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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

The document describes a one-minute EUR/USD strategy that combines SuperTrend, Parabolic SAR, MACD-derived momentum, and range-related filters. It enters after a sufficiently long Parabolic SAR run changes direction, with additional conditions intended to…

ForexTechnical indicatorsMomentumBacktesting
ProRealCode

This indicator aggregates bullish and bearish fair value gaps by price to show where imbalances have accumulated. It defines a bullish gap as a current low above the high from two bars earlier, and a bearish gap as a current high below the low from two bars…

Technical indicatorsMarket microstructureVolatility
ProRealCode

This ProRealTime indicator translates Stan Weinstein's four-stage market cycle into candle colors using weekly prices and a weekly simple moving average. Stage 1 represents basing, Stage 2 an advance, Stage 3 a topping phase, and Stage 4 a decline. A white…

Trend followingTechnical indicatorsFuturesEquities
ProRealCode

This indicator estimates expected intraday volume by comparing a bar with volume recorded at the same time on prior trading days. It calculates a mean across a configurable number of observations and plots that estimate alongside upper and lower bands one…

Technical indicatorsStatisticsMarket microstructure
ProRealCode

This indicator combines a smoothed stochastic-style measure with Vortex lines to frame possible reversal entries in the direction of the prevailing move. The digital stochastic uses the close’s position within a recent high-low range, smooths that value,…

Technical indicatorsMean reversionTrend following
ProRealCode

The Climatic Volume X indicator flags a candlestick when its volume exceeds a chosen multiple of the average volume over a lookback window. For each flagged bar, it can display the relative-volume reading and draw horizontal support and resistance guides…

Technical indicatorsBreakoutStatistics
ProRealCode

This long-only stock strategy selects strong performers using a six-month price-index comparison, with the code expressing entry as a gain above 44% over 130 bars. It exits when a profit target is reached, when a stop loss is triggered, or after 130 bars if…

EquitiesMomentumTrend followingRisk management
ProRealCode

This community post describes an intraday forex system intended for one- or five-minute charts. It tracks an hourly reference, sets upper and lower price thresholds around the previous close, and enters long or short when price crosses a threshold in the…

ForexBreakoutTechnical indicatorsRisk management
ProRealCode

This indicator identifies potential bullish and bearish turning points by requiring a candle reversal pattern, a nearby price extreme relative to a wider lookback, and a recent stochastic reading in an extreme zone. For a long signal, a bullish candle…

Technical indicatorsMean reversionEquities
ProRealCode

This document presents a ProBuilder indicator that compares fast and slow Triple Exponential Moving Averages. It explains the EMA weighting concept and TEMA’s combination of three sequential averages, then applies that construction again to create the fast…

Technical indicatorsTrend following
ProRealCode

This indicator marks an opening range and extends selected prices as chart segments. It tracks the high and low during a configured morning window, draws a range rectangle, and can show the range boundaries, an opening reference, and the previous session’s…

Technical indicatorsBreakoutForex
ProRealCode

This indicator uses confirmed Commodity Channel Index divergence as permission to search for a breakout setup. It pairs oscillator pivots with nearby price extremes, then looks for an unusually high-volume candle. The candle’s high or low becomes a level,…

Technical indicatorsVolatilityBreakoutRisk management
ProRealCode

The document explains a channel indicator built around a smoothed price filter, with upper and lower bands offset by a multiple of filtered true range. It describes the center line’s direction and price location relative to the bands as visual clues about…

Technical indicatorsTrend followingVolatility
ProRealCode

This indicator calculates volume-weighted average price from a user-selected calendar date, allowing a chart reader to track the average traded price since a chosen event. The article suggests anchoring it to a recent price gap on a daily chart to inspect…

Technical indicatorsEquitiesStatistics
ProRealCode

The Balance of Power indicator, attributed to Igor Livshin, aims to compare buyers’ and sellers’ ability to move prices toward extremes. Its raw readings range from minus one to plus one, and the values can be smoothed with a moving average. The supplied…

Technical indicatorsMomentumTrend following
ProRealCode

Projection Bands are a technical indicator developed by Mel Widner and introduced in 1995. They define upper and lower price boundaries by taking the highest and lowest prices over a lookback period and projecting those extremes forward in parallel with a…

Technical indicatorsStatistics
ProRealCode

The document describes a simple average-range indicator intended for daily range measurement, while noting that it can be applied to bars from any timeframe. It calculates the mean of the recent bars’ highs and subtracts the mean of their lows. The lookback…

Technical indicatorsStatistics
ProRealCode

This indicator seeks to identify quiet price ranges that may precede larger moves. It combines Keltner channel boundaries based on average true range with a standard deviation measure, then marks an upside or downside breakout when price crosses the relevant…

VolatilityBreakoutTechnical indicatorsRisk management
ProRealCode

This document explains a MACD variant called MACD Platinum, built by applying a zero-lag adjustment to exponential moving averages. For each MACD leg, it computes an exponential average, smooths that result again, and adds the difference between the two…

Technical indicatorsMomentumEquities
ProRealCode

The Premium Stochastic Oscillator adapts a short-period stochastic to center its output around zero. It compares the close with the highest high and lowest low over a chosen lookback, rescales that position, then applies two exponential smoothing stages. A…

Technical indicatorsMomentum
ProRealCode

This indicator marks price direction relative to a Donchian channel built from the highest high and lowest low over the prior twenty bars. A close above the upper boundary is colored blue, a close below the lower boundary red, and a close between them gray.…

Technical indicatorsBreakoutTrend following
ProRealCode

The Envelope-ATR indicator builds a central line from a 21-period weighted average of closing prices. It sets the upper band from a weighted average of highs plus 2.618 times a 14-period Average True Range, and the lower band from a weighted average of lows…

Technical indicatorsVolatilityTrend following
ProRealCode

This indicator identifies swing pivots using a configurable left and right bar window, with pivots based either on candle wicks or bodies. It connects descending pivot highs and ascending pivot lows, projects those lines forward, and signals a bullish break…

Technical indicatorsBreakoutVolatilityRisk management
ProRealCode

This chart indicator tracks the two most recent period highs and lows across yearly, quarterly, monthly, weekly, daily, four-hour, and one-hour intervals. At each new period, it uses the two preceding periods’ extreme prices and the bars where they occurred…

Technical indicatorsBreakoutRisk management