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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

16,761 documents

TradingView scripts

This strategy uses a session VWAP as a dynamic reference for momentum trades during a configurable evening session in UTC+5. A long setup requires two consecutive bullish candles, the current low above VWAP, rising volume relative to the previous candle, and…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy identifies a reversal sequence around a designated main candle. For a long setup, the main candle is bearish and is followed by a configurable run of bullish candles; each must remain above the main candle’s low, and their closes must rise in…

MomentumTechnical indicatorsRisk managementBacktesting
TradingView scripts

This Pine strategy template supplies the execution and risk-management framework for a separately defined trading signal. It accepts an external indicator source, interpreting values as long or short entries and optionally as custom exits. Inputs govern…

BacktestingRisk managementPosition sizingExecution
TradingView scripts

The strategy treats Delta-RSI as a smoothed estimate of the time derivative of RSI. It fits a polynomial to a rolling RSI sample using a least-squares procedure, then evaluates the fitted curve’s derivative at the latest point. An exponential moving average…

Technical indicatorsMomentumStatisticsBacktesting
TradingView scripts

This strategy combines a McGinley dynamic curve, a T3 smoothing curve, or their average as a signal basis. It builds a trail around that basis using an ATR distance, then identifies directional signals when the trail crosses its value from two bars earlier.…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This strategy uses a simple moving average of closing prices to define crossover entries: a move above the average triggers a long signal, and a move below triggers a short signal. Its configurable average length controls the lookback. Users can allow both…

Technical indicatorsTrend followingPosition sizingBacktesting
TradingView scripts

TrendPulse is an equity-oriented strategy framework that combines moving-average direction, an EMA basis, VWAP context, and ATR channels. Its regime model uses a choppiness measure, normalized basis slope, persistence above or below the basis, and ATR…

EquitiesTrend followingBreakoutTechnical indicators
TradingView scripts

This strategy trades SPY long when its 50-day EMA is above its 200-day EMA following a bullish crossover. Entry is allowed for a limited period after that cross, and requires the moving averages to be separated by a minimum amount and the slow EMA to meet a…

EquitiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy combines trend, price-location, and momentum filters to generate long and short entries. For a long setup, the shorter exponential averages must be above one another and the longer averages must show the same bullish ordering; Bollinger %B must…

Technical indicatorsTrend followingMomentumVolatility
TradingView scripts

This swing strategy treats a small-body candle relative to its high-low range as a doji setup. It places opposing stop orders around the doji or, under a condition involving the prior candle, uses the prior bar’s extremes to define entry levels. The first…

Technical indicatorsBreakoutPosition sizingRisk management
TradingView scripts

This strategy looks for a session gap that meets a configurable percentage threshold, then enters when price crosses the previous session's close and finishes the bar back on the original gap side. After a gap up, a bar that trades below the prior close but…

Mean reversionBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy treats some RSI threshold reversals as failed signals. A long setup occurs when RSI was above the overbought level three bars earlier, has fallen below it, and price is still rising; the short setup applies the inverse logic around the oversold…

MomentumTechnical indicatorsRisk managementBacktesting
TradingView scripts

The strategy enters long when a 14-period simple moving average crosses above a 28-period simple moving average, and enters short when it crosses below. The script also plots high and low series requested from daily, hourly, 30-minute, and 15-minute…

Technical indicatorsTrend followingBacktesting
TradingView scripts

This TradingView strategy script packages a broad set of ICT-style chart concepts and configurable trading models. Its inputs cover market structure shifts and breaks, order, breaker, and rejection blocks, fair value gaps, liquidity sweeps, equal and…

Technical indicatorsMarket microstructureBacktestingRisk management
TradingView scripts

This strategy combines three configurable setup families: pullbacks into fair value gaps, volume-exhaustion reversals, and breakouts of prior swing levels followed by retests. Its filters use an EMA trend, higher-timeframe direction, ADX, EMA slope,…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This long-only strategy for LTC against USDT arms an entry when a 14-period RSI on a four-hour timeframe falls below 29 and the chart close is under a configurable price ceiling, set to $61 by default. After the base order, it can add four averaging orders…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This strategy uses separate nine-period exponential moving averages of bar highs and lows as a price channel. It enters long when the close is above the high-based average and short when the close is below the low-based average. A qualifying signal can close…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy uses a 50-period and a 200-period exponential moving average to define directional signals. A bullish cross occurs when the faster average moves above the slower one, and a bearish cross occurs when it moves below. Traders can configure the…

Trend followingTechnical indicatorsEquitiesBacktesting
TradingView scripts

This script demonstrates a way to display a strategy’s weekly equity returns in a chart table. It tracks changes in strategy equity, compounds the bar-level returns within each week, and stores completed weekly values over a user-selected date range. The…

StatisticsBacktestingTechnical indicatorsPortfolio construction
TradingView scripts

This US30 strategy combines two signal systems. The first looks for a Stochastic RSI crossover from an oversold or overbought area, filtered by the relative order of the fast and medium EMAs. The second requires aligned fast, medium, and slow EMAs alongside…

US marketsTechnical indicatorsMomentumRisk management
TradingView scripts

The strategy combines market-structure signals, fair value gaps, momentum, volume, higher-timeframe direction, and session conditions to decide whether to trade long or short. It detects swing pivots and breaks or changes in structure, while configurable…

Technical indicatorsMomentumRisk managementBacktesting
TradingView scripts

This strategy identifies Williams-style upper and lower fractals from a configurable period window, with additional conditions for tied highs or lows. It tracks selected prior fractal-derived levels and plots them as reference lines. A long setup occurs when…

Technical indicatorsBreakoutBacktesting
TradingView scripts

GAVAD measures each bar's close-to-close percentage change, scales it by a configurable multiplier, and compares the result with a signal threshold. When the scaled change meets or exceeds the threshold on two consecutive bars, the script triggers a short…

Mean reversionTechnical indicatorsRisk managementBacktesting
TradingView scripts

This Bitcoin-focused system combines a modified MACD-style signal, a long-period RSI filter, and a price midpoint calculated from the recent high and low range. It uses the difference between 15- and 30-period EMAs, smoothed by a 9-period EMA; long and short…

CryptoTechnical indicatorsMomentumPosition sizing