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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

The visible script logic identifies bullish or bearish market-structure breaks when price crosses a prior pivot and momentum, measured as a price-change z-score, exceeds a threshold. It searches recent bars for an opposing candle to define an order block,…

BreakoutMomentumTechnical indicatorsPosition sizing
TradingView scripts

This strategy combines a short-term direction check with a stochastic-style measure of price location inside an ATR-based Keltner Channel. It enters long when price is above its close from seven bars earlier and the channel position is below a threshold; it…

MomentumMean reversionVolatilityTechnical indicators
TradingView scripts

This MNQ strategy builds an opening range from the New York session’s first 15 minutes, recording its high and low. During the following trade session, a confirmed bar that closes outside the range can trigger a long above the high or a short below the low;…

FuturesBreakoutPosition sizingRisk management
TradingView scripts

This long-only strategy uses a custom value-trend measure alongside RSI. It normalizes closing prices within a rolling price range, smooths that series, and triggers a potential entry when the value-trend measure crosses above a threshold after RSI has…

Technical indicatorsMean reversionPosition sizingRisk management
TradingView scripts

This document presents a reusable backtesting framework for comparing entry signals under consistent exit and sizing rules. It calculates average true range, places stop-loss and take-profit levels at configurable ATR multiples, and sizes positions so the…

BacktestingRisk managementPosition sizingVolatility
TradingView scripts

This strategy divides a fixed price range into geometric or arithmetic levels and assigns an investment slot to each. It buys when a bar closes across a level downward, then closes that slot when price crosses the next level upward. The script is designed…

CryptoGrid tradingPosition sizingBacktesting
TradingView scripts

This mechanical strategy seeks trades when lower-timeframe and higher-timeframe Supertrend directions agree, with a fast and slow simple moving average as an additional alignment filter. It supports both long and short entries, permits only one open…

Technical indicatorsTrend followingVolatilityRisk management
TradingView scripts

This long-only dollar-cost-averaging framework for TAO perpetuals opens a base position when a 14-period RSI on the four-hour timeframe falls below 28. If price declines from the base entry, it adds up to five safety orders at preset percentage deviations,…

CryptoPerpetual futuresMean reversionPosition sizing
TradingView scripts

This strategy compares the rate of change of eight user-selected symbols and ranks them by recent momentum. It enters a long position on the chart symbol only when that symbol leads the basket and closes above its own prior high over a configurable lookback.…

EquitiesMomentumBreakoutTrend following
TradingView scripts

This strategy turns candle-shape rules into long and short signals. A bullish setup qualifies when the candle body closes in the upper portion of its range; a bearish setup qualifies when the body lies in the lower portion. The threshold is adjustable…

Technical indicatorsStatisticsRisk managementPosition sizing
TradingView scripts

This intraday strategy tracks the high and low of an Asia session, then looks for a sweep beyond one of those boundaries during a configured London window. A sweep sets a direction; entry requires a large directional candle whose body exceeds the 14-period…

ForexTechnical indicatorsBreakoutPosition sizing
TradingView scripts

This strategy identifies bullish or bearish market structure breaks by detecting price crossings of recent pivots, with a momentum z-score filter. On a break, it searches recent bars for an opposite-colored candle and uses that candle’s high and low to…

FuturesBreakoutMomentumRisk management
Bitget Academy

This guide explains why a gold CFD order’s displayed notional value is larger than the margin a trader must post. It uses a one-lot gold contract example to show how notional exposure is calculated, then illustrates the approximate margin requirement as…

CommoditiesRisk managementPosition sizingDerivatives pricing
Bitget Academy

The document sets out the rules for a 2023 team based futures copy trading competition. It specifies registration and event dates, the requirement that only certified elite traders create teams, and a minimum team size of ten. It also lists exclusions,…

CryptoFuturesRisk managementPosition sizing
Bitget Academy

The guide describes a crypto venue’s stock futures as contracts settled in USDT and linked to composite indexes of tokenized stock products from multiple providers. It outlines the product mechanics: isolated margin, adjustable leverage, long and short…

FuturesEquitiesExecutionRisk management
Bitget Academy

The document explains how a user can enter an invitation-only CFD copy trading project using either a trader’s referral link or a private password. It outlines prerequisites, including account verification, an updated app, access credentials, and sufficient…

CryptoFuturesRisk managementPosition sizing
Bitget Academy

The guide introduces Bitcoin futures as agreements whose value changes with the underlying Bitcoin price. It illustrates how a long position benefits when the settlement price rises above the contract price, while a short benefits when it falls below. The…

CryptoFuturesDerivatives pricingRisk management
Bitget Academy

The article describes Avantis, a Base-based decentralized synthetic perpetual platform that uses pooled liquidity rather than an order book. It says traders post stablecoin collateral to take leveraged exposure to crypto and other markets, with profits and…

CryptoPerpetual futuresDeFiPosition sizing
Bitget Academy

The article introduces leverage in crypto futures by distinguishing spot ownership from derivatives exposure and defining margin as the capital deposited to support a position. It illustrates how borrowed exposure scales a Bitcoin long: with a fixed amount…

CryptoFuturesRisk managementPosition sizing
Bitget Academy

The article explains how Pakistan’s gold prices reflect international bullion prices, the rupee exchange rate, local demand, purity, and duties. It compares physical purchases with digital exposure through ETFs, futures, options, and CFDs, and outlines…

CommoditiesFuturesOptionsForex
Bitget Academy

The document explains liquidity as the ability to trade without materially moving an instrument’s price, then links liquidity conditions to spread costs, execution speed, and slippage. High activity and plentiful counterparties generally support tighter…

ExecutionMarket microstructureRisk managementPosition sizing
Bitget Academy

This guide explains how a flexible crypto loan works, from borrowing against spot assets to repayment and collateral adjustments. Interest accrues hourly at a floating rate that changes with market supply and demand; the article explains that partial hours…

CryptoRisk managementPosition sizingSpot markets
Bitget Academy

This guide explains why fixed-dollar stop distances can be poorly suited to gold, whose intraday volatility varies by session and around economic events. It presents Average True Range (ATR) as a measure of recent movement size, not direction, and recommends…

CommoditiesTechnical indicatorsVolatilityRisk management
Bitget Academy

This guide explains common gold CFD terms using XAUUSD examples. It covers lot size and notional value, bid–ask spreads, market and limit orders, take-profit and stop-loss orders, leverage, margin ratios, liquidation, overnight charges, and transaction fees.…

CommoditiesDerivatives pricingRisk managementPosition sizing