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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
Quantpedia
86 documents
TqSdk
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

19,452 documents

TradingView scripts

This long-only cryptocurrency strategy combines a short moving-average crossunder with a CCI oversold signal. The default setup uses 1-hour signals, and its AND mode allows both events to align within a configurable keep-alive window; OR mode accepts either…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This long-only strategy combines a multi-pole Gaussian filter and filtered true-range band with Stochastic RSI. It enters when the filter is rising, price closes above the upper band, and the oscillator’s K line is above its D line. The script uses a time…

CryptoMomentumBreakoutTechnical indicators
TradingView scripts

This Bitcoin strategy combines a volume condition with a short-versus-long moving-average trend filter, an RSI ceiling, and ATR above its own moving average to generate long entries. It also retrieves Bitcoin dominance data and uses a dominance threshold as…

CryptoTechnical indicatorsMomentumPosition sizing
TradingView scripts

This Bitcoin strategy combines an ATR-based volatility stop, a volatility measure built from the distance between recent highest closes and the current low, and RSI. Its long entry occurs when the volatility measure crosses below its upper band while price…

CryptoMomentumVolatilityTechnical indicators
TradingView scripts

This Bitcoin strategy seeks entries on short-term pullbacks following a strong move. It detects impulses from the change in a smoothed primary-timeframe price relative to ATR, with an additional filter comparing current ATR to its recent average. A…

CryptoTrend followingMomentumVolatility
TradingView scripts

This ENA strategy places a fixed set of price levels between user-defined upper and lower bounds. Levels can be spaced geometrically, keeping percentage spacing more uniform, or arithmetically, keeping absolute spacing uniform. When the closing price crosses…

CryptoGrid tradingExecutionRisk management
TradingView scripts

This paper-trading strategy adapts a Turtle-style channel breakout to daily Bitcoin prices. It opens a long position when the close exceeds the prior breakout lookback high and is above a simple moving average filter. An ATR-based initial stop defines a…

CryptoBreakoutTrend followingRisk management
TradingView scripts

This chart overlay marks changes in Bitcoin’s mining difficulty using daily difficulty data. In its default mode, it colors background columns green when difficulty rises and red when it falls. The offset columns are a display choice intended to keep the…

CryptoOn-chain dataTechnical indicators
TradingView scripts

The indicator defines first-order pivots as three- or five-bar V-shaped highs and lows. It constructs second-order pivots by finding the same peak-or-trough pattern among first-order pivots, then applies the process again to identify third-order pivots. This…

Technical indicatorsStatisticsCrypto
TradingView scripts

This grid strategy divides a fixed price range into configurable levels, spaced either geometrically or arithmetically. It buys a slot when the closing price crosses downward through its level and closes that slot when price crosses upward through the next…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

This strategy estimates a smoothed price and velocity with a two-state Kalman filter. It measures the recent mean absolute deviation of closing price from the estimate, then places adaptive bands around the filtered price. A close crossing above the upper…

CryptoBreakoutTrend followingStatistics
TradingView scripts

This strategy combines a rule-based market regime classifier with macro, open-interest, liquidity, and volume conditions. Its so-called HMM regime is a persistent state machine: a Hurst-style proxy, ADX, RSI, directional indicators, micro-timeframe candle…

CryptoTechnical indicatorsMarket microstructureRisk management
TradingView scripts

This Bitcoin strategy combines signals across three timeframes to trade pullbacks in the direction of a broader trend. The one-hour 200-period EMA sets the directional bias, while 15-minute RSI identifies a pullback and three-minute Stochastic RSI crossovers…

CryptoMomentumTechnical indicatorsRisk management
TradingView scripts

This strategy divides a configured price range into evenly spaced arithmetic or geometric levels and places a buy when price crosses down through an unfilled level. A filled level is closed when price crosses up through the next level. Position value is…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This strategy combines breaks of pivot-based trendlines with a Supertrend direction filter to generate long and short signals. It detects swing highs and lows using a configurable lookback, then projects upper and lower lines using slopes calculated from…

CryptoPerpetual futuresBreakoutTrend following
TradingView scripts

This long-and-short strategy uses MACD histogram crossovers to identify directional turns and RSI thresholds to filter entries. A bullish MACD crossover can open a long when RSI is below its configured upper threshold; a bearish crossover can open a short…

CryptoMean reversionTechnical indicatorsRisk management
TradingView scripts

This single-pair long strategy combines RSI entry signals with a dollar-cost-averaging ladder. It opens a base position when a 14-period RSI on a configurable timeframe crosses above 30. Additional safety orders require price to fall below progressively…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This BTCUSDT-oriented strategy combines four exponential moving averages to define broad trend, time entries, and manage exits. The 50-period EMA above the 200-period EMA permits long entries; the reverse alignment permits shorts. A crossover of the 7- and…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This strategy uses the ratio of Bitcoin leveraged long positions to the combined total of long and short positions as a sentiment measure. It standardizes that ratio with a rolling Z-score, calculated from its moving average and standard deviation over a…

CryptoSentimentStatisticsTechnical indicators
TradingView scripts

This script models long or short dollar-cost averaging strategies using RSI threshold crossings to start a deal. It places an initial limit order and up to ten safety orders at progressively wider price deviations. Safety-order size is controlled by a…

Mean reversionTechnical indicatorsBacktestingPosition sizing
TradingView scripts

This Ethereum strategy combines Aroon crossover signals with an Absolute Strength Histogram concept. It uses separate lookback settings for long and short signals: a long begins when the long-side Aroon lines cross upward, subject to a lower-line threshold,…

CryptoTechnical indicatorsTrend followingBacktesting
TradingView scripts

This Bitcoin strategy seeks long positions when several measures support an advancing trend. It scores a bullish stack of smoothed moving averages, their separation and slopes, path efficiency, momentum persistence, volatility conditions, breakout strength,…

CryptoTrend followingMomentumBreakout
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

This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…

CryptoTrend followingVolatilityTechnical indicators