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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

4,613 documents

TradingView scripts

R19 combines trend-strength and price indicators to generate long and short signals, primarily using a configurable reference market such as BTC/USDT. Its conditions use MACD crossovers, ADX strength, price relative to a simple moving average, RSI relative…

CryptoTechnical indicatorsMomentumRisk management
TradingView scripts

This Pine strategy places stop orders just above the highest high and below the lowest low over a configurable lookback. A break through either boundary can open a long or short position, with pyramiding disabled. Entries are only submitted when the script…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This chart indicator estimates the outcome of investing a fixed amount at a chosen daily, weekly, or monthly interval over a user-selected date range. For each eligible period, it divides the contribution by the selected timeframe’s price, accumulates asset…

BacktestingPortfolio constructionPosition sizingStatistics
TradingView scripts

This Pine strategy builds an adaptive moving average using Kaufman’s Efficiency Ratio (ER): the average responds more quickly when price movement is efficient and more slowly when it is choppy. It estimates deviation around the KAMA to form bands, classifies…

Technical indicatorsTrend followingPosition sizingVolatility
TradingView scripts

This strategy uses a simple moving average crossover to start a directional grid. On a bullish crossover it places up to ten stop entries at successively higher percentage levels; on a bearish crossunder it places corresponding entries below the trigger…

Grid tradingTrend followingPosition sizingBacktesting
TradingView scripts

This strategy uses three-bar swing patterns as entry signals and filters them with a daily fractal bias. A local bullish fractal occurs when a bar’s low is below the preceding low and the following bar’s low is higher; the bearish version reverses the high…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy combines fast and slow EMA crossovers with order-flow and trend filters. A bullish crossover qualifies when either open-interest change exceeds its threshold or smoothed signed volume is positive, and price is above the currently visible…

CryptoFuturesTechnical indicatorsMomentum
TradingView scripts

This script builds a smoothed reference line from a moving average adjusted toward VWAP, then places two pairs of bands around it using rolling price standard deviation. The line is called an ML prediction in the script, but the shown calculation is a…

Technical indicatorsVolatilityRisk managementPosition sizing
TradingView scripts

This strategy combines Bollinger Band position, long moving averages, and RSI into a score for identifying oversold conditions. A close below the lower band adds a point; being below progressively longer averages adds up to 1.5 points; and lower RSI readings…

EquitiesMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This MCX silver strategy combines a configurable higher- or lower-timeframe entry signal with position and loss controls. The long signal can require price above a volume-weighted moving average, above a lower standard-deviation band, and positive rate of…

CommoditiesFuturesMomentumRisk management
TradingView scripts

This strategy uses a lagging Parabolic SAR crossing price to identify directional entries and exits. Once a position is active, Williams-style fractal breakouts help generate take-profit or re-entry events: favorable price progress through higher or lower…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This educational template demonstrates how a rule-based strategy can manage several distinct entries, each with its own stop-loss and take-profit levels. Bullish and bearish candle patterns trigger long or short orders, while direction controls and an…

BacktestingRisk managementPosition sizingTechnical indicators
TradingView scripts

This intraday strategy defines an opening range from the first three five-minute candles after the regular-session open. It waits for a five-minute close beyond the range high or low and also requires a fair value gap relative to a candle ten minutes…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This long-only dollar-cost-averaging framework is calibrated for JUP perpetual futures on a four-hour chart. It opens a base position when four-hour RSI falls below a configurable oversold threshold. If price declines from the base entry, up to five…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

The STP Flip strategy uses an EMA-centered band widened by an ATR multiplier to determine direction changes. It is designed to remain in a position until the indicator flips, with optional per-trade profit or loss limits and a trailing profit stop. Settings…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy uses the Arnaud Legoux Moving Average (ALMA) as a directional filter: it favors longs when price is above the average and shorts when price is below. Entries are allowed only during selected London and New York trading windows. An optional TTM…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This script divides a chosen price range into evenly spaced grid levels and trades only long. When price falls below a grid level, it opens a position sized from an equal share of initial capital; when price rises across the next level, it closes the…

Grid tradingMean reversionPosition sizingBacktesting
TradingView scripts

This strategy script describes a long-only averaging plan for the POL perpetual market. It opens a base position when the four-hour RSI falls below an oversold threshold, then places up to five additional buys at fixed percentage declines from the original…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This Pine Script strategy template organizes the components needed to test a trading system: date filters, indicator and filter placeholders, entry and exit sections, position sizing, stop and target calculations, and performance displays. It includes…

BacktestingRisk managementPosition sizingForex
TradingView scripts

This strategy script targets Micro E-mini Nasdaq futures during the New York session. It uses a 20-period exponential moving average as a directional filter: a long setup occurs when price closes above the average after touching it, and a short setup occurs…

FuturesTrend followingTechnical indicatorsPosition sizing
TradingView scripts

This ETH strategy opens a long position when a 14-period RSI on the four-hour timeframe falls below a configured threshold. After entry, it adds up to five averaging orders at fixed percentage declines from the base entry price, with order sizes increasing…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This script describes a long-only grid strategy for XAU. It places grid levels between user-defined upper and lower prices, using either geometric spacing or arithmetic spacing. A close crossing downward through a level triggers a buy; a later upward…

CommoditiesGrid tradingPosition sizingBacktesting
TradingView scripts

This intraday strategy records the high and low during a configurable opening window, then waits for price to close beyond either boundary. After an upside or downside breakout, it looks for a later rejection at the session's anchored VWAP: price must touch…

EquitiesBreakoutTechnical indicatorsRisk management
TradingView scripts

The Vegas Reversal Strategy treats a sufficiently large one-sided candle wick as a possible reversal signal. It measures the upper and lower shadows against a configurable fraction of the candle’s closing price, and ignores a bar when both shadows meet the…

CryptoMean reversionVolatilityRisk management