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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 indicator estimates how often a bar extends beyond the preceding bar’s high or low by several percentage-based distances. It keeps separate historical counts depending on whether the preceding candle was bullish or bearish, then displays the matching…

Technical indicatorsBreakoutStatisticsRisk management
ProRealCode

The document presents a Dow breakout system that builds a daily price range from 15-minute bars, beginning after the initial 15-minute candle. It derives upper and lower stop-entry levels from that range when price has moved sufficiently away from its…

FuturesBreakoutBacktestingRisk management
ProRealCode

This visual indicator combines a 20-period moving average and Bollinger Bandwidth with bands at one and two standard deviations. It colors the display bullish when price is above the average and bandwidth is rising, bearish when price is below the average…

Technical indicatorsVolatilityTrend following
ProRealCode

The DSL Trend Analysis indicator combines moving average reference levels with delayed price extremes to mark possible breakouts. It compares the current close with a prior highest high or lowest low; when either threshold is crossed, it plots an up or down…

Technical indicatorsBreakoutTrend followingVolatility
ProRealCode

This indicator builds a MACD from two One More Average (OMA) moving averages whose periods adapt to price movement relative to recent noise. A sensitivity setting adjusts the adaptation, while a switch disables it; separate fast and slow period inputs set…

Technical indicatorsStatistics
ProRealCode

This indicator uses two moving averages and two stochastic oscillators to mark potential trading signals during a defined time window. The short-term stochastic identifies oversold or overbought conditions, while price relative to the longer moving average…

Technical indicatorsMomentumEquities
ProRealCode

The document explains One-Pays-the-Other (OPO), an order-list behavior related to OTO and OTOCO. An activating buy order determines the quantity for its pending sell order from the amount actually received when the buy is fully filled, so the pending order…

ExecutionMarket microstructure
ProRealCode

This indicator uses a platform ZigZag calculation on closing prices to identify swing tops and bottoms. From the latest detected top and bottom, it measures the price range and draws horizontal levels at the endpoints and at the 23.6%, 38.2%, 50%, and 61.8%…

Technical indicatorsStatistics
ProRealCode

This indicator generates long and short signals using price structure, a 20-period average of typical price, and levels derived from detrended price oscillators applied to highs, lows, and closes. A potential short setup begins when price makes a local high…

Technical indicatorsMomentumBreakoutRisk management
ProRealCode

This indicator plots three Raff-style regression channels on one price chart to compare primary, secondary, and tertiary trends. The default lookback lengths are 50, 20, and 10 bars, respectively, and can be changed. Each channel supplies support and…

Technical indicatorsTrend followingBreakoutStatistics
ProRealCode

This indicator maps the value of a selected oscillator to the colors of price candles, placing the oscillator reading directly on the price chart. The available choices are the Commodity Channel Index, Relative Strength Index, Stochastic, Cycle, and…

Technical indicatorsEquitiesFuturesVolatility
ProRealCode

The Parabolic RSI adapts the Parabolic Stop and Reverse calculation to an RSI series instead of applying it to price. It tracks RSI extremes and updates a stop level using an acceleration factor that increases as the move extends, subject to a cap. A change…

Technical indicatorsMean reversionMomentumRisk management
ProRealCode

The Slow Relative Strength Index (SRSI), attributed to Vitali Apirine, modifies the familiar RSI approach by first smoothing closing prices with an exponential moving average. It compares the smoothed price change with its smoothed absolute change, then maps…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator compares the current period’s first support and resistance levels with the prior period’s levels, which are calculated from highs, lows, and closes. When both levels rise, it labels sentiment bullish; when both fall, bearish. A higher…

Technical indicatorsSentimentVolatility
ProRealCode

This strategy description proposes trading a reversal in the Italy 40 index around the morning opening of its futures market. It takes a position opposite the prior day's directional move when that move exceeds a threshold, excludes August, and requires ATR…

FuturesMean reversionVolatilityPosition sizing
ProRealCode

This document describes a technical indicator that combines a new weighted moving average (NWMA), an Aroon oscillator, and an inverse Fisher transform. The example uses a weighted moving-average type, with NWMA lengths of 89 and 21 and a five-period Aroon…

Technical indicatorsStatisticsBacktesting
ProRealCode

The document proposes an oscillator based on the difference between the current Heiken Ashi close and a close from a shifted period. A moving average of that delta is plotted alongside it. The author suggests watching crossings between the oscillator and its…

Technical indicatorsVolatility
ProRealCode

This indicator changes which candles appear on a price chart according to user-defined session start and end times. Candles within the selected interval are drawn normally, with color indicating whether the close is above or below the open. Outside that…

Technical indicators
ProRealCode

The document explains an indicator for marking supply and demand areas formed by a directional move, a pause, and a move in the opposite direction. Two consecutive bullish candles define a rally and two bearish candles define a drop; periods matching neither…

Technical indicatorsBreakout
ProRealCode

The document describes an oscillator calculated from the slope of a linear regression across a configurable lookback period. It presents the slope as a way to gauge trend strength and possible exhaustion, including by comparing the current histogram value…

Technical indicatorsMomentumTrend followingStatistics
ProRealCode

This indicator measures price deviation around a moving average and uses the historical extremes of that deviation to draw horizontal support and resistance references. It calculates upper and lower deviation levels from a moving average and its standard…

Mean reversionTechnical indicatorsStatisticsVolatility
ProRealCode

This document describes a chart indicator that combines moving average comparisons and oscillator readings into bullish, bearish, or neutral ratings. Its moving average group uses several simple and exponential averages, a Hull average, a volume adjusted…

Technical indicatorsMomentumTrend following
ProRealCode

The Zig-Zag Donchian indicator combines rolling high and low boundaries with a Zig-Zag process intended to mark directional turns. The channel is calculated from the highest and lowest selected price values over a configurable lookback. When the Zig-Zag…

Technical indicatorsBreakoutTrend following
ProRealCode

The document explains an automated point-and-figure trading method that assigns each closing price to a fixed-width price box. It tracks the highest box reached during an uptrend and the lowest during a downtrend. A reversal threshold, expressed as a number…

Trend followingTechnical indicatorsBacktestingRisk management