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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

9,797 documents

Strategy library

This strategy identifies local price turns by comparing the highs and lows of three consecutive candles. It places a long trigger above the latest bottom fractal and a short trigger below the latest top fractal, then sets a take-profit target the same fixed…

FuturesCryptoTrend followingBreakout
Strategy library

This strategy uses Bitcoin’s daily network hash rate rather than price to generate directional signals. It smooths the series with a shorter and a longer moving average; a cross above the longer average signals a long position, while a cross below signals a…

CryptoFuturesTrend followingOn-chain data
Strategy library

This strategy tracks whether a selected moving average rises or falls from one bar to the next and counts consecutive bars in each direction. Once the count reaches a user-defined threshold, it enters long after a run of rising values or short after a run of…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This strategy combines three SuperTrend calculations with different ATR settings and a Stoch RSI filter. The two faster SuperTrend signals establish a candidate direction; a confirming Stoch RSI signal is then used to trigger a long or short trade. The…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This trend-following method builds two band systems from moving averages of rolling highs and lows. A close above the upper high-based average opens a long position, while a drop below its ATR-offset lower band closes it. On the short side, a close below the…

FuturesCryptoTrend followingBreakout
Strategy library

This strategy smooths price with a Nadaraya-Watson estimate and forms an envelope around it. It identifies upward or downward crossings of the bands, then requires directional confirmation from the DMI components and a sufficiently strong ADX reading. RSI…

FuturesCryptoBreakoutMomentum
Strategy library

This strategy applies RSI to a linear-regression-transformed price series, then compares the result with an EMA. The stated defaults use a 200-period regression, a 21-period RSI, and a 50-period EMA. One entry option buys when RSI crosses above its EMA;…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This BTC futures strategy combines Fibonacci levels, a moving-average trend filter, and a volume threshold. It calculates retracement levels from a rolling price range and looks for long entries near the 0.382 level when price is above the trend filter, or…

FuturesCryptoTrend followingTechnical indicators
Strategy library

The strategy aims to trade breakouts near the London session open using a fast moving average and a slow trend filter. A move through the fast average can trigger a long or short entry, provided the previous close is on the matching side of the slow average.…

ForexBreakoutTechnical indicatorsFutures
Strategy library

This document describes a trend strategy built around Supertrend, a long-period Double Exponential Moving Average, and Bollinger Bands. The intended method uses Supertrend direction changes for entries, with DEMA as a longer-term trend reference and band…

Technical indicatorsTrend followingFuturesCrypto
Strategy library

The strategy combines a 200-period EMA trend check with the prior close, rising volume, RSI direction, and MACD alignment. A long setup requires the main conditions to align, while separate price-distance-from-EMA and Bollinger Band conditions can…

Technical indicatorsTrend followingMomentumFutures
Strategy library

This strategy uses Parabolic SAR alongside price movement to flag possible reversals. Its stated rules look for bullish divergence when price weakens while SAR does not make a corresponding low, and bearish divergence when price rises without a matching SAR…

Technical indicatorsTrend followingFuturesCrypto
Strategy library

This document presents a trading system based on the Know Sure Thing (KST) momentum oscillator. It calculates four rates of change over different lookback periods, smooths them with moving averages, then combines them using progressively larger weights for…

FuturesMomentumTechnical indicatorsBacktesting
Strategy library

This strategy uses Bollinger Bands as a channel for trading potential trend changes. It calculates a simple moving average as the middle band and places upper and lower bands at a multiple of the rolling standard deviation. The described settings use a…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy uses 10-period and 25-period simple moving averages to signal long entries when the fast average crosses above the slow one and short entries on a downward cross. It restricts entries to 08:30–15:00, closes positions at 15:00, and specifies…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This basic trend-following system compares a 9-period EMA with a 20-period EMA. It enters long when the faster average crosses above the slower one and enters short when it crosses below. Because an EMA weights recent prices more heavily than older prices,…

FuturesCryptoTrend followingMomentum
Strategy library

This strategy uses the Volume Flow Indicator (VFI), which combines price movement and volume, with exponential moving averages to filter long entries. The coded entry occurs when VFI crosses above a configurable buy line while the 50-period EMA is at or…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines RSI thresholds with price bands derived from a rolling volume-weighted average and standard deviation. It looks for long entries when price moves below the lower outer band and RSI turns up through its oversold threshold; short entries…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This strategy uses simple moving averages to seek pullback entries during an established uptrend. It treats the 20-day SMA above the 60-day SMA as an uptrend filter, then enters long when the 5-day SMA crosses back above the 20-day SMA. An exit is signaled…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy uses an EMA as a directional filter and MACD crossovers as entry triggers. Longs require price to remain above the EMA while MACD crosses upward below its zero line; shorts require price below the EMA while MACD crosses downward above zero. The…

Trend followingMomentumTechnical indicatorsRisk management
Strategy library

This Pine Script strategy builds a price range from the 08:00–08:15 New York session, locks its high and low, and tracks closes that break outside the range. During the 09:45–11:00 window, it enters when price retests the midpoint in the direction of the…

FuturesBreakoutRisk managementPosition sizing
Strategy library

This strategy combines a three-bar 123 reversal pattern, filtered by a stochastic oscillator, with a money-flow direction signal. The reversal component looks for a change in consecutive closing-price movement alongside oscillator conditions. The money-flow…

Technical indicatorsMean reversionTrend followingFutures
Strategy library

This document outlines a heuristic trading system that combines Stochastic RSI, Money Flow Index, MACD, and Bollinger Bands. It treats those indicators as multiple observations of uncertain market conditions and labels the approach POMDP-inspired. A long…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This indicator plots a linear regression line with upper and lower bands based on the regression residual deviation. It supports a selectable price source, lookback length, offset, smoothing, and optional higher-timeframe data. The line color reflects its…

FuturesTechnical indicatorsBreakoutMean reversion