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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-term strategy looks to sell short after a brief overbought move, but only when price is below a long-term simple moving average. It uses a two-period RSI reading above 75 on consecutive days as the entry condition. The described sizing plan begins…

Mean reversionTechnical indicatorsPosition sizingRisk management
Strategy library

Goblin Town is a configurable long-and-short strategy presented with a 60-minute label. Its parameter set exposes several technical tools, including ADX, a range filter, volume conditions, MACD, Parabolic SAR, RSI, relative momentum, Bollinger Bands, and…

Technical indicatorsMomentumVolatilityRisk management
Strategy library

This mean-reversion approach uses 20-period Bollinger Bands set two standard deviations from the average. It enters long when price moves back inside the lower band after trading below it, and short when price returns inside the upper band after trading…

CryptoSpot marketsMean reversionTechnical indicators
Strategy library

This document presents a configurable pure market making controller for a single trading pair. It defines buy and sell spreads and order amounts, portfolio allocation, and a target base-asset share bounded by minimum and maximum levels. The configuration…

Market makingCryptoPosition sizingExecution
Strategy library

This document outlines a periodic buying method that adjusts purchases according to the difference between current holdings and a rising target portfolio value. At each weekly step, the target value increases by a fixed contribution amount. The script…

CryptoSpot marketsPosition sizingPortfolio construction
Strategy library

This strategy combines an ATR and SMA based Dynamic Reactor with a weighted regression using Gaussian and Epanechnikov kernels. The reactor forms adaptive support and resistance bands and changes trend state when price crosses the prior band. The kernel…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This script describes an opening-range breakout strategy for Nasdaq trading. It builds a range during a configurable window beginning at 9:30 a.m. New York time, with duration choices from 5 to 60 minutes. The visible code includes weekday filters and a…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This sentiment-based strategy monitors a Fear and Greed Index and trades when its state crosses preset boundaries. It opens a long when the index enters the greed zone above 75 and closes that position when the index enters the fear zone below 25. The source…

SentimentCryptoRisk managementPosition sizing
Strategy library

This strategy describes entries when price crosses beyond a Bollinger Band: a move above the upper band signals a long, while a move below the lower band signals a short. The stated setup uses a 20-period band with a two-standard-deviation width and…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This strategy forms upper and lower channel bounds by adding and subtracting a multiple of ATR from an SMA. A move beyond either bound is treated as a breakout entry, while returns inside the channel indicate consolidation. The described setup also…

FuturesCryptoBreakoutTechnical indicators
Strategy library

This daily-chart framework seeks pullback entries in established trends by combining price, moving averages, momentum, trend strength, and trading volume. For longs, the described filters require price above the long-term EMA and a mid-term EMA above that…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy identifies bullish and bearish pinbar-like candles using the candle’s range and the placement of its open and close. It also requires the candle to extend beyond the preceding bar’s high or low. When enabled, the script enters long or short…

Technical indicatorsRisk managementPosition sizingBacktesting
Strategy library

This strategy combines Bollinger Bands with RSI thresholds to select entries. It goes long when the close is below the lower band and RSI is below its oversold threshold, and short when the close is above the upper band and RSI is above its overbought…

Technical indicatorsMean reversionPosition sizingRisk management
Strategy library

This strategy pairs 9- and 21-period EMA crossovers with an RSI threshold to signal trades. A bullish crossover is accepted when RSI is above 50, while a bearish crossover requires RSI below 50. The design also specifies a fixed stop distance and aims to…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This long-only BTC futures approach combines a 14-period RSI with 20-period Bollinger Bands and optional dollar-cost averaging. A buy setup occurs when price falls below the lower band while RSI remains above 42; a sell setup requires price above the upper…

FuturesCryptoMomentumVolatility
Strategy library

This strategy marks bullish and bearish order blocks from confirmed swing lows and highs using a configurable lookback. It stores the candle range associated with each detected pivot and plots that range as a zone. A long signal occurs when price closes…

Technical indicatorsBreakoutRisk managementPosition sizing
Strategy library

The Fahdi Method is presented as a strategy for volatile penny and low-float stocks. The visible script parameters combine market-structure detection with RSI filters, relative volume and volume-exhaustion thresholds, VWAP overextension checks, and fast…

EquitiesTechnical indicatorsMomentumRisk management
Strategy library

This strategy uses fast and slow exponential moving average crossovers to open long or short futures positions. After a take-profit order closes a trade, it checks whether the EMA relationship still supports the same direction; if so, it re-enters using the…

CryptoFuturesTrend followingPosition sizing
Strategy library

The excerpt presents a configurable strategy framework for megacap technology stocks, with controls for entries, sizing, and downside risk. It includes a global macro pause, a VIX threshold that blocks new buys, and an optional earnings blackout guard. For…

EquitiesUS marketsRisk managementPosition sizing
Strategy library

This automated strategy uses a short and a longer exponential moving average to generate directional signals. When the shorter EMA crosses above the longer one, it closes any short position and opens a long; when it crosses below, it closes any long and…

Trend followingTechnical indicatorsPosition sizingBacktesting
Strategy library

This is a configurable long-only strategy framework built around custom LuxAlgo alert signals. A selected entry signal opens a position, and an optional add-on signal can increase an existing position. Traders can combine several exit conditions: a close…

Technical indicatorsRisk managementPosition sizingBacktesting
Strategy library

This trend-following approach combines moving averages, Stochastic RSI, and Fibonacci retracement zones to seek entries during pullbacks. It first assesses trend direction across multiple timeframes, then marks potential entry areas around retracements from…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This strategy combines moving average crossovers with RSI, MACD, Stochastic, ADX, and a 200-period moving average to assess short-term direction. It also considers recent volatility and describes adjusting entries, stop-loss and take-profit levels, and…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

This script is a configurable dollar-cost averaging simulation for crypto. It offers a base order, recurring purchases at a chosen interval in candles, and optional safety orders that can be triggered after a specified price decline. Safety-order size and…

CryptoSpot marketsPosition sizingBacktesting