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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

1,507 documents

ProRealCode

This indicator combines Stochastic RSI with Heikin Ashi style candles calculated from smoothed oscillator values. It first computes RSI, scales it against its recent high and low, smooths the resulting %K and %D series, then centers them around zero.…

Technical indicatorsMomentum
ProRealCode

This indicator pairs ATR-based SuperTrend regime changes with a relative-volume confirmation filter. It estimates buying and selling volume from each bar’s close within its high-low range, then compares a fast EMA of each side’s volume with a slower EMA…

Technical indicatorsTrend followingVolatilityBacktesting
ProRealCode

This forum post presents a rule-based strategy for Japan 225 cash on an hourly chart. It checks for entries at 02:00, skips Fridays, and uses the direction and absolute range of a bar four periods earlier to choose a long or short trade. The position size is…

FuturesTechnical indicatorsRisk managementBacktesting
ProRealCode

This ProRealTime indicator is designed for price-action charting with few overlays. It calculates Fibonacci retracement levels from the current session's high and low, changes their orientation according to whether price is behaving bullishly or bearishly,…

Technical indicatorsEquitiesFutures
ProRealCode

The document introduces Kagi charts, a price-focused representation in which the horizontal time spacing is not uniform. Vertical segments track price movement, while horizontal inflection segments connect changes. Direction and color reflect whether price…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This indicator is designed to add context to bullish and bearish engulfing patterns. At a bearish engulfing, it counts the consecutive prior closes above a moving average; at a bullish engulfing, it counts consecutive prior closes below the average and…

Technical indicatorsMean reversionStatistics
ProRealCode

This DAX trading idea opens a long position on Monday at the specified morning entry time if the current price is more than 50 points above the previous day’s close. It exits at a preset time later that morning and sets a 50-point loss stop. The code also…

FuturesTrend followingBreakoutRisk management
ProRealCode

The Fearzone indicator is presented as a visual signal for periods of unusually weak price action. It marks a candle below the price when two conditions coincide: a drawdown measure from a recent high exceeds its longer-term average by one standard…

Technical indicatorsMean reversionRisk management
ProRealCode

This ProRealTime indicator compares current volume with its moving average to highlight unusually large or small activity. It divides volume by a configurable average, with a default lookback of 60 bars, then caps the displayed ratio at an upper limit.…

CryptoTechnical indicatorsStatistics
ProRealCode

The document presents a price range detector that tests three nested lookback windows and selects the longest window satisfying a set of structural filters. These include volatility compression ranked against the instrument’s own history, repeated closes…

Technical indicatorsStatisticsVolatilityBreakout
ProRealCode

This short indicator description presents a simple version of the Belkhayate Iceberg display. It calculates a linear regression center from total price over a chosen length, then compares the current center with its prior value. A falling center is marked…

Technical indicatorsTrend following
ProRealCode

The GRaB indicator colors candles by comparing closing price with three moving averages of the same configurable period: one each for highs, lows, and closes. The described default uses a 34-period exponential moving average. Candles are green when the close…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator overlays simple moving averages and standard deviation bands from slower time frames onto a faster chart. It supports monthly, weekly, daily, hourly, and minute inputs, with configurable averaging periods and deviation multipliers. For hourly…

Technical indicatorsVolatility
ProRealCode

This indicator colors candles according to whether the close is above or below a selected moving average. Candles above the average receive a bullish color, while those below receive a bearish color. A candle moving against the prevailing side of the average…

Technical indicatorsTrend following
ProRealCode

The document describes a trend-following indicator built from a moving average of the prior day’s typical price. It plots five fixed-distance bands above and below that average; the user sets the period and band increment, with 20 periods and an increment of…

FuturesTrend followingTechnical indicatorsRisk management
ProRealCode

This indicator plots end-of-day pivot levels for cash-market indices using prior market data. Its central floor pivot is the average of the prior close, high, and low. It derives three support and three resistance levels around that pivot, and also plots the…

Technical indicatorsBreakoutTrend followingRisk management
ProRealCode

The document describes a technical indicator that tracks three RSI-style readings based on the current high, close, and low relative to the previous close. It presents the high-based reading as a view of upward price movement, the close-based reading as a…

Technical indicatorsMomentum
ProRealCode

This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

This document explains a trend indicator that combines an FDI-based adaptive window, a triangular moving average, and a Jurik filter. Its averaging period contracts in cleaner trends and expands in noisier conditions; Jurik smoothing is then applied to…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This document explains a rolling volume profile that estimates the Point of Control (POC), the price bin with the greatest accumulated volume over a recent lookback window. It divides the window’s high-to-low price range into bins, assigns each bar’s volume…

Technical indicatorsMarket microstructureStatistics
ProRealCode

This post presents an indicator for comparing volume in the first one to ten intraday bars with the corresponding opening-period volumes from recent sessions. It plots each period’s observed volume alongside its recent average and maximum, with a…

Technical indicatorsMarket microstructure
ProRealCode

This indicator identifies a three-swing formation that may signal a change in trend. It tracks successive local highs and lows, using a lookback window to confirm pivot points. In a bearish setup, a high is followed by a low and a lower high; the pattern is…

Technical indicatorsBreakoutTrend following
ProRealCode

This scalping indicator combines moving-average alignment with candle retracement levels to generate long and short signals. It identifies a broader direction from several simple and exponential moving averages, then looks for a bar that retraces by a…

Technical indicatorsRisk managementVolatilityExecution