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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
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
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

9,797 documents

TradingView scripts

This strategy is designed for Nasdaq futures and combines short-period Hull moving averages of highs and lows with a longer exponential moving average and a rate-of-change filter. It enters long when price crosses above a trailing boundary while above the…

FuturesMomentumTrend followingTechnical indicators
TradingView scripts

This strategy seeks short-term reversals in gold during a configurable Asia session. It tracks the latest confirmed pivot high and low, then treats a wick through one of those levels followed by a close back inside as a liquidity sweep. A sweep below a pivot…

CommoditiesFuturesMean reversionTechnical indicators
TradingView scripts

This strategy presents a post-absorption reversal approach centered on VWAP. Its configurable inputs indicate that absorption is identified using unusually high volume, limited price displacement relative to ATR, and proximity to VWAP; candidate signals can…

FuturesMean reversionVolatilityMarket microstructure
TradingView scripts

This script describes a US30-oriented strategy that uses RSI crossing the 50 level to generate directional signals, subject to configurable trading sessions and an ATR floor. A signal places a stop entry beyond the signal bar’s high or low by a set offset,…

FuturesTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This seasonal model describes a short-selling schedule for agricultural commodity futures, intended to help producers sell at prices above the seasonal average. It assumes prices tend to be relatively low around harvest and stronger during the growing…

CommoditiesFuturesVolatility
TradingView scripts

This futures strategy looks for a two-bar directional impulse and then a pullback into a retracement zone based on the second bar’s range. It requires both bars to have substantial bodies and rising volume; same-direction bars or a mixed pair with a…

FuturesTechnical indicatorsMomentumRisk management
TradingView scripts

This indicator systematically draws trendlines by joining successive confirmed pivot highs and lows, with the pivot period configurable. It tracks the two most recent fractals of each type, plots higher highs, lower highs, higher lows, and lower lows, and…

Technical indicatorsFuturesMarket microstructureExecution
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 strategy proposes buying an index after a sharp rise in the VIX, treating extreme volatility as a possible panic episode that may reverse. Triggers can compare current VIX with the prior confirmed daily close or detect a rapid intraday change. A minimum…

Mean reversionVolatilityEvent-drivenEquities
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 trades MES during a defined London session using either a pre-London range break or a break of a confirmed swing pivot. The pre-session high and low are tracked, and the range must meet a minimum size before its boundaries can trigger trades.…

FuturesBreakoutMomentumTechnical 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 scalping strategy fades price moves toward bands placed around VWAP. The band distance is set by an asset-specific input multiplied by a user adjustment, with values supplied for Nasdaq futures, S&P futures, and gold. A long setup requires price to…

FuturesCommoditiesMean reversionTechnical indicators
TradingView scripts

This indicator presents selected metrics from the CFTC’s Legacy Commitment of Traders report as a time series. Users can choose measures such as open interest, trader counts, and long, short, or spreading positions for noncommercial and commercial…

FuturesStatisticsSentimentMarket microstructure
TradingView scripts

This strategy combines session timing with a simplified Smart Money Concepts style signal. It detects confirmed pivot highs and lows, then looks for price to breach and reclaim a prior pivot level. A bullish setup additionally requires a close above the…

ForexFuturesBreakoutTechnical indicators
TradingView scripts

This intraday MNQ strategy uses the 09:30–10:00 New York opening range to set direction. After an upside break, it rests a buy limit at a session VWAP; after a downside break, it rests a sell limit there. The entry window is limited to the morning, and the…

FuturesBreakoutTechnical indicatorsExecution
TradingView scripts

This intraday strategy finds the first adjacent pair of candles with opposite directions, then defines a range from their combined high and low. It buys when a later close crosses above the range and sells short when a close crosses below it. On one-minute…

BreakoutMomentumRisk managementFutures
TradingView scripts

This strategy enters long when a selected moving average crosses above a custom Supertrend line and short on the reverse cross. It confirms signals at bar close and allows the trader to invert the direction. Supertrend uses a selectable price basis and ATR…

Trend followingTechnical indicatorsRisk managementFutures
TradingView scripts

This futures strategy defines an initial balance from the opening range during a configurable New York session window. Once the range is locked, it accepts the day only if its size falls between configurable percentage bounds. During a later entry window, it…

FuturesBreakoutExecutionRisk management
TradingView scripts

This strategy uses a simple Bollinger Band breakout rule. It calculates a moving average of closing prices and bands offset by a configurable multiple of rolling standard deviation. A close above the upper band triggers a long entry, while a close below the…

FuturesBreakoutTrend followingTechnical indicators
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 strategy uses TradingView’s SuperTrend calculation, based on an ATR length and multiplier, to identify bullish and bearish states. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips back. With…

Technical indicatorsTrend followingFuturesExecution
TradingView scripts

This intraday Nifty strategy builds an opening range from the high and low of the first ten candles of each day. After the range is complete, it enters long when price crosses above the range high or short when price crosses below the range low. A daily…

FuturesBreakoutMomentumRisk management
TradingView scripts

This strategy trades reversals in SuperTrend direction: a bullish flip enters long and a bearish flip enters short, with opposite signals also closing positions. It converts dollar risk and profit thresholds into price distances using the instrument’s point…

FuturesTrend followingTechnical indicatorsRisk management