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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
WonderTrader
14 documents
Alphalens
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 visible portion of this strategy script defines an initial balance (opening range) window, with configurable start and end times and a choice of timezone. It also includes pivot settings that appear intended to provide swing references for stop…

BreakoutTechnical indicatorsRisk managementPosition sizing
Strategy library

This framework combines three components: a cash reserve floor, recurring purchases of a core asset, and a smaller alpha sleeve that trades selected crypto perpetual contracts. The reserve rule skips purchases when spending would breach the configured…

CryptoPerpetual futuresTrend followingBacktesting
Strategy library

This strategy identifies candidate buy and sell order blocks from recent highs and lows around opposing candle patterns. It enters long when price rises above a buy level and short when it falls below a sell level, then allocates exits across three profit…

CryptoFuturesBreakoutPosition sizing
Strategy library

This document describes a long-side inside-bar breakout setup. It identifies a bullish candle whose high and low remain within the previous candle's range, then defines a potential buy level just above the inside bar's high and a stop just below the prior…

FuturesBreakoutPosition sizingRisk management
Strategy library

This proposed system combines a fast and slow exponential moving average crossover with a Relative Volatility Index (RVI) sign check. Long signals require the shorter EMA to cross above the longer EMA while RVI is positive; short signals require the reverse…

FuturesTechnical indicatorsRisk managementPosition sizing
Strategy library

This proposed long strategy combines a 13-period RSI and its average with a sequence of three higher highs. An entry requires RSI to be above its average and rising across recent readings, alongside the higher-high pattern. The description presents 21-, 55-,…

Technical indicatorsTrend followingMomentumPosition sizing
Strategy library

This strategy uses the Faytterro Estimator to derive a convergence and divergence measure from price, fit a quadratic curve, and look for a change in its direction as a possible trend signal. The described implementation compares nearby curve values at…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This Pine Script excerpt focuses on configurable trade management rather than a complete entry strategy. It provides inputs for cash allocated per position, the number of positions opened per signal, and three profit targets with separate counts of positions…

Position sizingRisk managementExecution
Strategy library

This short-term strategy combines price crossings of a 48-period EMA with RSI, MACD, Bollinger Bands, nearby support or resistance, and higher-timeframe context. Long entries require an upward EMA cross and bullish momentum confirmation; short entries use…

Technical indicatorsBreakoutPosition sizingRisk management
Strategy library

This strategy seeks reversals near support and resistance levels derived from recent highs and lows. It combines proximity to those levels with candlestick patterns or RSI divergence, a simple moving average trend filter, and a volume condition. Long setups…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

This reversal framework looks for trades near recent support and resistance, defined by the lowest low and highest high over a lookback window. It requires price to be near one of those levels, then looks for a reversal cue such as a candlestick pattern or…

Mean reversionMomentumTechnical indicatorsRisk management
Strategy library

This strategy uses a volume-weighted moving average to define direction, entering long when price is above it and short when price is below. An RSI calculated on the VWMA acts as a filter for long entries, while an ATR trailing stop tracks price and can…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

This script outlines an intraday strategy for MNQ futures that combines opening-range breakouts with prior-day high and low sweeps. It records the range during a configurable window after the New York open and permits breakout setups only when the range…

FuturesUS marketsBreakoutRisk management
Strategy library

This strategy uses Kaufman’s Adaptive Moving Average (KAMA), whose smoothing responds to an efficiency ratio: it adjusts faster when price movement is more directional and slower when movement is choppy. Long and short signals are based on KAMA rising or…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This long-only trend-following method smooths OHLC prices with an EMA, derives modified Heikin-Ashi candles from those values, and smooths the resulting candle series a second time. A change in the smoothed candle color supplies the entry or exit signal: the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This document describes a recurring cryptocurrency purchase routine that can run across multiple exchanges. At each interval, it checks account balances and market depth, then submits a buy if the available balance exceeds a reserve threshold, the requested…

CryptoSpot marketsPosition sizingExecution
Strategy library

This stock strategy enters after a confirmed close breaks above the recent high or below the recent low, using a configurable lookback. A simple moving average filter aligns long entries with an upward trend and short entries with a downward trend; a volume…

EquitiesBreakoutMomentumTechnical indicators
Strategy library

This long-only Bitcoin strategy uses a 14-period RSI on a four-hour timeframe to arm entries when RSI falls below 38. It adds up to five safety orders at fixed price declines from the base entry, with each order sized about 1.8 times larger than the previous…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This strategy divides each candle’s high-low range into thirds and classifies its pattern according to where the open and close fall. It combines the current candle’s class with the previous candle’s class to generate long or short signals. For a long…

FuturesTechnical indicatorsTrend followingRisk management
Strategy library

This mean-reversion strategy looks for price extremes confirmed by RSI. It buys when price closes below the lower Bollinger Band while RSI is below its oversold threshold, and sells short when price closes above the upper band while RSI exceeds its…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

This beginner-oriented script describes a long-only trend and risk model. It uses a 9-period and 21-period exponential moving average (EMA); a bullish crossover triggers a possible entry when RSI is between its stated oversold and overbought thresholds. A…

Technical indicatorsTrend followingMomentumPosition sizing
Strategy library

This strategy combines SuperTrend trend changes with volatility-based position sizing and grouped entries. It calculates the indicator from ATR bands around the midpoint price, then uses a close crossing a prior band to signal a change in direction. For each…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This ETH futures strategy classifies market conditions using highs and lows from daily and 30-minute windows. A breakout of the shorter window’s high or low beyond the corresponding daily level signals a bullish or bearish state; when both sides break, the…

FuturesCryptoBreakoutTrend following
Strategy library

This document describes a long-only dollar-cost averaging setup for an INTC-linked USDT perpetual futures market. It starts with a base order and adds equal-sized safety orders as price falls, using progressively wider price steps. The configuration…

FuturesCryptoPerpetual futuresPosition sizing