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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 combines a pivot level derived from the prior period’s high, low, and close with two momentum measures: Rate of Change (ROC) and Stochastic RSI. A long signal requires price above the pivot, a bullish Stochastic RSI K/D crossover, and positive…

FuturesCryptoTrend followingMomentum
Strategy library

This document describes a short-term directional strategy built around an SSL channel. It calculates channel levels from simple moving averages of highs and lows, then uses channel behavior to signal long or short trades. The written overview presents…

FuturesCryptoMomentumBreakout
Strategy library

This note describes a trend-following approach built around a short simple moving average and a longer one set to twice its period. A bullish crossover signals a long entry, while a bearish crossover signals a short entry. The described entries use market…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The strategy compares positive and negative directional indicators on a chart timeframe and a larger timeframe. Agreement between the two is treated as a directional trend signal: positive DI dominance indicates a long bias, while negative DI dominance is…

Trend followingTechnical indicatorsFuturesRisk management
Strategy library

This trend-following method fits a linear regression to a rolling window of prices and measures the fitted slope relative to the standard deviation of deviations from the fit. The resulting trend-confidence measure is compared with separate entry and exit…

Trend followingStatisticsRisk managementBacktesting
Strategy library

This strategy combines a short-term reversal pattern with a stochastic oscillator and a CMO disparity signal. The described pattern looks for a change in the direction of recent closes; the oscillator compares its fast and slow readings against a threshold,…

Mean reversionTechnical indicatorsMomentumBacktesting
Strategy library

The strategy looks for a down gap followed by an up day: the current bar opens below the previous close and closes above its open. It enters long after that pattern, with the described entry occurring on the next session’s open or close. A trailing stop is…

Mean reversionTechnical indicatorsRisk managementBacktesting
Strategy library

This strategy uses a TD Sequential style count to identify potential reversals after a sequence of price comparisons. A completed downward sequence can mark a possible long signal, while an upward sequence can mark a possible short signal. The source code…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy combines a short and long exponential moving average with engulfing candlestick patterns. A bullish bias requires price above the short EMA and the short EMA above the long EMA. A bullish engulfing bar accompanied by volume greater than the…

CryptoFuturesTrend followingBreakout
Strategy library

This script describes a moving-average breakout approach using a configurable 200-period EMA, SMA, or HMA, with a 15-minute EMA as a higher-timeframe filter. Inputs allow adaptive filters, distance limits from the averages, and a slope filter. The visible…

CryptoFuturesBreakoutTrend following
Strategy library

This short-term strategy uses a long-term exponential moving average to set directional bias, then looks for a cross of the 20-period average confirmed by RSI. It enters long when price is above the 200-period average, crosses above the 20-period average,…

FuturesCommoditiesMomentumTechnical indicators
Strategy library

This strategy combines a custom G-Channel with RSI and MACD. The channel is recursively updated from the selected price source to form an average and a bullish or bearish state. Entries require agreement between that state, an RSI extreme, and MACD histogram…

FuturesTrend followingTechnical indicatorsMomentum
Strategy library

This daily momentum setup uses consecutive closes relative to a five-period simple moving average to identify an extended run. After at least eight closes above the average, it waits for a close back below it to enter long; after a similarly extended run…

MomentumMean reversionTechnical indicatorsFutures
Strategy library

This trend-following method compares a fast EMA with a slow EMA. A crossover above the slower average opens a long position, and a cross below it closes that position. The example uses configurable periods, with defaults of nine and twenty-one bars, and…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

This hybrid strategy combines RSI, MACD, Bollinger Bands, moving-average trend checks, volume spikes, and rolling liquidity-zone boundaries. It defines three alternative long setups: an oversold reading below the lower band, positive MACD momentum with an…

FuturesTechnical indicatorsMomentumBreakout
Strategy library

This document describes a channel-based swing strategy intended for four-hour charts. It calculates rolling highs and lows over a configurable lookback, then derives adjusted channel limits. Long and short entries use price crossings of those limits, while…

FuturesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy uses the WaveTrend oscillator to generate entries and exits, with optional direction filtering from an EMA calculated on a selected timeframe. Long entries follow a WT1 crossover above WT2 near the oversold region, and exits follow a bearish…

Technical indicatorsTrend followingRisk managementFutures
Strategy library

The document presents a long-oriented strategy built around MACD, RSI, and an EMA. Its narrative describes entering on a MACD golden cross when weekly RSI is above a threshold and price is above an EMA, then exiting when price falls below the EMA or MACD…

FuturesTechnical indicatorsTrend followingMomentum
Strategy library

This strategy calculates fast and slow Elder’s Force Index series using exponential averages of price change multiplied by volume, with periods of 13 and 50. Each series is standardized against its own recent average and standard deviation. A long signal…

FuturesCryptoMomentumStatistics
Strategy library

This strategy builds price bands around a simple moving average using ATR multiplied by configurable Fibonacci ratios. It plots three upper and three lower levels, with a 20-period lookback and default ratios of 1.618, 2.618, and 4.236. The source enters…

FuturesCryptoTechnical indicatorsVolatility
Strategy library

The document presents a short-term reversal idea based on candlestick body size and range, with RSI thresholds intended to identify overbought or oversold conditions. Its written explanation describes looking for candles with a wick share below 20% and…

CryptoFuturesMean reversionMomentum
Strategy library

This strategy uses a 50-period exponential moving average and a 200-period simple moving average to generate directional signals. A cross above the slower average opens a long position, while a cross below it opens a short position. It also closes an…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines the Volume Flow Indicator (VFI), the relative difference between 20- and 50-period EMAs, and 20-period Bollinger Bands set at 1.5 standard deviations. The described long entry follows an upper-band break when VFI and the EMA difference…

FuturesCryptoBreakoutTrend following
Strategy library

This strategy uses crossovers between fast and slow RSI series to seek potential reversals. The stated configuration uses a 9-period fast RSI, a 64-period slow RSI, and a 3-period moving average of the fast RSI. A long or short signal requires the fast RSI…

FuturesCryptoMean reversionMomentum