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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,507 documents

ProRealCode

The document describes THV Coral, a forex-oriented indicator presented as a trend direction signal or filter. It applies a cascade of six recursive smoothing stages to closing prices, then combines intermediate outputs into a single Coral line. The line is…

ForexTechnical indicatorsTrend following
ProRealCode

The document describes the Simple Harmonic Oscillator (SHO), a time cycle oscillator presented in an IFTA Journal article. It uses price changes and their acceleration to form a signed measure, then smooths and normalizes that measure over a configurable…

Technical indicatorsStatistics
ProRealCode

This document describes an ICT-style chart indicator that marks trading-session windows, shorter Silver Bullet periods, and Fair Value Gaps (FVGs). It gives New York time ranges for the Asian, London, New York, and London-close Kill Zones, and for three…

Technical indicatorsVolatilityForexRisk management
ProRealCode

This indicator displays RSI readings for a range of lookback periods as colored marks, with each period represented along a separate dimension. The colors encode the degree of overbought or oversold readings, creating a visual field intended to help users…

Technical indicatorsMean reversionTrend followingMomentum
ProRealCode

The SwingArm combines an ATR-based trailing stop with Fibonacci retracement levels drawn between the active stop and the trend’s running price extreme. Its trend state changes when the close crosses the trailing line; while a trend persists, the stop…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This indicator calculates standard error bands around a linear regression of price, then expresses the closing price as a percentage of the full band range. The normalized reading is intended to make price location easier to compare while the bands…

Technical indicatorsStatisticsMean reversion
ProRealCode

This indicator estimates buying and selling volume from candle geometry because the underlying platform does not provide separate up and down volume. It divides each candle’s tick volume between inferred upward and downward paths, using the candle’s high,…

Technical indicatorsMarket microstructureStatistics
ProRealCode

This example describes an automated EUR/USD mini-contract strategy on a three-minute chart, intended to trade during a restricted daily time window. It enters long when price is below a prior value of an exponential average adjusted downward by a volatility…

ForexMean reversionTechnical indicatorsBacktesting
ProRealCode

This indicator description presents paired long and short stop lines using Ichimoku-style price levels and average true range. It calculates midpoints from the highest highs and lowest lows over 9 and 26 periods, averages those two values, then offsets the…

Technical indicatorsVolatilityRisk managementFutures
ProRealCode

The Trend Impulse Filter is a direction indicator built from rolling highs and lows and an exponential filter. It forms a midpoint from the highest high and lowest low over a lookback, then checks whether that midpoint has moved relative to its earlier…

Technical indicatorsTrend followingBreakout
ProRealCode

SIROC is described as an oscillator on a 0-to-100 scale. Its calculation starts with the difference between closing price and a moving average, normalized by a lagged value of that average. The normalized residual series is smoothed with another exponential…

Technical indicatorsMomentumStatistics
ProRealCode

This indicator turns a simple moving average into a stepped line. It initializes the output from the closing price, calculates an average over a chosen period, and updates the output only when the average moves above or below it by at least a specified…

Technical indicatorsTrend followingBreakout
ProRealCode

This indicator holds a step-like value based on a triangular moving average (TMA). It updates the held value only when the TMA moves above or below it by a specified percentage; otherwise, the previous value remains. This creates a smoothed staircase that…

Technical indicatorsTrend following
ProRealCode

This post describes a converted version of an Ensign volatility stop. It scales an average true range measure by a parameter and combines it with rolling highs and lows to create candidate stop lines: below price for long positions and above price for short…

VolatilityTrend followingTechnical indicatorsRisk management
ProRealCode

The RMI Trend Sniper combines a custom RSI calculation with the Money Flow Index, averages those readings, and uses momentum thresholds plus the slope of a short moving average to classify bullish and bearish states. It plots a range-weighted moving average…

Technical indicatorsMomentumTrend following
ProRealCode

This volume profile variant adds a configurable start time and two ways to define the profile's bar range: a fixed number of bars or a fixed bar width. The fixed-width option is intended to keep bar sizes constant from day to day and can be adjusted in pips.…

Market microstructureStatisticsTechnical indicators
ProRealCode

The document describes a moving average inspired by an electronic RC filter. It combines an amplitude filter based on average true range with a frequency filter intended to suppress waves whose periods are shorter than a threshold derived from the filter…

Technical indicatorsTrend followingVolatility
ProRealCode

The indicator accumulates price range weighted by current volume, using the prior candle's high and low to determine direction. When both the current high and low are below the previous candle's levels, it subtracts the current candle's range times volume;…

EquitiesTechnical indicatorsMomentum
ProRealCode

The indicator measures bullish and bearish price action over a configurable lookback of p bars. It counts eight events: candle direction, higher or lower highs and lows than the prior bar, and whether the close lies in the upper or lower half of the candle’s…

Technical indicatorsMomentumStatistics
ProRealCode

The indicator uses Bollinger Band widths calculated over two lookback lengths to flag a possible range or contraction regime. It computes the distance between the upper and lower bands for the longer window and for the shorter window. When the shorter-window…

Technical indicatorsVolatilityMean reversion
ProRealCode

This DAX hourly strategy uses Heikin-Ashi direction as an entry trigger and three exponential moving averages as a trend filter. It opens a long position during a specified daytime window when the faster averages are ordered above the slowest average and the…

Trend followingTechnical indicatorsBacktestingRisk management
ProRealCode

This proposed system uses Heikin-Ashi candles on hourly DAX, Nasdaq, and Italian index markets. A long entry follows a bearish-to-bullish candle change when a recent RSI reading is below a configurable threshold; a short entry uses the opposite candle change…

Technical indicatorsBacktestingRisk managementEquities
ProRealCode

This document describes a daily EURUSD strategy that combines a simple moving average with the direction of the day’s candle. It generates a long signal when the close is above the moving average and the candle is up, and a short signal when the close is…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The Fukuiz Trend indicator combines a fast RSI with a slower RSI to show relative momentum. When the fast reading is above the slow one, the indicator marks a bullish regime; when it is below, it marks a bearish regime. This relative comparison is intended…

Technical indicatorsMomentumMean reversionStatistics