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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

The document describes a breakout strategy that uses Bollinger Bands calculated from a moving average and closing-price standard deviation. A close crossing above the upper band prompts a long position in MCL and a short position in YG; a cross below the…

Pairs tradingBreakoutTechnical indicatorsPosition sizing
Strategy library

This strategy seeks long entries after price breaks above the upper Bollinger Band, with price above Parabolic SAR and an exponential moving average. It also requires ATR to exceed its own long-term average, filtering out quieter conditions. Positions are…

FuturesTrend followingBreakoutTechnical indicators
Strategy library

The document describes a crossover strategy using simple moving averages with periods of nine and twenty-one. A cross above the slower average triggers a long entry, and a cross below triggers a short entry. Its proposed sizing rule risks one percent of…

FuturesTrend followingTechnical indicatorsPosition sizing
Strategy library

This script combines the direction of a Hull moving average with RSI pullbacks. When the Hull average is rising, an RSI cross below its lower trigger can open a long; when it is falling, an RSI cross above its upper trigger can open a short. It allows one…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This Pine Script toolkit demonstrates risk-management methods around a fast and slow EMA crossover strategy. A bullish crossover opens a long, while a bearish crossover opens a short or exits the long. The script describes four ways to set initial…

Technical indicatorsRisk managementTrend followingPosition sizing
Strategy library

The excerpt presents the setup for a TradingView strategy called Session Breakout Scalper Trading Bot. Its visible configuration uses percent-of-equity sizing, disables pyramiding, and sets initial capital and trading costs in the strategy declaration. It…

BreakoutPosition sizingExecutionBacktesting
Strategy library

This strategy combines several order flow concepts to identify possible trend starts and reversals. It calculates Delta by assigning volume to rising or falling candles, identifies volume concentration and buy/sell imbalances, and looks for consecutive…

Market microstructureTechnical indicatorsBreakoutRisk management
Strategy library

Quickie is a five-minute long strategy intended to capture momentum while closing trades quickly and limiting losses. Entries require ADX above 30, a rising nine-period TEMA below the middle Bollinger Band, and the close below the 200-period SMA. Exits…

MomentumTechnical indicatorsRisk managementPosition sizing
Strategy library

This cryptocurrency strategy combines fast and slow moving-average signals with a Stochastic RSI trigger to initiate long positions. After entry, it places a sequence of limit safety orders below the market at preset price intervals, increasing order size by…

CryptoMean reversionPosition sizingRisk management
Strategy library

This intraday long strategy looks for an early-session breakout confirmed by two consecutive five-minute candles that close near their highs and above the 9-period exponential moving average. It sizes the position using a fixed monetary allocation divided by…

BreakoutMomentumTechnical indicatorsPosition sizing
Strategy library

This XBTUSD strategy uses confirmed pivot highs and lows on a one-hour chart to place stop entries just beyond the detected swing level. Four bars on each side define a pivot. After a pivot high is confirmed, the strategy maintains a long stop entry one…

CryptoTechnical indicatorsBreakoutPosition sizing
Strategy library

This strategy treats an inside bar as a candle whose high and low both fall within the prior candle’s range. The direction of that prior candle selects a pending breakout order: a bullish prior candle leads to a buy stop above its high, while a bearish one…

BreakoutMomentumTechnical indicatorsPosition sizing
Strategy library

The visible script sets up a multi-signal trading strategy with configurable long and short entries. Its entry engine includes linear-regression values, a smoothed signal line, and fast versus slow exponential moving averages for trend direction. It also…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This script outlines a long-only dollar-cost-averaging approach for SOL. A base order is armed when the one-hour RSI, using a configurable length and threshold, is below its entry level. If price moves down, up to three averaging orders can be placed at…

CryptoSpot marketsMean reversionTechnical indicators
Strategy library

This daily-chart accumulation strategy for GGAL uses moving-average crossovers to add long exposure and close accumulated positions. The script defaults to EMA, with an option for SMA, and uses a 15-period average crossing above a 30-period average for…

EquitiesTrend followingTechnical indicatorsPosition sizing
Strategy library

This multi-step trading strategy uses a fast and slow EMA crossover to set direction, then applies RSI thresholds as entry filters. A 14-period ATR determines stop and target distances, and the described sizing rule risks 1% of account equity based on the…

Technical indicatorsTrend followingMomentumVolatility
Strategy library

This script defines long and short conditions using a rolling price range, Fibonacci-style levels, and the sign of a price z-score. The range comes from the highest high and lowest low over an analysis window; price position relative to the midpoint and…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This low-timeframe swing strategy combines RSI, MACD, candle features, and reversal patterns in a weighted scoring system. Separate scores identify potential swing bottoms for entries and swing tops for exits; the document describes a threshold of 13 points…

Technical indicatorsMomentumMean reversionRisk management
Strategy library

This document presents a long-only averaging strategy for the INJ perpetual market. It arms an entry when the four-hour RSI falls below its configured oversold threshold, then places up to five additional buy orders at fixed percentage declines from the base…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This script describes an intraday futures setup for ES and NQ. It tracks the prior day's high and low, premarket extremes, and the first half-hour opening range. During the New York morning session, it scores failed breaks of these levels: a long requires…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

The strategy uses the Ichimoku Kijun-Sen as a baseline, ATR to set stop distance, and Williams %R as an optional confirmation filter. A long signal occurs when a bar opens below and closes above the Kijun-Sen; a short signal is the reverse. Williams %R…

FuturesTechnical indicatorsTrend followingRisk management
Strategy library

This strategy selects active ETH/WETH liquidity pools on Robinhood Chain and opens concentrated liquidity positions to earn trading fees. It discovers candidate pools through paginated directories, screens activity and market conditions, then checks pool…

CryptoDeFiOn-chain dataExecution
Strategy library

This strategy combines Parabolic SAR for trend direction with EMA and Bollinger Band basis relationships, MACD histogram direction, and RSI overbought or oversold conditions. It describes requiring these factors together to form an entry signal, then setting…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

The system looks for a volatility squeeze by ranking Bollinger Band width against its trailing distribution, then seeks an upside breakout above the prior range. A recent squeeze must coincide with above-average volume and price above a long-term moving…

BreakoutVolatilityTechnical indicatorsPosition sizing