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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

This strategy builds an opening range during a configurable period after the New York market open, then looks for a breakout confirmed by consecutive closes above the range high or below its low. It allows weekday filters and contract sizing, and enters at…

FuturesUS marketsBreakoutRisk management
TradingView scripts

This strategy enters a long position when the close falls below the lower Bollinger Band and RSI is below its oversold threshold. It enters short when price closes above the upper band while RSI is above its overbought threshold. The script calculates a…

Mean reversionTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This long-only FIL strategy places a fixed grid between configurable high and low prices. It offers geometric spacing, which keeps percentage gaps more consistent, and arithmetic spacing, which keeps absolute price gaps consistent. When a bar closes down…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

This strategy combines higher-timeframe market structure with lower-timeframe entry signals. A ZigZag process on the 30-minute timeframe identifies swing pivots, estimates trend state, and derives Fibonacci and support/resistance levels. On the 5-minute…

Technical indicatorsTrend followingBreakoutRisk management
TradingView scripts

This long-only strategy simulates an initial purchase followed by recurring dollar-cost averaging orders at a configurable interval measured in chart candles. Users can choose among several price sources and set a date window, base order amount, and…

CryptoSpot marketsPosition sizingRisk management
TradingView scripts

This EURUSD strategy targets a limited number of intraday reversal trades on a 15-minute chart. It enters long or short when SuperTrend direction changes, with RSI thresholds used to filter signals. A volume check requires current volume to exceed its 20-bar…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This strategy combines confirmed pivot highs with a least-squares moving average (LSMA) filter for long entries. After a pivot high is identified, it tracks that level and places a stop entry just above it when the close is above the LSMA. A date window,…

CryptoTechnical indicatorsTrend followingPosition sizing
TradingView scripts

This strategy builds demand and supply zones around confirmed pivot lows and highs, padding each pivot by a configurable amount. Long setups require a demand-zone rejection, a bullish sweep of recent lows or a simpler bullish attempt, upward displacement,…

FuturesTechnical indicatorsBreakoutRisk management
TradingView scripts

This strategy combines trend regime scoring, liquidity sweeps, Fibonacci retracement zones, and signal confluence to identify long and short setups. Its regime matrix uses fast, slow, and anchor moving averages, higher-timeframe alignment, slopes, ADX, and…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This strategy uses Bollinger Band %B, calculated from a simple moving average and standard deviation bands, to time long trades. It enters when %B crosses above zero, then closes the position when %B reaches or exceeds one, corresponding to price at or above…

Technical indicatorsMomentumMean reversionRisk management
TradingView scripts

This strategy uses VIX conditions to stage entries into SPXL. It begins buying after VIX has recently reached a panic threshold and then fallen from its short-term peak. Further additions require another qualifying decline, with the third addition reserved…

EquitiesVolatilityPosition sizingRisk management
TradingView scripts

This Pine Script library provides reusable calculations for managing open strategy positions. It converts between percentage distances, prices, ticks, and symbol currency; estimates hypothetical profit as a percentage of entry; and calculates stop and…

Position sizingRisk managementExecutionStatistics
TradingView scripts

This open-source strategy combines a Keltner Channel breakout system with a configurable model of a prop trading account. It places stop entries beyond the upper or lower channel, using a moving average as the center and a selectable range measure to set…

BreakoutTechnical indicatorsPosition sizingRisk management
TradingView scripts

This intraday strategy detects failure patterns and inside bars on a configurable higher signal timeframe, then supports two entry modes. It can enter when price breaks the higher-timeframe signal bar, or use that break to establish directional bias and wait…

FuturesTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy identifies bullish and bearish fair value gaps from three-bar price relationships, keeps them active for a configurable period, and looks for a later candle to retrace into the gap. In its default mode, the retracement candle must have the…

Technical indicatorsFuturesRisk managementPosition sizing
TradingView scripts

This strategy uses two SuperTrend lines and a simple moving average to set directional bias. It opens long positions when the fast SuperTrend is above the slow line and price is above the average, and short positions under the inverse conditions. It can add…

Trend followingTechnical indicatorsPosition sizingRisk management
TradingView scripts

This strategy enters long when the close falls below the lower Bollinger Band while RSI is below its oversold threshold. It enters short when the close rises above the upper band while RSI exceeds its overbought threshold. The example uses configurable…

Technical indicatorsMean reversionRisk managementPosition sizing
TradingView scripts

This Forex strategy combines swing-based supply and demand zones with doji candles to identify potential reversals. Zones are centered on confirmed pivot highs or lows, sized using ATR, and managed with settings for duplicate removal, expiry, broken…

ForexTechnical indicatorsMean reversionRisk management
TradingView scripts

This configurable strategy uses an ordered stack of moving averages to define direction and can evaluate that stack on the chart timeframe or a selected higher timeframe. Traders can choose among several average types and set how many confirmed closes the…

Technical indicatorsTrend followingGrid tradingPosition sizing
TradingView scripts

This strategy builds long and short setups from confirmed swing pivots. It places a prospective entry at a configurable Fibonacci retracement, requires the swing to exceed a minimum ATR size, and expires setups after a set number of bars. Entries also depend…

Technical indicatorsTrend followingRisk managementPosition sizing
TradingView scripts

This long-only strategy combines a Supertrend crossover entry with a higher-timeframe EMA filter. It enters when price crosses above the Supertrend while the higher-timeframe fast, medium, and slow EMAs are ordered from lower to higher. If already long, it…

Technical indicatorsTrend followingPosition sizingRisk management
TradingView scripts

This FX-agnostic template defines long and short pullback entries using a higher-timeframe EMA direction filter and lower-timeframe signals. The short EMA and long EMA determine the higher-timeframe bias; a qualifying setup requires price to have approached…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This script implements a long-only grid for EURUSD between user-defined upper and lower price bounds. It divides the range into levels using either geometric spacing, which maintains proportional gaps, or arithmetic spacing, which uses equal price…

ForexGrid tradingPosition sizingExecution
TradingView scripts

This TradingView script describes an EMA-based strategy with configurable trigger and trend lengths, optional re-entry or setback behavior, and controls for long-only or short-only trading. Its broader configuration supports futures signals and optional…

FuturesForexTechnical indicatorsRisk management