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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 strategy uses Bollinger Bands, built from a moving-average basis and a standard-deviation envelope, to set price-triggered entries and exits. It enters long when the close falls below the lower band and short when the close rises above the upper band.…

FuturesCryptoBreakoutTechnical indicators
Strategy library

This strategy combines a short-period RSI with four EMAs to generate long and short signals. It identifies an uptrend when the 20-, 50-, 100-, and 200-period EMAs are ordered from fastest to slowest, and a downtrend when their order is reversed. Entry…

FuturesCryptoTrend followingMomentum
Strategy library

This breakout strategy uses a 55-period simple moving average as the Bollinger Band center and places the upper and lower bands one standard deviation from it. A close above the upper band produces a long signal, while a close below the lower band produces a…

CryptoFuturesBreakoutTrend following
Strategy library

This trend-following strategy uses a fast and slow simple moving average crossover to signal possible changes in direction. A bullish crossover is accepted when RSI is below its overbought threshold, while a bearish crossover requires RSI to be above its…

CryptoFuturesTrend followingMomentum
Strategy library

This BTC futures strategy combines a moving average, Bollinger Bands, and a percentage deviation threshold. It tracks when price has moved sufficiently far from the average, then resets that state once price returns inside the bands. Its stated entry rules…

CryptoFuturesMean reversionTechnical indicators
Strategy library

The document describes a Fish Net trend strategy built around a price “center of gravity” indicator. Its calculation weights recent price data more heavily than older observations, then smooths and transforms the result. The modified approach uses threshold…

Trend followingTechnical indicatorsRisk managementBacktesting
Strategy library

This document describes a threshold strategy built around the change in closing price from a selected number of bars earlier. The change can be displayed as a raw price difference or a percentage, and a histogram colors bars to show direction. When the…

FuturesCryptoMomentumTrend following
Strategy library

The TAM strategy uses separate pairs of RSI calculations for entering and closing long positions. A buy signal occurs when either the fast or slower entry RSI crosses above 50, provided both entry RSIs are above that threshold. A close signal occurs when…

Technical indicatorsMean reversionFuturesBacktesting
Strategy library

This short-term long strategy uses a five-period RSI to seek rebounds after weakness. The stated entry is an RSI rise above 60, with the source code further requiring the prior RSI reading to be below 50. A position is closed when RSI falls below its value…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This strategy combines Heikin Ashi prices with ATR-based SuperTrend bands and additional trend and pullback conditions. Long entries require a bullish Heikin Ashi candle, a pullback interaction with a moving average, a move above the SuperTrend level, and…

Trend followingTechnical indicatorsFuturesBacktesting
Strategy library

This document explains a breakout strategy based on price ranges, drawing on Nicolas Darvas’s box theory. A box is defined by a recent upper resistance level and lower support level. A close above the upper boundary is treated as a possible move into a…

FuturesBreakoutTrend followingTechnical indicators
Strategy library

This strategy combines a short-period RSI, the change in RSI, and a price rate-of-change measure into a composite signal. The description says to average the three components, enter long when the composite crosses above 40, and exit when it crosses below 70.…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy combines Ichimoku levels, MACD, a stochastic oscillator, and a moving average to identify directional entries. A long signal requires the stochastic K line to cross above 20 while MACD is positive and price is above the moving average and both…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy enters long when a fast simple moving average crosses above a slower one. After entry, it sets a take-profit threshold relative to the entry price and closes a configured portion of the position when price reaches it; the example setting is…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This document presents a crossover strategy that uses very short moving averages to identify changes in direction and a much longer weighted moving average as a filter. The written description specifies a 2-day and 3-day crossover, filtered by a 420-day…

FuturesTrend followingTechnical indicatorsBacktesting
Strategy library

The document outlines a two-sided strategy combining Williams-style high and low fractals, three exponential moving averages, and RSI. It describes using EMA lengths of 20, 50, and 100 to frame price movement, with fractal turning points and RSI extremes…

FuturesTechnical indicatorsTrend followingRisk management
Strategy library

This strategy uses an EMA20 and EMA50 crossover to signal a change in direction. It sets four take-profit levels from the signal candle’s high-low range, using progressively larger multiples, and describes a fixed 3% stop. Chart background colors indicate…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This document describes a trend-following system that tracks whether the close has broken the previous candle’s high or low. A change in that state creates a bullish or bearish reversal signal. An optional EMA200 filter allows long entries above the average…

FuturesTrend followingBreakoutRisk management
Strategy library

This long-only strategy uses a long-term EMA as a trend filter and places a limit buy order at a shorter EMA when price is above that filter. Its stated design aims to enter on pullbacks while trading in the direction of the broader trend. The accompanying…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This Bitcoin strategy combines Relative Vigor Index crossovers with a dual-EMA trend filter. A crossover above the RVI signal line can trigger a long when price and the faster EMA indicate an uptrend; a crossover below can trigger a short when price and the…

CryptoFuturesMomentumTechnical indicators
Strategy library

This strategy pairs RSI threshold signals with an ADX filter and optional swing-based exits. Its description proposes buying when RSI is oversold and selling when it is overbought, provided ADX indicates a strong trend. The source code differs: it creates…

CryptoFuturesTechnical indicatorsTrend following
Strategy library

This strategy combines as many as five separately configured RSI series. Each has its own period and threshold. When an enabled RSI falls below its threshold, the strategy can enter long; it records the highest-period active trigger as the signal strength…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy calculates relative strength as the current close divided by the highest high over a lookback, then applies MACD to that series. A positive MACD histogram opens a long position; a negative histogram closes it. The described approach focuses on…

CryptoFuturesMomentumTechnical indicators