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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,507 documents

ProRealCode

The document explains a three-oscillator technical indicator intended to help identify potential entries, exits, and market extremes. Its first oscillator filters price with a high-pass stage and a supersmoother, then normalizes the filtered value using a…

Technical indicatorsVolatilityMean reversion
ProRealCode

The document describes Bollinger %B, an oscillator that expresses a candle’s closing price relative to the Bollinger Bands. A reading of zero corresponds to the lower band, 50 to the moving-average basis, and 100 to the upper band. The included calculation…

Technical indicatorsVolatilityMean reversion
ProRealCode

The Range Coefficient is a histogram indicator that compares a short-term average of candle ranges with a longer-term average. It computes the ratio of the recent average range to the longer average range, then subtracts one. Positive readings mean recent…

VolatilityTechnical indicatorsStatistics
ProRealCode

The document presents an oil strategy on 10-minute bars built around a two-candle hammer-negation pattern. A first candle has its body near one end of its range; the following candle’s body must move into or beyond the prior candle’s shadow, with its body…

CommoditiesTechnical indicatorsMomentumTrend following
ProRealCode

The document describes an Ichimoku-based indicator that scores bullish and bearish conditions separately. Its ten checks compare the close with the conversion line, base line, and cloud boundaries, include comparisons with lagged indicator values, and assess…

Technical indicatorsTrend followingEquities
ProRealCode

The TMMS oscillator combines one RSI series with two stochastic series. It centers each reading around its midpoint and classifies the histogram as bullish when all three are above that level, bearish when all three are below, and neutral when they disagree.…

Technical indicatorsMomentumTrend following
ProRealCode

The document explains the Kase DevStops indicator as a way to place trend-following stops while accounting for variation and asymmetry in price ranges. It uses a short and a longer moving average to determine trend direction, tracks an extreme price as the…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This indicator description shows a way to mark neutral trading ranges using transitions, or twists, between the Ichimoku Senkou Span A and Senkou Span B lines. It draws each range’s upper and lower boundaries as a rectangle, ending the range when price…

Technical indicatorsTrend followingBreakoutEquities
ProRealCode

This indicator combines a volume-weighted average price with MACD-style trend measures to classify market conditions. It calculates the average closing price weighted by volume over a rolling lookback, then plots the distance between the current close and…

Technical indicatorsMomentumStatisticsBacktesting
ProRealCode

The HawkEye volume indicator colors a volume histogram according to rules combining current price action, bar range, and trading volume. It compares range and volume with moving averages over a lookback period, then locates the current close relative to…

Technical indicatorsStatistics
ProRealCode

This document describes a live AUDCAD strategy on hourly bars. It enters short after a bullish candle closes above the upper 20-period Bollinger Band, and enters long after three bearish candles coincide with a close below the lower band. The stated…

ForexMean reversionTechnical indicatorsBacktesting
ProRealCode

This experimental ADX variant uses a Vertical Horizontal Filter (VHF) to adapt its effective calculation period to price movement, and applies an Exponential Smoothing and Innovation State Space Model (ISSM) filter to high, low, and close inputs. It derives…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator marks short-term swing highs and lows with arrows and highlights selected intermediate swings with ellipses. It tracks candidate highs and lows as price extends beyond prior values, then changes its trend state when those candidates reverse.…

Technical indicatorsTrend following
ProRealCode

This indicator defines order blocks using displacement: a bullish setup requires a bearish candle followed by a bullish candle that closes above the prior high with a sufficiently large body; bearish conditions mirror the rule. The block spans the full range…

Technical indicatorsMarket microstructureRisk management
ProRealCode

This indicator builds channels from the rolling highs and lows of several moving-average lines. It compares each moving-average channel’s width with a threshold based on the close-price range over the prior 300 bars. A sufficiently wide channel is treated as…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator description presents the Zex as a lower-timeframe tool intended for scalping. It begins with a Stochastic Momentum Index calculated from closing prices, smooths that series with a triangular average, and defines a histogram from the difference…

Technical indicatorsMomentumExecution
ProRealCode

This indicator estimates the expected value of a long trade held for a fixed number of bars in two ways. Its empirical engine repeatedly samples overlapping historical trades, optionally applying take-profit and stop-loss rules, then calculates average…

StatisticsBacktestingRisk managementVolatility
ProRealCode

The document describes a ProRealTime indicator that plots how often a chosen variable falls into a set of value bands over a recent sample of candles. The user selects the variable of interest, such as normalized price range or an indicator reading, then…

StatisticsTechnical indicatorsBacktesting
ProRealCode

The document describes a long-only GER40 strategy on a four-hour chart. Its written description says to buy when price is below the 200-period EMA and above the 50-period EMA, with a linear regression slope filter, then exit when price is above the 28-period…

FuturesTechnical indicatorsTrend followingRisk management
ProRealCode

This note proposes screening Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and non-ST status. It further describes selecting stocks with five daily limit-up events, though the wording…

EquitiesChina marketsBreakoutMomentum
ProRealCode

This indicator combines a T3 moving average with an adaptive correction intended to flatten the output when changes are small relative to recent variability. The described calculation first forms T3 from a cascade of six exponential averages and a hotness…

Technical indicatorsVolatilityMean reversion
ProRealCode

This document presents a chart indicator intended to support counter-trend scalping. It tracks new highs and lows over a configurable lookback period, calculates a linear weighted moving average and a smoothed version, and marks an earlier local extreme when…

Technical indicatorsMean reversionRisk managementBacktesting
ProRealCode

The Quino Channel indicator estimates horizontal support and resistance from the distribution of closing prices over a chosen history. It sorts closes into equal-width price classes and builds a frequency histogram; classes with prominent peaks represent…

Technical indicatorsStatisticsRisk management
ProRealCode

The FX Forecaster is a chart indicator that turns recent closing prices into a Fisher-transformed series, then smooths it with two moving averages. The described settings use a 10-bar price range, a 9-period simple average, and a 45-period weighted average.…

ForexTechnical indicatorsMomentum