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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

4,613 documents

TradingView scripts

This strategy uses Williams %R crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above −79 while five-period ATR is rising; a short signal occurs when it crosses below −21 while ATR is falling. Each…

ForexMomentumTechnical indicatorsVolatility
TradingView scripts

This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…

Trend followingVolatilityRisk managementPosition sizing
TradingView scripts

This strategy combines higher-timeframe direction with a lower-timeframe pullback and confirmation setup. It defines bullish or bearish bias using a 15-minute EMA’s position and slope alongside RSI thresholds. Within that bias, it identifies a recent price…

ForexTechnical indicatorsMomentumRisk management
TradingView scripts

This long-only swing strategy adapts Turtle-style Donchian breakouts through two selectable systems: a shorter entry channel and a longer entry channel. Entry requires a close above the prior channel high, with optional filters for price above an exponential…

EquitiesTrend followingBreakoutPosition sizing
TradingView scripts

This daily-chart indicator combines several historical measures to estimate risk and suggest position sizes. Its inputs include capital, assumed win rate and profit ratio, a maximum acceptable drawdown, risk-scaling choice, benchmark, and a seasonal…

EquitiesRisk managementPosition sizingVolatility
TradingView scripts

This strategy combines directional movement indicators and ADX with an EMA trend filter to identify bullish or bearish regimes. Entries can follow a pullback through a fast EMA and its reclaim, or use a directional indicator crossover. Optional minimum ADX…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This intraday strategy records the highs and lows observed during a user-selected session, then enters long when the close crosses above the range high or short when it crosses below the range low. The session and a separate exit window can be configured.…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only strategy looks for pullbacks with RSI below an oversold threshold and volume above a multiple of its moving average. It can add positions up to a configurable cap, but each additional entry requires a fresh signal and a minimum percentage drop…

Mean reversionTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy divides a fixed price range into geometric or arithmetic grid levels and allocates investment across the levels. When the closing price crosses a level downward, it opens a long position for that slot; when price rises through the next level…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

This trend-following strategy enters when a confirmed close crosses above the highest high or below the lowest low of a prior lookback channel. A long-term simple moving average filters direction: longs require price above it and shorts below it, with…

FuturesTrend followingBreakoutVolatility
TradingView scripts

This BTCUSD trend-following strategy enters when price closes beyond a prior-period Donchian channel, with an optional EMA filter that restricts trades to the prevailing trend. It sizes positions from a percentage of account equity and the ATR-based stop…

CryptoTrend followingBreakoutVolatility
TradingView scripts

This indicator framework aggregates results for multiple assets and exposes configurable entry signals, trade directions, filters, stops, position sizing, fees, and slippage. Its controls include optional MACD, moving-average, RSI, volume, and price-change…

BacktestingPortfolio constructionRisk managementPosition sizing
TradingView scripts

This strategy uses bullish and bearish engulfing patterns to initiate trades, with a long-term exponential moving average as a directional filter: longs require price above the average and shorts require price below it. It calculates confirmed pivot highs…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This strategy uses confirmed swing highs and lows to set potential entry levels. A pivot is recognized only after a configurable number of bars on each side, and the strategy places long limits around the pivot candle’s body after a swing low or short limits…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This strategy defines opening ranges for the London and New York sessions, then looks for trades when price closes beyond a range boundary by a configurable minimum distance. It can trade either or both sessions, use a 15-minute exponential moving average to…

BreakoutFuturesRisk managementPosition sizing
TradingView scripts

This strategy combines market structure breaks, liquidity sweeps, order blocks, and fair value gaps to identify potential reversal entries. It tracks multiple prior swing highs and lows as liquidity pools; a sweep occurs when price trades beyond a pool and…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This intraday strategy looks for long and short pullbacks within directional trends. It defines bullish conditions with price above VWAP, a fast EMA above a slow EMA, and positive directional movement leading; bearish conditions reverse those relationships.…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only strategy for Australian equities layers weekly market permission, daily trend structure, a momentum trigger, and liquidity screening. The weekly gate checks that the prior close is above a rising 30-week average and that weekly RSI meets a…

EquitiesMomentumTrend followingPosition sizing
TradingView scripts

This strategy calculates daily Fibonacci pivot levels from the daily high, low, and close, then looks for reversal candles at selected support and resistance levels. Longs are signaled after price probes below S3 and closes back above it, or under a…

ForexTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This TON strategy divides a fixed price range into evenly spaced arithmetic or percentage-spaced geometric levels. When the close crosses down through a level, it opens a long position sized from an allocated investment per grid slot. When price later…

CryptoGrid tradingSpot marketsPosition sizing
TradingView scripts

This TradingView strategy combines volume confirmation with rejection moves around session opens and prior-day or prior-week highs and lows. Long and short signals require a candle to probe near a tracked level and close in the direction of rejection.…

FuturesTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy seeks directional moves after volatility contracts and then expands. It detects a squeeze when Bollinger Bands sit inside Keltner Channels, records the release, and permits entries only for a configurable period afterward. A bull or bear power…

BreakoutMomentumVolatilityRisk management
TradingView scripts

This intraday strategy combines fast and slow EMAs, Supertrend direction, candle color, and RSI thresholds to form long and short signals. It specifies a 15-minute chart as the intended timeframe and displays a warning label on other chart intervals. Stops…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This daily-chart strategy enters long when a fast, double-smoothed exponential moving average crosses above a slower double-smoothed average. It closes on the reverse crossover or when price reaches a hard stop set as a percentage below the average entry…

EquitiesTrend followingTechnical indicatorsPosition sizing