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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 looks for breakouts beyond an opening range built during selected London and New York morning sessions. A signal requires a close outside the range, a sufficiently strong candle, and—when enabled—confirmation relative to VWAP. The strategy…

FuturesBreakoutRisk managementPosition sizing
TradingView scripts

The strategy is presented as a layered system that combines market regime, directional bias, momentum, and price structure. Its configurable components include ADX and ATR regime measures, moving averages for directional bias, RSI and MACD momentum signals,…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy identifies swing highs and lows with pivot calculations, then classifies direction using higher highs and higher lows or lower highs and lower lows. In an uptrend it looks for price to pull back near the latest higher low and close above it; in…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

The strategy standardizes three inputs—rate of change, RSI, and relative volume—over a shared lookback, then combines them with configurable weights into a composite score. An EMA-like smoother adjusts its length using the ATR percentile rank: it responds…

Technical indicatorsMomentumMean reversionVolatility
TradingView scripts

This configurable strategy builds a volume-weighted average price from typical prices and cumulative volume, resetting the calculation by session, week, or month. It estimates volume-weighted dispersion around VWAP and plots three bands at selectable…

Technical indicatorsTrend followingMean reversionRisk management
TradingView scripts

This daily-chart strategy seeks long exposure using signals from the Nasdaq alongside market context from the S&P 500 and Bitcoin. Its main entry filter requires S&P 500 lows to remain above a 21-day EMA for several sessions, QQQ lows above short EMAs, no…

EquitiesUS marketsTrend followingRisk management
TradingView scripts

This silver strategy combines six checks for each direction, including RSI behavior, Bollinger Band re-entry, position relative to a short EMA, candle rejection patterns, and RSI divergence. A signal is allowed when a configurable minimum number of checks…

CommoditiesMean reversionTechnical indicatorsRisk management
TradingView scripts

This long-only breakout strategy enters when price exceeds a prior high over a configurable lookback, or a prior rolling all-time high. The reference excludes the current bar. Entries may require a closing-price break and can be filtered by an uptrend,…

BreakoutTrend followingRisk managementPosition sizing
TradingView scripts

This strategy seeks to re-enter established trends after a countertrend pullback. Trend direction requires a fast EMA to be above or below a slower EMA, with the slower average also rising or falling over a lookback. A short-period RSI registers a dip in an…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This long-only SOL strategy arms a base purchase when a higher-timeframe RSI falls below a configurable threshold. If price declines further, it adds up to a configured number of averaging orders at progressively wider percentage deviations from the base…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This strategy seeks long entries in DRO, described by its author as an ASX instrument, when volume rises above its moving average and price closes as a strong bullish candle. It also requires price above a trend EMA, RSI below a ceiling, and no blow-off…

EquitiesMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy combines a moving-average slope oscillator with centered RSI to generate trend and reversal signals. It scales the slope using an arctangent transformation so it can be compared with RSI around a zero center, and uses a no-trade zone to…

CryptoTechnical indicatorsMomentumPosition sizing
TradingView scripts

This short-only BCH perpetual strategy opens a position when a lower-timeframe RSI crosses down through an overbought threshold. It can submit the initial order as a limit or market order, then add a configurable series of averaging orders at fixed…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This strategy trades crosses of the chart’s 200-period EMA in either direction, subject to an optional filter based on the previous completed daily candle: longs are allowed after an up day and shorts after a down day. It uses a fixed six-contract position…

Technical indicatorsTrend followingPosition sizingRisk management
TradingView scripts

This short-only strategy opens a base position when a five-minute RSI crosses downward through an overbought level. If price rises above the base entry by preset percentage steps, it adds averaging orders, with configurable spacing and order sizing. The…

CryptoPerpetual futuresMean reversionRisk management
TradingView scripts

This strategy separates directional filtering from entry timing. A 38- and 62-period EMA comparison sets the trend direction, while current-timeframe and automatically selected higher-timeframe stochastic measures must confirm momentum around the 50 midline…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This document presents scheduled dollar-cost averaging as a passive comparison strategy for active trading systems. It invests a fixed quote-currency amount on either a selected weekday or every set number of bars, within configurable start and end dates.…

BacktestingPosition sizingPortfolio constructionEquities
TradingView scripts

This strategy provides configurable long and short entries driven by user-selected signal sources. In single mode, one source must be positive; dual mode requires two sources in the same direction. Entries can be limited to enabled evening, overnight, or New…

Risk managementPosition sizingExecutionBacktesting
TradingView scripts

The strategy uses the relationship between 100-period and 200-period EMAs to define bullish and bearish regimes. In an uptrend, a long setup occurs when price dips below the lowest low of a lookback window, closes back above that level, and finishes with a…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This long-only strategy identifies a potential bullish reversal bar when the bar closes above its midpoint, makes a low over a configurable recent-bar window, and sits below the three Alligator lines. Optional filters use the Awesome Oscillator and a…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This is a long-only averaging strategy for SOL that opens a base position when four-hour RSI falls below a configurable threshold. If price declines further, it adds up to five orders at fixed percentage distances from the base entry, with order sizes that…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This chart indicator maintains long-side and short-side trailing levels using one of three methods: an automatic distance based on the median of observed price swings, a fixed percentage offset, or recent pivot highs and lows. A lookback setting controls the…

Risk managementTechnical indicatorsPosition sizing
TradingView scripts

This educational strategy template demonstrates how to attach structured webhook messages to strategy order fills. Its example entry logic uses a fast and slow moving average crossover, while configurable exits use either an average true range-based stop or…

ExecutionRisk managementPosition sizingTechnical indicators