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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 transforms RSI thresholds into a price-overlay line intended to move around the market price like a supertrend. It uses a 14-period RSI basis and upper and lower limits of 90 and 10, respectively. The described use is to generate entry signals…

Technical indicatorsTrend followingRisk management
ProRealCode

The document explains the Correlation Trend Indicator (CTI), which compares a price series with an ideal straight trend line using a correlation measure. It describes short- and long-period CTI values as distinct views of trend rather than simply smoothed…

Technical indicatorsStatisticsForexMean reversion
ProRealCode

The document presents BlackFlags FTS as a chart indicator for distinguishing directional phases from consolidations. Its narrative describes colored bullish and bearish zones, range boundaries, and potential breakouts from those boundaries. It also discusses…

Technical indicatorsTrend followingBreakoutVolatility
ProRealCode

MegaFX Profit is a smoothed oscillator that measures the median price's position within the recent highest-high and lowest-low range. It transforms that normalized position and applies smoothing, which the description says makes signals clearer but delayed.…

Technical indicatorsTrend followingBreakoutStatistics
ProRealCode

The indicator defines an opening range over a user-selected intraday window, then projects three target levels above and below its high and low. Targets can use range multiples or Fibonacci ratios. It records whether each target was reached in each completed…

FuturesBreakoutTechnical indicatorsStatistics
ProRealCode

This indicator constructs Renko-style price boxes and annotates them with traded volume. It estimates an initial box size from recent ranges, then uses an average true range calculation for later bars. As price moves far enough to cross box thresholds, the…

Technical indicatorsVolatilityEquities
ProRealCode

This document presents a charting indicator that detects upward and downward gaps by comparing the prior bar's low and high with the bar before it. It labels detected gaps and draws horizontal reference lines at the corresponding price levels, using…

EquitiesTechnical indicatorsBreakout
ProRealCode

This document describes a chart indicator that plots the highest and lowest closing prices over a rolling 52-week window. It uses 250 bars for each lookback and is intended for daily charts. Traders can use the resulting bands as reference levels when…

Technical indicatorsBreakoutEquities
ProRealCode

The Sentiment Zone Oscillator (SZO), attributed to Walid Khalil, aims to represent market sentiment using a smoothed directional input. It assigns a positive or negative value according to whether a filtered closing price rose or fell, then applies a triple…

Technical indicatorsSentimentTrend following
ProRealCode

The document describes a quadruple moving average built by repeatedly applying the same moving-average calculation to its prior output. It combines the first five stages using weights of 5, −10, 10, −5, and 1. The calculation period is adjustable, and the…

Technical indicatorsTrend following
ProRealCode

The document describes an oscillator intended to represent price’s distance from its recent average, with possible use on very short timeframes or tick charts. Its calculation uses a 10-period standard deviation and moving average to scale the gap between…

Mean reversionVolatilityTechnical indicators
ProRealCode

The document explains a lightweight chart indicator that turns user-defined order signals into a visual backtest. Signals specify signed quantities, and the engine applies them at the next bar’s open with a configurable spread. It tracks net position,…

BacktestingExecutionPosition sizingRisk management
ProRealCode

This DAX strategy uses one-minute bars and the overnight high-low range to place conditional orders around the opening period. It records the overnight extremes shortly before 08:00 GMT+2, then places entries just beyond and inside each boundary, with the…

FuturesBreakoutMean reversionPosition sizing
ProRealCode

This indicator compares price pivots with ten momentum and volume measures, including RSI, MACD, momentum, OBV, stochastic, and Chaikin Money Flow. It counts how many enabled oscillators show each of four divergence types at the same pivot: regular bullish…

Technical indicatorsMomentumStatisticsBacktesting
ProRealCode

This indicator is presented as a way to observe shifts in buying and selling pressure during accumulation or distribution. It draws volume histograms for bullish and bearish bars: bullish volume is scaled by the close’s position within the bar’s range, while…

Technical indicatorsMarket microstructure
ProRealCode

The document describes a price-chart indicator that marks potential fair value gaps, defined here as zones left between a bar’s high or low and the neighboring bars when price moves directionally without retracing through the area. It stores the boundaries…

Technical indicatorsForexCommoditiesMean reversion
ProRealCode

This note describes an indicator for measuring how long each bar takes to form in seconds. It is intended for charts whose bars are defined by activity or price movement rather than fixed time intervals, including tick, range, and Renko charts. The output…

Technical indicatorsMarket microstructure
ProRealCode

This indicator combines Zigzag swing points with Fibonacci retracement levels to map possible support and resistance areas. Pivots can be identified either by a percentage move or by period highs and lows. The indicator tracks pivot values and direction,…

Technical indicatorsVolatilityTrend following
ProRealCode

The document presents a simple end-of-day strategy for yen currency pairs using 15-minute bars. At a configured evening time, it measures the recent high-low range over a lookback period and records the current close as a reference price. During a specified…

ForexMean reversionTechnical indicatorsExecution
ProRealCode

This indicator toolbox searches for regular and hidden divergences between price and seven technical series: MACD, RSI, MFI, OBV, CCI, a stochastic momentum measure, and PVT. It identifies recent local highs or lows over a lookback window, compares the price…

Technical indicatorsMomentumMean reversionBacktesting
ProRealCode

This indicator combines unusual-volume marking with a simplified volume profile. For the time-based view, it compares each bar’s volume with a rolling standard-deviation measure and uses bubble size to indicate the resulting magnitude; candle direction…

Technical indicatorsMarket microstructureStatistics
ProRealCode

The document outlines two forms of Keltner Channels. Chester Keltner’s original method used a ten-day simple moving average of typical price as the centerline, with a ten-day average of the high-low range added and subtracted to form the bands. A later…

Technical indicatorsVolatilityCommodities
ProRealCode

The M-Oscillator is presented as a momentum-oscillator variation built from the direction of price changes over a lookback period, then smoothed into a histogram, oscillator, and signal line. Readings above 10 are described as overbought and those below -10…

Technical indicatorsMomentumMean reversionTrend following
ProRealCode

This indicator identifies potential horizontal levels at the midpoint of a candle’s upper or lower shadow. It scans a configurable number of prior bars for repeated tests where price reaches the level but closes without crossing it. Once the requested number…

Technical indicatorsBreakoutMarket microstructure