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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

1,507 documents

ProRealCode

This indicator identifies thirteen common candlestick formations and marks them on a chart with labels and, for many patterns, directional arrows. The listed formations include doji, morning and evening stars, shooting star, hammer variants, harami,…

Technical indicatorsEquitiesStatistics
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…

CommoditiesFuturesBacktestingRisk management
ProRealCode

The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…

EquitiesTechnical indicatorsMomentumBacktesting
ProRealCode

The document explains an Ergodic oscillator derived from William Blau’s True Strength Index. It smooths price momentum and absolute momentum through two exponential moving-average stages, forms a normalized momentum measure, then applies additional smoothing…

Technical indicatorsMomentumStatistics
ProRealCode

The document describes a forex strategy that combines the Awesome Oscillator, Accelerator Oscillator, and Parabolic SAR. It enters long after price crosses above the SAR and both oscillators rise, or short after price crosses below the SAR and both fall. A…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

The indicator identifies candidate liquidity zones from repeated wick tests that fail to close through a candle-body reference level. It maintains separate upside and downside references, counts contacts only when tests are sufficiently spaced, and confirms…

Technical indicatorsMarket microstructureExecution
ProRealCode

Momentum Pinball adapts the relative strength index to track changes in daily price movement rather than relying directly on the current close. It compares the change between consecutive daily closes with the prior change, separates upward and downward…

Technical indicatorsMomentum
ProRealCode

This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…

Technical indicatorsBreakoutTrend following
ProRealCode

The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…

EquitiesTrend followingTechnical indicatorsBacktesting
ProRealCode

This note presents a third-generation moving average attributed to Dr. Manfred G. Dürschner. It calculates a short-period average, then averages that result over a longer period, and combines the two with a coefficient derived from their relative lengths.…

Technical indicatorsStatistics
ProRealCode

The document presents an indicator implementation for plotting Weis Wave, also called Wyckoff Wave, on a price chart and labeling the volume accumulated during rising and falling legs. It tracks directional moves using price thresholds, then updates swing…

Technical indicatorsVolatilityMarket microstructure
ProRealCode

This indicator derives yearly pivot levels from the prior year’s high and low, together with price inputs that vary by calculation mode. It offers three stated pivot formulas, using combinations of the yearly range, the prior close, and the current open.…

Technical indicators
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Technical indicatorsStatisticsVolatilityTrend following
ProRealCode

This document explains a price-overlay indicator that marks supply zones at confirmed swing highs and demand zones at confirmed swing lows. Zone thickness scales with average true range, and the midpoint serves as a point of interest. A zone remains active…

Technical indicatorsVolatilityBreakoutRisk management
ProRealCode

This post adapts the DeMarker oscillator into an on-chart display of possible reversal points. The indicator compares averaged upward high changes with averaged downward low changes and scales the result to a range from zero to one hundred. In the chart…

Technical indicatorsMean reversionFutures
ProRealCode

This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…

Technical indicatorsBreakoutVolatilityRisk management
ProRealCode

The document explains Murrey Math levels as a set of price zones derived from the high-low range over a lookback period. It describes the outer 0/8 and 8/8 levels as major support and resistance, the 4/8 midpoint as a key pivot, and the 3/8 and 5/8 levels as…

Technical indicators
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Technical indicatorsRisk managementBacktestingTrend following
ProRealCode

This ProOrder indicator draws a zigzag by identifying local highs and lows over a symmetric window and connecting alternating turning points. Its configurable depth parameter determines how many bars are considered around a candidate fractal: increasing the…

Technical indicatorsStatistics
ProRealCode

The document presents a logarithmic Garman–Klass estimator that uses open, high, low, and close prices to estimate realized or historical volatility. It forms log returns for close-to-close, close-to-open, open-to-previous-close, and high-to-low moves. The…

VolatilityStatisticsTechnical indicators
ProRealCode

The document presents an indicator framework that combines nested swing detection, structural trend changes, Fibonacci retracements, and engulfing candlestick patterns. Short-, intermediate-, and long-term swings are used to identify increasingly significant…

Technical indicatorsBreakoutTrend followingRisk management
ProRealCode

This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…

Technical indicatorsTrend followingRisk management