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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

The strategy uses a short and long simple moving average crossover to enter long or short positions as the perceived trend changes. It pairs this trading rule with a chart panel that summarizes historical expectancy by month and year. The stated calculation…

FuturesTrend followingTechnical indicatorsStatistics
Strategy library

This intraday strategy records the high and low of the first candle at a configured time and treats that range as the day's breakout boundary. It enters long after a close above the high or short after a close below the low. The initial trailing-stop…

BreakoutFuturesTechnical indicatorsRisk management
Strategy library

This document outlines an intraday trend-following approach for Nasdaq 100 micro futures. It uses a fast and slow EMA crossover to signal direction, then checks that price is on the matching side of VWAP before entering. ATR sets different stop distances for…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This strategy combines fast and slow moving-average crossovers with RSI thresholds. The document describes entering in the direction of a crossover when RSI conditions permit, delaying entries when RSI is considered stretched, and closing an open position…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The document presents a moving-average crossover approach using fast and slow averages to identify directional changes. Its explanation associates an upward cross with a long entry and a downward cross with a short entry, and describes take-profit or…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The document describes a trend-following approach built around net volume (NV), which assigns daily volume a positive or negative sign according to the direction of price change and assigns zero when price is unchanged. Its narrative says crossovers between…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

This document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…

Multi-assetFuturesSpot marketsArbitrage
Strategy library

This short-term system looks for breakout conditions in a one-minute MACD histogram, using Bollinger Bands around the histogram as trigger levels. Long entries require the histogram to fall below its lower band, an RSI reading above the stated threshold, and…

CryptoFuturesBreakoutTechnical indicators
Strategy library

This strategy uses fast and slow zero-lag least-squares moving averages (ZLSMA) to describe market direction, then uses MACD behavior to time entries. The accompanying explanation proposes taking trades when the moving-average trend and a MACD crossover…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines the Stochastic Momentum Index (SMI) and the Relative Strength Index (RSI) to generate long and short signals. An oversold SMI or low RSI can support a long entry, while the corresponding overbought conditions support a short. In…

CryptoFuturesTechnical indicatorsBacktesting
Strategy library

This strategy draws on Elder Ray's bull and bear power concept, measuring the day's high and low relative to an exponential moving average used as a value reference. The article describes using these differences to represent buying and selling pressure, then…

CryptoFuturesTechnical indicatorsMomentum
Strategy library

This trend-following approach pairs a short-period EMA with a longer-period EMA and checks the crossover against RSI momentum. An upward crossover generates a long signal only when RSI exceeds a configurable level; a downward crossover generates a short…

CryptoFuturesTrend followingMomentum
Strategy library

This combined strategy requires agreement between a stochastic-based reversal signal and a two-period exponential moving average signal. The reversal component evaluates recent closing-price sequences alongside fast and slow stochastic values relative to a…

CryptoFuturesMean reversionTrend following
Strategy library

This strategy uses a moving-average center line and standard-deviation bands to identify price breakouts. The basis can use several moving-average types, while the band width is set by a standard-deviation multiplier. A close crossing above the upper band…

CryptoFuturesBreakoutVolatility
Strategy library

This strategy uses Average True Range to form adaptive long and short stop lines around the midpoint of each bar. A direction state changes when price crosses the prior opposing stop, providing trend-reversal signals. After entry, the described trailing…

CryptoFuturesTrend followingVolatility
Strategy library

This strategy combines prior-day price levels with moving average signals. It treats a move beyond the previous day's high or low as a breakout, then uses a fast 10-period and slow 30-period moving average crossover to confirm direction. The described…

CryptoFuturesBreakoutTrend following
Strategy library

This strategy applies the Fisher Transform to normalized midpoint prices over a lookback window. It smooths the normalized value, constrains it near its allowable bounds, then transforms it; the direction of change in the resulting indicator determines…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This strategy measures momentum as the difference between the current close and the close 18 periods earlier, then measures the one-period change in that momentum. Positive values for both measures indicate a long bias; negative values for both indicate a…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy combines MACD crossover signals with a 200-day simple moving average as a broad trend filter. It describes buying when the MACD line is above its signal line, remains below zero, and price is above the moving average. It describes short entries…

CryptoFuturesTrend followingMomentum
Strategy library

This strategy uses On-Balance Volume to identify an upward trend, then builds a long position through repeated entries. A signal occurs when OBV, centered by its moving average, crosses above zero while the fast EMA is above the slow EMA. The source allows…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This trend-following strategy applies a Fisher Transform to the midpoint of each bar, normalized over a configurable lookback using recent highs and lows. The calculation is smoothed and bounded before transformation. It opens a long position when the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This Bitcoin futures strategy uses 9-period and 21-period exponential moving averages to signal trend changes. It enters long when the shorter average crosses above the longer one and short on the reverse crossover. The stop is placed at the recent…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This trend-following system uses momentum over a configurable lookback and enters when the previous momentum reading is higher than the two preceding readings, or lower than both for a short signal. Its documented default momentum period is 2. At entry, it…

FuturesTrend followingMomentumRisk management
Strategy library

This strategy defines hammer and shooting star candles using the candle body and wick proportions. A hammer must be bearish, have a lower wick at least 0.9 times its body, an upper wick no more than 0.45 times the body, and a body at least 20% of the full…

FuturesTechnical indicatorsMean reversionRisk management