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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

16,761 documents

TradingView scripts

This intraday strategy looks for price to cross daily VWAP, revisit that level within a configurable bar window, then close back on the breakout side with a candle in the same direction. It can trade long setups by default and optionally enable mirrored…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy identifies unusually wide candles by comparing each bar's full high-to-low range with an average over a configurable lookback period. It also requires the candle body to exceed a configurable share of that range, filtering out small-bodied…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This indicator implements a small online neural network that produces long-or-cash signals from six daily market features. The features describe relative moving-average level, RSI-based slope, distance from a regression mean, directional efficiency,…

Machine learningTechnical indicatorsStatisticsBacktesting
TradingView scripts

This Nifty futures strategy records the close of the 9:15 a.m. India-time candle on Tuesdays and Wednesdays. On Wednesday, it compares that candle’s close with a stored reference: the prior week’s Wednesday price when available, otherwise the prior week’s…

FuturesTechnical indicatorsBacktestingRisk management
TradingView scripts

This strategy estimates price-zone friction by counting how often the current close fell within prior bars' high-low ranges, with more recent observations weighted more heavily. It compares that measure with rolling high and low friction values. A reading…

CryptoTechnical indicatorsBreakoutBacktesting
TradingView scripts

The strategy describes a reversal scalp built around divergence and convergence between a 9-period EMA and session VWAP. For a long setup, price first establishes a low of day and turns upward; the EMA then rises to cross VWAP while VWAP remains flat or…

FuturesEquitiesMean reversionTechnical indicators
TradingView scripts

This long-only strategy combines trend, momentum, strength, and volume conditions for entries. It requires the 50-period EMA to be above the 200-period EMA, price to be above both averages, RSI to be rising and between its configured threshold and ceiling,…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This symmetrical EUR/USD strategy uses separate smoothed RSI signals for long and short entries. For longs, it calculates a 10-period RSI and smooths it with a 20-period exponential moving average; a cross above 50 triggers an entry. For shorts, it uses a…

ForexMomentumTechnical indicatorsBacktesting
TradingView scripts

This TradingView strategy detects double-top and double-bottom patterns from pivot points. A configurable pivot lookback determines significant highs and lows, while a tolerance setting allows the pattern’s key points to differ in height by a chosen share of…

Technical indicatorsBreakoutBacktestingRisk management
TradingView scripts

This intraday strategy enters when price has moved a configurable ATR-scaled distance from session VWAP and current volume is below its recent moving average. It buys below the lower threshold and sells short above the upper threshold, provided the signal…

Mean reversionTechnical indicatorsVolatilityBacktesting
TradingView scripts

This long-only strategy detects a bullish engulfing pattern after a downtrend condition. The current candle must have a larger-than-average bullish body, while the prior candle has a smaller bearish body; their bodies must overlap in the specified engulfing…

Technical indicatorsMomentumPosition sizingBacktesting
TradingView scripts

This automated strategy looks for bearish shooting-star candles during a configurable weekday session. A signal requires the bar to make a higher high than the prior bar and close, along with its open, in the lower portion of its range. Optional filters…

ForexTechnical indicatorsPosition sizingBacktesting
TradingView scripts

This indicator scans a broad set of bullish and bearish candlestick formations and summarizes their backtested returns in a table. Users can choose which patterns and directions to include, optionally filter trend with a simple moving average, set a starting…

BacktestingTechnical indicatorsEquitiesRisk management
TradingView scripts

This indicator generates forward price paths by repeatedly sampling from a recent history of logarithmic returns. For each simulated step, it adds an estimated drift adjustment based on the average and variance of those returns, then compounds the result…

StatisticsBacktestingVolatility
TradingView scripts

This strategy combines a volatility regime classifier, swing structure, momentum pressure, and liquidity context to decide when to trade. It labels conditions as accumulation, expansion, or exhaustion using ATR relative to its baseline, balance width, and…

BreakoutVolatilityMomentumTechnical indicators
TradingView scripts

This strategy combines a long-term EMA filter with MACD crossovers and pivot-based support and resistance. A long signal requires a bullish MACD crossover while MACD is below zero and price is above the EMA; a short signal uses the opposite crossover and…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy identifies bullish and bearish engulfing candles and morning and evening stars using configurable body-size, engulfment, and penetration rules. It arms a trade when price breaks the relevant pattern extreme: the high for bullish setups or the…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This range-reversal strategy first identifies a relatively flat Bollinger Band basis by comparing it with its value over a lookback period, using ATR to scale the allowed change. While the basis remains flat, a touch of the lower or upper band starts a…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy applies a time-window approach to Nasdaq trading, allowing entries during the 10:00–11:00 a.m. New York session window. It counts consecutive bullish or bearish candles and enters after the configured count is reached, provided price is on the…

FuturesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy looks for a wick imbalance in the previous candle, requiring its combined upper and lower wicks to exceed the prior ATR and its real body to meet a minimum ATR-based size. A dominant upper wick produces a long signal, while a dominant lower…

Technical indicatorsVolatilityRisk managementExecution
TradingView scripts

This strategy combines pivot-based market structure with moving-average alignment and hourly momentum indicators to generate directional trade setups. It identifies swing highs and lows using configurable bars on each side, classifies higher highs, lower…

CryptoTechnical indicatorsTrend followingRisk management
TradingView scripts

This is a simple long-only moving-average crossover strategy intended for daily charts. It calculates short and long simple moving averages from closing prices, using four and thirty bars respectively. A bullish crossover opens a long position if the…

Technical indicatorsTrend followingEquitiesBacktesting
TradingView scripts

This strategy calculates a Fibonacci retracement level from the highest high and lowest low over a configurable lookback. It enters long when the closing price crosses below the long retracement level, or short when it crosses above the short level. Optional…

Technical indicatorsTrend followingRisk managementBacktesting
TradingView scripts

This simple strategy counts consecutive closes that rise or fall. Reaching the configured count submits a long or short strategy entry, respectively, and sends an alert at bar close. The accompanying explanation describes forwarding those alerts through a…

ForexTechnical indicatorsMomentumExecution