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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
Quantopian lectures
45 documents
Binance API docs
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 builds percentage-shifted envelopes around configurable moving averages and uses price breaks of the bands to stage long or short entries. It describes up to four entry layers, allowing positions to scale in, and a separate moving average as an…

Trend followingBreakoutTechnical indicatorsPosition sizing
Strategy library

This short-term strategy uses a 50-period EMA to set directional bias: it considers longs above the average and shorts below it. Entry confirmation comes from three consecutive candles moving in the same direction, with each candle body larger than the…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

The document describes a dollar-cost averaging approach: invest a fixed cash amount at regular intervals, accumulate units, and sell the position after it reaches a chosen size before restarting the cycle. It presents this as a way to build a long-term…

Position sizingRisk managementBacktestingCrypto
Strategy library

This strategy combines a 34-period and a 200-period simple moving average with a 9-3-3 Stochastic filter. It enters long when price crosses above the faster average while that average is above the slower one and %K exceeds 20; short entries reverse the trend…

CryptoTrend followingTechnical indicatorsRisk management
Strategy library

The visible portion describes a configurable futures strategy built around an EMA trend measure, ADX strength filter, and volatility tools including Bollinger Bands, Keltner Channels, and Donchian levels. It also defines optional higher-timeframe…

FuturesTechnical indicatorsRisk managementPosition sizing
Strategy library

This document presents a backtest strategy built around swing pivots, breaks of market structure, and supply and demand zones. It tracks recent swing highs and lows, changes its structural direction when price crosses those levels, and can filter trades…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This XAUUSD strategy uses RSI threshold crossings to identify possible reversals: a move below the oversold level opens a long position, while a move above the overbought level opens a short. Its parameters include an RSI period, threshold levels, trailing…

ForexMean reversionTechnical indicatorsRisk management
Strategy library

This Turtle-style system enters on Donchian channel breakouts and builds positions in stages. It uses an entry channel calculated over a configurable window, then places up to four additional stop entries at half-ATR increments beyond the initial breakout…

Trend followingBreakoutVolatilityPosition sizing
Strategy library

This framework identifies trends with short-, medium-, and long-period moving averages, with an optional fourth average separating bullish and bearish regimes. Long and short entries require aligned trend conditions, price on the corresponding side of the…

Technical indicatorsTrend followingVolatilityPosition sizing
Strategy library

This strategy combines Bollinger Bands and RSI to identify potential reversal entries, then uses account equity to size each averaging step. It considers longs when price reaches the lower band alongside RSI below 25, and shorts when price reaches the upper…

Technical indicatorsMean reversionPosition sizingRisk management
Strategy library

This strategy combines MACD crossovers, OBV relative to its moving average, RSI, and volume relative to its moving average to identify long and short entries. It also calculates HMA and ATR, then describes ATR-based stop, target, and trailing-stop distances.…

FuturesTrend followingMomentumRisk management
Strategy library

This two-sided strategy combines a medium-period RSI, a very short RSI, and three exponential moving averages. Long entries require the medium RSI to be low, the short RSI to cross upward through a threshold, and the EMAs to be ordered bearishly; short…

FuturesCryptoMomentumTechnical indicators
Strategy library

The visible portion describes TURKS, a Pine Script strategy that combines a trend-state framework, tiered unit risk, and a Nadaraya-Watson kernel-based sell engine. Its comments specify use of a one-sided, non-repainting kernel variant, with the envelope…

Trend followingPosition sizingRisk managementTechnical indicators
Strategy library

This trend-following system uses the ordering of 21-period and 89-period simple moving averages, together with price and short-period EMA conditions, to classify an uptrend or downtrend. In an uptrend it seeks a long entry as price pulls back to the EMA of…

Trend followingTechnical indicatorsPosition sizingRisk management
Strategy library

This BTC strategy uses a 50-day and a 200-day simple moving average. It enters long when the shorter average crosses above the longer one and closes when price falls below the 200-day average. The described risk framework sets a stop 1.5% below the longer…

CryptoFuturesTrend followingRisk management
Strategy library

This BTC strategy describes a long entry based on the CC indicator crossing above zero, followed by a stop loss and four staged profit targets. The settings include a maximum position size and percentages for the first three exits; the final exit uses the…

CryptoTechnical indicatorsRisk managementPosition sizing
Strategy library

This short-term strategy uses the Stochastic oscillator near overbought or oversold levels to identify a possible pause in price movement, then uses candle direction to time long or short entries. The document describes fixed profit and loss targets for full…

Technical indicatorsMean reversionRisk managementPosition sizing
Strategy library

The excerpt describes an unfinished Pine Script strategy with two execution modes: reversal and trend following. Users can choose long, short, or both directions, select an SMA, EMA, HMA, or VWAP center line, and set the band calculation to ATR, standard…

Mean reversionTrend followingVolatilityRisk management
Strategy library

This script describes a contrarian trading strategy that inverts a set of directional entry conditions. It calculates MACD, VWMA, Choppiness Index, ADX, and ATR. A short entry is triggered by conditions associated with the original long setup, while the long…

CryptoTechnical indicatorsMean reversionRisk management
Strategy library

This strategy seeks reversals after extreme RSI readings coincide with unusually large candle bodies and a move beyond a recent pivot level. It uses a 20-period RSI with four progressively more extreme threshold pairs, and requires increasingly stringent RSI…

Mean reversionTechnical indicatorsVolatilityPosition sizing
Strategy library

This trend-following system combines 20-day and 55-day breakout entries with ATR-based position sizing, pyramiding, and shorter-period exits. It enters when price clears a prior high or low, sizes units according to account equity, a stated risk fraction,…

FuturesTrend followingBreakoutVolatility
Strategy library

This intraday system compares the New York 08:00 open with the 18:00 close to classify the day’s direction, then uses the prior day’s direction to decide whether to reverse that signal. It places a limit order at the day’s low for a long or the day’s high…

ForexMean reversionExecutionRisk management
Strategy library

This strategy uses a fast KDJ oscillator on five-minute charts to seek reversals from extreme readings. It calculates K from the recent high-low range, smooths it minimally, and derives D and J from K. Long entries occur when K crosses below 5, with exits…

FuturesTechnical indicatorsMean reversionPosition sizing
Strategy library

This Bitcoin strategy combines normalized trend, momentum, mean-reversion, volume, and price-slope features into a weighted score. A long position opens when the scaled score exceeds a threshold while the fast EMA is above the slow EMA and price remains…

CryptoMomentumTrend followingRisk management