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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 system combines trend following with an oversold short setup. It uses 100- and 500-period moving averages to frame the market direction, with optional RSI, ADX, and ATR filters for long entries. Shorts require price below both averages and the lower…

Trend followingMean reversionTechnical indicatorsRisk management
Strategy library

This strategy separates true range into upward and downward components according to whether the close rose or fell. It computes weighted moving averages of those components over fast and slow periods, then smooths their difference to form a trend indicator.…

FuturesTrend followingVolatilityTechnical indicators
Strategy library

This document describes a Binance spot grid strategy that places buy and sell orders around the market and adds profit-taking and stop mechanisms. Grid spacing and trade size are configurable. After a fill, it tracks the position and average price, cancels…

CryptoSpot marketsGrid tradingRisk management
Strategy library

This strategy combines MACD crossovers with a long-term EMA filter. It takes a long position when MACD crosses above its signal line below zero and price is above the EMA; it takes a short position when MACD crosses below the signal line above zero and price…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This two-sided price-action strategy identifies bullish and bearish engulfing candles, stores recent pattern levels, and creates a trading zone when price has crossed at least two levels from patterns in the opposite direction. A long entry is triggered when…

Technical indicatorsBreakoutRisk managementPosition sizing
Strategy library

This strategy uses a long-period CCI to define the prevailing direction and a short-period CCI to time entries. A long is opened when the long CCI is above zero on consecutive bars and the short CCI crosses above zero; a short uses the inverse conditions…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

The strategy identifies alternating pivot highs and lows, then uses the latest three pivots to construct a median line and parallel channel boundaries. It enters long when price crosses above the upper line while the median line slopes upward, and short when…

BreakoutTechnical indicatorsPosition sizingRisk management
Strategy library

This short-only strategy is designed for SOL perpetual futures. It opens a short when a three-minute RSI with a nine-period setting crosses down through an overbought threshold. If price rises after entry, it can add up to three averaging orders at fixed…

CryptoPerpetual futuresMean reversionRisk management
Strategy library

This script combines a simple momentum test with a stochastic position measure derived from a Keltner Channel. Momentum compares the current close with a prior close. The channel uses an EMA center and ATR-based width; the script scales the close's location…

MomentumVolatilityTechnical indicatorsPosition sizing
Strategy library

This strategy counts consecutive rising or falling closes and enters after configurable thresholds are reached. The defaults are three rising bars for a buy signal and four falling bars for a sell signal, with trading signals enabled only after the first 40…

Technical indicatorsMomentumRisk managementPosition sizing
Strategy library

This long-only system combines weekly and daily moving-average signals. The weekly layer compares a 20-period simple moving average with a 21-period exponential moving average; the daily layer compares 50-period and 51-period versions. A daily upward…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy takes the opposite side of the most recent price movement: it shorts when the current price is above a reference close and goes long when it is below. The described implementation compares the current close with the prior daily close, sizes…

FuturesMean reversionPosition sizingRisk management
Strategy library

This open-source strategy is presented as an up-and-down trend system for BTC/USDT, with a script title referring to a three-hour chart. The visible configuration sets percent commissions, cash-sized entries, extensive pyramiding, and controls for expected…

CryptoTrend followingPosition sizingRisk management
Strategy library

This strategy tests a calendar rule: enter a long position on a selected day of each month and optionally close it on another selected day. If the monthly exit is disabled, the description says to close at the end of the strategy period. Comparing outcomes…

CryptoFuturesBacktestingStatistics
Strategy library

This strategy combines a short and a long exponential moving average crossover with RSI confirmation. A bullish crossover is eligible for a long when RSI is above its midpoint, while a bearish crossover is eligible for a short when RSI is below it. The…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This one-hour strategy combines four-hour trend filters with local momentum and recent price structure. Longs require price above the higher-timeframe EMA and bullish MACD alignment, plus a bullish one-hour MACD and either a recent-high breakout or a rebound…

FuturesMomentumBreakoutTechnical indicators
Strategy library

This document describes a long-only dollar-cost-averaging approach that adjusts each allocation according to the latest price change. It increases allocation after a decline and reduces it after a rise, sizing orders from a preset starting capital and the…

CryptoPosition sizingRisk managementMean reversion
Strategy library

This strategy uses three exponential moving averages, with stated default periods of 10, 30, and 50, to define directional alignment. A bullish arrangement has the shortest EMA above the middle EMA and the middle above the longest; the bearish arrangement…

FuturesTrend followingTechnical indicatorsPosition sizing
Strategy library

This strategy combines short-, medium-, and long-horizon linear regressions into a directional trading signal. It evaluates each regression using slope, R-squared, and correlation thresholds, then weights the three outputs, with the short horizon receiving…

StatisticsTrend followingPosition sizingRisk management
Strategy library

This script describes a long-only grid strategy for BNB perpetual trading. It divides a chosen price range into multiple levels, with either geometric or arithmetic spacing. The strategy buys when price crosses a grid level downward and sells after an upward…

CryptoFuturesGrid tradingPosition sizing
Strategy library

This TradingView strategy framework uses a dynamic grid of price levels to place buys and sells as the market moves. It offers arithmetic or percentage-based grid widths, with pivot resolution and moving-average settings to adapt the layout. Buy and sell…

CryptoGrid tradingBacktestingPosition sizing
Strategy library

The visible portion describes a configurable Ichimoku strategy for long, short, or two-way trading. Users can select which strength tiers of bullish and bearish signals qualify for entries and exits, and can require agreement with a higher-timeframe trend.…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This short-term reversal framework combines RSI thresholds with VWAP position, price action, and a volume filter. It looks for a short when RSI falls through the overbought level as price declines but remains above VWAP, and a long when RSI rises through the…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

This trend-following approach places three long entry levels below a moving average and three short levels above it. The average can use several price sources, and the levels are defined as percentage offsets. Limit orders add exposure in successive tranches…

FuturesTrend followingBreakoutPosition sizing