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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 combines several technical frameworks in a configurable system: opening-range levels, market structure, order blocks, fair value gaps, liquidity sweeps, premium and discount zones, Fibonacci levels, volatility regimes, oscillator divergence,…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

The strategy script models a two-sided short option position around an underlying price, then reacts when price crosses an upper or lower strike boundary. It closes the threatened short leg and opens a larger long repair position in the corresponding…

OptionsBreakoutRisk managementPosition sizing
TradingView scripts

This long-only strategy applies Bollinger Bands to session VWAP and uses a prior-period pivot as an entry filter. It buys when VWAP crosses above its moving-average basis while the close is at or above the selected daily or weekly pivot. The bands are formed…

Technical indicatorsMomentumRisk managementPosition sizing
TradingView scripts

This script models a long-only dollar-cost averaging approach for tokenized gold. It opens a base position, then adds safety orders at progressively lower prices using configurable order size and price-step multipliers. The take-profit threshold is…

CommoditiesSpot marketsGrid tradingPosition sizing
TradingView scripts

This strategy combines swing-based liquidity sweeps with a market structure shift (MSS) and a fair value gap (FVG) retest. A bullish setup begins when price wicks below a recent pivot low, closes back above it, and forms a rejection candle; the bearish setup…

Technical indicatorsBreakoutRisk managementPosition sizing
TradingView scripts

This strategy outlines long entries for the Micro E-mini S&P 500 futures contract on a 30-minute chart. It arms after the 9-period EMA or closing price reaches or falls below the 200-period simple moving average, then waits for the short EMA's slope to turn…

FuturesMean reversionTechnical indicatorsMomentum
TradingView scripts

This long and short trend-following strategy enters when price crosses beyond the previous bar's 55-period high or low, then exits through a 20-period opposite-side breakout. It estimates volatility with ATR and sizes each unit from account equity, a chosen…

Trend followingBreakoutVolatilityPosition sizing
TradingView scripts

This strategy marks bullish hammer candles and enters long when the MACD line and signal line are both at or below zero, while volume exceeds the prior bar. The hammer condition requires a small real body, a lower shadow at least twice the body, and a very…

Technical indicatorsMomentumPosition sizing
TradingView scripts

This strategy enters long when price is at or above the latest confirmed bullish fractal support and a fast ATR reading is unusually low relative to a slower ATR benchmark. The fractal is a local low formed by a sequence of lower lows followed by higher…

BreakoutTechnical indicatorsStatisticsRisk management
TradingView scripts

This long-only strategy combines a volume-confirmed bullish fractal with a low-volatility filter. It identifies a local low from a five-candle shape and requires the middle candle’s volume to exceed its recent average. The latest confirmed fractal low…

FuturesBreakoutTechnical indicatorsStatistics
TradingView scripts

This strategy applies long-only dollar-cost averaging to a GOOGLUSDT perpetual contract. It opens a base position and adds equal-sized safety orders as price falls, with each successive order placed farther from the initial entry according to a rising step…

Perpetual futuresCryptoTechnical indicatorsPosition sizing
TradingView scripts

This generic strategy takes an external source as its trading signal: positive values request long entries, negative values request shorts, and zero means no action. Repeated signals in the current direction add to the position according to the strategy’s…

Position sizingRisk managementExecutionBacktesting
TradingView scripts

This long-only strategy for an INJ perpetual contract opens a base position when four-hour RSI falls below 28. If price declines from the base entry, it can add up to five averaging orders at fixed deviations of 2%, 5%, 9.5%, 16%, and 25%. Each successive…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This strategy looks for price to break outside a Bollinger Band and then close back inside, treating that move as a liquidity sweep. It enters only when ADX is below a threshold, price agrees with a higher-timeframe EMA filter, and the configured trading…

Mean reversionGrid tradingTechnical indicatorsRisk management
TradingView scripts

This indicator is a visual framework for defining stops, multiple profit targets, and trailing stops across long and short setups. It offers configurable templates for stochastic, moving-average cross, MACD, Bollinger Band, and Supertrend signals. A user can…

Risk managementPosition sizingBacktestingTechnical indicators
TradingView scripts

This Pine Script is a configurable framework for building and backtesting strategies, rather than a complete trading signal. Its stated design is to pair the execution framework with a separate indicator that supplies conditions to start and end long or…

BacktestingRisk managementExecutionPosition sizing
TradingView scripts

This strategy opens a short when a bar closes above the upper Bollinger Band by a configurable margin. It calculates the bands from a simple moving average and standard deviation, then sizes up to three entries using fixed dollar allocations. If price rises…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This strategy builds an opening range from a configurable session, then looks for a long entry when price moves above that range high, provided the previous day’s first pivot resistance is above the range. A daily limit controls entries, and a backtest time…

BreakoutTechnical indicatorsRisk managementBacktesting
TradingView scripts

This short-term strategy looks for SuperTrend direction changes, with RSI thresholds filtering long and short entries. It also requires current volume to exceed its moving average, restricts entries to a configured trading session and recent lookback window,…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy seeks directional moves by combining several technical filters. A long signal requires a MACD crossover, price above a pivot resistance level, RSI above its midpoint, positive directional movement exceeding negative movement, and ADX above a…

Trend followingBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines two exponential moving averages with the Relative Strength Index to define directional entries. It goes long when the fast average is above the slow average and RSI exceeds its threshold, and short when the averages and RSI indicate…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only grid strategy divides a chosen price range into levels spaced either geometrically or arithmetically. It assigns an equal cash amount to each slot, buys when a bar closes down through an unowned level, and closes that slot after price crosses…

CryptoPerpetual futuresGrid tradingPosition sizing
TradingView scripts

This script presents a configurable framework with reversal and trending modes. It builds a baseline from a selectable moving average, then places entry thresholds at a chosen distance measured with ATR, price standard deviation, or session VWAP standard…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This strategy test explores two implementation problems in TradingView Pine Script: canceling a pending limit order and calculating position size from a chosen dollar risk amount, leverage, and prospective entry and stop prices. The described example uses an…

Position sizingRisk managementExecutionBacktesting