Skip to content

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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,613 documents

TradingView scripts

This strategy requires directional agreement across three configurable timeframes before considering a trade. Each timeframe receives a bullish, bearish, or neutral score using either RSI with a neutral band or the slope of an exponential moving average.…

Multi-assetMomentumTrend followingTechnical indicators
TradingView scripts

This strategy builds a 30-minute opening range for MNQ futures from 9:30 to 10:00 Eastern, then looks for trades after the range is fixed. A breakout requires a close beyond the range edge by default, elevated volume relative to its moving average, and a…

FuturesBreakoutTechnical indicatorsRisk management
TradingView scripts

TURKS is a long-side exposure strategy that adjusts position size using price relative to one or more trend means. The script offers a binary gate, a continuously graded exposure, and an ensemble of graded means. Its default rule combines multiple mean…

Trend followingPosition sizingRisk managementBacktesting
TradingView scripts

This script experiments with a long-biased strategy built around two unusual signal families. First, it rescales OHLC prices according to broad price ranges and checks whether the resulting values are divisible by small integers, treating bars whose OHLC…

Technical indicatorsStatisticsPosition sizingBacktesting
TradingView scripts

This strategy combines recent swing highs and lows with market-regime and entry confirmation filters. Pivot points define potential long and short zones, buffered by average true range (ATR); a configurable wait and candle trigger can be used before entry.…

Technical indicatorsRisk managementPosition sizingExecution
TradingView scripts

This long-only strategy identifies price areas where recent candle bottoms cluster within a tolerance, then keeps a set of sufficiently distinct support bases. It tracks the nearest base below price and treats a close beneath that level as a potential break.…

CryptoMean reversionPosition sizingRisk management
TradingView scripts

This short-selling strategy applies an RSI to the Ultimate Oscillator, then combines its threshold signals with three smoothed moving averages based on Williams Alligator settings. A short entry requires the averages to be ordered in a bearish alignment,…

EquitiesMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This strategy combines a SuperTrend direction signal with regime detection, a weighted confluence score, entry filters, and configurable position and exit controls. It estimates volatility relative to its moving average and uses ADX to classify conditions as…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy looks for bullish or bearish fair value gaps, defined by a gap between the current candle and the candle two bars earlier. A qualifying gap must also have a candle moving in the gap’s direction and, by default, a range at least as large as an…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This price-based mean-reversion strategy looks for a sharp pullback within a bullish regime. A long regime is defined by price above a long EMA; the optional short side applies the reverse condition below that EMA. For a long setup, price must fall a…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This equity-oriented strategy combines long-term moving-average alignment with volume, money-flow, relative-strength, and broad-market regime measures. Its trend engine compares a 150-period average with a 200-period average, while volume expansion and a…

EquitiesTrend followingMomentumBreakout
TradingView scripts

This short-only strategy opens a position when lower-timeframe Bollinger %B crosses above its upper-band threshold at the same time that RSI crosses into an overbought region. After entry, it places a ladder of up to nine averaging orders at progressively…

CryptoMean reversionTechnical indicatorsPosition sizing
TradingView scripts

This long-only averaging strategy uses one RSI condition to initiate a base position and a separate RSI condition to trigger a take-profit exit. The entry occurs when the configured lower-timeframe RSI crosses upward through its oversold threshold. If price…

CryptoPerpetual futuresMean reversionTechnical indicators
TradingView scripts

This strategy turns an internal range bar pattern into a pending breakout entry. It identifies bars whose open and close lie within a specified portion of the candle’s range, then requires agreement from several filters: a directional EMA stack, EMA close…

ForexBreakoutTrend followingPosition sizing
TradingView scripts

This strategy combines a Supertrend line with zones adjusted by an ADX calculation, then looks for price to cross those zones while remaining within recent support or resistance bounds. Traders can enable long, short, or both directions. The script…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy enters after the previous candle shows a dominant wick, using ATR to require sufficient total wick size and a minimum candle body to filter dojis. An upper wick that exceeds the lower wick by the configured ratio triggers a long entry; the…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This strategy tracks external swing highs and lows to set a directional bias, then uses shorter internal pivots to identify pullback anchors. In an uptrend, it defines a retracement zone from the latest external high toward an internal low; in a downtrend,…

Trend followingTechnical indicatorsRisk managementPosition sizing
TradingView scripts

The strategy builds a price range during the 8:00–8:15 a.m. Eastern session, then fixes its high, low, and midpoint. Between 9:45 and 11:00 a.m., it waits for a close outside the range and enters when price retests the midpoint in the breakout direction. The…

FuturesBreakoutRisk managementPosition sizing
TradingView scripts

This experimental ETHUSDT strategy maps dates to lunar months using year-specific New Year dates and month lengths. It opens a long position on lunar day five when flat and closes it on lunar day twenty-six when holding a position. The accompanying…

CryptoBacktestingStatisticsPosition sizing
TradingView scripts

This daily GBP/JPY strategy combines a Kijun-style baseline crossover with Williams %R confirmation. Long entries require the candle to cross above the baseline and Williams %R to meet an upper threshold; shorts use the reverse crossover and a lower…

ForexTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This script is a configurable framework for long and short strategies, rather than a single defined trading signal. It provides up to six condition steps per direction, with selectable data sources, comparison rules, optional fixed values, and logic for…

Risk managementPosition sizingExecutionBacktesting
TradingView scripts

This MGC futures strategy combines candle structure, relative volume, trend, and trading-session filters to produce entries. A bullish setup requires an up candle whose range covers the prior candle’s range and whose close exceeds the prior open; the bearish…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This strategy combines a session-reset VWAP with RSI thresholds and a broad market trend filter. It enters long when price is below VWAP, RSI is oversold, volatility clears an ATR-to-price threshold, and the selected market proxy is above its daily 200-day…

Mean reversionTrend followingTechnical indicatorsRisk management
TradingView scripts

The document describes a grid strategy that shifts a baseline when price moves by a chosen amount, enters in the direction of that shift, and places a profit target and stop one grid step away. It pairs this structure with either martingale sizing, which…

Grid tradingPosition sizingRisk managementBacktesting