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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

12,303 documents

TradingView scripts

AliceTears Grid sets a baseline at the daily or session open and projects price levels above and below it at configurable percentage intervals. Its central entry filter waits for price to cross a grid level and then close back toward the baseline, seeking…

Mean reversionGrid tradingVolatilityRisk management
TradingView scripts

This script generates trade signals when a configurable short moving average crosses a longer one. It can use exponential, simple, or smoothed averages. Signals are filtered by Bollinger Band width and position relative to the middle band, RSI, MACD,…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy requires a single candle to cross both an exponential moving average and a selected pivot level. A bullish candle must open at or below both levels and close above them; the short setup reverses those conditions. Pivot levels can use Fibonacci…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy adapts the Squeeze Momentum indicator into long and short trading rules. It compares Bollinger Bands with Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum value to indicate direction and whether momentum…

CryptoMomentumVolatilityTechnical indicators
TradingView scripts

This strategy seeks pullbacks within a strong trend. It defines direction with a long-period exponential moving average and directional indicators, requiring the average directional index to exceed a threshold. A confirmed pivot low can trigger a long entry…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This TradingView strategy combines a range filter with configurable entries, volume checks, and trade management. It can enter when price crosses the filter’s middle line or moves beyond its bands; an optional midpoint-pass method adds another entry type.…

Technical indicatorsRisk managementVolatilityMomentum
TradingView scripts

This strategy enters long when the Know Sure Thing momentum line crosses above its signal line, while price is above both a configurable long-term moving average and the Williams Alligator jaw. An optional Choppiness Index filter blocks entries when the…

MomentumTrend followingTechnical indicatorsVolatility
TradingView scripts

This strategy combines moving-average crossover signals with filters intended to control when trades are allowed. The visible code offers TEMA, Hull, or ALMA smoothing, optional alternate-timeframe signals, and optional Heikin-Ashi prices. It also checks…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This FCPO strategy is designed around specified market sessions and configurable presets for shorter and longer chart intervals. Its stated approach combines momentum entries with an ATR volatility floor and ceiling, minimum candle body size and…

CommoditiesFuturesMomentumBreakout
TradingView scripts

This five-minute MNQ strategy combines a fast and slow exponential moving average trend filter with pullback entries. Longs require the fast average above the slow one, price to touch or cross the fast average intrabar and close back above it, a sufficiently…

FuturesTrend followingTechnical indicatorsVolatility
TradingView scripts

This indicator builds several linked measures from price action. Z-Pulse combines a short-horizon close position within its high-low range with a stochastic transformation and smoothing. Z-Trend blends short, medium, and long range readings, then adjusts for…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This strategy uses two SuperTrend calculations with different ATR periods and moving-average channel windows. Each trend indicator adjusts its multiplier according to the width of a channel formed from a simple moving average and standard deviation. A long…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This strategy identifies an inside day when the prior daily high and low both fall within the range from two days earlier. During the configured session, it places stop entries at the prior day's high and low, with options to trade long, short, or both…

BreakoutVolatilityRisk managementPosition sizing
TradingView scripts

This indicator compares current trading volume with volume observed at the same point in a chosen timeframe, helping users identify unusually active or quiet periods. It offers two calculation approaches: cumulative volume from the start of a timeframe…

Technical indicatorsStatisticsVolatilityMarket microstructure
TradingView scripts

This strategy seeks short-term mean reversion in TQQQ by placing a long limit order one percent below Monday's regular-session open. If filled, it sets a one percent profit target from the entry price at the start of the next trading day. A position that…

EquitiesMean reversionVolatilityRisk management
TradingView scripts

This SPY strategy combines a volatility contraction signal with VWAP and bar direction. It defines a squeeze as Bollinger Bands sitting inside Keltner Channels, using configurable lookback lengths and multipliers. A squeeze is considered to have fired when…

EquitiesBreakoutVolatilityTechnical indicators
TradingView scripts

This MNQ strategy combines opening range breakouts with reversals at the previous day’s high or low. It builds the opening range during a configurable window after the New York open, then accepts ranges only within set minimum and maximum widths. A breakout…

FuturesBreakoutVolatilityRisk management
TradingView scripts

This XAU/USD strategy combines a fast and slow exponential moving average with a price recross of the fast average. A confirmed close above the fast EMA while it is above the slow EMA signals a long; the inverse conditions signal a short. The stop is placed…

CommoditiesTrend followingTechnical indicatorsVolatility
TradingView scripts

This extensive Pine strategy combines several signal and filter layers for crypto trading. Its configurable framework includes moving-average and higher-timeframe trend checks, volume and ATR filters, candle-body criteria, chop-regime detection, adaptive…

CryptoTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy modifies a conventional ATR-based SuperTrend by checking how close the closing price is to the previous trend line. When the distance falls below a configurable ATR threshold, it moves the line farther from price by an ATR-scaled amount and…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

UT Bot v2 is a trend-following method that maintains a trailing stop at a configurable multiple of Average True Range from a selected price source. The stop ratchets upward while price remains above it and downward while price remains below it; a confirmed…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This script defines a two-sided trend-following strategy using a composite moving average formed by blending an Arnaud Legoux moving average with a smoothed zero-lag EMA calculation. Direction is determined by the composite line’s slope over a configurable…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

The Dynamic Momentum Index adapts the effective RSI period to recent price volatility. The document describes estimating volatility from a short standard deviation smoothed by a longer average, then using that estimate to vary the period within stated upper…

MomentumTechnical indicatorsVolatilityBacktesting
TradingView scripts

This indicator applies a generalized N-pole Gaussian low-pass filter to a selectable price source, then optionally applies a standard-deviation threshold filter to the input, the smoothed output, or both. The pole order and period are configurable, and…

Technical indicatorsStatisticsVolatility