Skip to content

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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

1,507 documents

ProRealCode

This indicator applies Bollinger-style bands to a stochastic oscillator rather than directly to price. It calculates the oscillator, a moving average, and standard-deviation bands, then changes the trend state when the oscillator crosses above the prior…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

This DAX strategy calculates each candle’s body as the close minus the open, then measures changes in that body over a rolling period of 84 bars. It applies separate positive and negative thresholds, set to 81 and 6 times the platform’s pip size, and…

FuturesMomentumTechnical indicators
ProRealCode

This shared automated strategy trades USD/JPY on a one-minute timeframe. It uses three exponential moving averages with periods derived from 200, 300, and 600 bars to define trend direction, and a parabolic SAR reading relative to the current bar’s high or…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

The document describes an indicator that compares smoothed measures of upward and downward price movement to show trend direction. It applies a Jurik-style smoothing method to current and prior closing prices, then accumulates directional counts across a…

Technical indicatorsTrend followingBacktesting
ProRealCode

This document describes an indicator that compares the Relative Strength Index with an average of the bar’s open, high, low, and close to flag possible reversals. A bullish setup pairs a lower price low with a higher RSI low near the oversold threshold; a…

Technical indicatorsMean reversionMomentum
ProRealCode

The indicator builds a calendar-year seasonality curve by accumulating daily price changes for each month and day across a selected historical date range. Users can set start and end dates, show or hide the curve’s high and low points, and calculate changes…

CommoditiesTechnical indicatorsStatistics
ProRealCode

This indicator applies a Hodrick–Prescott smoother to recent closing prices and draws the resulting trend line on a chart. Its settings specify a 100-bar window and a smoothing parameter of 30; increasing the parameter produces a smoother series. The code…

Technical indicatorsStatistics
ProRealCode

The document proposes a modified Ichimoku calculation that derives later indicator components from Span A rather than directly from price. It first obtains Tenkan-sen and Kijun-sen using the stated conventional periods, averages them to form an intermediate…

Technical indicatorsTrend following
ProRealCode

This chart overlay groups four price action tools: swing-based market structure, order blocks, liquidity levels, and projected trend lines. A ZigZag-style method identifies swing highs and lows; closing breaks of prior swings are labeled as trend reversals…

Technical indicatorsBreakoutTrend followingMarket microstructure
ProRealCode

This indicator combines a trailing Average True Range stop with the Average Directional Index. It selects between wider and narrower ATR multipliers according to whether ADX is rising or falling, with an optional threshold rule that applies the narrower…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This simple scalping indicator issues a long signal when the latest four closes form three consecutive increases, and a short signal when they form three consecutive decreases. It presents the buy and sell conditions as separate indicators, each returning a…

MomentumTechnical indicatorsExecution
ProRealCode

The document describes an RSI transformation attributed to John Ehlers, intended to make trigger points easier to distinguish. It first calculates RSI, shifts and scales the readings around zero, applies the inverse Fisher transform, and maps the output back…

Technical indicatorsMean reversionStatistics
ProRealCode

The FollowLine is a trend-following indicator that changes direction when a closing price crosses beyond an upper or lower Bollinger band. After an upside trigger, it tracks a line based on the bar low; after a downside trigger, it uses the bar high. In each…

Technical indicatorsTrend followingVolatility
ProRealCode

This indicator contribution presents a Dynamic Zone version of RSX for ProRealTime. It first adjusts closing price using half the standard deviation of highs over a 10-bar lookback, then separates upward and downward price changes. Wilder averages over 20…

Technical indicatorsVolatilityStatistics
ProRealCode

This document describes two price oscillators attributed to John Ehlers: Reflex, intended to track the cycle component of prices, and Trendflex, intended to retain the trend component. The supplied indicator procedures first smooth closing prices with a…

Technical indicatorsTrend followingMean reversionStatistics
ProRealCode

This indicator defines resistance and support from the highest high and lowest low over a configurable lookback. It adds an ATR-based buffer around both extremes, plots the midpoint, projects the zones forward, and marks selected price crossings and the bars…

Technical indicatorsVolatilityMean reversionBreakout
ProRealCode

The document describes CAM, a chart-classification approach that combines the direction of ADX with the direction of MACD. When both rise, candles are marked as an uptrend; when both fall, they indicate a pullback; rising ADX with falling MACD marks a…

Technical indicatorsTrend followingMomentumStatistics
ProRealCode

This document describes a ProRealTime conversion of a forex entry indicator that is intended to avoid repainting. The signal uses a stochastic oscillator and a smoothed stochastic line, with fixed overbought and oversold zones. It marks a potential upward…

ForexTechnical indicatorsMomentum
ProRealCode

This chart indicator marks the nearest rounded price levels around the prior close. A configurable level size determines the spacing, allowing decimal increments that can suit instruments such as forex pairs. A skip setting adds further levels above and…

Technical indicatorsForex
ProRealCode

The document explains the Choppiness Index as a bounded indicator for judging whether price action is trending or moving sideways. It describes the reading inversely to price direction: higher values suggest a greater likelihood of a range, while lower…

Technical indicatorsStatisticsTrend followingMean reversion
ProRealCode

The Trend Balance Point (TBP), attributed to J. Welles Wilder, is presented as a momentum-based system for taking long or short positions. It derives separate threshold levels from recent closing-price changes; crossing those levels determines the direction…

MomentumTechnical indicatorsRisk managementBacktesting
ProRealCode

The document presents an indicator that searches recent price bars for a cup-and-handle formation and draws the detected structure on a chart. It locates a recent high, searches backward for an earlier boundary high, finds the intervening low, and divides…

Technical indicatorsEquitiesBreakout
ProRealCode

Gravity Trend Levels combines a moving average trend regime with an acceleration based measure of momentum. It uses an EMA of closing prices as its baseline and mean absolute deviation from that baseline as a volatility unit. Changes in baseline velocity are…

Technical indicatorsTrend followingMomentumVolatility