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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

19,452 documents

TradingView scripts

This indicator compares Bitcoin’s 28-day percentage price change with the corresponding change in daily active blockchain addresses. It plots both measures and builds upper and lower bands from the active-address change series, using a configurable moving…

CryptoOn-chain dataSentimentTechnical indicators
TradingView scripts

This long-only strategy for XRP perpetuals arms an entry when the 4-hour RSI(14) falls below 28. It starts with a base order, then adds up to five safety orders at fixed price declines from the base entry. The default order sizes grow at roughly 1.8 times…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This strategy combines pivot reversal levels with an RSI filter. It identifies swing highs and lows using configurable numbers of bars on each side, then tracks the most recent pivot price. When a pivot high is active and RSI at the pivot’s confirmation…

CryptoTechnical indicatorsBreakoutMean reversion
TradingView scripts

This script describes a long-only grid for TWT priced in USDT. It places a series of levels between configurable high and low bounds, using either geometric spacing, which maintains proportional gaps, or arithmetic spacing, which maintains equal price gaps.…

CryptoSpot marketsGrid tradingPosition sizing
TradingView scripts

This Bitcoin-focused system combines a modified MACD-style signal, a long-period RSI filter, and a price midpoint calculated from the recent high and low range. It uses the difference between 15- and 30-period EMAs, smoothed by a 9-period EMA; long and short…

CryptoTechnical indicatorsMomentumPosition sizing
TradingView scripts

This strategy adapts the Squeeze Momentum indicator into long and short trading rules. It compares Bollinger Bands with Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum value to indicate direction and whether momentum…

CryptoMomentumVolatilityTechnical indicators
TradingView scripts

This simple rule takes a long position when the current bar opens above the previous bar's open and a short position when it opens below it. The script uses a trailing exit and configures orders at a percentage of equity, with commission included in its…

MomentumTechnical indicatorsExecutionBacktesting
TradingView scripts

This TradingView strategy is described as reversing trades when price reaches extreme levels around VWAP standard deviation bands. The page shows BTCUSDT perpetual chart context and plots multiple bands, but provides no entry thresholds, exit rules, position…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This TradingView strategy divides a fixed BTCUSDT perpetual-futures price range into configurable levels, using either geometric or arithmetic spacing. It allocates the stated total investment evenly across levels. When a bar closes through an unowned level…

CryptoPerpetual futuresGrid tradingPosition sizing
TradingView scripts

This TradingView indicator combines volume or open interest dots with liquidation range displays. Users can select how dots are identified: mark many statistical extremes, show extremes within the visible chart area, display the highest value per bar, or…

CryptoTechnical indicatorsMarket microstructureDerivatives pricing
TradingView scripts

This Bitcoin scalping strategy uses a T3 moving average, calculated from a cascade of six exponential averages, as a smoothed price reference. It opens a long position when closing price crosses above the T3 line and a short position when price crosses below…

CryptoTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy uses an on-chain series reporting the share of addresses that are profitable, sourced from IntoTheBlock for a selectable crypto asset. It plots the daily series, optionally smoothed with a moving average, and enters a long position when the raw…

CryptoOn-chain dataTechnical indicators
TradingView scripts

This long-only strategy combines a multi-pole Gaussian filter with a volatility band and Stochastic RSI. It enters when the filtered baseline rises, price closes above the upper band, and the Stochastic RSI %K is above %D. The script applies a date window…

CryptoTrend followingMomentumBreakout
TradingView scripts

This indicator turns Bitcoin’s historical price and time series into a clock-like spiral visualization. It is restricted to the BTCUSD all-history index on the daily timeframe. The script collects closing prices and timestamps, smooths log-transformed prices…

CryptoTechnical indicatorsStatisticsOn-chain data
TradingView scripts

This strategy reverses a conventional momentum setup. It enters short when MACD crosses its signal line, the histogram is positive, and price reaches or exceeds VWMA; it enters long when the histogram is negative and price touches or falls below VWMA.…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This BTC/USDT three-hour strategy builds a cumulative signal from volume and momentum indicators. Its volume-change oscillator compares short and long volume averages, using configurable SMA or EMA smoothing. Crossings of multiple high thresholds adjust the…

CryptoMomentumTechnical indicatorsBacktesting
TradingView scripts

This extensive Pine strategy combines several signal and filter layers for crypto trading. Its configurable framework includes moving-average and higher-timeframe trend checks, volume and ATR filters, candle-body criteria, chop-regime detection, adaptive…

CryptoTechnical indicatorsRisk managementBacktesting
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 long-only strategy combines an Ichimoku trend entry with a money-flow filter for SOL/USDT on four-hour bars. Tenkan crossing above Kijun triggers a candidate entry, which is accepted only when the close is above the current cloud and the Money Flow…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This indicator estimates how broadly cryptocurrency markets occupy four momentum zones labeled FOMO, recovery, fear, and strength. It retrieves daily prices for broad market indices, Bitcoin and Ether, plus a configurable group of 36 other assets. RSI…

CryptoTechnical indicatorsMomentumSentiment
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 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 Bitcoin strategy combines three simple moving averages to trade in both directions. It enters long when the fast average is above the slow average and price is above the longer trend average; it enters short when both relationships are reversed.…

CryptoTrend followingTechnical indicatorsMomentum
TradingView scripts

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between…

CryptoGrid tradingBacktestingExecution