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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
Quantopian lectures
45 documents
Binance API docs
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 the Acceleration/Deceleration oscillator with Williams Fractals, an Alligator-style smoothed moving average, and an EMA trend filter. Fractal levels relative to the Alligator line define an approximate short-term trend; an EMA filter…

Trend followingMomentumTechnical indicatorsPosition sizing
TradingView scripts

This Pine strategy combines Supertrend, Parabolic SAR, moving averages, and an Arnaud Legoux moving average to identify trend conditions. Its long-entry logic checks price relative to the Supertrend lines, a longer moving average, and SAR, alongside a rising…

CryptoTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This indicator is a configurable backtesting and parameter-search tool. It can test stop-loss approaches such as trailing, volatility-based, chandelier, moving-average, and SAR stops, along with take-profit methods based on volatility or risk-reward. Users…

BacktestingStatisticsRisk managementPosition sizing
TradingView scripts

This strategy takes MACD signal-line crosses only when they pass configurable filters. With the defaults, longs require price above a long-term exponential moving average and shorts require price below it; a zero-line rule seeks bullish crosses below zero…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This crossover strategy compares a fast exponential moving average with a slower one. A fast average crossing above the slow average generates a bullish signal; crossing below generates a bearish signal. The defaults are 50 and 200 periods, and the strategy…

Trend followingTechnical indicatorsPosition sizing
TradingView scripts

This strategy enters when a 5-period EMA crosses both the 13-period and 26-period EMAs in the same direction, provided current volume exceeds its 20-period average. It records the signal candle’s high and low and uses the relevant extreme as the initial stop…

Technical indicatorsMomentumRisk managementPosition sizing
TradingView scripts

This XAUUSD strategy uses the relationship between 20-period and 50-period exponential moving averages to define direction. It enters long when price crosses above the faster average while that average is above the slower one, and enters short on the inverse…

CommoditiesTrend followingTechnical indicatorsRisk management
TradingView scripts

This document describes a reusable TradingView strategy framework intended to let users supply their own long and short signals while retaining common backtest controls. Its interface separates entry triggers from directional filters, with four named…

BacktestingExecutionPosition sizingRisk management
TradingView scripts

This unfinished strategy looks for reversals after price closes beyond a session VWAP band. A short setup begins with a shooting star or doji near a recent high, followed by a bearish confirmation such as an engulfing candle or a lower high that closes below…

Mean reversionTechnical indicatorsPosition sizingBacktesting
TradingView scripts

This intraday strategy identifies recent pivot highs and lows, then treats a move beyond a swing level that closes back inside it as a liquidity sweep. Long setups require a sweep below a swing low while price is above a 200-period EMA; short setups require…

FuturesTrend followingTechnical indicatorsRisk management
TradingView scripts

This strategy calculates approximately one year of price return and compares it with a moving average of that return. Its lookback adapts to chart frequency: the script uses 252 bars for daily data, 52 for weekly, 12 for monthly, and estimates the number of…

MomentumTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy uses a fast and a slow exponential moving average to classify direction and trade crossovers. With the defaults shown, the fast average uses 12 periods and the slow average uses 21. A cross of the fast average above the slow one opens a long…

Trend followingTechnical indicatorsMomentumPosition sizing
TradingView scripts

This document describes a long-only spot grid approach that divides a price range into levels. It buys as price falls through a level and sells a position when price rises to the next higher level. The described configuration uses ten levels and allocates…

Grid tradingSpot marketsBacktestingPosition sizing
TradingView scripts

This hybrid accumulation strategy scores potential oversold conditions using three inputs: a close below the lower Bollinger Band, price below long moving averages, and tiered low RSI readings. Higher combined scores activate one of two monitoring modes.…

Mean reversionTechnical indicatorsPosition sizingRisk management
TradingView scripts

This automated long strategy derives Fibonacci-style price levels from recent pivot highs and lows, then lets the user select one level as a candidate entry. When the preceding bar’s low crosses below the selected level and other state conditions allow a…

Technical indicatorsExecutionPosition sizingBacktesting
TradingView scripts

This long-only strategy combines an RSI oversold trigger with price thresholds for two staged entries. The first entry requires RSI to cross below its oversold level while price is at or below a user-set limit. After that fill, the script calculates a second…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This TradingView strategy describes a short-only dollar-cost averaging approach for the XAUT perpetual contract. It opens a base short when three-minute RSI(9) crosses down through 80, treating a retreat from overbought conditions as a possible reversal…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This crypto strategy combines RSI conditions with moving average crossovers to open and close long positions. It looks for RSI below 40 and falling by more than three points, alongside a bearish crossover of the 50- and 100-period simple moving averages. It…

CryptoTechnical indicatorsMomentumBacktesting
TradingView scripts

This long-only strategy identifies a potential support retest when consecutive candles share a low and the current low rises above that level. It places four limit entries at progressively spaced prices above the repeated low, with spacing derived from…

Mean reversionGrid tradingPosition sizingRisk management
TradingView scripts

This long-only strategy arms an entry when a 14-period RSI on the four-hour timeframe falls below 28. After the base order, it places up to five additional orders at fixed percentage declines from the base entry price. The order sizes increase across the…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This script models a long-only dollar-cost averaging approach for HYPE quoted in USDT. It opens a base position when RSI crosses below a configurable threshold, then places up to a configured number of safety orders at progressively wider price declines from…

CryptoSpot marketsMean reversionTechnical indicators
TradingView scripts

This strategy combines two Supertrend indicators calculated with different deviation factors to reduce noise. It opens long positions when both indicators align bullishly and short positions when both align bearishly, subject to one-signal state controls. It…

Trend followingTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This allocation strategy combines a trend regime filter with volatility-based position sizing for leveraged index ETFs. It holds exposure only when price is above a long-term simple moving average; otherwise, it moves to cash. While the regime is favorable,…

EquitiesTrend followingVolatilityPosition sizing
TradingView scripts

This script describes a US30-oriented strategy that uses RSI crossing the 50 level to generate directional signals, subject to configurable trading sessions and an ATR floor. A signal places a stop entry beyond the signal bar’s high or low by a set offset,…

FuturesTechnical indicatorsRisk managementPosition sizing