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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

UT Bot v2 is a trend-following method that maintains a trailing stop at a configurable multiple of Average True Range from a selected price source. The stop ratchets upward while price remains above it and downward while price remains below it; a confirmed…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This script defines a two-sided trend-following strategy using a composite moving average formed by blending an Arnaud Legoux moving average with a smoothed zero-lag EMA calculation. Direction is determined by the composite line’s slope over a configurable…

Trend followingMomentumTechnical indicatorsVolatility
TradingView scripts

This long-only strategy combines an Ichimoku trend entry with a money-flow filter for SOL/USDT on four-hour bars. Tenkan crossing above Kijun triggers a candidate entry, which is accepted only when the close is above the current cloud and the Money Flow…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines UT Bot trailing-stop crossings with the direction of a Schaff Trend Cycle (STC) oscillator. It adds a confirmation window so an STC change may follow a UT signal by a limited number of bars, then applies configurable conditions for…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

The Dynamic Momentum Index adapts the effective RSI period to recent price volatility. The document describes estimating volatility from a short standard deviation smoothed by a longer average, then using that estimate to vary the period within stated upper…

MomentumTechnical indicatorsVolatilityBacktesting
TradingView scripts

This strategy uses a selected moving average as the input to a Twin Optimized Trend Tracker. It derives upper and lower OTT bands and opens long or short positions when the moving average crosses the corresponding band. The moving average can be chosen from…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This short-term strategy seeks momentum reversals using Heikin-Ashi candle structure. A setup requires a preceding candle of the opposite color, followed by three same-direction candles with no wick on the entry side; each candle body must be larger than the…

MomentumTechnical indicatorsRisk managementBacktesting
TradingView scripts

This five-minute intraday strategy enters long when price crosses above a confirmed pivot resistance level and short when it crosses below pivot support. It requires elevated volume, a directional filter relative to an exponential moving average, a…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

This Bitcoin strategy combines three simple moving averages to trade in both directions. It enters long when the fast average is above the slow average and price is above the longer trend average; it enters short when both relationships are reversed.…

CryptoTrend followingTechnical indicatorsMomentum
TradingView scripts

This strategy compares a smoothed relative strength index of closing prices with a smoothed relative strength index of volume. The example calculates each RSI over a short lookback and applies a moving average to both. It opens a long position when the…

MomentumTechnical indicatorsBacktesting
TradingView scripts

This scanner uses zigzag swing points to search price data for geometric chart formations. Its configurable pattern groups include channels, wedges, and triangles, which can be classified by slope, direction, and whether their boundaries converge, diverge,…

Technical indicatorsBreakoutBacktesting
TradingView scripts

This strategy combines an EMA trend condition with a smoothed RSI trigger. It calculates RSI, smooths it with a simple moving average, and can signal entries when that smoothed value crosses configurable buy or sell levels. Signals are evaluated on confirmed…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This long-only strategy enters when price breaks the upper Donchian Channel, using either a candle close or a wick as the trigger. It exits through a stop based on the lower channel. An optional tighter channel can set the initial stop, with the wider lower…

BreakoutTrend followingTechnical indicatorsRisk management
TradingView scripts

This countertrend strategy looks for repeated tests of recent high or low levels within a configurable price tolerance. It counts earlier bars near the lookback high and low, then signals a short when price returns near a repeatedly tested high or a long…

FuturesMean reversionTechnical indicatorsRisk management
TradingView scripts

This Pine Script tool creates artificial open, high, low, and close series for evaluating indicators in a controlled environment. Its recursive random process produces close values, while separate smoothed random components shape the highs and lows;…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy combines two technical signals: a two-candle engulfing pattern and price relative to a moving average. The engulfing pattern marks a possible reversal when the second candle’s real body covers the first candle’s body. The moving-average…

Technical indicatorsMomentumBreakoutBacktesting
TradingView scripts

This simple strategy calculates a 14-period relative strength index and uses its 50 level as the directional trigger. A cross above 50 opens a long and closes any short; a cross below 50 closes the long and opens a short. The script also colors the chart…

MomentumTechnical indicatorsTrend followingBacktesting
TradingView scripts

This strategy uses crossings between custom Aroon upper and lower series to generate long and short signals. By default, it filters trades so longs require price above both a 290-period simple moving average and a 200-period exponential moving average, while…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only breakout system looks for a close above the recent high after a defined consolidation range, alongside volume above its 20-bar average. An optional OBV filter requires OBV to exceed its own moving average. A separate large-candle condition can…

BreakoutMomentumTechnical indicatorsBacktesting
TradingView scripts

The strategy combines an ATR expansion filter with a 20-bar price momentum check. It enters long when price is above its level 20 bars earlier, or short when below, provided current ATR exceeds half its 20-period average and is not below that average. The…

VolatilityMomentumBreakoutTechnical indicators
TradingView scripts

This long-only strategy tracks the highest closing price seen and triggers buys when the close falls by a configurable percentage from that peak. Position size is based on a selected share of strategy equity, adjusted by a leverage input. It exits when price…

Mean reversionPosition sizingRisk managementBacktesting
TradingView scripts

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between…

CryptoGrid tradingBacktestingExecution
TradingView scripts

Trend Flow is a configurable directional strategy offering entry rules based on moving-average crosses, RSI, MACD, Bollinger Bands, SuperTrend, Stochastic, Ichimoku, Chaikin Money Flow, Parabolic SAR, squeeze releases, support and resistance, Fibonacci…

Trend followingTechnical indicatorsVolatilityRisk management
TradingView scripts

This strategy looks for a long setup when a dragonfly-style doji makes a new low relative to the preceding 50 bars and the current RSI exceeds its lowest value over that lookback. The short setup mirrors this logic: a gravestone-style doji makes a new high…

Technical indicatorsMean reversionPosition sizingRisk management