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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

The strategy combines Fibonacci retracement levels at 23.6%, 50%, and 78.6% with a trend-strength measure called Trend Strength Over Time. Percentile rankings across timeframes are intended to help confirm the direction and strength of a trend around…

CryptoPerpetual futuresTechnical indicatorsVolatility
TradingView scripts

This strategy enters long when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly bars. The trader can enable either or both breakout levels. Entries are allowed only while flat, and the signal…

BreakoutTrend followingTechnical indicatorsVolatility
TradingView scripts

The Kinetic Slippage Index (KSI) is a volume and price-range oscillator intended to describe how much price moves relative to trading activity. It squares true range and divides by current volume multiplied by its volume EMA, then scales the result. An EMA…

Technical indicatorsMarket microstructureVolatility
TradingView scripts

This NQ/MNQ strategy is designed to fade extended moves, using a combination of price, volatility, volume, and market-structure signals. Its named setups include overextension fades, delta divergence, liquidity-sweep traps, aggressive-flow fades, absorption,…

FuturesMean reversionVolatilityMomentum
TradingView scripts

This indicator estimates a future price range by simulating many paths from a selected starting point over a user-defined horizon. It uses a Wichmann–Hill pseudorandom generator, transforms uniform draws into approximate normal variables, and combines…

StatisticsVolatilityBacktesting
TradingView scripts

The strategy turns a volatility-scaled measure of distance from an exponential moving average into directional signals. It divides the close-to-EMA distance by a multiple of ATR, smooths that reading, and enters long or short when it crosses a selected…

FuturesMomentumVolatilityTechnical indicators
TradingView scripts

This script overlays a volume-weighted moving average (VWMA) on a simple moving average (SMA) Bollinger Band basis and describes how to interpret their relationship. Its accompanying explanation treats the VWMA’s position relative to the SMA, when price…

Technical indicatorsVolatilityMean reversionMomentum
TradingView scripts

This intraday strategy builds price bands around a volume-weighted moving average using a multiple of standard deviation, then combines those levels with a 14-period RSI. It considers a long after price moves below the lower outer band and RSI crosses back…

Technical indicatorsMean reversionVolatilityBacktesting
TradingView scripts

The indicator builds a banded chart overlay from Zigzag price pivots rather than calculating its averages directly from every bar. It identifies pivot highs and lows over a configurable lookback, then averages a recent set of pivots to form a central line…

Technical indicatorsVolatility
TradingView scripts

This strategy builds a trailing trend indicator from confirmed pivot highs and lows. Each newly detected pivot updates a weighted center line, and ATR-based bands around that center determine a bullish or bearish state as price crosses the trailing levels.…

Trend followingTechnical indicatorsVolatilityBacktesting
TradingView scripts

This indicator tracks changes in price and reported volume between successive updates on the current live candle. It displays a rolling histogram in one of three modes: volume change, price change, or the product of price and volume changes. Positive and…

Technical indicatorsMarket microstructureStatisticsVolatility
TradingView scripts

This indicator estimates an options max-pain level by generating strikes around the current underlying price, assigning estimated call and put open interest to each strike, and calculating aggregate option payout at candidate settlement prices. The strike…

OptionsDerivatives pricingVolatilityMarket microstructure
TradingView scripts

This long-only reversal strategy first identifies a break below a recent channel low. Rather than buying during the decline, it activates a dynamic threshold based on recent highs plus Average True Range, then enters when the close crosses above that…

Mean reversionBreakoutTechnical indicatorsVolatility
TradingView scripts

This strategy uses a moving average and standard-deviation bands to identify directional breakouts. A close crossing above the upper band can trigger a long entry, while a close crossing below the lower band can trigger a short entry. Persistent trend-state…

Technical indicatorsBreakoutTrend followingVolatility
TradingView scripts

This long-only strategy uses Kaufman’s Adaptive Moving Average (KAMA) as a trend reference and adds a standard-deviation filter to its entry. It buys when price crosses above KAMA plus a chosen multiple of recent price standard deviation, then closes the…

CryptoTrend followingMomentumVolatility
TradingView scripts

This indicator compares either the VIX or a VixFix measure with Bollinger Bands and highlights closes above the upper band. For each such event, it tracks the underlying asset’s subsequent change over the next session, five sessions, and ten sessions, along…

VolatilityTechnical indicatorsStatisticsRisk management
TradingView scripts

This breakout strategy looks for price moves following a period of unusually narrow Bollinger Bands. It defines a squeeze by comparing current band width, relative to the middle band, with its recent average. After a squeeze, it enters long when price…

BreakoutVolatilityTechnical indicatorsRisk management
TradingView scripts

This Pine Script library collects reusable calculations for a broad set of technical analysis and trading functions. Its exports include moving averages and oscillators, trend and volatility tools, channel and stop calculations, fractal detection, percentage…

Technical indicatorsStatisticsVolatilityMomentum
TradingView scripts

This strategy fades price breaks beyond Keltner Channel boundaries when Bollinger Bands are contained within the channels, a condition treated as a squeeze. It enters short after an upside break and long after a downside break, reversing the breakout…

Mean reversionBreakoutTechnical indicatorsVolatility
TradingView scripts

The dashboard combines market structure, trend, and context information in configurable panels. Its market-structure view can display EMA trend, swing highs and lows, structure, order blocks, and fair value gaps. Additional panels summarize the current…

Technical indicatorsTrend followingMarket microstructureVolatility
TradingView scripts

The indicator projects a mean path and up to three pairs of upper and lower deviation lines from a chosen chart anchor. It estimates deviations from a user-selected lookback using standard deviation, Laplace deviation, or absolute deviation, with average or…

Technical indicatorsVolatilityStatistics
TradingView scripts

The indicator classifies market conditions as upward, downward, or sideways. It first checks for sideways conditions using two optional filters: ATR at or below its moving average, and ADX at or below a user-set threshold. If neither filter flags a sideways…

Technical indicatorsTrend followingVolatilityStatistics
TradingView scripts

This long-only strategy looks for a volatility contraction while a broad moving-average trend filter is bullish, then places a stop entry above a recent high to seek a breakout. The trend filter requires price and moving averages to be ordered bullishly,…

BreakoutTrend followingVolatilityTechnical indicators
TradingView scripts

This TradingView indicator fits a linear or quadratic regression curve over a selected price window, then plots parallel levels around the fitted path. Standard deviation bands provide additional channel references. The curve, band spacing, and profile…

Technical indicatorsStatisticsVolatilityMarket microstructure