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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

274 documents

ProRealCode

The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
ProRealCode

The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…

FuturesBreakoutTechnical indicatorsPosition sizing
ProRealCode

This indicator estimates how often price has crossed levels above the prior candle’s high or below its low, separated according to whether that prior candle was bullish or bearish. It displays the historical percentages at several successive levels on the…

Technical indicatorsBreakoutStatisticsRisk management
ProRealCode

The document describes a three-candle Popgun pattern: an inside candle is enclosed by two outside candles. It uses the direction of the second outside candle to choose long or short bias, then treats a break beyond that candle’s high or low within the next…

BreakoutTechnical indicatorsTrend followingBacktesting
ProRealCode

This indicator description adapts the pocket pivot concept associated with Chris Kacher and Gil Morales. It flags an up day when the close is above a longer-term moving average and the day's volume exceeds the largest volume seen on a down day in the recent…

EquitiesMomentumTechnical indicatorsBreakout
ProRealCode

Q-Trend combines a rolling price midpoint with average true range to create a trend line and volatility-adjusted thresholds. The midpoint is calculated from the highest and lowest source values over a chosen trend period. A sensitivity band is formed by…

Technical indicatorsTrend followingBreakoutVolatility
ProRealCode

This indicator marks upward and downward breakout signals by comparing the Force Index, calculated from closing prices, with Bollinger Bands applied to that index. A reading at or above the upper band produces a positive signal shown in green; a reading at…

Technical indicatorsBreakoutMomentum
ProRealCode

The document presents a four-hour forex system: a breakout approach for NZD/USD and a reversal variant for AUD/NZD, described as using the same code with long and short orders reversed. The sample rules combine the direction of recent daily closes, a…

ForexBreakoutMean reversionTechnical indicators
ProRealCode

This indicator concept looks for a liquidity sweep around the latest confirmed swing high or low. It identifies pivots using a lookback period, then flags a bullish setup when price trades below a pivot low but closes and opens back above it; the bearish…

Technical indicatorsBreakoutRisk management
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

FuturesBreakoutTechnical indicatorsRisk management
ProRealCode

This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…

CommoditiesFuturesBreakoutTrend following
ProRealCode

This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This chart indicator marks the European pre-opening range with a rectangle, reports its high, low, and range width, then extends horizontal lines at the range boundaries into the following session. The supplied implementation uses an 08:05 to 09:00 time…

Technical indicatorsForexFuturesBreakout
ProRealCode

The document defines a Popgun setup as an inside bar followed by an outside bar. The inside bar has a range contained within the prior bar, which the author associates with contraction and a pause. The outside bar extends beyond the preceding bar’s high and…

Technical indicatorsBreakoutVolatility
ProRealCode

The document explains an indicator that automates wedge-style chart analysis by detecting pivot highs and lows, connecting selected pivots into upper and lower trendlines, and projecting each line forward by 20 bars. A configurable lookback determines which…

Technical indicatorsBreakoutEquities
ProRealCode

The Trading Activity Index gauges whether an instrument is unusually busy or quiet relative to its own recent history. It starts with price multiplied by volume, averages that dollar-volume measure over a short formation window, then applies a logarithm to…

Technical indicatorsMarket microstructureBreakoutMean reversion
ProRealCode

This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…

EquitiesBreakoutTechnical indicatorsRisk management
ProRealCode

This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…

ForexBreakoutVolatilityTechnical indicators
ProRealCode

The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…

Technical indicatorsMean reversionBreakout
ProRealCode

The Trend Levels indicator uses the highest high and lowest low over a configurable lookback period to identify potential changes in direction. A new period high sets an uptrend state, while a new period low sets a downtrend state; arrows mark those…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

ForexBreakoutVolatilityTechnical indicators
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 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