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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

2,013 documents

TradingView scripts

This TradingView indicator draws candles from a selectable higher timeframe while leaving the chart on its current timeframe. It keeps open, high, low, and close values for recent candles, updating the current candle’s high, low, and close as new chart bars…

Technical indicatorsMulti-asset
TradingView scripts

This indicator is a reusable framework for applying a user-defined oscillator calculation across chart, medium, and higher timeframes. Its example signal is directional true range, while the code invites users to substitute their own calculation or supply an…

Technical indicatorsMulti-assetVolatility
TradingView scripts

This script imports transaction rows from a broker or paper-trading CSV and replays them as orders in TradingView’s strategy engine. Users paste the exported history, apply the script to the matching chart symbol, and use the Strategy Tester to view a…

BacktestingExecutionMulti-asset
TradingView scripts

This strategy uses an ATR-based Supertrend to define direction and generate entries when its state changes. The band is calculated from a chosen price source and an ATR multiple; the ATR can use either the standard method or a simple moving average of true…

Technical indicatorsTrend followingMomentumMulti-asset
TradingView scripts

This indicator places a set of equity indices, currency pairs, and two-year yields into a compact visual dashboard. It retrieves open, high, low, and close data for the selected symbols on the chart timeframe. For each instrument it displays the latest value…

Multi-assetEquitiesFixed incomeForex
TradingView scripts

This indicator compares a chosen main symbol with up to twenty others and presents their correlations as a color-coded heatmap. Users can select preset forex, stock, or crypto groups, or provide custom symbols. A configurable lookback period controls the…

Multi-assetStatisticsCryptoEquities
TradingView scripts

This script assembles a table for a user-defined universe of up to 120 symbols, largely cryptocurrency pairs across several exchanges. It requests higher-timeframe data for each symbol and presents price-change, moving-average, and RSI readings. Users can…

CryptoTechnical indicatorsMulti-asset
TradingView scripts

The Intraday Spark Chart plots an asset’s percentage change from its daily opening price as an intraday line and filled area. It uses green when price is above the open and red when below, with a zero baseline, day separators, daily-open labels, and session…

Technical indicatorsMomentumMulti-asset
TradingView scripts

This experimental strategy maps dates to a lunar cycle using a reference new moon and an approximate cycle length. It treats the start of a full-moon window as a long entry and the start of a new-moon window as a short entry or, in long-only mode, an exit…

Multi-assetEvent-drivenBacktestingRisk management
TradingView scripts

This strategy uses a Supertrend direction change as its base entry trigger, then optionally requires agreement from a configurable set of six timeframes. Each timeframe is classified as bullish or bearish by comparing its close with an EMA; user-set minimum…

Trend followingTechnical indicatorsMulti-assetRisk management
TradingView scripts

This indicator presents open-interest data for selectable futures markets, including contracts associated with financial, currency, equity-index, energy, and agricultural markets. Its settings expose multiple ticker slots and choices that distinguish data…

FuturesMarket microstructureTechnical indicatorsCommodities
TradingView scripts

This one-hour strategy combines trend, breakout, sentiment, volume, and market-structure signals into a weighted confluence score. Its components include fast and slow EMAs, a Donchian Channel breakout, a higher-timeframe EMA filter, a nonparametric kernel…

Multi-assetTrend followingBreakoutSentiment
TradingView scripts

This indicator is a monitoring tool for a user-selected basket of up to five instruments. It uses chosen share quantities and a date window to estimate cost basis, current profit and loss, percentage returns, and portfolio allocation. It also calculates…

Multi-assetPortfolio constructionStatisticsEquities
TradingView scripts

This indicator presents a table of pairwise correlations for seven selected symbols, alongside a series labeled PBULL. Users can set the symbols, chart timeframe, input price source, smoothing, and correlation window. Each cell displays the correlation…

Multi-assetStatisticsPortfolio constructionTechnical indicators
TradingView scripts

This strategy combines a higher-timeframe exponential moving average and a configurable price channel with lower-timeframe entry signals. The channel width can be defined as a percentage of price, an ATR multiple, or a fixed price distance. Entry filters…

Technical indicatorsMulti-assetVolatilityExecution
TradingView scripts

This FX-oriented strategy combines weekly, daily, and 4-hour price levels with a 50-period simple moving average, short-term break-of-structure conditions, and a fair-value-gap flag. Long signals require price above the moving average, bullish positioning…

ForexTechnical indicatorsRisk managementPosition sizing
TradingView scripts

The Helios strategy combines an adaptive price baseline, moving-average direction, directional movement, VWAP distance, range position, volatility measures, and higher-timeframe references into a scored long or short framework. Configurable filters include…

Multi-assetTrend followingVolatilityRisk management
TradingView scripts

This indicator computes a rolling Spearman rank correlation between a chosen chart source and the closing price of a selected symbol. It ranks observations within the lookback window, assigns average ranks to tied values, and then calculates correlation from…

StatisticsTechnical indicatorsMulti-asset
TradingView scripts

This screener applies a mean reversion channel calculation across a user-selected list of symbols and timeframe. It smooths a chosen price source using one of several filters, including SuperSmoother, Ehlers-style filters, and standard moving averages. A…

Mean reversionTechnical indicatorsMulti-assetStatistics
TradingView scripts

This chart indicator compares estimated buying and selling activity for a configurable set of symbols. For each symbol, it requests data at a chosen timeframe and divides candle volume between the two sides according to where the close lies within the…

CryptoTechnical indicatorsMarket microstructureMulti-asset
TradingView scripts

This indicator compares up to three user-configured groups of assets by plotting percentage changes from a selected period. The reset point can be a fixed interval, a timestamp, or the visible chart range, and calculations can use chart data or a chosen…

Multi-assetStatisticsTechnical indicators
TradingView scripts

This Pine library provides civil date and time arithmetic, fixed-offset and daylight-saving zone conversions, ISO week handling, date adjustment, exchange holiday calendars, trading-day counts, session schedules, and economic-event dates. Its central design…

Multi-assetStatisticsExecutionFutures
TradingView scripts

This indicator organizes several technical measures into an on-chart table rather than generating trade entries. For five configurable lookback lengths, it reports either simple or exponential moving averages, price distance from each average, average slope,…

Technical indicatorsStatisticsMulti-asset
TradingView scripts

This indicator constructs volume profiles for several selectable higher timeframes, including intraday, daily, and weekly periods, while using lower-timeframe bars to distribute activity across price levels. Users can choose a traditional profile or a delta…

Market microstructureStatisticsTechnical indicatorsMulti-asset