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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 internal and swing market structure breaks with fair value gap confirmation and premium or discount zones. Users can choose which structure scale to follow, adjust signal aggressiveness, and optionally require divergence or a Bollinger…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This strategy looks for price to exceed the highest high over a recent lookback while trading volume exceeds its moving average by a chosen multiple. It classifies such breakouts using a fast and slow exponential moving average trend filter and RSI momentum.…

BreakoutMomentumTechnical indicatorsRisk management
TradingView scripts

The strategy combines a lower Bollinger Band score, a score based on price relative to long moving averages, and an RSI score to identify potential long entries. In its ordinary mode, it uses separate score thresholds for two entry paths: one can trigger…

Mean reversionTechnical indicatorsPosition sizingBacktesting
TradingView scripts

This intraday strategy records the high and low of the first bar in a trading session as opening-range boundaries. It enters long when a confirmed close crosses above the high, or short when a confirmed close crosses below the low, provided it has no open…

BreakoutRisk managementBacktesting
TradingView scripts

This strategy combines swing structure, higher-timeframe supply and demand zones, fair value gaps, order blocks, and reversal signals. Pivot highs and lows are classified as higher highs, lower highs, higher lows, or lower lows; closing breaks of the latest…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This crypto strategy combines a zero-centered momentum measure with a volume-based money-flow indicator. The momentum series is derived from price relative to a rolling range and moving average, then smoothed with linear regression. A long signal occurs when…

CryptoMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy applies a recursive Kalman-style filter to price and tracks a directional state. A stop line trails the filtered price at a percentage distance: it ratchets in the direction of the current trend and flips sides when the filter crosses it. The…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy seeks breakouts from automatically drawn support and resistance lines. It constructs descending resistance from two successively lower pivot highs and rising support from two successively higher pivot lows. Pivots are confirmed after bars on…

BreakoutMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy combines a market regime model with several directional signals to qualify long and short trades. It identifies swing pivots, builds smoothed ATR bands around their midpoint, and changes its regime state when price crosses a band and satisfies…

Technical indicatorsMomentumBreakoutRisk management
TradingView scripts

This strategy classifies trend state using a smoothed oscillator formed from the difference between fast and slow simple averages of the bar midpoint. Its signal modes either enter when bullish or bearish bias begins, or trigger on the appearance of a strong…

MomentumTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy combines Keltner Channel breakouts with position sizing based on a Kelly fraction calculated from the strategy’s closed-trade record. It estimates win probability from winning versus total trades and compares average wins with average losses.…

Position sizingBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator scans Zigzag pivots for user-configured harmonic patterns, using either five or six pivots. It calculates ratios between pivot legs and validates candidate patterns against enabled ratio targets or ranges. When a target is specified as a…

Technical indicatorsStatisticsBacktesting
TradingView scripts

This strategy looks for directional breakouts beyond Bollinger Bands. A long setup requires price to cross above the upper band after the prior close was inside it; a short setup mirrors this below the lower band. RSI thresholds, volume above its moving…

MomentumBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines a double Hull-style moving average, a volume-weighted moving average, and a longer weighted moving average. It compares the double Hull series with its prior-bar counterpart to establish direction, then uses the averages’ relative…

Technical indicatorsMomentumBacktestingForex
TradingView scripts

This strategy script combines time-based trade windows with breakout entries, configurable stop-loss and take-profit distances, and an optional ATR-based stop. It includes a choice of regime filters, including an Andean oscillator and a Larry Williams…

BreakoutRisk managementPosition sizingExecution
TradingView scripts

This long-only grid strategy divides a user-defined price range into levels spaced either geometrically or arithmetically. On a close crossing downward through an unowned level, it opens a position sized from an equal share of the specified investment; when…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

This strategy takes long or short positions when momentum is positive or negative. Its momentum signal can use either a longer lookback reading or a one-bar change, and entries can require agreement between two momentum measures or use only one. An optional…

MomentumTechnical indicatorsBacktestingRisk management
TradingView scripts

This document shows how to add a calendar-based return table to a TradingView strategy. It derives each bar’s equity return from consecutive strategy equity values, compounds those returns within the current month and year, and stores completed period…

BacktestingStatisticsTechnical indicators
TradingView scripts

This template uses RSI threshold crossings to generate mean-reversion entries: a move below the oversold level signals a long, while a move above the overbought level signals a short. For each position, it calculates a stop using a fixed price distance, ATR…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy aims to capture multi-day swings in SPY using hourly bars. A long signal occurs when the fast EMA crosses above the slower EMA while RSI is above its midpoint. The stated exit condition combines weakening EMA alignment, a bearish MACD…

EquitiesUS marketsMomentumTechnical indicators
TradingView scripts

This configurable strategy framework studies opening range breakouts across multiple sessions. It offers entries on a range break by touch or close, retests of the range or a fair value gap, sweep reversals, fades of the first breakout, and a first-break…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy enters long when the closing price crosses above the latest confirmed pivot resistance. It also requires the distance between the latest pivot support and resistance to remain below a configurable channel-width limit. Pivot confirmation uses…

BreakoutTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This BNB/USDT strategy is a configurable system for accumulating and managing positions, with inputs for a historical trading window, price sources, lookback periods, profit targets, and capital allocation. It allows equal or incremental purchase sizing,…

CryptoTechnical indicatorsPosition sizingRisk management
TradingView scripts

This SPY strategy uses the relative strength index of the average of each bar’s open, high, low, and close, then smooths that indicator with two exponential moving averages. A faster smoothed line crossing above 50 opens a long position; a slower line…

EquitiesMomentumTechnical indicatorsBacktesting