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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 explains the Gann HiLo Activator as a trend-following indicator attributed to Robert Krausz. It compares the close with moving averages of prior highs and lows, using a three-period lookback in the supplied version. When price is above the…

Technical indicatorsTrend followingRisk managementEquities
ProRealCode

The 89WMA Trend Aktivator is described as a standalone trend-following indicator with behavior similar to Supertrend. It begins with a weighted moving average, then derives two offset levels from shifted versions of that average. An average true range…

Technical indicatorsTrend followingVolatilityFutures
ProRealCode

This stock-selection idea combines three short-term conditions: daily amplitude above a threshold, at least one limit-up event during the past month, and a positive ten-day return below an upper bound. The article’s proposed refinement adds a PEG ceiling,…

EquitiesMomentumTechnical indicatorsFactor investing
ProRealCode

This indicator studies whether price tends to rise or fall on the bar after a run of consecutive candles with the same direction. It measures runs from one to twelve candles and simulates a long position entered at the close of the run and exited one candle…

Technical indicatorsStatisticsBacktesting
ProRealCode

This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…

Technical indicatorsTrend followingVolatilityStatistics
ProRealCode

This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…

Technical indicatorsTrend followingVolatility
ProRealCode

Trend Envelopes is a trend-following overlay built from moving averages of highs and lows. The upper and lower bands form a range that responds to recent price extremes. A close beyond the prior band changes the regime; closes between the bands leave the…

Trend followingTechnical indicatorsRisk management
ProRealCode

The document defines a swing high or low by comparing a middle bar with the bars immediately before and after it. A swing high occurs when both the middle bar’s high and low exceed the corresponding values of both neighboring bars. A swing low occurs when…

EquitiesTechnical indicators
ProRealCode

The document defines a volume weighted moving average (VWMA) as the sum of each period’s closing price multiplied by its volume, divided by total volume over the same lookback. It recommends comparing the VWMA with a simple moving average (SMA) calculated…

Technical indicatorsEquitiesStatistics
ProRealCode

This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…

Technical indicatorsVolatilityEquities
ProRealCode

This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This indicator description combines directional movement from ADX with Bollinger Bandwidth to visualize trend direction alongside volatility expansion. It colors the histogram green when the positive directional indicator is at least the negative one, and…

Technical indicatorsVolatilityTrend following
ProRealCode

This indicator uses a rolling linear regression of closing prices to identify directional trend changes. It plots a blue line during a positive regime and a red line during a negative regime. The described settings use a 100-bar regression window and a…

Technical indicatorsTrend followingMean reversionVolatility
ProRealCode

The Double Seven method is presented as a long-only daily strategy for ETF or futures index markets. It first requires the close to be above its 200-day moving average. An entry occurs when the day’s low reaches or falls below the lowest close over the…

EquitiesFuturesTrend followingTechnical indicators
ProRealCode

This indicator guide explains how to identify potential reversal patterns by finding price pivots, connecting them into a zigzag, and checking whether successive peaks or troughs fall within a configurable tolerance. The described defaults use a five-bar…

Technical indicatorsMean reversionRisk managementBacktesting
ProRealCode

The Trading Activity Index gauges whether an instrument is unusually busy or quiet relative to its own recent history. It starts with price multiplied by volume, averages that dollar-volume measure over a short formation window, then applies a logarithm to…

Technical indicatorsMarket microstructureBreakoutMean reversion
ProRealCode

The document describes a moving median indicator for price data and explains the underlying Torben search algorithm. For each window, the routine finds its minimum and maximum, tests a midpoint, and counts values below, above, or equal to that candidate. It…

Technical indicatorsStatistics
ProRealCode

This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…

Technical indicatorsTrend followingStatistics
ProRealCode

This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…

Technical indicatorsMomentumBacktesting
ProRealCode

This document describes an indicator that estimates skewness and excess kurtosis over a selected rolling period of closing prices. Skewness summarizes distributional asymmetry, while kurtosis describes tail weight relative to a normal distribution. The…

StatisticsTechnical indicators
ProRealCode

This indicator uses a ZigZag series to identify turning points that are treated as fractal support and resistance. It detects a potential upward turn when the ZigZag value rises after a prior decline, and a downward turn when it falls after a prior rise. An…

Technical indicatorsTrend following
ProRealCode

This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…

EquitiesBreakoutTechnical indicatorsRisk management
ProRealCode

This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…

ForexBreakoutVolatilityTechnical indicators
ProRealCode

The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…

Technical indicatorsTrend followingMomentum