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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

4,574 documents

TradingView scripts

This indicator places a set of equity indices, currency pairs, and two-year yields into a compact visual dashboard. It retrieves open, high, low, and close data for the selected symbols on the chart timeframe. For each instrument it displays the latest value…

Multi-assetEquitiesFixed incomeForex
TradingView scripts

This strategy uses a simplified Kalman state-space filter to estimate a smoothed price and a normalized trend-strength oscillator. It enters long when trend strength is strongly positive, the signal is green, and price is above the filtered estimate; short…

ForexTrend followingMomentumTechnical indicators
TradingView scripts

This indicator compares a chosen main symbol with up to twenty others and presents their correlations as a color-coded heatmap. Users can select preset forex, stock, or crypto groups, or provide custom symbols. A configurable lookback period controls the…

Multi-assetStatisticsCryptoEquities
TradingView scripts

This strategy marks recent pivot highs and lows as potential resistance and support, then looks for price to wick beyond a level and close back through it. A bullish setup requires a recovery above support on an up candle while price is above the long-term…

ForexBreakoutTechnical indicatorsRisk management
TradingView scripts

This indicator summarizes intraday behavior by hour and by named trading session. Its ranking boards compare average bar range, volume, the proportion of bars closing up, average open-to-close drift, and a composite ranking that equally combines percentile…

StatisticsMarket microstructureVolatilityForex
TradingView scripts

This strategy combines a double Hull-style moving average, a volume-weighted moving average, and a longer weighted moving average. It compares the double Hull series with its prior-bar counterpart to establish direction, then uses the averages’ relative…

Technical indicatorsMomentumBacktestingForex
TradingView scripts

This strategy combines Supertrend direction, an SSL channel crossover, MACD sign, and candle color to identify long or short entries. Signals are accepted only when the bar closes and falls within one of up to five configurable trading sessions, with a…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This TradingView strategy uses RSI calculated on a selectable timeframe to trade gold in either direction. It enters long when RSI falls below a configurable lower threshold and short when it rises above an upper threshold, provided there is no open…

CommoditiesForexMean reversionTechnical indicators
TradingView scripts

This framework stores recent pivot highs and lows as liquidity levels, then looks for price to sweep through a level and reclaim it. Entry confirmation can be limited to a configurable number of bars after the sweep, and filters assess wick size, body size,…

ForexBreakoutTechnical indicatorsRisk management
TradingView scripts

This strategy combines three entry patterns—fair value gaps, order blocks, and pin bars—with directional and timing filters. Longs require price and the fast EMA to be above the slow EMA; shorts require both below it. Trades are limited to London or New York…

ForexCommoditiesTechnical indicatorsTrend following
TradingView scripts

This strategy turns pin-bar candlesticks into long and short trades using wick and body proportions, the candle’s position relative to two exponential moving averages, and an optional EMA ordering condition. It also measures distance from a nearby…

ForexTechnical indicatorsMean reversionRisk management
TradingView scripts

This swing strategy looks for continuation after an unusually large directional candle. It defines bullish or bearish displacement by comparing the candle body with a multiple of the 14-period ATR, then tracks the displacement bar's low or high. Within a…

ForexTrend followingBreakoutPosition sizing
TradingView scripts

This EUR/USD strategy estimates linear regressions over short, medium, and long lookback windows. Each layer contributes a directional signal whose strength depends on slope, fit, correlation, and significance checks. It combines the layer signals using base…

ForexStatisticsMachine learningTechnical indicators
TradingView scripts

This example uses a random binary result to choose a long or short trade on a selected weekday. It sizes entries inversely to average true range and places a take-profit and stop level one ATR from the trade’s reference price, creating a nominal one-to-one…

ForexBacktestingRisk managementPosition sizing
TradingView scripts

This FX-oriented strategy combines weekly, daily, and 4-hour price levels with a 50-period simple moving average, short-term break-of-structure conditions, and a fair-value-gap flag. Long signals require price above the moving average, bullish positioning…

ForexTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This short-term strategy looks for SuperTrend direction changes, with RSI thresholds filtering long and short entries. It also requires current volume to exceed its moving average, restricts entries to a configured trading session and recent lookback window,…

ForexTrend followingTechnical indicatorsRisk management
TradingView scripts

This intraday strategy records the high and low of a defined Asian session, then places stop orders at those boundaries during a later trading window. It supports long-only, short-only, or two-sided trading; once one side enters, the other pending order is…

ForexBreakoutTrend followingRisk management
TradingView scripts

This strategy seeks reversals toward a rolling, volume-weighted price mean. It computes the basis over a configurable lookback and measures volume-weighted absolute deviation to form outer bands. A long setup occurs when price crosses below the lower…

ForexMean reversionTechnical indicatorsRisk management
TradingView scripts

The strategy defines an equilibrium level as the midpoint between the highest high and lowest low over a chosen lookback. It uses that level as each synthetic candle’s opening reference and classifies closes above or below it. After a configurable run of…

ForexTrend followingMean reversionTechnical indicators
TradingView scripts

This intraday strategy tracks the high and low of an Asian session, then looks for price to pierce one of those levels with a large wick and a reversal-colored candle. A scoring model combines that sweep with a directional impulse candle, moving-average…

ForexEquitiesCommoditiesMomentum
TradingView scripts

This short-term forex strategy combines Williams-style fractals with three exponential moving averages. It is intended for charts of one to five minutes, with a recommendation to revisit parameter settings weekly. The EMA lengths and fractal period are…

ForexTechnical indicatorsTrend followingRisk management
TradingView scripts

This indicator presents logistic regression as a binary classification method that estimates event probabilities through a sigmoid function. Its implementation updates model weights with gradient descent over a configurable lookback window on each new bar,…

Machine learningStatisticsForexTechnical indicators
TradingView scripts

This system combines two intraday approaches using UTC-defined sessions. During the London and New York windows, it looks for trend trades using fast and slow exponential moving averages, with optional higher-timeframe agreement. Candidate signals accumulate…

Technical indicatorsTrend followingMean reversionRisk management
TradingView scripts

Waindrops is a charting method that divides a user-defined period into two halves and plots each half’s volume distribution by price, along with the period high and low and a separate volume-weighted average price for each half. The difference between the…

Market microstructureTechnical indicatorsFuturesForex