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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

4,613 documents

TradingView scripts

This strategy filters direction with a 200-period exponential moving average and identifies recent pivot structure. After a bullish engulfing candle near a recent pivot low in an uptrend, it marks the candle body as a mitigation zone; the bearish setup…

Trend followingEquitiesTechnical indicatorsPosition sizing
TradingView scripts

This intraday futures strategy scores failed moves through prior-day, premarket, and opening-range levels. A long setup requires price to trade below and close back above at least two reference lows; a short setup mirrors this at reference highs. Trades are…

FuturesUS marketsBreakoutRisk management
TradingView scripts

This strategy combines a Bollinger Band breakout oscillator, a volatility squeeze signal, and ATR bands to define entries and exits. For a long trade, bullish breakout power must cross above a threshold while the squeeze indicator shows its green state;…

BreakoutMomentumVolatilityTechnical indicators
TradingView scripts

This strategy outlines long and short entries for Silver/USD using Bollinger Bands, RSI, short and long EMAs, volume, candle patterns, and RSI divergence. Each direction first requires three gates: RSI turning within a specified zone, price on the…

CommoditiesMean reversionTechnical indicatorsRisk management
TradingView scripts

This chart indicator helps map a planned trade by letting the user set an entry zone, stop-loss price, and as many as five take-profit levels, with a portion of the position assigned to each target. It displays position-related information such as contract…

Risk managementPosition sizingExecutionDerivatives pricing
TradingView scripts

This strategy combines Bollinger Bands and Keltner Channels to identify volatility contraction and subsequent expansion, then uses a linear-regression momentum value to guide directional trades. A squeeze is marked when the Bollinger Bands sit inside the…

VolatilityMomentumBreakoutTechnical indicators
TradingView scripts

This educational strategy example calculates trade quantity from a chosen maximum loss and a stop distance expressed as a percentage of entry price. The risk input can be either a percentage of strategy equity or a fixed cash amount. Dividing that risk…

Risk managementPosition sizing
TradingView scripts

This strategy uses ADX to classify conditions as trending, choppy, or neutral. It holds the previous regime while ADX remains between separate trend and chop thresholds, creating hysteresis. The regime selects a tighter or wider ATR multiplier for…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This trend-following strategy derives separate long and short trigger levels from turns in smoothed price. It applies a sequence of exponential moving averages, detects changes in the direction of the final smoothed series, and uses recent lows or highs to…

Trend followingBreakoutTechnical indicatorsPosition sizing
TradingView scripts

This long-only strategy opens an initial position, then adds buys when price falls by a fixed percentage from the last grid level. Each additional order’s cash size grows by a multiplier, up to a configurable order limit. The strategy calculates the…

Grid tradingPosition sizingBacktestingRisk management
TradingView scripts

This strategy enters when a candle closes beyond a Bollinger Band, using an optional long-term exponential moving average to align trades with trend. A volume filter can require volume above its moving average, while a time window, optional weekend closure,…

BreakoutTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This reversal strategy combines recent pivot highs and lows, average true range, volume, and candle direction. It treats price as exhausted when its distance from a stored pivot exceeds an ATR-based threshold, then requires price to be near a pivot and…

Mean reversionVolatilityTechnical indicatorsPosition sizing
TradingView scripts

This document explains how the script estimates Ralph Vince’s Optimal F from a strategy’s closed trades. It records profit or loss per contract, scales each result by the largest loss, then evaluates a grid of sizing fractions from zero to one. For each…

Position sizingRisk managementBacktestingStatistics
TradingView scripts

This example uses a random binary result to choose a long or short trade on a selected weekday. It sizes entries inversely to average true range and places a take-profit and stop level one ATR from the trade’s reference price, creating a nominal one-to-one…

ForexBacktestingRisk managementPosition sizing
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

This strategy describes a short-only approach for DOT perpetual futures. It opens a base position when a 3-minute RSI with a length of 9 crosses down through 80, treating the move as a possible end to overbought momentum. If price rises after entry, it can…

CryptoPerpetual futuresMean reversionTechnical indicators
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 futures strategy seeks intraday rebounds from daily or New York session VWAP. Long setups require price above weekly VWAP and a prior low that touched or crossed the daily or session VWAP before the current close returns above it. Short setups mirror…

FuturesMean reversionTechnical indicatorsRisk management
TradingView scripts

This HBAR perpetual-futures strategy opens a long position when a 14-period RSI on the four-hour timeframe falls below a configurable oversold threshold. It begins with a cash-sized base order, then can add up to five averaging orders at fixed percentage…

CryptoPerpetual futuresMean reversionRisk management
TradingView scripts

This strategy uses crossovers between a fast and slow exponential moving average to open long or short positions, with opposite signals closing the existing side and reversing direction. Its defaults use the 21- and 55-period averages and restrict trading to…

CryptoMomentumTechnical indicatorsRisk management
TradingView scripts

This script describes a configurable, long-only moving-average crossover strategy. It calculates three averages, each with selectable period, source, method, and chart resolution. Supported methods include simple, exponential, weighted, running, hull, double…

Technical indicatorsTrend followingBacktestingPosition sizing
TradingView scripts

The Fahdi Method combines swing-based market structure signals with several filters aimed at volatile, low-float stocks. Its components include change-of-character and break-of-structure events, internal liquidity levels, RSI momentum and divergence,…

EquitiesTechnical indicatorsMomentumRisk management
TradingView scripts

This script demonstrates an alert-driven limit-order workflow using price levels derived from recent pivot highs and lows. A selected Fibonacci-style level sets a prospective long entry; as that level changes, alerts can place, move, or cancel a limit buy.…

FuturesExecutionTechnical indicatorsPosition sizing
TradingView scripts

This XAU/USD strategy combines a fast and slow EMA with a close crossing the fast EMA to generate confirmed long or short signals in the direction of the broader EMA trend. At entry, it rounds the closing price to the instrument tick, places a stop a…

CommoditiesTrend followingTechnical indicatorsRisk management