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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

Noro’s short-term strategy combines a fast RSI with candle direction, candle-body size, recent candle extremes, and an optional simple moving average filter. Its default RSI period is 7, with a stated limit of 30; the source builds several signal groups,…

FuturesMean reversionTechnical indicatorsPosition sizing
Strategy library

This reversal strategy tracks RSI after it leaves an extreme zone. A long signal occurs when RSI was above its upper threshold on the prior bar, falls back below that threshold, and the current candle is bearish while no position is open. A short signal…

Mean reversionTechnical indicatorsFuturesPosition sizing
Strategy library

This BTC/USDT futures strategy combines the Boom Hunter oscillator, Hull Suite moving averages, and a volatility oscillator to seek trend breakouts. Entries require the oscillator pair to cross, the Hull-based trend condition to agree with direction, and the…

CryptoFuturesBreakoutTrend following
Strategy library

This system uses Heikin Ashi prices to smooth short-term movement and identifies swing highs and lows with a pivot rule requiring 10 bars on the left and 5 on the right. A low pivot triggers a long signal and a high pivot triggers a short signal. The…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This crypto strategy uses Supertrend direction changes to trigger long and short entries, with Bollinger Band width as a filter. It compares current band width with its moving average and permits new entries only when width is above that average, treating…

CryptoTrend followingVolatilityTechnical indicators
Strategy library

This strategy uses a fast and slow EMA crossover to enter long trades, then adds up to two safety orders if price falls. Safety order spacing can use ATR multiples or fixed percentage declines, so entries can adapt to volatility or follow preset levels.…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This trend-following method compares a 50-period EMA of closing prices with a rolling volume-weighted average price calculated from typical price and volume over 100 periods. A crossover above that benchmark opens a long trade. Short entries use additional…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This system uses a medium-term and a longer-term exponential moving average crossover as its entry signal. A bullish crossover opens a long position and a bearish crossover opens a short position. For each direction, the stop is placed at the recent…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This TradingView strategy script describes a futures trading system built around fair value gaps (FVGs), with swing points used to identify potential targets. Its inputs include a minimum distance from each FVG edge, an option requiring an opposite-color…

FuturesTechnical indicatorsRisk managementPosition sizing
Strategy library

Momentum BF calculates momentum as the difference between the current close and its value 18 bars earlier, then measures the one-bar change in that momentum. A positive reading for both measures defines a long state; negative readings define a short state.…

MomentumTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy combines a Reversal 123 signal with a Center of Gravity channel filter and trades only when both components indicate the same direction. Reversal 123 uses a short price pattern together with smoothed stochastic values relative to a threshold to…

Technical indicatorsTrend followingMean reversionRisk management
Strategy library

This strategy combines weekly support and resistance pivots with a composite RSI signal to trade both long and short. It derives pivot levels from the prior higher-timeframe candle’s high, low, and close, then adjusts the outer levels with a factor. A…

FuturesCryptoBreakoutTechnical indicators
Strategy library

This trend-following system uses an ATR-based volatility stop to identify changes in direction. The stop trails past price extremes by an ATR multiple; a transition to an uptrend opens a long and closes a short, while a transition down does the reverse. The…

CryptoFuturesTrend followingVolatility
Strategy library

This strategy enters long when a candle closes below the lower Bollinger Band and short when it closes above the upper band, provided there is no existing position. It uses a 20-period simple moving average as the band center and scales the standard…

Mean reversionTechnical indicatorsVolatilityRisk management
Strategy library

This strategy tracks an all-time high and opens long positions in stages as price falls 10%, 15%, and 20% below that peak. Each trigger can fire once before a new high resets the entry markers. It allocates a fixed dollar amount at each level, then closes…

CryptoFuturesMean reversionPosition sizing
Strategy library

This strategy pairs a fast and slow exponential moving average crossover with an ATR-based volatility filter. A bullish or bearish crossover generates an entry only when ATR exceeds its rolling mean by one standard deviation. The description also proposes…

Trend followingVolatilityTechnical indicatorsRisk management
Strategy library

This long-side trend-following strategy combines SuperTrend direction with a Fisher Transform reversal condition. It looks for a bullish SuperTrend turn while the Fisher value is below -2.5 and rising, aiming to enter as an oversold reading begins to…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This module applies the Double Seven mean-reversion approach across a portfolio of ETFs or other symbols. For each asset, it buys when the close equals the rolling period low, provided a 200-day regime filter is positive unless that filter is disabled. It…

EquitiesMean reversionPortfolio constructionPosition sizing
Strategy library

This QuantConnect example demonstrates how to subscribe to futures on an underlying asset, restrict the available contracts by expiration, and select a contract from the futures chain. It adds E-mini S&P 500 and gold futures with an expiration window…

FuturesExecutionPosition sizing
Strategy library

This example builds a ribbon from six delayed versions of a 15-period simple moving average, spaced by five bars. It updates the indicators daily on SPY data and waits until every ribbon line is ready before evaluating the ordering. The intended idea is to…

EquitiesTrend followingTechnical indicatorsBacktesting
Strategy library

This mean-reversion setup looks for a candle fully outside a Bollinger Band, then waits for price to break that candle’s opposite extreme within the next four candles. A move back below the low of a candle above the upper band triggers a short; a move above…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

This trend-following design combines a 50-period and 200-period EMA relationship with RSI momentum and an ADX strength threshold. It requires the shorter EMA to remain above the longer one for more than ten periods, RSI to exceed its buy threshold, and ADX…

Trend followingMomentumVolatilityRisk management
Strategy library

This strategy identifies swing highs and lows with pivot points, classifies structural levels in relation to trend direction, and seeks entries when price breaks a level. It describes setting stops around the breakout with a buffer, calculating profit…

BreakoutTrend followingRisk managementPosition sizing
Strategy library

This strategy describes entering a long position on a specified calendar date and managing it with a percentage trailing stop. After entry, it tracks the highest price reached and sets the stop a configurable percentage below that high. If price falls to the…

Technical indicatorsRisk managementPosition sizingBreakout