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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

1,507 documents

ProRealCode

This long-only daily strategy seeks short-term rebounds in equity index CFDs while limiting entries to prices above a 200-period moving average. It sums RSI readings over the most recent two periods and enters when this cumulative measure falls below 35,…

EquitiesMean reversionTechnical indicatorsRisk management
ProRealCode

The document describes an account-level risk utility for prop-firm evaluations. Attached to one chart, it monitors account equity against daily loss and maximum drawdown limits. When a threshold is reached, it closes open trades, removes pending orders…

Risk managementPosition sizingExecution
ProRealCode

SuperIchi keeps the familiar Ichimoku lines and cloud but replaces fixed lookback high-low midpoints with an ATR trailing-stop regime engine. For each line, it tracks the price extreme reached during the current regime and the active trailing stop, then…

Technical indicatorsVolatilityTrend following
ProRealCode

This ProRealTime indicator fits a least-squares line to recent closing prices, using a fixed lookback of 200 bars. It calculates the slope and intercept from sums of price and time values, then draws the fitted line and bands around it. The described band…

Technical indicatorsStatisticsTrend following
ProRealCode

This indicator guide divides intraday trading into Asian, London, and New York session windows, including separate New York morning, lunch, and afternoon periods. It marks each window’s high and low as chart zones, then extends prior session levels as pivots…

Technical indicatorsBreakoutExecutionRisk management
ProRealCode

This proposed daily stock strategy uses a three-line break reversal signal with a moving-average trend filter. It enters long after an upward reversal, when the moving average is rising or price is above it. The suggested stop is set using the prior…

EquitiesTrend followingTechnical indicatorsBacktesting
ProRealCode

This note describes a way to rescale the Stochastic Momentum Index (SMI) against its recent volatility. It first computes the SMI, then forms upper and lower bands around a 24-period exponential moving average using two standard deviations. The current SMI’s…

Technical indicatorsVolatilityMomentum
ProRealCode

The13thWarrior is a configurable chart indicator intended for short-term trading. It derives Heikin-Ashi-style open and close values, then colors candles green when the close is above the open and OBV is above its moving average, or red when both conditions…

Technical indicatorsMomentumVolatility
ProRealCode

This indicator combines ZigZag swing identification with a volume-by-price calculation. For each detected price sequence, it divides the range into price bands, totals volume associated with closes in each band, and marks the highest-volume band along with…

Technical indicatorsMarket microstructure
ProRealCode

This indicator compares a volume-weighted moving average (VWMA) with a 20-period simple moving average (SMA). It colors the chart background green when the VWMA is above the SMA and red otherwise, giving a quick view of their relative position. It also draws…

Technical indicatorsTrend following
ProRealCode

This indicator divides a selected price range into bins and totals volume associated with bars whose closing prices fall in each bin. It marks the bin with the greatest volume as a strong level, then identifies low-volume bins above and below it as potential…

Technical indicatorsBreakoutRisk management
ProRealCode

The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…

Technical indicatorsBreakoutTrend following
ProRealCode

This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…

Technical indicatorsTrend followingBacktesting
ProRealCode

This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…

FuturesBreakoutTechnical indicatorsRisk management
ProRealCode

This indicator overlays candles from a configurable higher time frame onto a lower-time-frame price chart. The interval is specified in minutes, with examples including an hour, four hours, and a day. It tracks elapsed chart time to detect the start of a new…

Technical indicatorsMulti-asset
ProRealCode

The strategy identifies a signal bar whose high-to-low range is smaller than that of each of the six preceding bars. It then places a buy limit at the lowest low and a short limit at the highest high across those prior bars, aiming to trade reversals within…

Mean reversionBacktestingExecutionTechnical indicators
ProRealCode

This indicator marks the opening and closing periods of the Tokyo, London, and New York sessions beneath a price chart. It uses specified clock times to switch each market's display state on and off, then draws a labeled colored marker while that session is…

Technical indicatorsForexMarket microstructure
ProRealCode

The document presents an intraday CAC 40 strategy on 15-minute bars. At 09:30, it takes a long position if a MACD calculated over a window scaled to represent 14 hours is rising, or a short position if the MACD is falling. It closes positions at 21:45 and…

FuturesTechnical indicatorsMomentumRisk management
ProRealCode

The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…

Technical indicatorsTrend followingBreakoutVolatility
ProRealCode

The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…

Technical indicatorsMomentum
ProRealCode

The indicator combines a SuperTrend-style trailing line with a volume-weighted moving average and a k-nearest-neighbors classifier. The trend bands are centered on the volume-weighted average and offset using average true range. For its classifier, the…

Technical indicatorsMachine learningTrend following
ProRealCode

The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…

Technical indicatorsMomentumTrend followingBreakout