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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 combines a volatility-scaled trailing level with an EMA direction filter. On each bar, it places candidate stop levels one ATR multiple below or above the close. In an uptrend, the level ratchets upward; in a downtrend, it ratchets downward. A…

Trend followingVolatilityTechnical indicatorsRisk management
TradingView scripts

This TradingView strategy describes a short-only approach for ARB perpetuals. It opens after a higher-timeframe RSI crosses down through its configured threshold, then can add up to two short orders at price levels above the base entry. Add sizes grow by a…

CryptoTechnical indicatorsPosition sizingRisk management
TradingView scripts

This backtest encodes a three-candle bearish reversal setup. It looks for an upward first candle, followed by a bearish candle whose body engulfs the prior body, then a third bearish candle that closes below the previous candle’s low. When the pattern is…

Technical indicatorsBacktestingRisk managementMean reversion
TradingView scripts

This indicator ranks a configurable group of assets using directional signals from RSI, CCI, SuperTrend, DMI, and Parabolic SAR. Each selected indicator contributes a binary bullish or non-bullish reading; a combined mode sums the readings and assigns a…

Multi-assetMomentumTechnical indicatorsPortfolio construction
TradingView scripts

This strategy combines three smoothed price averages from the Williams Alligator with a longer exponential moving average. A long position opens when price is above the EMA and the Alligator lines are ordered bullishly; a short position uses the reverse…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This Pine Script combines an illustrative long-only moving-average pullback strategy with a reusable performance table. The example enters when price is above a long moving average but below a shorter one, then exits above the short average, on a…

BacktestingRisk managementTechnical indicators
TradingView scripts

This indicator explores the distribution of an input series by dividing its observed range into bins, counting the observations in each bin, and expressing those counts as shares of the sample. The resulting histogram approximates probability mass and is…

StatisticsTechnical indicatorsBacktesting
TradingView scripts

This strategy looks for price to pierce a confirmed swing high or low and then close back through that level, treating the move as a possible liquidity sweep. A candidate reversal must also meet a candle-close position rule and, by default, volume-spike and…

FuturesForexBreakoutMarket microstructure
TradingView scripts

This intraday futures strategy records the high and low of the bar at the New York 9:30 open, then trades a close that crosses above or below that range during a defined morning window. The opposite edge of the opening bar serves as the stop; trades are…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This strategy seeks trades in the direction of a broader trend, defined by price and the 50-period EMA being above or below the 200-period EMA. It then looks for a pullback to the 25-period or 50-period EMA, followed by aligned fast and slow EMA crossovers…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This Pine Script library provides country-specific market holiday timestamps, including special historical closures, as arrays that other indicators and strategies can use. Its exported function accepts a country code and combines data held in separate…

Multi-assetBacktestingStatistics
TradingView scripts

This four-hour strategy combines an ATR-based UT Bot trailing stop with a 50-period EMA and MACD. A long setup requires the UT Bot to cross upward, MACD to be above its signal line, and the candle to remain above the EMA; short setups apply the inverse…

Technical indicatorsMomentumTrend followingBacktesting
TradingView scripts

This strategy looks for price to sweep a confirmed swing high or low and then close back beyond that level. The reclaim must occur within a configurable window and satisfy candle-strength and close-location filters. An optional 200-period EMA filter aligns…

Technical indicatorsPosition sizingRisk managementTrend following
TradingView scripts

This strategy calculates Camarilla pivot levels from daily high, low, and close data, then references the prior day’s levels for signals. It enters long when the current close is above the prior-day H4 level and enters short when the close falls below the…

FuturesBreakoutTechnical indicatorsBacktesting
TradingView scripts

This TradingView strategy script provides configurable long and short trade handling, session filters, trade frequency limits, and a performance display. Its risk controls let users choose percentage, ATR-based, or fixed-point stop and target levels.…

FuturesRisk managementPosition sizingBacktesting
TradingView scripts

This strategy detects bearish divergence when price forms a higher swing high while RSI forms a lower high, and bullish divergence when price makes a lower swing low while RSI makes a higher low. It uses pivot points with a configurable lookback and admits…

Technical indicatorsMomentumTrend followingRisk management
TradingView scripts

This strategy builds an opening range from the early New York session, then looks for price to break above its high or below its low during a defined trading window. Entries can require a candle close beyond the range. Optional filters check ADX strength,…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This long-only SOL strategy uses a 4-hour RSI below 28 as its sole entry filter. After entering a base position, it can add up to five averaging orders when price falls by preset percentages from the base entry. The order sizes increase across the ladder,…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This intraday strategy builds an Initial Balance (IB) range during a configurable session window and uses subsequent price action around its high and low to frame long and short setups. The script includes a trigger moving average and optional…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This short-only strategy looks to fade a sustained bullish run in Heikin Ashi candles. It combines a configurable streak count on a selected Heikin Ashi timeframe with an RSI condition on a separately selected timeframe; the defaults use seven bullish…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This strategy records the high and low of the New York 09:30–09:35 reference window, then monitors for a candle close outside that range during the later session. A close above the range triggers a long position; a close below triggers a short. The script…

BreakoutUS marketsRisk managementBacktesting
TradingView scripts

This strategy builds a directional setup from a swing-level liquidity sweep during the London or New York sessions. After price sweeps and closes back through a prior pivot, it looks for strong displacement, a fair value gap, and subsequent market-structure…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This long-only strategy enters when the smoothed stochastic %K line crosses above %D while %K is below an oversold threshold. It prevents pyramiding and opens a position only when flat. Once a new position is detected, the script records the average entry…

Technical indicatorsMean reversionVolatilityRisk management
TradingView scripts

This indicator tracks a user-defined portfolio of up to fifteen stocks and compares its performance with a selected benchmark. Users choose which symbols to include, assign portfolio weights, set an initial capital amount and reporting dates, and optionally…

EquitiesPortfolio constructionBacktestingUS markets