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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 strategy combines trend, price action, volume, and volatility measures to generate tiered long and short signals. It uses short and long EMAs with an ADX filter for trend direction, candle patterns and fair value gaps for price action, and volume…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This trend-following method uses three moving averages calculated on progressively higher timeframes. A crossover between the first two provides an entry signal, while the direction of the third average acts as confirmation. Dynamic smoothing is described as…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This event-driven example uses a simple moving average to identify possible directional changes. It loads recent closing prices into a rolling buffer, updates that buffer on each bar, and compares the latest close with the average. A cross is checked against…

Technical indicatorsMomentumPosition sizingExecution
Strategy library

This trend-following method uses fast, medium, and slow simple moving averages, with default periods of 8, 21, and 55. A fast-average crossover above the medium average opens a long when both are above the slow average; the reverse alignment and crossover…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines the Stochastic Momentum Index (SMI) and a fast RSI to generate long and short signals. It enters long when SMI is below its negative threshold or RSI is below its oversold level, with a bearish candle; short entries use the…

CryptoFuturesTechnical indicatorsMomentum
Strategy library

This strategy combines a smoothed Stochastic oscillator with high and low simple moving averages. It describes a long signal when Stochastic crosses upward through a risk-mode threshold while price is below the low SMA, and a short signal when it crosses…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy combines three technical signals: fast and slow EMA crossovers for trend changes, RSI thresholds for overbought or oversold conditions, and MACD line crossovers. Its signal logic can require any enabled indicator to trigger or require all…

Technical indicatorsMomentumVolatilityPosition sizing
Strategy library

This example describes a monthly U.S. stock strategy that uses a machine-learning model to rank stocks by their predicted likelihood of outperforming the cross-sectional median. Its input features are past closing-price returns measured over several lookback…

EquitiesMachine learningStatisticsPosition sizing
Strategy library

This trend-following approach places stop entries just beyond the previous Donchian channel boundaries, calculated from the highest high and lowest low over a lookback period. The published setting uses 60 bars. A breakout above the upper boundary triggers a…

BreakoutTrend followingPosition sizingRisk management
Strategy library

This document describes a robot that receives TradingView strategy alerts and routes orders to supported cryptocurrency futures accounts. A strategy alert carries the market symbol, leverage, price, contract quantity, and an order-action code for opening or…

ExecutionCryptoFuturesPosition sizing
Strategy library

This document describes a trend-following strategy that compares the latest value of a 120-period moving average with its prior value. When the ratio rises above a small threshold, the system buys if its stock balance is at or below the exchange minimum.…

Trend followingTechnical indicatorsExecutionPosition sizing
Strategy library

This is a long-only dollar-cost-averaging strategy for an ATOM perpetual market. A 14-period RSI on a four-hour timeframe arms the initial entry when it falls below 28. If price declines from the base entry, five safety orders can be placed at fixed…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This strategy opens a long position, then adds up to 14 more orders as price falls in successive 1.1% steps from the latest grid level. Each added order grows by a 1.2 multiplier from a $100 base order. When a position is open, the script sets a take-profit…

CryptoGrid tradingPosition sizingRisk management
Strategy library

This strategy combines MACD momentum with a pair of volume-weighted moving averages for directional entries. It uses the standard 12, 26, and 9 MACD settings and compares 20-period and 50-period VWMAs. A positive MACD histogram alongside the faster VWMA…

FuturesCryptoMomentumTechnical indicators
Strategy library

This framework combines trend, momentum, volatility, and volume measures to form long and short signals. EMA alignment and the Ichimoku cloud set directional context, while RSI, MACD histogram, and Stochastic RSI conditions further screen entries. The stated…

Technical indicatorsPosition sizingVolatilityRisk management
Strategy library

This strategy trades price breakouts from a rolling high and low channel, while its description frames the approach in terms of Bollinger Bands. The code uses the highest high and lowest low over a configurable lookback, entering long above the upper bound…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This event-driven stock strategy calculates the highest high and lowest low across a configurable number of recent daily bars for each symbol loaded from a CSV file. It subscribes to tick data and compares each new price with those stored levels. A move…

EquitiesBreakoutTrend followingExecution
Strategy library

This excerpt describes a crypto trading system that combines adaptive moving-average and Laguerre filters with a Hurst-style measure, volatility compression, and a hidden Markov model regime detector. It also maps Asian, London, and New York sessions to…

CryptoTechnical indicatorsMachine learningRisk management
Strategy library

This multi-part strategy uses a fast and slow weighted moving average crossover to establish direction, then applies an inverse Fisher transform of the Commodity Channel Index as a momentum filter. The stated thresholds require stronger positive momentum for…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This strategy combines Supertrend direction, RSI thresholds, and a one-bar volume comparison to time entries. A long requires the stated Supertrend direction, RSI below its oversold threshold, a bullish candle, and volume above the prior bar. A short uses…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document describes a trend-following system that enters long when a fast simple moving average crosses above a slower one and short when it crosses below. The example uses 9- and 21-period averages. It sizes positions using starting capital plus…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This long-only trend strategy looks for unusually large bullish bars, then filters them through price and moving-average conditions. Its volume-spike measure is actually based on bar range: it compares the current high-low range with a trimmed average over…

CryptoFuturesTrend followingBreakout
Strategy library

The visible portion describes a multi-indicator strategy built around a stack of short- and long-period moving averages, including a very long EMA, plus RSI. It also defines a volume regime filter by comparing a short volume average with a longer one,…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This crypto strategy uses a short-term RSI rise as its entry trigger. It opens a position when the six-period RSI rises by more than one point while the prior reading is at or below 65. It exits when RSI reaches 60, or when price falls to a stop set one ATR…

CryptoTechnical indicatorsPosition sizingRisk management