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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
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

Strategy library

This script pairs a long-only RSI entry with an optional filter based on recent trade outcomes. Its unfiltered entry occurs when the 14-period RSI crosses below 35. The filter version instead checks a simple candle condition for entry and permits a trade…

Technical indicatorsStatisticsRisk managementPosition sizing
Strategy library

This strategy script defines candidate price bases by checking whether enough recent bars form lows near the current bar's bottom. It lets the user choose candle lows or the lower of opens and closes as the base source, set the lookback and required…

BreakoutMean reversionPosition sizingRisk management
Strategy library

This document outlines a short-only dollar-cost averaging strategy for DOT perpetual futures. It starts a short when a nine-period RSI on a three-minute timeframe crosses down through 80, treating the move as a possible exhaustion of overbought momentum. If…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This strategy uses hourly candlesticks to detect unusually large intrabar moves. It labels an upward spike when the high stands sufficiently above the close, and a downward spike when the close stands sufficiently above the low. A signal is taken only when…

CryptoVolatilityTechnical indicatorsPosition sizing
Strategy library

The strategy enters spot positions after a strong hourly or four-hour price rise, provided the candle’s high is not too far above its close. It exits after the position reaches a profit threshold and price pulls back from the highest price tracked since…

CryptoSpot marketsMomentumPosition sizing
Strategy library

This automated trend system combines an 8-period EMA direction filter with pivot highs and lows to place breakout stop orders. It enters long above a recent pivot high when the EMA is rising, or short below a recent pivot low when the EMA is falling. The…

Trend followingBreakoutTechnical indicatorsRisk management
Strategy library

This short-term system combines fast and slow EMAs to identify trend direction with RSI filters intended to avoid entries when momentum is stretched. It requires signal conditions to persist across multiple candles, then enters in the trend direction. Risk…

Trend followingMomentumTechnical indicatorsVolatility
Strategy library

This document describes a scalping strategy assembled from several technical indicators, including ADX, Parabolic SAR, a range filter, MACD, RSI, relative momentum, moving averages, volume, and ATR. Its settings allow choices such as price source, indicator…

Technical indicatorsRisk managementBacktestingPosition sizing
Strategy library

This futures strategy opens a long position when a 15-minute bar crosses above the upper Bollinger Band, using a 30-bar window and a 2.2 standard-deviation setting. If price later falls at least 4% below the last entry, it adds another long position, with…

CryptoFuturesMean reversionTechnical indicators
Strategy library

The strategy computes RSI, applies a stochastic calculation to that RSI, then smooths the K and D lines with simple moving averages. A long entry occurs when K crosses above the oversold threshold, set to 20 by default. The exit order combines a trailing…

MomentumTechnical indicatorsRisk managementPosition sizing
Strategy library

This document describes a long-only dollar-cost averaging backtest. It opens a base position within a selected date window, then places a series of lower-priced safety orders. The order levels step farther apart according to a scale factor, while order size…

FuturesCryptoMean reversionGrid trading
Strategy library

This strategy seeks a long entry after a high-volume bar makes a lower low and closes below the previous close. It requires the position to be flat. Position size is described as a risk amount based on account equity and a user-set risk percentage,…

FuturesCryptoMean reversionPosition sizing
Strategy library

This document outlines a Turtle-inspired breakout system that compares price with rolling highs and lows. It offers two entry and exit modes: one uses shorter lookback channels, while the other uses longer ones. Breaks above a prior high can initiate longs,…

FuturesBreakoutTrend followingVolatility
Strategy library

This strategy uses a staged sequence of EMA and MACD signals to time trades. For longs, a fast EMA crossing above a slower EMA starts the setup; the MACD difference then moves above zero, makes a bearish crossover while still positive, and later crosses…

Technical indicatorsTrend followingPosition sizingRisk management
Strategy library

Despite its pair-trading label, this document describes a long-only strategy for a single instrument. It combines three simple moving averages and two exponential moving averages with candle and volume conditions to create two alternative entry signals. One…

EquitiesTechnical indicatorsTrend followingRisk management
Strategy library

This strategy combines a short-period RSI with consecutive candle colors to look for reversals after sustained moves. It uses an RSI period of 7 and a threshold of 30, treating readings below 30 as oversold and readings above the mirrored 70 level as…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This trend-following framework builds a range filter from a simple moving average and a smoothed measure of price deviation. It confirms an uptrend when price closes above the upper band for two consecutive periods and a downtrend after two closes below the…

Trend followingBreakoutVolatilityPosition sizing
Strategy library

This strategy defines consolidation on a four-hour chart and seeks entries on a five-minute chart after a breakout and retest. It uses the prior 12 higher-timeframe bars to form a range, requires a strong breakout candle and a buffer beyond the range, and…

CryptoFuturesBreakoutTrend following
Strategy library

This automated spot-trading script describes a long-only approach using MACD and price conditions. It checks for enough historical bars, then enters when the MACD difference is positive and the histogram moves above a configured threshold after being below a…

Technical indicatorsMomentumExecutionRisk management
Strategy library

This short-only strategy for BCH perpetual futures seeks to fade overbought price spikes. Its entry signal is a 9-period RSI on a five-minute timeframe crossing down through 80. After the initial short, it can add up to three averaging orders at fixed…

CryptoPerpetual futuresMean reversionTechnical indicators
Strategy library

This strategy combines RSI thresholds with a restricted trading window and staged position entries. It uses a 14-period RSI, with oversold and overbought levels of 30 and 70, and the source sets the default window to hours 2 through 4. Initial long or short…

CryptoFuturesMean reversionTechnical indicators
Strategy library

This Pine Script strategy combines breakout entry logic with a configurable time window. Its inputs set the breakout lookback, define the allowed hours and minutes for trading, and provide chart display options. The script also exposes risk controls:…

BreakoutTechnical indicatorsRisk managementPosition sizing
Strategy library

This backtesting system places a limit entry at a configurable percentage above or below a selected price reference, depending on whether it is set to trade short or long. Once a position is open, it cancels the initial exit orders and sets profit-taking and…

BacktestingRisk managementPosition sizingFutures
Strategy library

This workflow describes automated cryptocurrency perpetual-futures trading that delegates per-asset decisions to a large language model. An hourly process gathers market indicators, funding rates, positions, account state, and historical trading performance,…

CryptoPerpetual futuresMachine learningRisk management