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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 script models a static geometric grid for ETH/USDT spot trading. It divides a preset price range into evenly spaced percentage intervals, places a fixed quote-currency amount at each level, and tracks whether each level has been filled. A filled level…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This Ethereum strategy uses an external daily implied-volatility series as a regime filter. When the series is at or below a support threshold, it places both a long stop above the recent three-bar high and a short stop below the recent three-bar low, aiming…

CryptoVolatilityBreakoutTechnical indicators
TradingView scripts

This indicator uses the VIX as a market-risk input to generate long and short signals for another charted asset. It calculates MACD on VIX and distinguishes signals at the start of a VIX momentum move from signals on a pullback across the zero line. The…

VolatilityTechnical indicatorsMomentumCrypto
TradingView scripts

This trend-following strategy combines a variable-speed EMA with conventional short- and long-period EMAs. Its dynamic EMA adjusts its smoothing in response to recent price changes; entries require price to remain on the trend side of that line, stay within…

CryptoTrend followingMomentumTechnical indicators
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

This intraday Bitcoin strategy combines local EMA alignment with trend votes from higher timeframes. Bullish or bearish setups require the 20-, 50-, and 200-period EMAs to be ordered in the same direction on the chart and on at least three of four higher…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

This indicator groups Bitcoin price changes by calendar month over a configurable historical lookback. It records each completed month’s return as either a percentage or a price change, then calculates the average return and the share of observations with…

CryptoStatisticsTechnical indicatorsBacktesting
TradingView scripts

This strategy framework combines an Asia-session range breakout mode with a London continuation mode. Its inputs define session windows and time zones, gate trades by the size of the Asia range, and offer weekday and entry-time filters. It also includes…

CryptoCommoditiesBreakoutTrend following
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 strategy combines regular RSI divergence with configurable RSI thresholds. It identifies bullish divergence when price makes a lower pivot low while RSI makes a higher pivot low, and bearish divergence when price makes a higher pivot high while RSI…

CryptoTechnical indicatorsMean reversionBacktesting
TradingView scripts

This indicator builds a dashboard comparing data from selected crypto exchanges or forex brokers. It can automatically choose a source group based on the chart asset or let the user select one. For each platform pair, the matrix displays the difference in…

CryptoForexArbitrageMarket microstructure
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 indicator constructs Bitcoin OHLC candles from data across multiple exchanges. Its motivation is that older exchange histories can contain isolated price spikes, frozen values, missing observations, and unsynchronized early records. The script gathers…

CryptoStatisticsMarket microstructureSpot markets
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
TradingView scripts

This chart indicator organizes price activity into Asia, London, and New York sessions, with optional premarket and post-market displays. It draws session ranges and volume and delta summaries, and offers time-price-opportunity profiles as bars or letters.…

Market microstructureTechnical indicatorsCryptoStatistics
TradingView scripts

This strategy uses daily Heikin-Ashi candle direction to choose long or short exposure, while a smoothed rate-of-change measure filters out periods with limited movement. It enters long when the daily Heikin-Ashi candle is bullish and the movement filter is…

CryptoTrend followingMomentumTechnical indicators
TradingView scripts

The document outlines a directional breakout strategy for BTCUSDT perpetual futures. It combines exponential moving averages and RSI with recent support and resistance levels to identify breakout entries with trend confirmation. Risk controls use ATR-based…

CryptoPerpetual futuresBreakoutMomentum
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 ETH-focused strategy seeks breakouts after volatility compression, using a broad set of filters to qualify direction and market conditions. Its design includes higher-timeframe trend and regime checks, EMA distance, optional ADX, volatility and volume…

CryptoMomentumBreakoutVolatility
TradingView scripts

This short-only Bitcoin strategy combines an overbought Stochastic RSI reversal with directional and volatility filters. It identifies a recent move above the overbought threshold, then requires the smoothed K line to cross back below that threshold and sit…

CryptoTechnical indicatorsVolatilityRisk management
TradingView scripts

The strategy combines Fibonacci retracement levels at 23.6%, 50%, and 78.6% with a trend-strength measure called Trend Strength Over Time. Percentile rankings across timeframes are intended to help confirm the direction and strength of a trend around…

CryptoPerpetual futuresTechnical indicatorsVolatility
TradingView scripts

This Bitcoin-dollar strategy combines SuperTrend direction with a fast and slow EMA relationship. It opens a long after a bullish SuperTrend flip when the fast EMA is above the slow EMA, or after a bullish EMA crossover while SuperTrend is already bullish;…

CryptoTrend followingMomentumTechnical indicators
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 strategy builds a directional strength measure from rolling percentiles of market highs and lows. It compares several lookback windows with longer-window high and low percentile reference levels, counting strong and weaker bullish or bearish conditions.…

Technical indicatorsTrend followingMomentumBacktesting