indicatorsTrend followingBacktesting
Strategy library

This strategy combines several Ichimoku signals for entries: cloud breakouts, Tenkan–Kijun crosses, cloud twists, and moves from one cloud edge toward the other. It also describes Kijun bounce entries. Exits may occur when price returns into the cloud or an…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This short-term strategy uses four exponential moving averages for long-only trading. A crossover of the 9-period EMA above the 26-period EMA triggers an entry; a separate crossover, when the 100-period EMA falls below the 55-period EMA, closes the position.…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy combines a MACD crossover with the direction of a Supertrend calculation. It opens a long position only when the MACD line crosses above its signal line while Supertrend indicates an upward trend. The document describes a 20-period ATR-based…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This trend-following system enters when a fast Hull moving average crosses a slower one and a second-change measure of the fast average confirms acceleration in the same direction. It uses ATR to set stop distances and calculate position size from a chosen…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This automated strategy uses the Kronos financial time-series model to forecast a future price distribution. It compares the forecast median with the current price to decide whether the projected opportunity is large enough to trade, while the lower and…

Machine learningTrend followingRisk managementExecution
Strategy library

This trend-following system combines Supertrend with a long-period double exponential moving average (DEMA). It enters long when price crosses above Supertrend while closing above DEMA, and enters short when price crosses below Supertrend while closing below…

Trend followingTechnical indicatorsBreakoutCrypto
Strategy library

This strategy combines trend, momentum, and volatility indicators to generate long and short signals. A short EMA above or below a long EMA sets the trend direction, MACD relative to its signal line confirms momentum, and RSI thresholds filter entries. ATR…

Technical indicatorsMomentumTrend followingRisk management
Strategy library

This trend-following design confirms direction on a one-hour chart and seeks entries on a 15-minute chart. On each timeframe, a 9-period simple moving average is compared with a 21-period average, while RSI filters signals near overbought or oversold…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy combines a stochastic-based 123 reversal signal with directional movement and moving average crossovers. It takes a long or short position only when the reversal signal and the DMI-plus-MA component agree; otherwise, it closes the position. The…

Technical indicatorsTrend followingMean reversionFutures
Strategy library

This strategy uses a Hull moving average, or its exponential and triangular variants, to identify direction from the relationship between the current line and its recent value. Entries occur when that relationship crosses, subject to a user-selected trading…

Technical indicatorsTrend followingRisk managementFutures
Strategy library

This strategy combines a cumulative high-low measure, aligned moving averages, and Supertrend to generate directional entries. The high-low component tracks whether price reaches a period high or low; the moving-average component scores price and averages…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This crypto strategy combines four exponential moving averages, with periods of 8, 12, 24 and 72, to identify long entries and exits. A pullback entry is described when price crosses above the slower averages; a trend entry also requires the fastest average…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This long-only strategy enters when price is above VWAP and several momentum and trend conditions align. The entry filter includes a bullish MACD relationship with the MACD line above zero, RSI below 60, positive directional movement exceeding negative…

Technical indicatorsMomentumTrend followingExecution
Strategy library

This strategy combines trend, momentum, and volatility indicators to identify long and short entries. It treats the 20-period and 50-period moving-average relationship as a medium-term trend filter, RSI readings below 25 or above 80 as oversold or…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines the Vortex Indicator with a smoothed moving average to create directional entry rules. A bullish signal requires the positive Vortex line to cross above the negative line while the close is above the smoothing line; a bearish signal…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The Super Trend V approach uses a Supertrend line to represent trend direction and compares price with a smoothed measure of price and opening values to qualify entries. A close crossing the Supertrend line can signal a long when price is above the…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

This daily-chart strategy combines Supertrend direction changes with price crossings of a short moving average to generate long and short signals. A 14-period RSI filter blocks longs when RSI is above its overbought threshold and shorts when it is below its…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This strategy combines seven technical signals spanning moving-average trends, CCI and ATR bands, a volatility-adaptive Gaussian average, rate of change, WaveTrend, and the Awesome Oscillator. Each enabled component casts a bullish or bearish vote. Their sum…

Technical indicatorsTrend followingMomentumVolatility
Strategy library

This document describes a trend-following strategy that compares a simple moving average with the closing price. A cross of price above the average opens a long position, while a cross below opens a short position; the reverse signal exits the opposing…

Trend followingTechnical indicatorsFuturesRisk management
Strategy library

This strategy follows breakouts of the Bollinger Bands. It enters long when a candle closes above the upper band after the previous close was below it, and enters short when a close crosses below the lower band from above. The middle band, a moving average,…

CryptoFuturesTrend followingBreakout
Strategy library

This strategy combines a Supertrend level from a selectable higher timeframe with fast and slow simple moving averages. Long entries require price at or above the selected Supertrend level while the SMA-cross state is bullish; short entries use the inverse…

FuturesTrend followingTechnical indicatorsBacktesting
FMZ digest

The article explains Kaufman’s Adaptive Moving Average (KAMA), which adjusts its responsiveness according to an efficiency ratio derived from net price direction relative to total price movement. The ratio is intended to be low in choppy markets and high in…

Technical indicatorsTrend followingBacktestingCrypto
FMZ digest

This simple trend strategy uses price movement from a stored reference level instead of technical indicators. When price moves beyond a configurable percentage threshold, it places a buy or sell order in the direction of that move, then resets the reference…

Trend followingMomentumPosition sizingBacktesting