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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
Quantpedia
86 documents
TqSdk
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 daily trading concept opens a position at the start of a trading day based on its prior position state. It begins with a long when flat, closes positions after a stated profit target, and replaces a short stopped at its loss threshold with a new long.…

CryptoTrend followingRisk managementPosition sizing
Strategy library

This document describes an automated strategy for 15-minute ETH up-or-down prediction markets. During a late entry window, it looks for the outcome side leading in the order book and requires Chainlink price movement to confirm direction. A conservative…

CryptoExecutionMarket microstructureRisk management
Strategy library

This one-hour crypto strategy seeks long entries during established uptrends, using EMA regimes, pullbacks, and several other technical signals. Its indicator set includes EMA, RSI, ADX, MACD, Bollinger Bands, volume, OBV, and ATR. It also draws on four-hour…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This strategy describes one-hour breakout trading with an EMA trend filter, an ATR volatility threshold, and a limited intraday entry window. Long signals use a recent high breakout with price above the 50-period EMA; short signals require a recent low break…

FuturesBreakoutTrend followingVolatility
Strategy library

This strategy uses a Donchian channel, calculated from recent highs and lows, to define breakout entries and exits for both long and short positions. The midpoint serves as the stop level, while take-profit levels are placed beyond the channel boundaries.…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy generates entries after configurable runs of consecutive rising or falling closes. Traders can choose the permitted direction, invert the original signals, or allow a direct reversal from one position to the other. It adds selectable stop…

MomentumTrend followingRisk managementPosition sizing
Strategy library

The visible script describes a long-focused strategy built around a Supertrend crossover, with ATR-based settings and a ladder for taking partial profits. It also defines 50-, 100-, and 200-period EMAs on the chart timeframe and a selectable higher…

Technical indicatorsTrend followingVolatilityPosition sizing
Strategy library

This script is a framework for tracking account evaluation constraints alongside strategy orders. It defines account-size-based daily loss limits, total loss limits, and profit targets, and tracks daily performance and trading-day counts. Trade direction is…

Risk managementPosition sizingTechnical indicatorsBacktesting
Strategy library

This stock strategy uses Bollinger Bands to identify upward momentum. It looks for the upper, middle, and lower bands to rise over successive observations and requires the latest close to be above the middle band before opening a long position. The code…

EquitiesTrend followingTechnical indicatorsRisk management
Strategy library

This document describes a backtest framework for recurring fixed-amount purchases on daily, weekly, or monthly schedules. The schedule determines when to buy within a selected date range; each purchase converts the specified cash amount into units at the…

BacktestingPosition sizingPortfolio constructionCrypto
Strategy library

This QuantConnect example shows how to define custom data readers for the NIFTY index and USD/INR, then add both series to an algorithm. The NIFTY reader parses daily OHLC values from a remote CSV source, while the currency reader parses daily closes. The…

EquitiesForexBreakoutPosition sizing
Strategy library

The document describes buying BTC/USDT futures after price falls below successive moving-average levels, with additional entries as the decline deepens and a maximum of four entry tiers in its narrative. It aims to capture a rebound, then exits after a…

FuturesMean reversionTechnical indicatorsPosition sizing
Strategy library

This trend strategy combines EMA alignment, Supertrend direction, and an engulfing candle as an entry trigger. Longs require a bullish EMA ordering and price above the longest EMA; shorts require the inverse conditions. It limits signals to a London session…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy framework accepts external long and short entry signals and supports up to three take-profit exit orders per direction. Users can select indicator-provided values for the targets and optionally enable a stop order based on an external signal.…

Risk managementPosition sizingBacktestingTechnical indicators
Strategy library

This strategy turns MACD direction into a score and combines it with a higher-timeframe reading. The score reflects whether the MACD line is rising or falling, whether its histogram moves in the same direction, and whether the MACD line crosses its signal…

FuturesTrend followingTechnical indicatorsPosition sizing
Strategy library

This dual-direction trend-following approach uses Renko charts and a modified Supertrend indicator to identify reversals. A sensitivity factor adjusts the indicator, while a trend state switches bullish or bearish when price crosses the relevant trailing…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes a countertrend strategy using Bollinger Bands calculated from a 20-period simple moving average and a two-standard-deviation envelope. It enters long when price crosses back above the lower band and short when price crosses back below…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

The document outlines a TradingView strategy intended for NSE equities and indices. Its stated framework combines moving-average and swing-structure trend filters with higher- and lower-timeframe context, order blocks and fair value gaps, volume, momentum…

EquitiesTechnical indicatorsMomentumRisk management
Strategy library

This MetaTrader 5 expert advisor combines fast and slow momentum indicators with matching exponential moving averages. A long signal requires fast momentum to cross above its neutral level, while slow momentum stays above neutral and the fast EMA remains…

MomentumTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy uses Bollinger Bands to initiate trades and manage exits. A close below the lower band opens a long, while a close above the upper band opens a short. After price crosses the middle band in the anticipated direction, a later move back beyond…

FuturesTechnical indicatorsTrend followingPosition sizing
Strategy library

This strategy combines leveraged entries with an account-equity threshold. It stops opening trades when equity reaches the specified margin level and closes all positions if equity falls to that threshold. The example settings show leverage enabled at 4x and…

FuturesBreakoutRisk managementPosition sizing
Strategy library

This document describes an automated trading setup that presents itself as machine-learning based. Its stated components include a Hull moving average, two exponential moving averages, candle-based support and resistance levels, and a higher-timeframe…

Technical indicatorsTrend followingMachine learningRisk management
Strategy library

The strategy description combines trend direction, swing counting, candle patterns, volume, and session timing to seek continuation trades. It uses a moving average and its slope to define directional conditions, then looks for a third higher low for longs…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This document outlines a price-action strategy that combines swing structure with fair value gaps (FVGs). It defines a bullish change of character (CHoCH) as a break above a prior swing high after a lower low, and a bearish CHoCH as a break below a prior…

Technical indicatorsBreakoutRisk managementPosition sizing