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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 configurable strategy uses one selected indicator family at a time: moving averages, MACD, or Bollinger Bands. The described moving-average mode trades price crossings; MACD mode uses crossings between its line and signal line; and Bollinger Band mode…

Technical indicatorsBacktestingPosition sizingRisk management
Strategy library

This long-only strategy enters when a fast, smoothed exponential moving average crosses above a slower, smoothed EMA and exits on the reverse crossover. Position size is based on current equity multiplied by a configurable leverage factor; the published…

EquitiesTrend followingTechnical indicatorsPosition sizing
Strategy library

This strategy uses RSI to initiate a long position during an oversold reading, then adds to the position as price falls. The stated defaults are a 14-period RSI and a threshold of 30; the first purchase uses 5% of account equity. The document describes…

CryptoSpot marketsMean reversionTechnical indicators
Strategy library

This strategy uses RSI threshold crossings to generate long and short entries, with a 200-period EMA and the prior daily close as additional conditions. The described long setup crosses above the lower RSI threshold while price is below both references; the…

CryptoFuturesTechnical indicatorsMean reversion
Strategy library

This long-only strategy uses two adjacent candles with matching lows as a reversal trigger, then places four equal-sized limit orders at levels above the low. The grid spacing is based on recent high-low movement scaled by a volatility multiplier. Unfilled…

CryptoFuturesMean reversionGrid trading
Strategy library

This strategy schedules up to three daily entry opportunities by matching the chart’s hour and minute to user-set times. Each session can be enabled for a long or short trade, with a configured order size and fixed take-profit and stop-loss distances. The…

ExecutionRisk managementPosition sizingTechnical indicators
Strategy library

This strategy uses a short and long moving average to identify an upward trend, then seeks a long entry after price returns to the short average. The defaults are 20 and 55 periods, and the trader can choose exponential or simple averages. A downward…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines an upward EMA crossover entry with up to two averaging orders during a decline. It uses a fast and slow EMA to signal entry, then sets safety order levels either at fixed percentage drops or at distances based on ATR. The stated…

CryptoTrend followingVolatilityTechnical indicators
Strategy library

This example implements a Turtle-style futures strategy using Donchian channels to enter positions and average true range (ATR) to scale trade size and manage risk. It buys when price rises above the prior channel high and sells short when price falls below…

FuturesTrend followingBreakoutTechnical indicators
Strategy library

This strategy uses bullish and bearish engulfing patterns to signal possible changes in market direction. It enters long after a bullish pattern and short after a bearish one, with code that checks candle relationships across up to three bars and can require…

CryptoFuturesMomentumTechnical indicators
Strategy library

The Gunbot Bands strategy uses Bollinger Band levels to signal entries: it goes long when the average of open, high, low, and close falls below an adjusted lower band, and short when that value rises above an adjusted upper band. Band width is based on a…

FuturesMean reversionVolatilityPosition sizing
Strategy library

This strategy uses a fast and slow simple moving average crossover to enter long or short positions. The stated defaults are 10 and 30 periods. Each position receives a take-profit target and stop-loss set as fixed percentages of its entry price, while…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This example implements a basic crossover system with a 50-period simple moving average and a 200-period simple moving average. When the faster average is above the slower one, the strategy signals a long position; when it is below, it signals short.…

Trend followingTechnical indicatorsPosition sizing
Strategy library

This strategy calculates a Fibonacci 0.7 retracement level from the highest and lowest prices over a rolling lookback window. A close crossing above the level triggers a long entry, while a crossing below it triggers a short. The described defaults use a…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This Turtle-style breakout system uses Donchian channel highs and lows to trigger long or short entries. It calculates ATR, labeled N, and sizes each unit in proportion to account equity and a configurable risk percentage, subject to a minimum order size.…

CryptoBreakoutTrend followingPosition sizing
Strategy library

This long strategy uses an 8-period RSI by default and enters when RSI falls below 28. It places a percentage-based stop 5% below the entry price and closes when price rises above the previous bar's high. The source sets fixed position sizing, permits…

FuturesMean reversionTechnical indicatorsRisk management
Strategy library

This strategy combines a 200-period exponential moving average, confirmed swing pivots, engulfing candles, and price zones to structure entries. Bullish setups require an engulfing candle after a recent pivot low while price is above the EMA; bearish setups…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This document presents a position-sizing scheme that starts with a small buy and doubles the next buy after price falls past a fixed loss threshold. The position is sold when price rises past a fixed profit threshold from the most recent recorded entry.…

Position sizingRisk managementExecution
Strategy library

This automated trend-following method combines a short and long simple moving average, MACD confirmation, and a volume filter. The stated defaults use 20- and 100-period averages; entries also require the prior candle to be directionally aligned and volume…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This implementation presents a basic mean-reversion approach using a two-period RSI and a 200-period simple moving average as a directional filter. It seeks long entries when price is above the long-term average and RSI is at or below 10; short entries…

Mean reversionTechnical indicatorsPosition sizing
Strategy library

This BTC futures strategy maps a recent high-low range into Fibonacci zones and uses ADX and directional movement to filter entries. The source computes several zone boundaries from a lookback range, then allows configurable price-location rules and a…

CryptoFuturesTrend followingPosition sizing
Strategy library

This Bitcoin futures strategy follows trend changes using a 65-period and a 240-period exponential moving average. It enters long on an upward crossover and short on a downward crossover, provided current volume exceeds a threshold. The source also describes…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This long-only strategy uses a simple moving average and standard deviation bands to frame entries and exits, with an exponential moving average as an emergency exit. The visible script defines a 20-period basis, a narrow band multiplier for entry, wider…

Technical indicatorsRisk managementPosition sizingExecution
Strategy library

This document describes an automated trend-following system that enters long when price crosses above an EMA and short when it crosses below. It uses a configurable EMA, with a stated default of 50 periods, and sizes trades from a chosen share of account…

FuturesTrend followingTechnical indicatorsRisk management