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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

19,452 documents

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 strategy combines two SuperTrend signals calculated on separate timeframes with a K-nearest neighbors classifier and directional filters. The KNN component uses nearby historical SuperTrend observations to classify trend direction through weighted…

CryptoTrend followingMachine learningTechnical indicators
TradingView scripts

This indicator presents two normalized measures across a configurable list of cryptocurrency symbols: an ATR-based oscillator and smoothed volume. For the oscillator, it constructs a range measure from each bar's high-low range and the absolute open-close…

CryptoTechnical indicatorsVolatilityStatistics
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 short-only strategy looks to fade a sustained bullish run in Heikin Ashi candles. It combines a configurable streak count on a selected Heikin Ashi timeframe with an RSI condition on a separately selected timeframe; the defaults use seven bullish…

CryptoMean reversionTechnical indicatorsRisk management
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 measures the difference between weighted Bitcoin futures and spot prices from Binance and OKX, then standardizes that spread as a rolling z-score. It calculates the measure on three configurable timeframes, with example defaults of 60, 120, and…

CryptoFuturesSpot marketsStatistics
TradingView scripts

This BTCUSD strategy looks for reversals after unusually weak or strong price moves. It buys when the RSI is below its oversold threshold and the close is below the lower Bollinger Band; optional short entries require an overbought RSI and a close above the…

CryptoMean reversionTechnical indicatorsBacktesting
TradingView scripts

This long-only strategy combines a lower-timeframe RSI reversal signal with dollar-cost averaging. A base position opens when RSI crosses upward through its oversold threshold. If price falls, up to five safety orders add exposure at progressively wider…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This long-only ETH strategy arms a base entry when the four-hour RSI falls below a configurable oversold threshold. If price declines from the base entry, it can add up to five averaging orders at fixed percentage offsets. The example uses progressively…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This strategy combines three directional filters: Trend Magic, a Squeeze Momentum calculation, and cumulative delta volume. Long signals require price and CCI conditions to align with positive momentum and rising delta; short signals apply corresponding…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This short-only strategy for the XMR/USDT perpetual contract starts a trade when a five-minute RSI with a nine-period lookback crosses down through 80. It can use a limit or market base entry, then add up to three equal-sized averaging orders at successive…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This crypto futures strategy combines several oscillator and trend tools to generate long and short signals. Its indicators include WaveTrend, RSI with money-flow measures, Stochastic RSI, Schaff Trend Cycle, and divergence detection based on fractal swing…

CryptoFuturesTechnical indicatorsRisk management
TradingView scripts

This five-minute scalping strategy centers on a new lowest-low sweep followed by a reclaim as long-entry context. It detects swing structure using configurable pivots and can use either candle wicks or bodies. Optional filters account for clustered sweeps,…

CryptoTechnical indicatorsRisk managementBacktesting
TradingView scripts

This Bitcoin strategy tests a fixed weekly holding schedule: it opens a long position on Monday at 8 a.m. New York time and closes it Wednesday at 2 p.m. On intraday charts, the triggers use the specified times; on daily or higher charts, they use the…

CryptoBacktestingEvent-drivenRisk management
TradingView scripts

This Bitcoin-focused trend-following strategy looks for a volatility squeeze to release, then requires directional agreement from several indicators before entering. A squeeze is defined by Bollinger Bands sitting inside Keltner Channels; a release is…

CryptoTrend followingBreakoutMomentum
TradingView scripts

This crypto strategy combines swing failure patterns with confirmation from volume, stablecoin dominance, and aggregated open interest. A long setup follows a break below a prior swing low and close back above it; shorts use the reverse pattern. The sweep…

CryptoPerpetual futuresMarket microstructureTrend following
TradingView scripts

This strategy takes long or short entries when the direction of a Supertrend indicator changes, using confirmed direction values. A separate EMA-and-ATR channel is plotted for context, but the shown entry conditions are driven by Supertrend changes rather…

CryptoTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy divides a fixed XLM price range into geometric or arithmetic levels and assigns an investment amount to each slot. It opens a long position when a bar closes across a level downward, then closes that slot’s position when price crosses the next…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

This indicator displays pairwise correlations among six selected symbols using closing prices over a user-defined look-back window. It retrieves each series on a chosen timeframe, stores recent values in arrays, and calculates correlation from covariance…

StatisticsMulti-assetCrypto
TradingView scripts

This indicator combines swing-based market structure with volume profiles. It classifies lower-timeframe volume as buying or selling from price direction, then distributes that volume across price spans within a profile. The profile can be displayed as…

Technical indicatorsMarket microstructureFuturesCrypto
TradingView scripts

This TradingView strategy combines channel breakouts and consecutive rising or falling bars with optional confirmation from MACD, RSI, moving average crosses, or Ichimoku. It also includes chart overlays for swing levels, engulfing patterns, stochastic RSI,…

BreakoutTechnical indicatorsRisk managementCrypto
TradingView scripts

This indicator illustrates a meme pattern from crypto trading: an M-shaped price path likened to the McDonald’s logo, traditionally associated with a deep retracement. It detects alternating tops and bottoms using rolling highs and lows over a configurable…

CryptoTechnical indicatorsStatistics
TradingView scripts

This TradingView indicator overlays Bitcoin price with a visual dashboard of blockchain and market measures. It requests series such as network difficulty, hash rate, transaction counts, fees, miner revenue, market capitalization, and exchange volume, then…

CryptoOn-chain dataTechnical indicatorsStatistics