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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 strategy marks the latest confirmed swing high and low as potential liquidity levels. A long setup occurs when price trades below a swing low and closes back above it; a short setup reverses that condition around a swing high. A volume filter requires…

Technical indicatorsMean reversionVolatilityRisk management
TradingView scripts

This strategy combines three directional filters: Trend Magic, a Squeeze Momentum calculation, and cumulative delta volume. Long signals require price and CCI conditions to align with positive momentum and rising delta; short signals apply corresponding…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy combines a Reversal 123 signal with a Center of Gravity filter. The reversal component looks for a three-bar price pattern alongside the relationship between smoothed fast and slow Stochastic values. The COG component uses linear regression…

Technical indicatorsMean reversionMomentumRisk management
TradingView scripts

This strategy defines the 09:00–10:00 hourly bar as an opening range. On a one-hour chart, it places a buy stop just above that bar’s high and a sell stop just below its low, each with a one-unit position. Both directions have a fixed profit target and stop…

BreakoutFuturesBacktestingRisk management
TradingView scripts

This strategy uses Keltner Channels to stage stop entries after price crosses the upper or lower band. The channel center is a selectable simple or exponential moving average, and its width is based on average true range, true range, or a smoothed high-low…

BreakoutTechnical indicatorsTrend followingRisk management
TradingView scripts

This indicator models a recurring fixed-amount investment plan over chart history. At each chart bar, it allocates the contribution at a selectable price reference, such as the open, close, or an average of prices. Users can choose fractional or whole-unit…

EquitiesPortfolio constructionBacktestingRisk management
TradingView scripts

This five-minute scalping strategy centers on a new lowest-low sweep followed by a reclaim as long-entry context. It detects swing structure using configurable pivots and can use either candle wicks or bodies. Optional filters account for clustered sweeps,…

CryptoTechnical indicatorsRisk managementBacktesting
TradingView scripts

This Pine Script library provides reusable components for assembling trading strategies, including entry and exit definitions, filters, qualifiers, dollar-cost averaging, stop losses, take profits, trailing exits, and ATR-related controls. Its types expose…

BacktestingRisk managementPosition sizingExecution
TradingView scripts

This Bitcoin strategy tests a fixed weekly holding schedule: it opens a long position on Monday at 8 a.m. New York time and closes it Wednesday at 2 p.m. On intraday charts, the triggers use the specified times; on daily or higher charts, they use the…

CryptoBacktestingEvent-drivenRisk management
TradingView scripts

This long-only system combines a lookback momentum measure with a second momentum series and acts when both have the same sign. The main calculation compares the chosen price source with its value a configurable number of bars earlier. The companion series…

MomentumTechnical indicatorsBacktestingExecution
TradingView scripts

This long-only trend strategy uses a rising 40-period EMA as its directional guide and requires ADX to exceed a configurable threshold for its base entry. It also offers pullback re-entries: price must approach the EMA within a selected ATR distance, then…

Trend followingTechnical indicatorsBacktestingRisk management
TradingView scripts

This strategy combines directional price momentum with a short moving average’s change in direction, which the author describes as a curl signal. A long setup requires positive 20-period momentum and a rising 50-period simple moving average; a short setup…

MomentumTechnical indicatorsRisk managementExecution
TradingView scripts

This strategy builds a Donchian channel from the highest high and lowest low over a lookback period and defines its basis as the midpoint of those bands. It enters long when the close crosses above the basis and short when it crosses below, provided the…

BreakoutTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy combines an EMA and MACD scoring engine with a BuySell oscillator using RSI, stochastic, MACD, trend, and volume signals. A separate short-RSI mean-reversion engine is available, and the automatic mode selects mean reversion for intraday charts…

MomentumMean reversionTechnical indicatorsRisk management
TradingView scripts

This script demonstrates how to display a strategy’s month-by-month profit and loss as a table-based bar chart in TradingView. It calculates each bar’s change in strategy equity, compounds those changes within the month, and stores completed monthly returns…

BacktestingStatisticsTechnical indicators
TradingView scripts

This strategy uses the Percentage Price Oscillator, calculated from fast and slow exponential moving averages, to identify potential momentum reversals. It compares successive price and PPO pivots: a lower price low paired with a higher PPO low generates a…

Technical indicatorsMomentumMean reversionRisk management
TradingView scripts

This intraday strategy seeks pullbacks that resume an established short-term trend. For a long, the fast EMA must be above the slower EMA, price must satisfy an optional longer-term EMA filter, and the bar must dip to or below the fast EMA before closing…

EquitiesUS marketsTrend followingMomentum
TradingView scripts

The document explains Camarilla levels derived from the previous period’s high, low, and close. The range is scaled by fixed coefficients to produce four levels above and four below the close, intended as intraday resistance and support. It presents the…

Technical indicatorsBreakoutMean reversionBacktesting
TradingView scripts

This strategy combines several technical filters to seek intraday entries in the direction of a broader bias. It checks whether price is above or below a moving average calculated on a 15-minute timeframe, then requires a short moving-average cross, matching…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy looks for price to break the high or low formed by the previous two candles, with a 50-period exponential moving average as a directional filter. A long signal requires price above the average and a move above the two-bar high; a short signal…

Technical indicatorsBreakoutTrend followingBacktesting
TradingView scripts

This stock analysis script combines RSI, Impulse MACD, VIDYA, volume and OBV, candle-based liquidity proxies, and sector performance relative to a broad market benchmark. It assigns weighted contributions to these inputs, then produces a composite bullish or…

EquitiesTechnical indicatorsMomentumBacktesting
TradingView scripts

This stock strategy enters long when a confirmed close exceeds the prior lookback high and short when it falls below the prior lookback low. Optional filters require price to be on the appropriate side of a simple moving average and breakout volume to exceed…

EquitiesBreakoutMomentumTechnical indicators
TradingView scripts

This strategy uses Supertrend line crossings to enter long or short trades, optionally requiring price to be on the appropriate side of a 200-period EMA and ADX to exceed a threshold. An optional session filter restricts entries to Indian market hours, and…

FuturesTrend followingTechnical indicatorsVolatility