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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 Ethereum strategy uses an external daily implied-volatility series as a regime filter. When the series is at or below a support threshold, it places both a long stop above the recent three-bar high and a short stop below the recent three-bar low, aiming…

CryptoVolatilityBreakoutTechnical indicators
TradingView scripts

This indicator uses the VIX as a market-risk input to generate long and short signals for another charted asset. It calculates MACD on VIX and distinguishes signals at the start of a VIX momentum move from signals on a pullback across the zero line. The…

VolatilityTechnical indicatorsMomentumCrypto
TradingView scripts

This swing-trading approach seeks long entries in established uptrends after recent price ranges contract. Its trend template requires price and moving averages to align bullishly, with the long-term average rising. A squeeze is identified by a low…

EquitiesTrend followingBreakoutVolatility
TradingView scripts

This indicator builds a volatility and direction measure from smoothed open, high, low, and close prices. The user can select among many moving-average methods and adjust price smoothing. From those smoothed prices, the script calculates a normalized…

Technical indicatorsStatisticsVolatilityMomentum
TradingView scripts

The STP Flip strategy uses an EMA-centered band widened by an ATR multiplier to determine direction changes. It is designed to remain in a position until the indicator flips, with optional per-trade profit or loss limits and a trailing profit stop. Settings…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy looks for price to return toward VWAP after a move beyond a volatility-adjusted band. It calculates VWAP and a 14-period ATR, then sets entry bands 2.5 ATR from VWAP and stop levels 4 ATR away. A long setup occurs when the current or prior low…

Mean reversionTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy trades breaks above or below the prior range, whose size must fall within a configurable band relative to ATR. It can enter after a closing breakout or place stop orders at the range boundaries. Long and short trades can be enabled separately,…

BreakoutVolatilityTechnical indicatorsRisk management
TradingView scripts

This indicator frames intraday price action around an Initial Balance, the high and low formed during a configurable opening session. The user selects session hours and a timezone, then the script tracks how later auction windows interact with those…

Technical indicatorsMarket microstructureVolatilityStatistics
TradingView scripts

This scalping strategy seeks pullback entries when price remains aligned with both a zero-lag exponential average and VWAP. It defines bullish or bearish bias from price closing above or below both references, then looks for a retracement that touches VWAP,…

Technical indicatorsMomentumVolatilityRisk management
TradingView scripts

The Crucible Convergence Engine combines market-regime classification, moving-average direction, volume-weighted momentum, deviation bands, rounded price levels, and a volume gate. Its regime module ranks ATR over a lookback window, distinguishes volatile…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This indicator augments a conventional RSI with a k-nearest-neighbors calculation. It describes comparing current conditions with historical observations using features such as RSI, momentum, volatility, regression slope, and price momentum. Outcomes from…

Machine learningTechnical indicatorsStatisticsMomentum
TradingView scripts

This short-term strategy uses candle direction and strength, a 20-period average, and a consolidation filter to generate long and short entries. It measures candle body against ATR and requires price to be on the relevant side of the average. A five-bar…

CommoditiesTrend followingTechnical indicatorsVolatility
TradingView scripts

The Vegas Reversal Strategy treats a sufficiently large one-sided candle wick as a possible reversal signal. It measures the upper and lower shadows against a configurable fraction of the candle’s closing price, and ignores a bar when both shadows meet the…

CryptoMean reversionVolatilityRisk management
TradingView scripts

This indicator presents a framework for examining drawdown severity relative to a rolling history. It offers percentile bands and standard-deviation bands, with configurable lookback and smoothing, and classifies the current drawdown against user-defined…

Risk managementStatisticsVolatilityPortfolio construction
TradingView scripts

The Day Trading Booster is a charting indicator focused on intraday market context. It lets users define sessions for major trading centers and draw session channels or opening ranges, with a selectable timezone and controls for how many recent ranges to…

Technical indicatorsBreakoutMean reversionVolatility
TradingView scripts

The Velocity Breakout Strategy combines several price-action and trend tools in a configurable TradingView indicator and strategy framework. It tracks fast and slow exponential moving averages, an ATR-based trailing stop, recent market structure, and a…

MomentumBreakoutTrend followingTechnical indicators
TradingView scripts

The indicator estimates a trend line with a Theil-Sen regression: it computes slopes across pairs of observations and combines them with selectable mean, median, or kernel-weighted smoothing. It derives the intercept from residuals, then plots the fitted…

StatisticsTechnical indicatorsVolatility
TradingView scripts

The document describes a long-entry setup intended for call debit spreads. It identifies a squeeze using Bollinger Bands inside Keltner Channels, then looks for the squeeze to turn off for two consecutive bars after being on. A signal also requires the…

OptionsMomentumVolatilityTechnical indicators
TradingView scripts

The BERLIN Range Index modifies the Choppiness Index to identify ranging and trending conditions with more responsiveness. It calculates choppiness from the sum of true range relative to the high-low span over a lookback, then scales that value using a…

Technical indicatorsVolatilityTrend followingMean reversion
TradingView scripts

This ETH-focused strategy seeks breakouts after volatility compression, using a broad set of filters to qualify direction and market conditions. Its design includes higher-timeframe trend and regime checks, EMA distance, optional ADX, volatility and volume…

CryptoMomentumBreakoutVolatility
TradingView scripts

This indicator applies a Fast Fourier Transform to a selected market series over a configurable lookback window. It decomposes the data into frequency components, displays a power spectrum, and can list prominent components with their estimated cycle periods…

Technical indicatorsStatisticsVolatility
TradingView scripts

This document contains a large, composite Pine Script that brings together several technical studies and intraday signal components. Visible sections calculate MACD, an exponential moving average, smoothed moving averages modeled on the Alligator indicator,…

Technical indicatorsBreakoutVolatilityExecution
TradingView scripts

This short-only Bitcoin strategy combines an overbought Stochastic RSI reversal with directional and volatility filters. It identifies a recent move above the overbought threshold, then requires the smoothed K line to cross back below that threshold and sit…

CryptoTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy combines several layers to seek directional entries. A volatility-adjusted moving-average regime classifies bullish or bearish trends, while Bollinger Band width distinguishes compression from other volatility states. A displacement signal…

Trend followingMomentumTechnical indicatorsVolatility