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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

7 documents

ProRealCode

The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…

Technical indicatorsBreakoutTrend followingCrypto
ProRealCode

The DELOREAN sto SC-SV v.2.0 is described as a stochastic-style oscillator intended for volatile instruments, with Bitcoin and DAX40 given as examples. It first locates the close within a rolling high-low range, smooths that reading into K and D lines, then…

Technical indicatorsVolatilityCryptoFutures
ProRealCode

This ProRealTime indicator compares current volume with its moving average to highlight unusually large or small activity. It divides volume by a configurable average, with a default lookback of 60 bars, then caps the displayed ratio at an upper limit.…

CryptoTechnical indicatorsStatistics
ProRealCode

The document describes a trend indicator that combines a modified On-Balance Volume series with Supertrend levels and a volatility-based adjustment. OBV supplies the input used to make the trend calculation more responsive, while a volatility factor changes…

Technical indicatorsTrend followingVolatilityCrypto
ProRealCode

This intraday system trades Bitcoin against the US dollar using three moving averages with different lookback settings to identify directional alignment. It also checks ADX-based strength before allowing a position, and uses stop orders to enter in the…

CryptoTrend followingTechnical indicatorsRisk management
ProRealCode

This indicator adapts the responsiveness of its fast and slow moving averages according to the distance of RSI from its midpoint. It calculates RSI from closing prices, transforms that reading into a scaling factor, and uses the factor to adjust the…

Technical indicatorsMomentumCrypto
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