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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

12,303 documents

TradingView scripts

This indicator constructs a sine-wave oscillator from an estimated dominant price cycle, with the stated aim of producing timely signals while reducing whipsaws. It first smooths the selected source with a Hann window, then applies high-pass and…

Technical indicatorsStatisticsVolatility
TradingView scripts

This strategy approximates low-volume nodes with a rolling close average surrounded by ATR-scaled upper and lower bands. It does not calculate a true volume profile. A relative-volume check identifies reduced activity by comparing current volume with its…

Technical indicatorsVolatilityRisk managementBacktesting
TradingView scripts

This indicator constructs evolving support and resistance lines from price and intrabar volume data. Its design uses a particle-based local trend model and a fixed-lag smoother to estimate line slopes, while volume-weighted price samples inform how lines fit…

Technical indicatorsStatisticsMachine learningMarket microstructure
TradingView scripts

This TradingView strategy combines trend, momentum, volatility, price-pattern, and support/resistance signals to qualify long and short entries. Its trend checks use DEMA relationships, moving averages, Supertrend, and higher-timeframe alignment. Additional…

Technical indicatorsTrend followingBreakoutMomentum
TradingView scripts

This TradingView strategy combines an ATR trailing stop crossover with several filters to time long and short entries. Long signals require price and the 50-period EMA to be above the 200-period EMA, RSI to exceed its bullish threshold, and ADX to meet a…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This indicator calculates a rolling linear regression of the midpoint of each bar, then measures how far the close sits from that line in standard-deviation units. It clips the normalized deviation and colors bars along a cool-to-warm gradient, with a gauge…

Technical indicatorsVolatilityMomentumStatistics
TradingView scripts

This indicator identifies directional trend changes using an Arnaud Legoux moving average (ALMA), price deviation bands, and an ATR-normalized slope. A bullish state begins when the slope exceeds a positive threshold and price closes above the upper…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy seeks entries in the direction of a longer-term trend after a pullback toward an EMA channel. It combines fast and intermediate EMAs with a slow macro EMA, RSI, ATR, and internally calculated Heikin Ashi candles. A valid setup also checks…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This indicator builds a trend-following trailing line from confirmed pivot highs and lows. It updates a center value using each new pivot, weighting the existing center more heavily to smooth changes. ATR-based bands are then placed around that center, with…

Trend followingTechnical indicatorsVolatility
TradingView scripts

This indicator converts irregular price movement into a points-and-line chart, reducing emphasis on small moves by requiring price to cross a configurable threshold. The threshold can use a default scale based on price, average true range, or a percentage of…

Technical indicatorsVolatilityMarket microstructure
TradingView scripts

This strategy combines a Bollinger Band breakout oscillator, a volatility squeeze signal, and ATR bands to define entries and exits. For a long trade, bullish breakout power must cross above a threshold while the squeeze indicator shows its green state;…

BreakoutMomentumVolatilityTechnical indicators
TradingView scripts

WaveTrend 3D is a redesigned WaveTrend-style indicator intended to address unbounded extremes, whipsaw, and limited timeframe context. It produces fast, normal, and slow oscillator views, with configurable smoothing and an optional mirrored display for…

Technical indicatorsMomentumVolatility
TradingView scripts

This strategy combines Bollinger Bands and Keltner Channels to identify volatility contraction and subsequent expansion, then uses a linear-regression momentum value to guide directional trades. A squeeze is marked when the Bollinger Bands sit inside the…

VolatilityMomentumBreakoutTechnical indicators
TradingView scripts

This strategy uses ADX to classify conditions as trending, choppy, or neutral. It holds the previous regime while ADX remains between separate trend and chop thresholds, creating hysteresis. The regime selects a tighter or wider ATR multiplier for…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This strategy combines short- and long-period true-range averages with normalized price momentum to create an adaptive ATR. It uses moving-average alignment and a thresholded trend-strength measure to identify directional signals, then confirms them when…

Trend followingMomentumVolatilityTechnical indicators
TradingView scripts

This strategy combines a higher-timeframe exponential moving average and a configurable price channel with lower-timeframe entry signals. The channel width can be defined as a percentage of price, an ATR multiple, or a fixed price distance. Entry filters…

Technical indicatorsMulti-assetVolatilityExecution
TradingView scripts

This strategy enters when a candle closes beyond a Bollinger Band, using an optional long-term exponential moving average to align trades with trend. A volume filter can require volume above its moving average, while a time window, optional weekend closure,…

BreakoutTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This reversal strategy combines recent pivot highs and lows, average true range, volume, and candle direction. It treats price as exhausted when its distance from a stored pivot exceeds an ATR-based threshold, then requires price to be near a pivot and…

Mean reversionVolatilityTechnical indicatorsPosition sizing
TradingView scripts

The Helios strategy combines an adaptive price baseline, moving-average direction, directional movement, VWAP distance, range position, volatility measures, and higher-timeframe references into a scored long or short framework. Configurable filters include…

Multi-assetTrend followingVolatilityRisk management
TradingView scripts

This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…

CryptoTrend followingVolatilityTechnical indicators
TradingView scripts

This TradingView indicator draws many possible future price paths from a recent window of historical log returns. In Normal mode, it estimates the returns’ mean and standard deviation and samples Gaussian shocks; in Bootstrap mode, it resamples observed…

StatisticsBacktestingVolatility
TradingView scripts

Dekidaka-Ashi overlays a modified candle outline on a standard price chart to show volume alongside open, high, low, and close. It scales the distance between the candle’s open and close by a smoothed volume ratio: current smoothed volume divided by the sum…

Technical indicatorsBreakoutVolatility
TradingView scripts

This document explains a crossover indicator built from two adaptive averages: the Corrected Moving Average (CMA) as the slower line and the Corrected Trend Step (CTS) as the faster line. Both use a rolling variance as a threshold to adjust how much new…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This indicator generates synthetic candle data for experimentation and strategy research. It offers two pseudorandom methods, a seed for varying the generated series, a price multiplier for scaling it, and an intrabar volatility setting that influences wick…

BacktestingStatisticsVolatilityTechnical indicators