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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

The script builds rolling high and low levels using a sensitivity input, then marks those levels active after price breaches prior extrema. An ATR-based trailing trend calculation supplies a directional state, while RSI checks whether an overbought or…

Mean reversionTechnical indicatorsVolatilityRisk management
Strategy library

This trend-following strategy enters long or short when the Supertrend indicator changes direction. It sets stop-loss and take-profit distances using the current ATR multiplied by separate user inputs, and the document describes sizing each trade at a fixed…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This short-only strategy applies RSI to the Ultimate Oscillator and combines the resulting signal with a bearish trend filter. It computes the Ultimate Oscillator from buying pressure and true range over three lookback periods, then calculates a short RSI of…

Technical indicatorsMomentumPosition sizingRisk management
Strategy library

This trend-following method builds a moving-average line, with ZLEMA as the default, and places trailing stop levels at an ATR-based distance. It uses CMO-derived movement in the adaptive average calculation and describes three signal families: crossings…

Trend followingVolatilityTechnical indicatorsPosition sizing
Strategy library

This strategy opens long positions when RSI crosses above its oversold threshold while price is below a moving average. After the initial entry, it places additional buys at progressively lower price levels to average down. It can also add a fixed amount…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This document presents a configurable market-structure strategy based on breaks of structure (BOS) and changes of character (CHoCH). Its inputs cover pivot lookback, whether to scale that lookback by timeframe, and entry timing, including an option to enter…

Technical indicatorsBreakoutTrend followingRisk management
Strategy library

This trend-following system enters long when price exceeds the preceding N1-period high and short when it falls below the preceding N1-period low. The document gives a default N1 of 20 periods. It exits using either a stop set two ATRs from the recorded…

Trend followingBreakoutVolatilityPosition sizing
Strategy library

This strategy trades closing-price breaks above a prior lookback high or below a prior lookback low. It places stops at recent swing lows for long trades and swing highs for short trades, then sets profit targets at five times the entry-to-stop distance. A…

FuturesCryptoBreakoutRisk management
Strategy library

This short-only strategy opens an initial sell position and monitors the ticker's buy price. If price falls far enough below the stored entry price to meet the take-profit threshold, it buys back the held amount and resets the position and doubling counter.…

FuturesPosition sizingRisk managementExecution
Strategy library

This indicator template addresses repeated alerts when a signal persists while a position is already open. It tracks a trade-state line and triggers a new long, short, or exit alert when the state changes, while separate continuation alerts can identify…

Technical indicatorsExecutionBacktestingPosition sizing
Strategy library

This strategy detects pivot highs and lows, then builds sloped trendlines whose slope is scaled by Average True Range (ATR) and a configurable multiplier. It enters long when a pivot low is identified and price closes above the upper trendline, and short…

BreakoutVolatilityTechnical indicatorsRisk management
Strategy library

This strategy looks for turns in the KDJ indicator’s J value after it reaches an extreme, then filters trades with a long-period exponential moving average. It waits for three consecutive bars of J-value movement and enters on the first move in the opposite…

Technical indicatorsMean reversionTrend followingRisk management
Strategy library

This long-only approach uses EMA relationships and RSI to guide staged entries and exits. It describes four buy rules based on price sitting between successive EMA levels, with a bearish candle and a close below the prior low as additional conditions.…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes a long-only dollar-cost averaging strategy for HYPE/USDT, modeled on a 3Commas bot configuration. It begins with a base order when RSI crosses below 31 on a three-minute chart, then places up to five additional safety orders as price…

CryptoSpot marketsMean reversionPosition sizing
Strategy library

This trend-following strategy uses configurable fast and slow moving averages to generate entry and exit signals. Users can choose SMA, EMA, SMMA, WMA, or VWMA calculations, set their periods, and select long-short, long-only, or short-only trading. The…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This Pine Script strategy looks for reversals near supply and demand zones derived from the latest confirmed pivot highs and lows. It combines the pivot condition with a bullish or bearish candle, an RSI threshold, and a volume check against a moving…

Technical indicatorsRisk managementPosition sizingBacktesting
Strategy library

This swing-trading method uses a 10-period and 25-period SMA crossover to identify short-term direction. After a bullish crossover, it waits for price to retrace a set percentage from a recent high, then enters when price crosses back above that level. Short…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy uses autocorrelation to flag cyclical behavior in closing prices, then applies a linear regression to recent returns to estimate a future price move. When the estimated gain exceeds a configurable threshold and no trade is open, it enters a…

StatisticsMachine learningTrend followingPosition sizing
Strategy library

This document describes a trend-following approach that compares short- and longer-window averages of closing prices. A crossover upward produces a long signal, while a downward crossover produces a short signal. The stated method excludes the current candle…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

The script defines an Asian session in Bangkok time and tracks the session’s high and low to form a price range. It then defines a later trading window and offers settings for trading long, short, or both directions. Visible code calculates a daily ATR from…

BreakoutVolatilityPosition sizingExecution
Strategy library

The visible script is a configurable range-trading strategy for charting software. It offers two range-detection modes: higher-timeframe ranges, selected automatically from a mapping of chart periods or set manually, and session-based ranges. The visible…

Mean reversionBreakoutRisk managementPosition sizing
Strategy library

This Python port describes a BTC trading bot that watches recent trades and a weighted order-book price to detect short-term price bursts. It smooths observed trade volume, compares the latest price with recent highs and lows, and submits buys or sells when…

CryptoBreakoutExecutionMarket microstructure
Strategy library

This strategy script is organized around breaks of market structure and changes of character, with configurable pivot lookback and optional adjustment by chart timeframe. Its inputs allow entries on BOS, CHoCH, or either, and optionally require a strong…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

The available excerpt describes a strategy built around market-structure zones, with entry confirmation from candle behavior, volume, RSI momentum, and wick rejection. Inputs set swing detection, ATR-based stop distance and zone buffer, a trend EMA and slope…

Technical indicatorsRisk managementPosition sizingExecution