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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 script describes a 15-minute EURUSD scalping strategy that seeks one trade per day during a defined session. It uses a SuperTrend direction change to signal a possible reversal, with RSI thresholds to filter entries and a volume condition requiring…

ForexTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy uses a Kalman-style price filter and a volatility-like stop line to switch between long and short trend states. The stop line trails the filtered price, with its distance reduced over time while the trend persists and reset when the trend…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This BTC futures strategy combines Wave Trend signals with the Awesome Oscillator (AO) to guide staged entries and exits across market cycles. It calculates Wave Trend from HLC3 and exponential averages to identify overbought and oversold conditions, while…

FuturesTechnical indicatorsTrend followingPosition sizing
Strategy library

The visible script excerpt describes a long-side setup built around market structure. It tracks recent highs and lows over a configurable sensitivity window, marks a downside sweep below the structure low, waits for price to recover above that level, and…

Technical indicatorsBreakoutPosition sizingRisk management
Strategy library

The proposed system combines a 50-period exponential moving average with monthly contributions. Above the EMA, it opens a long position using accumulated capital and continues adding fixed contributions while invested; below the EMA, it closes positions and…

Trend followingTechnical indicatorsPosition sizingFutures
Strategy library

This document describes an exponential moving average crossover approach applied to weekly, next-week, and quarterly futures contracts. It opens positions in either direction when a short EMA crosses a longer EMA, and exits on the opposing crossover or when…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The visible portion of this open-source strategy combines Aroon-style high and low timing values with a trend filter requiring price to be above both a long SMA and EMA for longs, or below both for shorts. It sets a 14-period Aroon lookback, a fixed stop…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy combines 14- and 28-period simple moving averages with the relative strength index (RSI) to seek upward reversals. The described entry condition is that the fast average is at or above the slow average while RSI is at or below 30, or RSI is at…

Technical indicatorsMean reversionMomentumPosition sizing
Strategy library

This intraday strategy combines Supertrend direction with MACD crossovers and an EMA bias filter to generate long and short entries. RSI is used as a permissive threshold check: long entries require RSI above the oversold level, while short entries require…

FuturesTechnical indicatorsMomentumRisk management
Strategy library

This example combines daily Intrinio observations for West Texas Intermediate and Brent crude prices with two oil fund positions. It calculates the Brent-minus-WTI spread and takes opposing positions in the funds: a positive spread leads to a long Brent fund…

CommoditiesPairs tradingPosition sizingExecution
Strategy library

This cryptocurrency strategy opens an initial long position using OHLC4, then adds safety orders as price falls through progressively spaced thresholds. The source increases safety-order size with each additional level and closes the accumulated position…

CryptoFuturesGrid tradingPosition sizing
Strategy library

This long-only trend-following system builds a channel from a simple moving average of highs and a separate simple moving average of lows. It enters after five consecutive bars remain above the upper average, exits after five consecutive bars fall below the…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This NQ/MNQ strategy builds demand and supply zones from confirmed pivot lows and highs, padding each pivot by a configurable amount. It looks for price to reject a zone while also showing a bullish or bearish sweep of recent extremes, or a simpler attempt…

FuturesTechnical indicatorsBreakoutRisk management
Strategy library

This swing strategy uses a doji candle as a setup for placing opposing stop orders near the candle’s high and low, with levels adjusted according to the prior candle’s range and body. The orders are linked so that one entry cancels the other. A doji is…

Technical indicatorsBreakoutRisk managementPosition sizing
Strategy library

This grid strategy combines RSI readings from seven timeframes, ranging from very short intervals to daily bars, with limit orders spaced at fixed percentage increments. It generates a buy signal when all RSI readings fall below their configured upper…

Grid tradingTechnical indicatorsMean reversionFutures
Strategy library

This price-action strategy identifies three consecutive bars moving in one direction, then scores the pattern using features such as bar size consistency, wick length, gaps, close relationships, and higher lows or lower highs. Signals pass a preset score…

MomentumStatisticsTechnical indicatorsPosition sizing
Strategy library

This event-driven strategy computes a simple moving average from recent closing prices and looks for a close-to-average crossover, comparing the latest bar with the value two bars earlier. A trade is considered only when the close’s deviation from the…

Technical indicatorsMomentumExecutionPosition sizing
Strategy library

This trend-following strategy uses a longer Donchian channel to enter positions when the closing price reaches a rolling high or low, and a shorter channel to exit when price reaches the corresponding opposite extreme. The source includes several…

Trend followingBreakoutTechnical indicatorsRisk management
Strategy library

This document outlines a long dollar-cost-averaging setup for a tokenized GOOGL perpetual futures pair. It describes a base order followed by up to eight equal-sized safety orders, placed at expanding price intervals using a step coefficient. The exit is…

CryptoFuturesPerpetual futuresRisk management
Strategy library

This strategy uses crossovers of a short and long simple moving average to generate long and short entries. Its stated defaults are 9 and 21 periods. It sets a stop one percent from entry and a profit target at twice that distance, presenting a one-to-two…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

This expert advisor combines Bollinger Bands with RSI to identify potential reversals after price moves beyond an outer band. A long setup requires RSI and closing price to recover from below their lower thresholds while remaining below their respective…

Technical indicatorsMean reversionRisk managementPosition sizing
Strategy library

This perpetual futures strategy chooses long or short direction randomly, opens a position near the order book, and monitors it for fixed profit or loss thresholds. After a losing trade it increases the next order-size multiplier; after a winning trade it…

Perpetual futuresPosition sizingRisk managementExecution
Strategy library

This document describes an execution script that receives TradingView alerts and places or closes futures positions. Alerts use four text commands for opening or closing long and short positions. The configuration covers the trading pair, contract type,…

FuturesExecutionRisk managementPosition sizing
Strategy library

This short-term strategy combines a 15-minute trend filter with 5-minute engulfing candles. It defines trend using recent highs and lows, then looks for bullish engulfing candles during an uptrend or bearish engulfing candles during a downtrend. Recent…

FuturesBreakoutTechnical indicatorsRisk management