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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

12,303 documents

Strategy library

This strategy combines pivot-based fractal levels, ATR, and a simple moving average to set up adaptive grid trades. It identifies local highs and lows, then places prospective limit entries at levels offset from those pivots by ATR multiples. A volatility…

Grid tradingVolatilityTechnical indicatorsFutures
Strategy library

This trend-following approach builds an upper and lower price band from a simple moving average plus or minus an ATR-based range. It looks for price to cross beyond a band, then uses an exponential moving average to check whether the breakout agrees with the…

FuturesBreakoutTrend followingTechnical indicators
Strategy library

This trend-following system combines Renko charts, a UT Bot-style adaptive ATR trailing stop, EMA crossovers, and an ADX directional filter. The stop distance changes with volatility, while EMA and stop-line crossovers provide candidate long or short…

Trend followingMomentumTechnical indicatorsVolatility
Strategy library

This strategy looks for breakouts by comparing Bollinger Bands with Keltner Channels and requiring above-average volume. Its stated defaults use 20-period bands and channels, with Bollinger width based on two standard deviations and Keltner width based on…

FuturesCryptoBreakoutVolatility
Strategy library

This strategy combines Bollinger Bands, Keltner Channels, and a linear regression momentum series. A squeeze is defined when the Bollinger Bands sit inside the Keltner Channel, a condition intended to indicate compressed volatility. The source offers two…

Technical indicatorsMomentumVolatilityCrypto
Strategy library

The available source describes a strategy that blends momentum-based trend detection with an adaptive ATR measure and a staged profit-taking plan. It estimates momentum relative to recent closing-price variability, combines that factor with short- and…

Trend followingMomentumVolatilityTechnical indicators
Strategy library

This document combines a Hull Moving Average (HMA) display with four exponential moving averages and Bollinger Bands. The HMA’s slope and curvature are used to color the line and mark local turning points, which can be shown as potential support and…

Technical indicatorsTrend followingMomentumVolatility
Strategy library

This strategy combines short- and medium-term exponential moving averages with RSI and ATR to generate entries and manage exits. The described signals use a crossing of price and the short EMA, confirmation beyond the prior bar's high or low, an RSI filter,…

FuturesTrend followingTechnical indicatorsVolatility
Strategy library

This trend-following strategy uses a 10-period and a 50-period EMA to establish direction. In an uptrend, it looks for a pullback where the close is below the fast EMA but the low remains above the slow EMA; a long signal follows when the next bar opens…

FuturesTrend followingVolatilityTechnical indicators
Strategy library

This indicator and trading script uses a 21-period ATR multiplied by 6.3 to set a trailing stop that follows price direction. Its position state changes when price crosses the prior trailing-stop level: a move above it produces a long state, while a move…

CryptoFuturesVolatilityTrend following
Strategy library

This short-term pullback strategy combines ATR-based price levels with volatility and RSI filters. It describes calculating a 10-period ATR and using a grid factor of 0.2 to generate 15 levels. Long signals require price below the first level, sufficient…

CryptoFuturesGrid tradingVolatility
Strategy library

This document outlines a band-based trading method that compares price with an EMA-centered volatility envelope. A close above the upper band creates a long signal, while a close below the lower band creates a short signal; the written description adds RSI…

Technical indicatorsBreakoutVolatilityBacktesting
Strategy library

This script builds a Donchian channel from rolling highs and lows, then describes sloped support and resistance lines that update when those extremes are renewed. The upper and lower slopes are intended to serve as resistance and support, with candle closes…

Technical indicatorsBreakoutTrend followingVolatility
Strategy library

This strategy combines a two-bar reversal pattern with STARC Bands, which place ATR-based boundaries around a short-term moving average. The reversal component uses recent closes and stochastic fast and slow readings to form directional signals. The STARC…

FuturesTechnical indicatorsMean reversionBreakout
Strategy library

This document presents the opening portion of a strategy script organized around signals across very short to longer chart intervals. It calculates exponential averages of highs and lows on five-second, fifteen-second, one-minute, five-minute, and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This strategy pairs seven-period price extremes with a Trendflex measure and Bollinger-style bands. Its description says to go long on a break below a recent low and short on a break above a recent high, then filter those signals using trend strength and…

FuturesCryptoTrend followingBreakout
Strategy library

This indicator pairs an adaptive Jurik Moving Average (JMA) with upper and lower bands spaced by a multiple of average true range (ATR). Its rationale is that an asset reaching an extreme may react in the opposite direction, regardless of the prevailing…

Technical indicatorsMean reversionVolatilityFutures
Strategy library

This strategy adapts a squeeze-momentum indicator to trade volatility breakouts. It identifies a squeeze when Bollinger Bands fall inside Keltner Channels, then waits for the squeeze to release and uses the direction of a linear-regression momentum measure…

FuturesCryptoBreakoutMomentum
Strategy library

This strategy combines RSI, MACD histogram direction, above-average volume, and a 50-period simple moving average to form long and short entry conditions. Long signals require RSI above the oversold threshold, positive MACD histogram, elevated volume, and…

Technical indicatorsTrend followingVolatilityRisk management
Strategy library

This framework combines trend, momentum, volume, volatility, and candle-pattern inputs to classify the market into ten named states. It describes indicators including EMA, MACD, RSI, ATR, and volume averages, then assigns different weights to signals…

Technical indicatorsTrend followingMomentumVolatility
Strategy library

This strategy combines four technical filters to define long and short setups. It uses fast and slow EMA relationships to establish direction, Bollinger %B thresholds to require price near the upper or lower band, the Awesome Oscillator to confirm momentum,…

Technical indicatorsTrend followingMomentumVolatility
Strategy library

This long-only system combines SuperTrend direction, an RSI filter, and a simple moving average to select entries. It buys when SuperTrend is bullish, RSI is below 65, and price is above the 50-period average. The stated exit is a bearish SuperTrend turn,…

Trend followingTechnical indicatorsMomentumVolatility
Strategy library

The BabyShark strategy seeks reversals when price moves far from a volume-weighted average price (VWAP) and a volume-derived RSI reaches an extreme. It calculates VWAP over 60 candles and defines outer bands using three average deviations. A long setup…

Mean reversionTechnical indicatorsVolatilityRisk management
Strategy library

The document presents a long-signal concept that combines a TTM-style volatility squeeze, a linear-regression momentum histogram, and 9- and 21-period EMAs. It looks for a squeeze state followed by two bars outside the squeeze, positive and rising momentum,…

Technical indicatorsVolatilityMomentumOptions