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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 trend-following method combines Heikin Ashi candle direction, fast and slow EMAs, and a higher-timeframe Heikin Ashi check. A long setup requires bullish Heikin Ashi conditions and the fast EMA above the slow EMA, with the higher timeframe also bullish;…

FuturesCryptoTrend followingMomentum
Strategy library

This strategy looks for volatility expansion by comparing wide and narrow Bollinger Bands. A signal is considered when the wider band encloses the narrower one, with the condition allowed to remain valid for a short lookback window. Price crossing the narrow…

FuturesCryptoTrend followingBreakout
Strategy library

This trend-following strategy compares a fast EMA with a slow EMA, using a crossover above the slow line as a long signal and a crossover below it as a short signal. The stated defaults are 21 and 55 periods. The source also includes optional ATR-based…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This strategy combines an EMA 45, SMA 90, and SMA 180 alignment with a Trend Magic indicator built from CCI and ATR. A long setup requires bullish moving average order and a change in the indicator to bullish; a short setup uses the reverse conditions. The…

Trend followingTechnical indicatorsRisk managementFutures
Strategy library

This trend-following method combines a simple moving average (SMA), the Average Directional Index (ADX), and a candlestick condition called a “glory hole.” It enters long when the candle is bullish, price is above the SMA, and ADX exceeds a threshold; it…

FuturesCryptoTrend followingBreakout
Strategy library

This SuperTrend indicator builds trailing upper and lower bands around a selected price source using ATR and a multiplier. The default configuration uses a 10-period ATR and a multiplier of 3, with the source set to the midpoint of each bar’s high and low.…

Technical indicatorsTrend followingVolatilityFutures
Strategy library

This strategy combines two-candle bullish or bearish engulfing patterns with rolling price extremes and ATR-based exits. It defines support as the lowest low and resistance as the highest high over a lookback period, stated as 50 bars by default. A bullish…

FuturesCryptoMean reversionTechnical indicators
Strategy library

This strategy uses a fast and slow simple moving average to identify possible trend changes. With the stated defaults, the averages use 9 and 21 periods: a fast-average cross above the slow average signals a buy, while a cross below signals a sell. The…

FuturesCryptoTrend followingTechnical indicators
Strategy library

This document describes a long and short strategy that combines moving average, MACD, RSI, Bollinger Band, and Fibonacci signals. The code also calculates EMA relationships and rolling Fibonacci levels. Entries can be triggered by any of several conditions,…

FuturesCryptoMomentumTechnical indicators
Strategy library

This strategy uses a smoothed Stochastic oscillator to generate long and short signals. A long signal occurs when %K crosses above %D while %K is below the oversold threshold; a short signal occurs when %K crosses below %D while %K is above the overbought…

CryptoFuturesMomentumTechnical indicators
Strategy library

This swing strategy enters long when price is above a 50-period simple moving average and breaks above the prior 20-period high. It uses a 14-period ATR to scale risk: the initial stop is one ATR below entry, and the first profit target is two ATR above…

FuturesBreakoutTrend followingVolatility
Strategy library

This strategy trades a three-contract spread across a perpetual, current-quarter, and next-quarter Binance coin-margined futures contract. It defines the butterfly spread as next-quarter plus perpetual minus twice the current-quarter price. Long exposure to…

CryptoFuturesArbitrageGrid trading
Strategy library

This strategy compares the slopes of a configurable moving average and a momentum indicator. In ordinary conditions, a long signal occurs when both smoothed slopes exceed an upper threshold, while a short signal occurs when both fall below a lower threshold.…

Technical indicatorsMomentumTrend followingVolatility
Strategy library

This strategy combines four exponential moving averages with an Ease of Movement (EOM) volume measure to identify long trends. The averages use periods of 13, 21, 50, and 180, while EOM above zero confirms bullish conditions and EOM below zero confirms…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This document describes a multi-indicator approach using three simple moving averages (SMAs), three Arnaud Legoux moving averages (ALMAs), and the Relative Strength Index (RSI). The written trading logic centers on short-term SMA crosses above or below a…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The strategy looks for a bullish harami, where a small bullish candle’s body falls within the body of a preceding larger bearish candle. A qualifying pattern triggers a long entry, with take profit and stop loss exits. The document supplies example pip…

Technical indicatorsMean reversionRisk managementBacktesting
Strategy library

This strategy uses a 50-period exponential moving average (EMA) to define directional entries: go long when the close crosses above the EMA and short when it crosses below. The source records the high of a long signal bar and the low of a short signal bar.…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This indicator strategy pairs an Ichimoku-derived oscillator (IO) with the Stochastic Momentum Index (SMI). The IO calculation combines price averages over several periods, while the SMI compares the close with the recent high-low range and smooths the…

CryptoFuturesTrend followingMomentum
Strategy library

This short-term trend-following method enters long when the 9-day exponential moving average (EMA) crosses above the 20-day EMA and short when it crosses below. The described chart also displays a 200-day EMA, VWAP, crossover markers, and candle colors…

CryptoFuturesTrend followingTechnical indicators
Strategy library

The document outlines a trend-following method that pairs a modified Hull Moving Average with Ichimoku components. A long entry is triggered when the Hull average crosses above the Kijun line while price is above both cloud spans; a short entry uses the…

CryptoFuturesTrend followingTechnical indicators
Strategy library

This strategy combines moving-average trend direction, pivot-based support and resistance, break-of-structure signals, RSI and CCI checks, and selected candle patterns. Long and short entries require a structure break and momentum confirmation, with…

CryptoFuturesBreakoutMomentum
Strategy library

The document presents a cryptocurrency trading approach using MACD, RSI, and moving-average direction. Its written rules describe a MACD crossing its signal line combined with extreme RSI readings as entry cues, with conventional indicator periods and…

CryptoFuturesMomentumTechnical indicators
Strategy library

This trend-following strategy combines Supertrend direction from 5-minute and 60-minute timeframes with RSI confirmation. It proposes long entries when both Supertrends are bullish and RSI exceeds 60, and short entries when both are bearish and RSI is below…

FuturesTrend followingTechnical indicatorsRisk management
Strategy library

The document describes a baseline-cross strategy that combines an average-price reference, ATR-based distance checks, and an HMA trend filter. Its narrative says entries follow a cross only after price moves far enough from the baseline and the HMA agrees…

CryptoFuturesBreakoutVolatility