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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 trend-following framework uses 144- and 169-period exponential moving averages as a long-term tunnel, with a 12-period EMA and price position as entry confirmation. Long setups require price and the fast EMA above both tunnel averages while the averages…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines Bollinger Bands, RSI, and MACD to seek reversal entries. It enters long when price is below the lower band, RSI is below 30, and the MACD line is below its signal line; it enters short when price is above the upper band, RSI is above…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This long-only trend system combines a historical price breakout with a moving average filter. It enters when price reaches a 55-day high and closes above a 200-day moving average, then exits when price reaches a 20-day low. The moving average can be…

FuturesCryptoTrend followingBreakout
Strategy library

This strategy tracks the account’s drawdown from a recent rising-price reference and opens a long position when the drawdown falls below a chosen threshold. It closes the position when the next day’s close is above the prior day’s close, then recalculates…

CryptoFuturesMean reversionRisk management
Strategy library

This strategy seeks reversals when price moves beyond a Bollinger Band while RSI indicates an extreme reading. A close below the lower band with RSI below the oversold threshold triggers a long; a close above the upper band with RSI above the overbought…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This indicator and strategy combines a smoothed, volatility-scaled price oscillator with dynamic support and resistance zones calculated from the Commodity Channel Index. The oscillator begins with a weighted price derived from the high, low, and close, then…

Technical indicatorsMean reversionBacktestingFutures
Strategy library

This strategy combines multi-timeframe exponential moving averages with MACD divergence to trade in both directions. A faster EMA on a shorter timeframe relative to a slower EMA on a longer timeframe sets the directional filter. The method then looks for…

FuturesCryptoTrend followingMean reversion
Strategy library

This strategy turns a set of candlestick formations into directional trade signals. The listed patterns include engulfing, harami, piercing line and dark cloud cover, morning and evening stars, three white soldiers and three black crows, and several others.…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This strategy uses a 9-period exponential moving average as a directional reference. It signals a long when a bar opens below the EMA and closes above it, and a short when a bar opens above and closes below. The described exit levels are near the previous…

FuturesCryptoTrend followingBreakout
Strategy library

This trend-following method combines volume-weighted average price with MACD crossovers. A long entry occurs when MACD crosses above its signal line while price is above VWAP; a short entry requires a downward crossover while price is below VWAP. Positions…

Technical indicatorsMomentumFuturesCrypto
Strategy library

This strategy combines a modified moving average signal with an SSL channel built from moving averages of highs and lows. Its entry logic is long-only: a change in the channel’s trend state must coincide with an upward change in the smoothed candle color,…

Technical indicatorsTrend followingFuturesCrypto
Strategy library

This short-term trading system combines a three-period simple moving average crossover with a ten-period exponential moving average, MACD confirmation, candle direction, and a restricted trading window. Long entries require the short average to cross above…

Technical indicatorsMomentumForexFutures
Strategy library

This strategy combines order block patterns with fair value gaps to generate directional signals during New York trading hours. A bullish setup looks for two bearish candles followed by rising closes, while a bearish setup looks for the reverse. It also…

Technical indicatorsFuturesCryptoRisk management
Strategy library

This strategy uses a fast and slow exponential moving average to signal trend changes. A bullish crossover opens a long position, while a bearish crossover opens a short position, closing an opposing position first. The stated periods are 12 for the fast…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses ATR-based Supertrend bands to define direction and manage exits. Its trend state changes when price crosses the prior bar’s relevant band, and the active Supertrend line serves as a stop level. The system places stop entries around that…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This short-term strategy uses Ichimoku components to align momentum and trend direction. A long entry requires the conversion line to cross above the base line while price is above both cloud boundaries; short entries reverse those conditions. Positions…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy combines Smart Money Concepts across daily, weekly, and monthly horizons. It uses market structure breaks, order blocks, fair value gaps, liquidity sweeps, trend alignment, and premium or discount zones to score potential entries. Higher…

FuturesCryptoTechnical indicatorsTrend following
Strategy library

This trend-following system combines four EMAs with MACD, RSI, volume, and recent price extremes. It identifies bullish or bearish conditions when the 5-, 14-, 34-, and 55-period EMAs align in order, then requires price to be on the matching side of the…

Trend followingMomentumTechnical indicatorsFutures
Strategy library

This strategy combines a fast and slow EMA crossover with a longer EMA trend filter. A long entry requires the fast EMA to cross above the slow EMA, price to be above the trend filter, RSI to exceed its threshold, and MACD to be above its signal line. The…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This document describes an Optimized Trend Tracker built around a selectable moving-average calculation and percentage-offset stop lines. Options include SMA, EMA, WMA, TMA, variable and Wilder-style averages, ZLEMA, and a time-series forecast. The tracker…

CryptoFuturesTrend followingBreakout
Strategy library

This strategy combines Bollinger Bands with candle-body, candle-color, and RSI filters to screen trend trades. Its bands use a moving-average basis with standard-deviation offsets. A long signal is described when price rises through the lower band with a…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy uses two exponential moving averages to follow price trends. A fast EMA crossing above a slow EMA opens a long position, while a cross below closes it. The explanation highlights EMA's greater weighting of recent prices, which makes it respond…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy generates signals when a short moving average crosses a longer one: an upward cross signals a buy, while a downward cross signals a sell. Users can choose SMA, EMA, WMA, or VWMA independently for the two averages, set their lookback lengths,…

Technical indicatorsTrend followingFuturesBacktesting
Strategy library

This strategy uses a 14-period volume-weighted average price as a reference for short-term directional trades. It enters long when the closing price crosses above VWAP and short when it crosses below. A position is closed when price reaches a target 3% above…

Technical indicatorsTrend followingRisk managementFutures