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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 adapts a stochastic oscillator’s lookback window to an estimated market cycle. It first smooths the midpoint of each bar’s high and low, then derives in-phase and quadrature components using a digital filter. A homodyne discriminator estimates…

Technical indicatorsStatisticsEquities
ProRealCode

This document describes a value chart indicator that plots normalized highs and lows rather than full OHLC candles. It calculates a recent range from summed highs and lows over a configurable depth, derives a central axis and volatility unit from those sums,…

Technical indicatorsVolatilityMean reversion
ProRealCode

This indicator seeks potential market tops and bottoms by comparing short and long Laguerre-smoothed price series. It calculates a percentage price oscillator from their difference, then ranks the current oscillator against its values over a rolling lookback…

Technical indicatorsMean reversionStatistics
ProRealCode

This document presents a simple indicator for measuring how far the current closing price sits, in percentage terms, from an exponential moving average. It calculates the average over a configurable period, then expresses the difference between the close and…

Technical indicatorsMean reversionStatistics
ProRealCode

This indicator transforms a stochastic oscillator through two exponential smoothing stages and then maps the result into a bounded signal value. The supplied settings use a 130-period stochastic, a smoothing period of 10, and thresholds at 0.85 and -0.8. A…

Technical indicatorsMomentumBacktesting
ProRealCode

This note describes a simple candlestick rule for flagging bearish shooting stars and bullish hammers. It first requires the high-to-low range to exceed twice the absolute distance between open and close, identifying candles with relatively small bodies. It…

Technical indicatorsBacktesting
ProRealCode

This indicator estimates whether recent market regimes favor an uptrend or downtrend and tracks the calibration of its own probability forecasts. It classifies each bar using price change over a lookback window scaled by ATR. Changes beyond a positive or…

Technical indicatorsStatisticsTrend followingMean reversion
ProRealCode

This short indicator note proposes viewing price action with candlesticks plotted at inverted values, alongside volume, to gain another perspective on potential market turning points. Its example implementation lets the user switch between ordinary and…

Technical indicatorsVolatilityMarket microstructure
ProRealCode

The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…

FuturesBreakoutTechnical indicatorsVolatility
ProRealCode

The Trend Speed Analyzer combines an adaptive exponential average on the price chart with a separate histogram intended to show the direction and intensity of trend momentum. Its average changes responsiveness using normalized price changes and an…

Technical indicatorsMomentumTrend followingBreakout
ProRealCode

This document describes two price-action patterns attributed to Larry Williams and presents them as possible reversal signals. The first pattern identifies a bar that moves beyond a recent low or high and then closes beyond the preceding bar’s corresponding…

EquitiesTechnical indicatorsMean reversionBacktesting
ProRealCode

This indicator plots a selected moving average and colors it according to one chosen oscillator: CCI, RSI, Stochastic, Cycle, or Directional Index. The user can configure the moving-average period and type, oscillator periods, and which oscillator controls…

Technical indicatorsVolatilityMomentum
ProRealCode

This indicator uses the position of closing, high, and low prices within Bollinger Bands to identify moves beyond the bands after a contraction. It averages the prior three high and low percentile readings, then tracks conditions above the upper band or…

Technical indicatorsVolatilityBreakout
ProRealCode

This indicator compares the average price path after a chosen market condition with the average path after that condition is absent. The user selects a projection horizon and specifies a condition, such as a rising stochastic reading combined with price…

StatisticsBacktestingTechnical indicatorsRisk management
ProRealCode

This document explains a chart heatmap that compares an instrument’s typical volume or volatility across months, days of the month, weekdays, or hours. It calculates each period’s total volume or true range, groups observations by the selected calendar…

Technical indicatorsStatisticsVolatilityPosition sizing
ProRealCode

This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…

CommoditiesMean reversionTechnical indicatorsRisk management
ProRealCode

The indicator places three volatility-scaled bands above and below a smoothed moving average. Band distances use ATR multiplied by Fibonacci-related factors, with the center average providing trend context. The article describes the zones between the middle…

Technical indicatorsVolatilityTrend followingRisk management
ProRealCode

This strategy looks for a narrow-range setup: the current bar sits inside the previous bar and its range is below the recent minimum. It requires Bollinger Band width to be near a recent low, ADX to exceed a threshold, and short-term ATR to be greater than a…

FuturesBreakoutVolatilityTechnical indicators
ProRealCode

The document introduces nine indicators that compare historical range, volume, and equity gains or losses across calendar periods. For each measure, the collection examines months, weeks, and days of the week to identify periods that have tended to be above…

StatisticsTechnical indicatorsBacktesting
ProRealCode

This post presents an intraday strategy for the FTSE 100, with forex pairs also mentioned as instruments the author trades. It looks for a candle whose open-to-close move exceeds twice a 12-period average true range. A large down candle triggers a long…

FuturesForexTechnical indicatorsMean reversion
ProRealCode

This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…

FuturesTrend followingTechnical indicatorsRisk management
ProRealCode

This indicator marks several price-action reversal setups built from relationships between consecutive bars. It classifies bars as inside, outside, directional up, directional down, two-up, or two-down, with a tolerance parameter to reduce sensitivity to…

Technical indicatorsBreakoutEquities
ProRealCode

The document describes a chart indicator that marks bullish and bearish ABCD price patterns. It tracks candidate swing points A through D, applies Fibonacci retracement levels to assess the C point, and uses extension levels to locate D. Adjustable settings…

Technical indicatorsForexEquitiesBacktesting
ProRealCode

MSL Trend Follow combines confirmed swing-point breaks with an ATR-based trailing stop to identify and track directional trends. A close above the latest confirmed swing high signals an uptrend; a close below the latest confirmed swing low signals a…

Trend followingTechnical indicatorsVolatilityRisk management