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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

12,303 documents

Strategy library

The document presents a CRT-style framework that labels market conditions as accumulation, manipulation, or distribution. Its proposed signals combine range, candle body and wick proportions, volume relative to an average, and recent price extremes. For…

Technical indicatorsMarket microstructureVolatilityRisk management
Strategy library

This strategy combines Supertrend, which uses price and ATR to track trend direction, with the SSL Channel, built from moving averages of highs and lows. Breaks or crosses in these indicators generate directional signals. In confirmation mode, the system…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This strategy looks for price deviations from a rolling mean after converting closing prices to logarithms. It uses a rolling mean and standard deviation to form a Z-score, opening long positions when the score falls below a negative threshold and short…

Mean reversionStatisticsVolatilityRisk management
Strategy library

This strategy calculates Fibonacci retracement levels from the rolling high and low over a configurable lookback. It seeks bullish candles near the low boundary and bearish candles near the high boundary, then requires volume to exceed a multiple of its…

FuturesTechnical indicatorsMean reversionVolatility
Strategy library

This mean-reversion strategy uses two Bollinger Band envelopes around a 20-period simple moving average, one at two standard deviations and another at three. It opens a long when price crosses back above the lower three-standard-deviation band, or a short…

Mean reversionVolatilityTechnical indicatorsFutures
Strategy library

This trend-following framework builds a range filter from a simple moving average and a smoothed measure of price deviation. It confirms an uptrend when price closes above the upper band for two consecutive periods and a downtrend after two closes below the…

Trend followingBreakoutVolatilityPosition sizing
Strategy library

The strategy uses AlphaTrend, a trailing curve built from an ATR-based band and a directional filter. It selects RSI when volume data is unavailable and MFI when volume is present, then generates long or short signals when AlphaTrend crosses its value from…

Technical indicatorsTrend followingBreakoutVolatility
Strategy library

This strategy uses a moving-average centerline and range-based upper and lower bands to identify price breakouts. It combines channel signals with directional movement readings and a trend filter: the described long setup requires price to cross above the…

FuturesBreakoutVolatilityTechnical indicators
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover to identify short-term direction, with price relative to a 200-period SMA as a broader trend check. Long entries also require RSI above 50 and price above the Bollinger middle band;…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This strategy description combines engulfing candlestick patterns with a 50-period EMA trend filter. It proposes validating each pattern by comparing candle body sizes, wick proportions, and total range with ATR. Additional filters check volume and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy combines a slow simple moving average, a fast exponential moving average, and volatility bands calculated from price standard deviation. It defines narrower bands for entries and wider bands for exits. The described rules open short positions…

FuturesTechnical indicatorsVolatilityTrend following
Strategy library

This Pine strategy framework combines range-flip entries with a configurable higher-timeframe market-structure bias. Its inputs allow the bias to use breaks of structure, a sequence of higher highs and higher lows, or both; a midline rule can be set to…

Technical indicatorsTrend followingVolatilityPosition sizing
Strategy library

The described system enters long when price crosses above a 200-period exponential moving average, using volume as a confirmation filter. The stated default requires current volume to exceed 1.5 times its 20-period average. At entry, the source sets a stop…

BreakoutTrend followingTechnical indicatorsVolatility
Strategy library

This system adapts Turtle-style trend following with two breakout lookbacks: a shorter L1 channel for faster entries and a longer L2 channel for slower signals. It enters long when price breaks above either channel, with a rule to skip the next L1 entry…

Trend followingBreakoutVolatilityPosition sizing
Strategy library

This dual-factor reversal strategy combines a 123 price pattern with the Mass Index, and opens a position only when both factors indicate the same direction. The 123 component uses the sequence of recent closes and a stochastic oscillator threshold to…

FuturesCryptoMean reversionVolatility
Strategy library

This strategy uses swing pivots to track external market structure and assign a bullish or bearish bias when price closes beyond the latest external swing high or low. Within that bias, it tracks internal pivots and defines a pullback zone using a portion of…

Trend followingTechnical indicatorsVolatilityRisk management
Strategy library

This strategy looks for unusually high volume, then uses candle direction, RSI, and wick length to decide whether to enter. A volume spike occurs when the current candle’s volume exceeds the combined volume of the preceding N candles. Bullish candles can…

BreakoutVolatilityTechnical indicatorsRisk management
Strategy library

This strategy combines Parabolic SAR with Bollinger Bands. SAR supplies a directional trend condition, while the bands mark a volatility range: a long entry requires price above SAR but below the upper band, and a short entry requires price below SAR but…

FuturesCryptoTrend followingVolatility
Strategy library

This strategy combines a Vegas channel, formed from a moving average and standard deviation, with SuperTrend to follow price trends. It scales the SuperTrend multiplier using the channel’s width relative to its average, then treats a change in the resulting…

FuturesCryptoTrend followingVolatility
Strategy library

This open-source strategy script is designed to trade breaks of a selected session range, with options for a New York opening range, the Asia range, or the London range. Its inputs show several entry styles: entering on a direct break, waiting for a retest,…

BreakoutVolatilityRisk managementExecution
Strategy library

This trend strategy combines MACD crossovers with a set of 14 bands. Each band is built from a price linear regression line plus or minus a multiple of price standard deviation over a different lookback. The overview describes selecting the most distant…

Technical indicatorsTrend followingBreakoutVolatility
Strategy library

PresentTrend is a trend-following method that builds a trailing level from average true range and a custom indicator using either RSI or MFI. The indicator’s value is compared with its value two bars earlier to generate long and short signals; a direction…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

This BTC/USDT futures strategy uses the TTM Squeeze framework to identify periods when Bollinger Bands contract inside Keltner Channels. It enters a long position after three consecutive squeeze bars and exits when price crosses below a 21-period simple…

CryptoFuturesBreakoutVolatility
Strategy library

This strategy combines Supertrend direction, a 50-period EMA trend filter, RSI confirmation, and an ATR-based volatility condition to generate long and short entries. The described setup uses a 14-period ATR compared with its 50-period moving average, or a…

FuturesTrend followingTechnical indicatorsVolatility