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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
Quantopian lectures
45 documents
Binance API docs
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 long-only method builds modified Heiken Ashi candles by first applying an EMA to open, high, low, and close, then smoothing the resulting candle open and close with another EMA. A color change from bearish to bullish triggers a long entry; a change back…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…

CryptoPerpetual futuresGrid tradingPosition sizing
Strategy library

This strategy uses four exponential moving averages, calculated over 20, 50, 100, and 200 bars, to filter directional trades. A long entry requires the close to be above all four averages and to exceed the previous bar’s high; a short entry requires the…

Technical indicatorsBreakoutTrend followingRisk management
Strategy library

This document describes a generic position-management strategy that consumes an external buy or sell signal. A positive signal opens a long or adds to an existing long by the configured order size; a negative signal does the same for a short. An opposing…

Position sizingRisk managementExecution
Strategy library

The available script describes a multi-filter trading framework organized around regime, liquidity, confluence, signal, risk, and session components. Its visible settings combine moving-average baselines, a higher-timeframe directional bias, ADX and…

Technical indicatorsRisk managementPosition sizingVolatility
Strategy library

This long-only method enters during an uptrend when price is above a 100-period EMA and pulls back near the lowest low of the prior 10 periods. It uses ATR to set a stop below support and staged profit targets, closing half at five ATRs and the remainder at…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This strategy combines a fast and slow exponential moving average trend filter with a smoothed RSI trigger. The visible settings use 10- and 20-period EMAs, a 21-period RSI smoothed by a 50-period simple average, and separate trigger levels at 51 for buys…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This strategy uses 20- and 50-period EMA crossovers for entries, with the 200-period EMA defining the broader trend. Long signals require the faster EMA to cross above the slower one while price is above the long-term average; shorts use the inverse.…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy uses the 50-day and 200-day simple moving averages to filter rebound entries. A long entry occurs when price crosses above the 50-day average while it is above the 200-day average; a short entry uses the reverse conditions. Trades are limited…

CryptoTrend followingBreakoutPosition sizing
Strategy library

This document describes a long-only system for BTC/USDT futures that combines RSI, Bollinger Bands, two EMAs, and MACD. It specifies a 14-period RSI, 20-period Bollinger Bands at two standard deviations, 50- and 200-period EMAs, and MACD settings of 12, 26,…

FuturesCryptoTechnical indicatorsPosition sizing
Strategy library

This strategy uses two moving averages on different timeframes to set a long or short direction. The source calculates a short simple moving average on the current chart and another on a configurable higher timeframe, defaulting to daily. When the current…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This note describes an aggressive tactic for trading a newly listed Binance coin at the opening. The script watches for a ticker, then places a series of market buys sized in successively smaller fractions of an initial amount. After a short wait, it…

CryptoExecutionPosition sizing
Strategy library

This strategy generates long entries when a faster moving average crosses above a slower one, and short entries when it crosses below. Each average can be selected independently from EMA, SMA, WMA, DEMA, or VWMA, and users can adjust the periods and input…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document presents a configurable trend-trading framework for a selected futures contract. Its parameters indicate that trend judgment can run on a chosen candle interval using an EMA and, optionally, standard deviation bands based on candle midpoints or…

Trend followingTechnical indicatorsFuturesPosition sizing
Strategy library

This BTC futures strategy uses three exponential moving averages to define pullbacks and trend direction. It enters long when price crosses back above the short EMA, provided the medium EMA and long EMA filters are met; short entries use the inverse…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines a recursive Kalman price estimate with a trailing stop rail whose distance from the estimate narrows over time. The rail is intended to follow favorable moves and exit when price crosses it. The described system also adds to positions…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This long-only trend strategy uses the ordering of the 25-, 50-, and 100-period EMAs as an upward-trend filter. Once the shorter averages are above the longer ones, it enters when price crosses above the 25-period EMA, dividing the position into two equal…

FuturesCryptoTrend followingBreakout
Strategy library

This strategy uses a 14-period RSI on closing prices to identify potential reversals. It enters long when RSI crosses upward through 30 and short when it crosses downward through 70. Long positions close when RSI rises through 70, while shorts close when it…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy opens a spot position, places a profit-taking order, and adds to the position after an adverse move to bring its average entry price closer to the market. Parameters set the initial direction and amount, spacing between additions, desired…

Spot marketsGrid tradingPosition sizingRisk management
Strategy library

This strategy smooths stochastic %K and %D values with exponential moving averages, then trades their crossovers in extreme oscillator zones. It enters long when average %K crosses above average %D while average %D is below 20, and enters short when %K…

FuturesTrend followingTechnical indicatorsPosition sizing
Strategy library

This trend-following system uses Bollinger Bands to enter breakouts while avoiding periods classified as consolidation. The bands use a 20-period moving average and two standard deviations. Consolidation is defined as band width falling below half its own…

BreakoutTrend followingVolatilityRisk management
Strategy library

This strategy enters when price breaks above a prior lookback high or below a prior lookback low. Its published defaults use a 20-bar breakout window and a 14-period ATR. The initial stop distance is set to two ATRs and the take-profit distance to one ATR;…

BreakoutVolatilityRisk managementPosition sizing
Strategy library

This BTC/USDT futures strategy uses a short-period RSI for entries and a daily RSI as a trend filter. It opens a long position when the short RSI rises after being below 40 while daily RSI is above 55. If price falls below the first entry price, another long…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This long-only daily strategy combines a moving-average trend filter with an ATR-based breakout level, a bullish candle, and above-average volume. Entry requires the 50-day EMA to exceed the 100-day EMA, the close to clear the 10-day EMA plus one ATR, the…

CryptoFuturesTrend followingBreakout