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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

4,574 documents

Strategy library

This document outlines a trend-following strategy that combines price crossings of a simple moving average with Supertrend direction as confirmation. A close crossing above the average with an uptrend reading prompts a long signal; a crossing below with a…

ForexFuturesTechnical indicatorsTrend following
Strategy library

This Forex price-action strategy detects bullish and bearish Marubozu candles. It defines a qualifying candle as having a body larger than its recent exponential average and upper and lower shadows no more than a small fraction of the body. A bullish candle…

ForexTechnical indicatorsExecution
Strategy library

This MetaTrader expert advisor combines linear regression candles with UT Bot alerts. A long setup requires the previous candle’s regression close to be above both its open and signal line, plus a bullish UT Bot alert among the recent bars. The short setup…

ForexTrend followingGrid tradingTechnical indicators
Strategy library

This strategy uses pivot-derived Supertrend direction changes as trade triggers, with optional entries on ordinary Supertrend signals as well. EMA ordering can filter direction, while a DEMA level and DEMA angle provide additional trend checks. The default…

ForexCryptoFuturesTrend following
Strategy library

The Grover Llorens Activator is presented as a trailing-stop indicator inspired by Parabolic SAR, intended to identify trend reversals and exit points. The strategy enters long when price crosses above the indicator and short when it crosses below. Its…

ForexTrend followingTechnical indicatorsStatistics
Strategy library

This script describes a short-term EURUSD strategy intended for 15- or 30-minute charts. It combines 20-period Bollinger Bands with a 200-period EMA and RSI: it buys when price touches the lower band while closing above the EMA with RSI below 45, and sells…

ForexMean reversionTechnical indicatorsRisk management
Strategy library

This EURUSD scalping script combines SuperTrend direction changes with an RSI filter, a volume-above-average check, a session window, and a daily trade cap. It allows a long entry on a SuperTrend direction change when RSI is below 60, and a short entry when…

ForexTechnical indicatorsMomentumPosition sizing
Strategy library

This MetaTrader expert advisor combines Heikin Ashi candles, Chandelier Exit levels, and a zero-lag least-squares moving average (ZLSMA). A buy signal occurs when the Chandelier indicator marks an upward level and the Heikin Ashi close is above the ZLSMA; a…

ForexTrend followingTechnical indicatorsRisk management
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 MetaTrader expert advisor combines the Andean Oscillator with daily high-low levels to generate scalping signals. A buy setup begins when the oscillator’s bullish component crosses above its signal line, subject to checks across prior bars for…

ForexTechnical indicatorsGrid tradingRisk management
Strategy library

This MetaTrader strategy combines a 50-period fast moving average and a 200-period slow moving average with the Andean Oscillator to trade EUR/USD, EUR/CAD, and USD/CAD. A bullish setup requires the oscillator’s bullish component to cross above its signal…

ForexMulti-assetTrend followingTechnical indicators
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 candlestick strategy places buy-stop and sell-stop orders around a detected doji, using the doji’s range and, in some cases, the preceding candle’s high and low to set entry levels. The orders share a cancellation group, so triggering one is intended to…

ForexBreakoutTechnical indicatorsRisk management
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 example explains how data consolidators transform incoming trade or quote data into bars of a chosen duration or count, then publish each completed bar through an event handler. It demonstrates registering consolidators directly and using convenience…

ExecutionMarket microstructureBacktestingEquities
Strategy library

The strategy uses five weighted moving averages (WMAs) to classify directional alignment and signal long or short trades. The accompanying description gives periods of 1, 2, 3, 5, and 29 days, while the code implements those as bar lengths without converting…

Technical indicatorsTrend followingForexFutures
Strategy library

This QuantConnect example shows how to prepare indicators for securities that enter a dynamic universe. In a coarse fundamental selector, it creates or retrieves a 100-day simple moving average for each symbol and warms it with daily history before updating…

EquitiesForexTechnical indicatorsPortfolio construction
Strategy library

This expert advisor combines two MACD readings with a stochastic oscillator to generate entries. A long setup requires the slower MACD to be positive while the faster MACD is negative, followed by the stochastic rising through its signal line from an…

ForexTechnical indicatorsGrid tradingRisk management
Strategy library

The visible script describes a rule-based ICT-style setup built around liquidity sweeps of recent swing highs or lows during selected London or New York sessions. After a sweep, it tracks whether a large directional candle appears, then looks for a fair…

ForexFuturesBreakoutTechnical indicators
Strategy library

This strategy pairs a 14-period RSI with the 61.8% Fibonacci level of the daily price range to generate EUR/USD signals on a five-minute chart. It buys when RSI crosses above the oversold threshold and price closes above the calculated level; it sells when…

ForexTechnical indicatorsMean reversionRisk management
Strategy library

This strategy uses moving averages from faster and slower timeframes to generate counter-trend positions. As described, a fast average crossing above a slow average prompts a short, while a cross below prompts a long. The document associates the faster and…

ForexFuturesMean reversionTechnical indicators
Strategy library

This strategy looks for an inside bar, defined as a candle contained within the preceding candle’s range. It takes the direction from the preceding candle: a bullish candle sets a buy stop above its high, while a bearish candle sets a sell stop below its…

ForexBreakoutMomentumPosition sizing
Strategy library

This strategy combines Bollinger Bands with candlestick patterns to time long and short entries. The description proposes a long when price moves back above the lower band alongside a bullish engulfing candle or a long lower shadow, and a short when price…

Technical indicatorsVolatilityForexFutures
Strategy library

This strategy combines two entry approaches. For the overnight-range setup, it records the session high and low, watches for a break during the designated trading session, then arms a contrarian entry at a Fibonacci-based retracement level. A separate…

ForexCryptoFuturesBreakout