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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
Quantpedia
86 documents
TqSdk
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

9,797 documents

Strategy library

This document presents a directional crypto futures strategy based on the Parabolic SAR indicator. While flat, it opens a long position when the latest price is above the latest SAR value, or a short position when price is below it. A long is closed when…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes an intraday trend strategy that compares fast and slow exponential moving averages across several chart intervals. It proposes entering long when the fast average is above the slow average on the selected intervals, and short when it…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document presents a trend-following method that builds a channel from price data and the Average True Range (ATR). A close moving beyond the channel by one ATR triggers an initial directional signal; a move of two ATRs triggers a stronger, second-tier…

FuturesTrend followingBreakoutVolatility
Strategy library

This trend-following method combines the Ichimoku conversion line, base line, leading spans, and lagging span. It treats a conversion-line crossover as a directional signal, then requires price to be on the corresponding side of the cloud and the cloud…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This strategy uses TEMA crossovers on two timeframes to set direction and time trades. A higher timeframe crossover establishes a bullish or bearish bias, while a lower timeframe crossover triggers entries and exits. The settings allow long-only, short-only,…

Trend followingTechnical indicatorsBacktestingFutures
Strategy library

This document explains a Keltner Channel breakout method. It builds a center line from a configurable moving average, then places upper and lower bands at a chosen multiple of a range measure. The center line can use an exponential or simple moving average;…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This note outlines a trend strategy that combines two exponential moving averages, MACD confirmation, and volatility-scaled exits. Its stated entry logic favors a long position when price is above the faster EMA, the faster EMA is above the slower EMA, and…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy uses the Smart Money Index (SMI), calculated from a smoothed combination of intraday price changes, to guide directional trades. The document describes rising SMI as a bullish indication and falling SMI as bearish, with entries following the…

FuturesSentimentTrend followingTechnical indicators
Strategy library

This BTC futures strategy uses a Fisher Yurik indicator derived from price extremes over a selected period. It opens a long position when the positive-side Fisher series rises from its prior value. The description presents a percentage-based profit target…

FuturesTechnical indicatorsTrend followingRisk management
Strategy library

This BTC futures strategy combines Keltner Channels, a volatility stop, and Waddah Attar Explosion (WAE) signals across timeframes. It enters long when price is above the upper Keltner band, above the volatility stop, and WAE indicates strong upward…

FuturesBreakoutTrend followingTechnical indicators
Strategy library

This Bitcoin strategy combines RSI, MACD, and three simple moving averages to seek long entries. Its described setup requires RSI to move back into a specified range, a bullish MACD crossover, and the closing price to be below all three averages. It sets a…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

This Bitcoin trend-following approach uses a fast and a slow moving average to define direction: an upward crossover signals a long entry and a downward crossover signals a short entry. RSI acts as a directional filter, allowing long entries above 50 and…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy combines candlestick engulfing patterns with price crossings of a moving average. It tracks bullish and bearish engulfing formations, then uses the relative timing of price and moving average crossovers to confirm direction. The code supports…

Technical indicatorsTrend followingBreakoutRisk management
Strategy library

This document describes a reversal strategy that combines Bollinger Bands with RSI. The written explanation looks for RSI to leave an extreme zone alongside a price move through a band, then uses the bands as changing exit levels. It explains the indicators…

Technical indicatorsMean reversionRisk managementBacktesting
Strategy library

This document describes a short-entry strategy based on a two-candle bearish Harami. The prior candle must be bullish and exceed a minimum body size; the following candle must be bearish, have a smaller body, and fit within the prior candle's real body. When…

CryptoFuturesTechnical indicatorsMean reversion
Strategy library

The narrative describes a long-only Bollinger Band trend strategy: enter when the close crosses above the upper band and exit when it falls below the lower band. It gives a default 20-period basis, a standard-deviation multiplier of 2, and several selectable…

CryptoFuturesTrend followingBreakout
Strategy library

This document presents a trend-following approach that compares fast and slow RSI readings on a higher timeframe, using lengths of 20 and 50. A cross of their difference above zero signals a long position; a cross below zero signals a short position. The…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document describes a long-only strategy that uses a 12-period RSI and several oversold thresholds for entries. It calls for buying when RSI falls below a threshold while the close is higher than the prior close, with stated buy levels at 20, 18, and 14.…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

The Adaptive Price Zone strategy creates upper and lower bands around a smoothed close. It smooths both closing prices and the high-low range using double exponential moving averages, with a smoothing length derived from the square root of the selected…

Technical indicatorsMean reversionVolatilityFutures
Strategy library

The strategy combines a triple exponential moving average trend measure with a MACD-style filter and moving average crossovers. The described entry requires an upward MACD filter cross while the TEMA measure is rising, followed by a 9-period EMA crossing…

Technical indicatorsTrend followingMomentumRisk management
Strategy library

This strategy builds upper and lower bands by shifting an exponential moving average and scaling it by separate percentage margins. A close below the lower band sets a long position; a close above the upper band sets a short position. A reverse setting swaps…

Technical indicatorsMean reversionTrend followingFutures
Strategy library

This strategy combines a 14-period RSI with 100- and 150-period simple moving averages. It opens a long when the fast SMA crosses above the slow SMA and RSI is above 50; it opens a short on the opposite crossover when RSI is below 50. The same opposing…

FuturesMean reversionTechnical indicatorsRisk management
Strategy library

This long-only strategy uses 8-, 18-, and 50-period exponential moving averages to combine a short-term entry trigger with a broader trend filter. It buys when the closing price crosses above the 8-period EMA while price is above the 50-period EMA. It closes…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy uses a 14-period EMA, a 28-period EMA, and a 56-period SMA to follow trends in either direction. It enters long when the 14-period average crosses above the 56-period average while also exceeding the 28-period average, and short on the opposite…

FuturesTrend followingTechnical indicatorsVolatility