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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
WonderTrader
14 documents
Alphalens
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

1,414 documents

Strategy library

This strategy looks for a bearish shooting star on a 15-minute XAUUSD chart. It requires a minimum candle body, an upper wick at least a configurable multiple of the body, a relatively small lower wick, and a close above the close from a configurable number…

CommoditiesMean reversionTechnical indicatorsRisk management
Strategy library

This short-only scalping strategy is designed for XAUUSD on a 15-second chart. It enters when a fast EMA crosses below a slower EMA, subject to a New York session filter that defaults to 7–11 a.m. Eastern Time. A cooldown limits how soon another trade can be…

CommoditiesTechnical indicatorsTrend followingVolatility
Strategy library

This futures strategy calculates a central pivot and three support and resistance levels from the previous session’s high, low, and close. Its trading rules enter long when price falls below the first support, or short when price rises above the first…

FuturesCommoditiesMean reversionTechnical indicators
Strategy library

This strategy uses a fast 20-period exponential moving average and a slower 55-period exponential moving average to trade gold, identified in the description as XAUUSD. A cross of the fast average above the slow average triggers a long entry; a cross below…

CommoditiesTrend followingTechnical indicatorsBacktesting
Strategy library

The document presents a partially shown TradingView strategy for Silver/USD on a 30-minute chart. Its visible setup combines RSI, Bollinger Bands, short- and medium-length EMAs, ATR, and average volume. It also identifies RSI divergence and candle patterns,…

CommoditiesTechnical indicatorsRisk managementVolatility
Strategy library

This example shows how to use U.S. Bureau of Labor Statistics average fuel oil prices as a macroeconomic signal alongside Brent crude futures. It demonstrates inspecting datasets and metadata, filtering for national series with long histories, loading…

FuturesCommoditiesTrend followingStatistics
Strategy library

This calendar-spread style strategy trades the ratio between copper and aluminum futures. It multiplies each contract’s close by its volume multiplier, computes a rolling historical mean and standard deviation, and converts the current ratio to a z-score.…

FuturesCommoditiesPairs tradingMean reversion
Strategy library

This short-term strategy uses 10- and 30-period simple moving averages to define crossover signals, then uses RSI to confirm direction: above 50 for a long and below 50 for a short. ATR sets stop and target distances around recent highs or lows, making those…

CommoditiesTechnical indicatorsVolatilityRisk management
Strategy library

The document describes a band-breakout approach using a 50-period simple moving average and bands set 2.5 standard deviations above and below it. A close crossing above the upper band triggers a long entry; a close crossing below the lower band triggers a…

CommoditiesBreakoutVolatilityTechnical indicators
Strategy library

This script outlines an intraday gold strategy that trades only during a configured Asia session and uses session VWAP as its trend reference. A long setup requires price above VWAP, a low entering a narrow band around it, and optionally a close back above…

CommoditiesTrend followingMean reversionTechnical indicators
Strategy library

This daily futures example constructs a synthetic steelmaking spread from rebar, iron ore, and coking coal prices, using weights of 1, 1.6, and 0.5. It calculates a 15-day moving average and a standard deviation, then places bands half a standard deviation…

FuturesCommoditiesMean reversionPairs trading
Strategy library

This document describes a trend strategy for gold and silver that combines a long-term EMA filter with Bollinger Bands and RSI. Its stated entries pair an upside band break with RSI below 35 for longs, and a downside band break with RSI above 65 for shorts;…

CommoditiesTrend followingBreakoutTechnical indicators
Strategy library

This XAUUSD strategy combines a 100-period simple moving average (SMA) trend filter with a crossover between 15- and 45-period SMAs for entry timing. Long entries require price above the trend SMA and a fast-SMA crossover above the slow SMA; shorts use the…

CommoditiesTrend followingMomentumTechnical indicators
Strategy library

This open source strategy targets long positions in MCX silver using momentum signals calculated on a configurable timeframe. Its indicators include volume weighted average price, rate of change, and a standard deviation band. Optional entry filters require…

CommoditiesFuturesMomentumTechnical indicators
Strategy library

The described strategy combines Parabolic SAR, CCI, and EMA conditions for directional trades in gold. It uses CCI thresholds above 100 or below -100 alongside SAR and EMA trend conditions to trigger long or short entries. Exits are described as a…

CommoditiesTechnical indicatorsMomentumRisk management
Strategy library

This strategy uses a fast and a slow exponential moving average to generate directional entries: a bullish crossover with price above the slower average opens a long, while a bearish crossover with price below it opens a short. It then sets stop and target…

CommoditiesTechnical indicatorsVolatilityRisk management
Strategy library

This intraday strategy combines pivot levels, liquidity-sweep conditions, market-structure shifts, and fair value gap checks. It looks for long or short entries during specified London or New York session windows. A bullish setup requires price to sweep…

FuturesCommoditiesBreakoutTechnical indicators
Strategy library

This strategy concept looks for a price wick that moves beyond a confirmed recent swing high or low and then closes back inside the level. It adds an absorption condition: elevated participation on the sweep bar and a close back toward the opposite end of…

Market microstructureFuturesForexCommodities
Strategy library

This long-only XAUUSD strategy builds an opening range from 13:00 to 14:00 UTC, then looks for a close above that range during a defined New York entry window. The signal also requires a bullish candle and volume above 1.5 times its 20-bar average. It limits…

CommoditiesBreakoutTechnical indicatorsVolatility
Strategy library

This script combines a higher-timeframe trend filter with local moving average alignment, momentum, and price-action conditions. Long entries require bullish higher- and lower-timeframe trends, a qualifying liquidity sweep, fair value gap, or order-block…

CommoditiesTrend followingMomentumVolatility
Hudson & Thames

Futures contracts expire at different times, and adjacent contracts can trade at different prices. Joining them without adjustment creates artificial jumps that may be mistaken for signals by a trading model. The note explains how cumulative roll gaps can be…

FuturesCommoditiesBacktestingRisk management
Robot Wealth

The article demonstrates a spreadsheet workflow for exploring a claimed weekday pattern in gold-related prices. Using GLD price history, it derives log returns and calendar fields, groups returns by weekday in a pivot table, and charts the sums. It reports…

CommoditiesStatisticsBacktestingPosition sizing
Robot Wealth

This article weighs gold’s theoretical status against its observed portfolio behavior. Since gold produces no cash flow and has no clear cash-flow-based valuation anchor, the author argues it does not fit a conventional academic account of a risk premium. In…

Multi-assetCommoditiesPortfolio constructionRisk management
Robot Wealth

The article describes a way to lengthen an ETF’s historical price series when the fund has a short trading record. It maps ETFs to earlier mutual-fund or index return series, calculates cumulative returns, and finds the overlap date when the ETF first has a…

EquitiesFixed incomeCommoditiesBacktesting