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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 strategy treats a long-period EMA as dynamic support or resistance and looks for price to return to a configurable zone around it. Long signals occur near the EMA from above; short signals occur near it from below. Optional filters use RSI relative to…

Trend followingMomentumTechnical indicatorsPosition sizing
Strategy library

This trend-following strategy generates entries when the midpoint of a candle’s open and close crosses either a 4-period EMA or an 8-period SMA. Each average can trigger an entry, allowing up to two entries in the same direction. On a signal in the opposite…

Technical indicatorsTrend followingMomentumPosition sizing
Strategy library

The strategy forms an entry band from the highest and lowest prices over a lookback period. A move above the upper boundary triggers a long entry, while a move below the lower boundary triggers a short entry; it generates no additional entry signals while a…

CryptoFuturesBreakoutRisk management
Strategy library

The described method uses the prior day's high, low, and close to derive a pivot reference, then considers long trades when price reaches support and short trades when it reaches resistance. ATR sets volatility-scaled stop-loss and take-profit distances,…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

This intraday trend-following strategy derives three moving-average series by applying selected Fourier sinusoidal components to price, then smoothing them with a configurable moving-average type. It enters long when the fast series is above the middle…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

WJ Strategy B builds a composite score from three kinds of weakness: price below the lower Bollinger Band, price below progressively longer moving averages, and low RSI readings. When the score reaches at least 3, the strategy starts monitoring rather than…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

This strategy buys when a 14-period relative strength index (RSI), calculated on 30-minute data, falls below 30. It is described as a multi-timeframe setup for trading on a 1-hour chart. After entry, the script records a take-profit price set at a default 3%…

FuturesMean reversionTechnical indicatorsRisk management
Strategy library

This document introduces a Bitcoin strategy intended for 1-hour charts. It describes a multi-timeframe engulfing setup with stop-loss flips, pyramiding, and tuned indicators. The visible settings include equity-based trade sizing, a drawdown halt, a capped…

CryptoTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy uses a Donchian price channel, defined by the highest high and lowest low over a lookback period, with their midpoint as a center line. A break above the upper boundary triggers a long entry, while a break below the lower boundary triggers a…

BreakoutTrend followingPosition sizingRisk management
Strategy library

This strategy enters when a fast moving average crosses a slow one, with the crossover direction determining whether it takes a long or short position. It requires ADX to exceed a configurable entry threshold, using trend strength as a filter. The code…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

This strategy uses RSI thresholds to take contrarian positions: it buys when RSI crosses above a low threshold and sells short when RSI crosses below a high threshold. The example settings specify a 14-period RSI, a buy level of 35, a sell level of 75, and a…

Technical indicatorsMean reversionPosition sizingRisk management
Strategy library

This Bitcoin strategy compares the current price with a harmonic mean of historical prices and a logarithmic trend price derived from Bitcoin’s age. It combines these references into AHR999 and AHR999X indicators. When AHR999 falls below a lower threshold,…

CryptoMean reversionTechnical indicatorsPosition sizing
Strategy library

This multi-signal strategy combines three directional indicators: RSI, CCI, and a fast-versus-slow simple moving average comparison. RSI values above or below thresholds centered around 50 produce long or short signals; CCI uses positive and negative…

Technical indicatorsMomentumTrend followingPosition sizing
Strategy library

This Bitcoin strategy enters long when a shorter EMA crosses above a WMA and short when it crosses below, provided there is no open position. It then uses two profit targets and two stop levels. At the first target, part of the position is intended to close…

CryptoFuturesMomentumRisk management
Strategy library

This Bitcoin trading system fits a rolling multi-factor linear regression using inputs such as BTC dominance, trading volume, lagged prices, and optional interaction terms. It uses the predicted price and the standard deviation of regression residuals to set…

CryptoFuturesMean reversionStatistics
Strategy library

This trend-following system combines fast and slow exponential moving averages with smoothed positive and negative directional indicators. It signals long when the positive directional measure leads and the fast EMA is above the slow EMA; it signals short…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

Strategy001 is a five-minute long-only template that uses exponential moving averages and Heikin-Ashi candles to define entries and exits. It enters when the 20-period EMA crosses above the 50-period EMA, with a bullish Heikin-Ashi candle closing above the…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This compact rule set starts with configurable long and short positions. For a long position, it trims a specified quantity after price rises by a defined distance from the stored reference price, and adds quantity after price falls by a defined distance.…

Grid tradingPosition sizingRisk management
Strategy library

This document describes a spot crypto strategy that seeks to keep the account value split roughly evenly between a coin and cash. It estimates the coin’s share of total account value from the latest price and account balances. When that share moves outside…

CryptoSpot marketsPortfolio constructionPosition sizing
Strategy library

This implementation describes a Turtle-style trend-following system organized around market selection, position sizing, entries, stops, exits, and execution. It uses Donchian channel breakouts for entries and exits: the text distinguishes a shorter System 1…

Trend followingBreakoutPosition sizingRisk management
Strategy library

This strategy combines short and longer simple moving average crossovers with candlestick pattern recognition to generate trade signals. It also marks price crossings of a 22-period SMA with visual labels. The listed patterns include engulfing candles,…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

The available portion of this strategy script defines fractal support and resistance using a five-bar shape: the center bar’s high or low is compared with neighboring bars, and its volume must exceed a six-bar average. The latest qualifying high and low are…

Technical indicatorsBreakoutVolatilityRisk management
Strategy library

This TradingView strategy lays evenly spaced price levels between upper and lower bounds. Bounds can be set manually or calculated from recent highs and lows or a simple moving average, with a lookback and deviation parameter to adjust the range. When price…

CryptoFuturesGrid tradingPosition sizing
Strategy library

This daily-chart strategy uses the prior weekly EMA 8 as a trend reference and potential support or resistance. It enters long when a daily candle closes above the weekly average while forming a bullish engulfing pattern, hammer, or closing-price reversal. A…

CryptoFuturesTechnical indicatorsTrend following