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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

1,507 documents

ProRealCode

The document describes a signal-to-noise indicator intended to distinguish directional markets from ranges. Over a lookback of 14 bars, it divides the absolute change from the current close to the earlier close by the sum of absolute close-to-close changes…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator combines directional readings from Bollinger Bands, CCI, Ease of Movement, MACD, Money Flow Index, detrended price oscillation, rate of change, RSI, and Stochastic. Each component contributes a bullish, bearish, or neutral score, and the…

Technical indicatorsMomentumTrend followingStatistics
ProRealCode

This intraday DAX strategy combines periodically refreshed support and resistance levels with candlestick reversals and breakout pullbacks. It looks for bullish or bearish pin bars and engulfing patterns near those levels, trading a rejection in the…

FuturesTechnical indicatorsBreakoutMean reversion
ProRealCode

This indicator defines bullish and bearish candle signals using an eight-period triangular moving average calculated on opening prices. A bullish setup requires an upward candle with its open and close above the average, while the low dips beneath it. The…

Technical indicatorsForexMean reversion
ProRealCode

This indicator adapts its Average True Range lookback to the portion of the trading session being evaluated. Depending on timeframe and settings, it can focus on regular market hours, after-hours activity, or current weekly data, with the calculation period…

Technical indicatorsVolatilityStatistics
ProRealCode

This indicator builds a smoothed weighted moving average from closing prices in two stages. It first combines a short weighted average with a longer one to emphasize recent price movement, then applies another weighted average using a period derived from the…

Technical indicatorsEquities
ProRealCode

This indicator applies Supertrend logic to RSI values rather than market prices. It first calculates RSI from a configurable price source, smooths it with a moving average, then computes an ATR from the RSI series to create a trailing band. The band follows…

Technical indicatorsMomentumVolatilityCrypto
ProRealCode

The document presents Acceleration Bands, an envelope-style indicator attributed to Price Headley. It derives an upper series from each bar’s high and a lower series from its low, adjusting both by a factor based on the bar’s high-low range relative to its…

Technical indicatorsVolatilityTrend followingBreakout
ProRealCode

The indicator summarizes weekly seasonality for a chosen market using a rolling historical window. For each week number, it displays the share of observations in which the weekly close exceeded the open and the average weekly gain. Users can choose lookback…

Technical indicatorsStatisticsBacktesting
ProRealCode

HiperSAR modifies the Parabolic SAR acceleration factor so it responds to both recent range expansion and the directional strength of each bar. It compares the current high-low range with an ATR-based average range, then weights that ratio by candle body…

Technical indicatorsVolatilityTrend followingRisk management
ProRealCode

The Volume Strength Indicator (VSI) pairs a price-based relative strength index with an RSI calculated from a selectable volume measure: On-Balance Volume, Accumulation/Distribution, Elder’s Force Index, or Price Volume Trend. Both RSI series are smoothed,…

Technical indicatorsMomentumStatisticsEquities
ProRealCode

The document describes a price chart overlay that classifies bars using volume, bar range, price direction, and comparisons with recent bars. It marks high-volume, wide-range up and down bars as volume climaxes, high-volume narrow-range bars as churn, and…

Technical indicatorsMarket microstructure
ProRealCode

The document describes MBFX Timing v2, a forex indicator associated with the Belkhayate system. It compares the indicator’s behavior to a stochastic oscillator and presents a basic reversal-style reading: consider buys when the line reaches low, oversold…

ForexTechnical indicatorsMean reversion
ProRealCode

The document describes a Volume Spread Analysis indicator that marks possible supply-demand shifts by comparing candle direction, range, closing location, and volume with recent averages. Its labels include no demand, no supply, stopping volume, supply…

Technical indicatorsMarket microstructure
ProRealCode

The document describes an adaptive exponential moving average whose smoothing factor changes with normalized average true range. It calculates ATR over the chosen EMA period, compares the current ATR with its recent minimum and maximum, and uses that…

Technical indicatorsVolatilityTrend following
ProRealCode

This note explains a version of the TTM Squeeze indicator, which compares Bollinger Bands with a Keltner Channel to identify periods of compressed volatility. When the Bollinger Bands fit inside the Keltner Channel, the indicator marks a squeeze; a later…

VolatilityMomentumBreakoutTechnical indicators
ProRealCode

The Absolute Price Oscillator measures the difference between a faster and a slower moving average of a selected price series. Its value is plotted against a zero reference line: a crossing above zero is described as bullish, while a crossing below zero is…

Technical indicatorsMomentumTrend following
ProRealCode

The Triple Function Indicator combines the Stochastic Momentum Index, Commodity Channel Index, and Relative Strength Index to produce a compact directional reading. Each indicator contributes a positive or negative signal when its stated threshold is…

Technical indicatorsMomentumBacktesting
ProRealCode

Fractal Chaos Bands are presented as a way to assess whether price action is trending or moving sideways. The indicator forms an upper line from detected swing highs and a lower line from swing lows, then tracks the highest and lowest fractal values over a…

EquitiesTechnical indicatorsTrend followingBreakout
ProRealCode

This indicator normalizes price momentum by average true range, smooths the result with exponential averages, and compares it with a smoothed absolute-momentum measure. A weighted moving average produces the oscillator histogram, with a separate signal line.…

Technical indicatorsMomentumVolatilityStatistics
ProRealCode

The Volatility Switch indicator ranks recent realized volatility against its own recent history and scales the result from zero to one. In the supplied version, volatility is estimated from normalized price changes over a rolling period, then the current…

VolatilityTechnical indicatorsTrend followingMean reversion
ProRealCode

This five-minute index strategy uses two smoothed moving averages to set a long entry trigger. When the faster average exceeds the slower one, it places a buy stop above the market, with the offset based on average true range. The stated spread assumption is…

FuturesForexTechnical indicatorsRisk management
ProRealCode

This indicator description explains a chart overlay that summarizes the prior candle’s range, ATR, an average of ATR, the current day’s high-low range, and an average daily range over five days. It marks the current intraday midpoint and prior-day high and…

Technical indicatorsVolatilityTrend followingExecution
ProRealCode

This indicator combines a Hull moving average variant with a Stochastic Oscillator to generate directionally filtered entry signals. Traders can choose HMA, triple HMA, or exponential HMA smoothing. A buy condition requires a bullish stochastic crossover in…

Technical indicatorsTrend followingMomentumRisk management