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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
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

4,613 documents

TradingView scripts

This MNQ strategy combines opening range breakouts with reversals at the previous day’s high or low. It builds the opening range during a configurable window after the New York open, then accepts ranges only within set minimum and maximum widths. A breakout…

FuturesBreakoutVolatilityRisk management
TradingView scripts

This script trades crossovers between fast and slow exponential moving averages, entering long on an upward cross and short on a downward cross. Trades can be restricted to the 15-minute chart and weekdays. It sizes entries at the configured full-equity…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

The strategy identifies an inside bar when the current candle’s high and low both fall within the previous candle’s range. It takes a directional cue from the previous candle: a bullish candle sets a buy stop above its high, while a bearish candle sets a…

ForexBreakoutPosition sizingRisk management
TradingView scripts

This document describes a fixed, ten-level long-only grid centered on a user-selected price. Levels are spaced by a configurable percentage, and the script places buy orders at each level. Order notional decreases geometrically with each successive level, an…

Grid tradingPosition sizingBacktestingRisk management
TradingView scripts

This Pine strategy is a configurable framework for defining long and short entries and exits through comparisons between chart data sources or fixed values. Users can select conditions such as greater than, equality, or crossovers, combine enabled conditions…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This Bitcoin perpetual-futures strategy combines a daily EMA bias and a four-hour RSI confirmation with hourly RSI, MACD, engulfing candles, elevated ATR, and a volume spike for entries. It places pattern-based stops with a maximum distance, sizes positions…

CryptoPerpetual futuresTrend followingRisk management
TradingView scripts

This strategy combines UT Bot trailing-stop crossings with the direction of a Schaff Trend Cycle (STC) oscillator. It adds a confirmation window so an STC change may follow a UT signal by a limited number of bars, then applies configurable conditions for…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only Bitcoin strategy arms an entry when the 4-hour RSI is below a configurable oversold threshold. After the base order, it adds up to five averaging orders at fixed percentage declines from the original entry price, with each order sized larger…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This strategy identifies a reversal pattern in which three consecutive candles move in one direction and are followed by a larger candle engulfing the prior candle in the opposite direction. It defines bullish and bearish setups symmetrically, comparing…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This short-only strategy for BCH uses a 5-minute RSI with a length of 9. It opens a short when RSI crosses down through 80, then may add up to three averaging orders as price rises above the base entry. The default add levels are spaced at 1%, 2%, and 3%…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This strategy uses crossings between custom Aroon upper and lower series to generate long and short signals. By default, it filters trades so longs require price above both a 290-period simple moving average and a 200-period exponential moving average, while…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only strategy tracks the highest closing price seen and triggers buys when the close falls by a configurable percentage from that peak. Position size is based on a selected share of strategy equity, adjusted by a leverage input. It exits when price…

Mean reversionPosition sizingRisk managementBacktesting
TradingView scripts

This strategy looks for a long setup when a dragonfly-style doji makes a new low relative to the preceding 50 bars and the current RSI exceeds its lowest value over that lookback. The short setup mirrors this logic: a gravestone-style doji makes a new high…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This TradingView strategy describes a short-only approach for ARB perpetuals. It opens after a higher-timeframe RSI crosses down through its configured threshold, then can add up to two short orders at price levels above the base entry. Add sizes grow by a…

CryptoTechnical indicatorsPosition sizingRisk management
TradingView scripts

This indicator estimates a simplified Entropic Value at Risk (EVaR) from recent close-to-close returns. It approximates a moment-generating function with a Tsallis q-exponential, then combines that value with a confidence parameter and q parameter. The…

Risk managementPosition sizingVolatilityStatistics
TradingView scripts

This Pine strategy combines a short EMA compression setup with momentum, volume, trend, and risk filters. It defines a squeeze by measuring the spread among the 6, 12, and 20 period EMAs, and checks whether the 20 period EMA has been relatively flat. A…

Technical indicatorsMomentumBreakoutRisk management
TradingView scripts

This intraday futures strategy records the high and low of the bar at the New York 9:30 open, then trades a close that crosses above or below that range during a defined morning window. The opposite edge of the opening bar serves as the stop; trades are…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This strategy looks for price to sweep a confirmed swing high or low and then close back beyond that level. The reclaim must occur within a configurable window and satisfy candle-strength and close-location filters. An optional 200-period EMA filter aligns…

Technical indicatorsPosition sizingRisk managementTrend following
TradingView scripts

This TradingView strategy script provides configurable long and short trade handling, session filters, trade frequency limits, and a performance display. Its risk controls let users choose percentage, ATR-based, or fixed-point stop and target levels.…

FuturesRisk managementPosition sizingBacktesting
TradingView scripts

This long-only SOL strategy uses a 4-hour RSI below 28 as its sole entry filter. After entering a base position, it can add up to five averaging orders when price falls by preset percentages from the base entry. The order sizes increase across the ladder,…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This intraday strategy builds an Initial Balance (IB) range during a configurable session window and uses subsequent price action around its high and low to frame long and short setups. The script includes a trigger moving average and optional…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy builds a directional setup from a swing-level liquidity sweep during the London or New York sessions. After price sweeps and closes back through a prior pivot, it looks for strong displacement, a fair value gap, and subsequent market-structure…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This Bitcoin strategy combines one-hour engulfing candles with confirmation from higher timeframes. Long and short entries require the corresponding candle pattern, RSI and MACD alignment, elevated ATR and volume, and agreement between the prior daily close…

CryptoTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy enters on TRIX zero-line crossovers, subject to filters for market direction and conditions. TRIX is calculated as the one-bar rate of change of a triple-smoothed exponential moving average. The entry must also pass a Choppiness Index threshold…

Trend followingMomentumTechnical indicatorsVolatility