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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 short-only strategy for XAUTUSDT perpetuals uses a three-minute RSI signal to start trades when RSI crosses down through an overbought threshold. It adds up to three averaging orders at progressively higher prices above the initial entry, with uniform…

CryptoPerpetual futuresMean reversionTechnical indicators
Strategy library

EMAREVEX describes a short-term mean-reversion system that combines Bollinger Band excursions with RSI confirmation and EMA trend checks. It enters long after price falls below the lower band while RSI is oversold, and enters short after price rises above…

Mean reversionTechnical indicatorsVolatilityRisk management
Strategy library

This long-and-short strategy combines moving average crossovers, RSI filters, and unusually high volume to identify candidate moves. A crossover with an RSI condition records the price and volume of a qualifying spike. The strategy then waits for volume to…

CryptoFuturesTechnical indicatorsPosition sizing
Strategy library

This long-only strategy looks for pullbacks during bullish markets using a 66-period Stochastic and Stochastic RSI. It waits until both indicators are below 20, then enters when Stochastic RSI crosses above its signal line. The strategy can add up to three…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This breakout strategy calculates the highest high and lowest low over a configurable lookback period. It places a long stop entry just above the upper extreme and a short stop entry just below the lower extreme, with options to enable either or both…

BreakoutTrend followingFuturesPosition sizing
Strategy library

The document describes an automated approach to trading Polymarket prediction contracts. It scans popular markets by recent volume, asks an AI model to create search queries, gathers current web and news results, and then uses the model’s assessment to…

Event-drivenMachine learningExecutionPosition sizing
Strategy library

This long-focused Turtle style system uses prior rolling highs to trigger entries and rolling lows to exit. It distinguishes a shorter breakout entry from a longer breakout entry, and adds to an open position as price advances by ATR based increments, up to…

FuturesCryptoTrend followingBreakout
Strategy library

The strategy combines a pivot-based SuperTrend with a conventional ATR-based SuperTrend. The pivot system updates a center from detected highs and lows and uses ATR bands to maintain a directional trailing line. The classic system independently derives ATR…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

The document describes a Forex strategy that combines a low-point scanner with Hull moving average signals. The scanner compares an RSI derived from price and volume changes with a weighted moving average; the explanation says a low is identified when the…

ForexTrend followingTechnical indicatorsRisk management
Strategy library

This educational example explains how TradingView Pine Script represents leveraged exposure and broker margin in strategy settings. When order size is expressed as a percentage of equity, the document illustrates scaling that percentage to represent…

Risk managementPosition sizingBacktestingTechnical indicators
Strategy library

This daily-chart strategy uses the KDJ oscillator to open long positions when its J component is above both K and D, and it does not initiate short trades. At entry, it calculates position quantity from a stated risk allocation and places a stop at a…

Technical indicatorsMomentumRisk managementPosition sizing
Strategy library

This strategy uses average true range (ATR) to decide whether volatility is elevated and the relative strength index (RSI) to choose directional entries. When flat, it compares the latest ATR with an average of recent ATR values; if ATR is higher, an RSI…

Technical indicatorsVolatilityMomentumRisk management
Strategy library

This long-only averaging strategy for POL perpetuals arms an entry when the 4-hour RSI falls below a configured oversold threshold. After a base order, it places five additional orders at fixed percentage declines from the base entry, with order sizes…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This strategy seeks continuation trades after a strong directional candle, defined by its body exceeding a multiple of the 14-period Average True Range. It records that candle’s extreme and waits for a pullback that holds above the low for a bullish move or…

Trend followingBreakoutVolatilityRisk management
Strategy library

This document describes a strategy that alternates between long and short entries on successive bars, using bar parity rather than a market breakout condition to choose direction. Its narrative frames the approach as holding both sides so a move in either…

FuturesBreakoutTrend followingExecution
Strategy library

This example demonstrates staged trade management after a position opens. Its sample entry is a crossover of 14- and 28-period simple moving averages. Profit thresholds and the initial stop are expressed as percentages of the average entry price and…

Risk managementExecutionTechnical indicatorsPosition sizing
Strategy library

This strategy combines Bollinger Bands, which reflect price dispersion, with an exponential moving average used to gauge trend direction. It enters long when the close crosses above the EMA and is above the upper band, and short when the close crosses below…

Technical indicatorsTrend followingBreakoutRisk management
Strategy library

This long strategy combines a normalized Bollinger Band measure with a smoothed stochastic calculation of RSI. It averages the two into a MIX signal and opens an initial position when that value crosses above 20. If price falls by the configured percentage…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This strategy uses two price-action signals: pin-bar reversals and closes beyond the recent range of closing prices. A bullish or bearish pin bar is defined by candle direction and a wick more than twice the body; a breakout occurs when the close exceeds the…

BreakoutTechnical indicatorsRisk managementPosition sizing
Strategy library

This futures trading program places paired limit orders when flat, then manages a single long or short position with additional orders and profit-taking orders. It uses a 60-period EMA as a distance filter: when price is more than 3% from the prior completed…

FuturesCryptoTechnical indicatorsPosition sizing
Strategy library

This four-hour strategy combines Bollinger Bands and RSI to identify potential reversals. It enters long when the close falls below the lower band and RSI is below its oversold threshold; it enters short when the close rises above the upper band and RSI is…

Technical indicatorsMean reversionRisk managementPosition sizing
Strategy library

This Bitcoin strategy uses an Arnaud Legoux moving average (ALMA) and its first and second derivatives to characterize price direction and curvature. It combines those measures into trend states, then applies additional indicators based on the moving-average…

CryptoTrend followingTechnical indicatorsPosition sizing
Strategy library

This 15-minute bar strategy combines Bollinger channel orders with the sign of the Commodity Channel Index (CCI). When flat, it places a buy stop-style order at the upper band if CCI is positive, or a short order at the lower band if CCI is negative. While…

Mean reversionBreakoutTechnical indicatorsRisk management
Strategy library

This strategy uses Chande-Kroll stop bands, calculated from recent highs and lows adjusted by ATR, to define entry and exit levels. A long position begins when the close crosses above the lower stop band while also trading above a simple moving average. It…

Trend followingTechnical indicatorsVolatilityPosition sizing