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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 uses crossovers between two smoothed MACD signal lines to open long or short positions. After an initial entry, it places additional limit orders at progressively farther retracement levels, increasing order size by a configurable multiplier.…

FuturesTrend followingMomentumPosition sizing
Strategy library

This mean-reversion approach measures price against a moving average and divides deviations into bands. It scales into a position as price moves farther below the average, using larger unit amounts at deeper levels, then sells in corresponding stages as…

CryptoFuturesMean reversionPosition sizing
Strategy library

This example implements a daily breakout approach for a futures contract. It uses the previous session’s high and low as upper and lower trigger levels. A move above the high sets a long target, while a move below the low sets a short target. The example…

FuturesBreakoutPosition sizingExecution
Strategy library

This excerpt describes a long-only dollar-cost averaging framework using two separate lower-timeframe RSI signals. An RSI crossing upward through an oversold threshold arms a base entry; an RSI crossing downward through an overbought threshold can trigger a…

CryptoMean reversionTechnical indicatorsPosition sizing
Strategy library

This document presents the setup for a long-only EURUSD grid strategy. It places grid levels between configurable high and low prices, with geometric spacing by default and arithmetic spacing as an alternative. The accompanying description says the bot buys…

ForexGrid tradingPosition sizingExecution
Strategy library

This example implements a two-sided grid for a futures contract. Starting from a reference price, it calculates successive levels at fixed percentage intervals: lower levels for a long grid and higher levels for a short grid. As price crosses levels, the…

FuturesGrid tradingPosition sizingExecution
Strategy library

This system is designed for range-bound markets and uses ADX to gate trades when directional strength is low. It contains two separate, mutually exclusive signal modules: one combines price deviation from the Bollinger Band middle line with MACD crossovers…

Mean reversionTechnical indicatorsVolatilityRisk management
Strategy library

This Pine Script template combines RSI threshold signals with risk-based position sizing. It enters long when RSI crosses below the oversold level and short when RSI crosses above the overbought level, provided the current position allows that direction. RSI…

Technical indicatorsRisk managementPosition sizing
Strategy library

This position-sizing example links trade quantity to account equity. It divides equity by a leverage parameter to derive a benchmark, rounds that benchmark down to a whole number with a minimum of one, then adjusts the quantity in unit steps toward that…

FuturesPosition sizingRisk managementBacktesting
Strategy library

This strategy combines three indicators as a multi-part entry filter. For a long, QQE MOD must turn blue, SSL Hybrid must be blue with price above its moving-average channel, and Waddah Attar Explosion must be green and above its explosion threshold. Short…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy uses the relative position of fast and slow simple moving averages to signal long or short positions. Its default periods are 20 and 50. A 14-period ATR multiplied by a configurable factor sets the stop distance, while a chosen fraction of…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This long-only system scores trend conditions using eight components: the ordering and separation of smoothed EMAs, their slopes, path efficiency, positive momentum and rising-bar persistence, ATR relative to its baseline, breakout strength, and pullback…

Trend followingFuturesTechnical indicatorsRisk management
Strategy library

The AC countertrend strategy buys sharp pullbacks while a broader trend filter remains bullish. It defines that regime using a faster 40-day EMA above an 80-day EMA. Pullback depth is measured as the gap between the close and the highest close over 20 days,…

EquitiesMean reversionTrend followingPosition sizing
Strategy library

This educational strategy uses separate moving-average crossover rules for entering and exiting positions. Entry requires the fast and slow averages to remain crossed for a configurable observation period. While a position is open, a second pair of averages…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy script combines an exponential moving average filter with the previous daily candle and trade management rules. It offers switches for long and short entries, uses a configurable EMA length set to 200 by default, and can filter trades using the…

Technical indicatorsRisk managementPosition sizingFutures
Strategy library

This trend-following breakout method combines fast and slow EMAs, RSI, prior-bar price levels, and ATR-based exits. It treats the EMA relationship as directional context, requires RSI above or below its midpoint for confirmation, and enters when price…

Trend followingBreakoutTechnical indicatorsRisk management
Strategy library

The described approach buys after a 5% decline, adds long positions on further weakness within a limited candle window, and aims to close each position after a 5% rise from its entry. It allows up to four additions and describes a 3% stop loss. The published…

FuturesMean reversionPosition sizingRisk management
Strategy library

This strategy combines RSI thresholds with the rate of change of a weighted moving average to generate directional trades. The stated long condition is RSI above 60 alongside a negative moving-average ROC threshold; the short condition uses RSI below 40 and…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

This Bitcoin strategy combines a one-hour EMA trend filter, a 15-minute RSI pullback condition, and a three-minute Stochastic RSI crossover for entry timing. Longs require an upward higher-timeframe trend and weaker readings on the shorter intervals; shorts…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy pairs moving average trend signals with Average True Range based profit targets and volatility-sensitive position sizing. The description says to go long when a shorter average crosses above a longer one, and short on the reverse cross. After…

Trend followingTechnical indicatorsVolatilityPosition sizing
Strategy library

This EUR/USD strategy smooths a 20-period RSI with a five-period EMA and uses the 50 level as a directional trigger. A cross above the threshold opens a long position, while a cross below opens a short position. Each side has a fixed 50-pip profit target and…

ForexMomentumTechnical indicatorsRisk management
Strategy library

This intraday futures strategy records the high and low of the 09:30 New York one-minute candle as an opening range. From 09:31 through 11:30, it looks for a candle close to cross beyond either boundary, with the prior close still on the other side. It…

FuturesBreakoutRisk managementPosition sizing
Strategy library

This short script demonstrates a basic scheduled accumulation method: it checks the date once per minute and submits one market buy for a configured amount when the date differs from the last recorded investment date. The amount is fixed rather than adjusted…

ExecutionPosition sizingSpot markets
Strategy library

This document presents a long-only XRP perpetual futures approach that arms an entry when 4-hour RSI(14) falls below 28. After the base position, it places up to five averaging orders at fixed price declines of 2%, 5%, 9.5%, 16%, and 25% from the base entry,…

CryptoPerpetual futuresMean reversionTechnical indicators