Skip to content

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

325 documents

ProRealCode

This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…

FuturesTrend followingMomentumTechnical indicators
ProRealCode

This indicator description explains a Relative Strength Index tool that marks overbought and oversold states, then uses those states to define price channels and identify swing pivots. Users can adjust the RSI period and threshold levels, with shorter…

Technical indicatorsMean reversionMomentumRisk management
ProRealCode

This visual indicator assigns signed levels from one to nine using RSI readings. For each level, it checks whether RSI is above or below the midpoint of 50: readings above it receive a positive level, and readings below it receive a negative level. The…

Technical indicatorsMean reversionMomentum
ProRealCode

The indicator applies linear regression to a price momentum series, then plots a lagged copy of the regression line as a signal line. The suggested entry cue is a crossover between these two lines. Its parameters control the momentum lookback, regression…

MomentumTechnical indicatorsStatistics
ProRealCode

Adaptive Momentum Fusion modifies MACD by recalculating the smoothing speed of its fast and slow averages on each bar. Six selectable engines use efficiency, volatility, fractal behavior, momentum, volume, or a composite of those measures to adjust…

Technical indicatorsMomentumTrend followingVolatility
ProRealCode

This indicator plots twenty stochastic oscillators, using lookback periods from 5 through 24 and a smoothing setting of 3. It returns the oscillator series together in one display, allowing a trader to compare how readings across several calculation horizons…

Technical indicatorsForexMomentum
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Technical indicatorsMomentumMarket microstructureRisk management
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

This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…

ForexTechnical indicatorsMean reversionMomentum
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

TMAGi combines the spacing among three moving averages with the difference between the ADX system’s positive and negative directional indicators. It multiplies total moving-average separation by that directional difference, then plots the result with a short…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator converts RSI behavior into eight normalized features, including level, slope, acceleration, percentile, volatility, fast-versus-slow spread, and regime. It stores sampled feature vectors alongside forward price outcomes grouped into ATR-scaled…

Machine learningTechnical indicatorsMomentumTrend following
ProRealCode

This document presents a variant of the Coppock curve that lets the user choose a moving-average smoothing method. The indicator adds two rates of change calculated from closing prices, then smooths their sum and plots the result alongside a zero reference…

Technical indicatorsMomentum
ProRealCode

This indicator places the Kase Peak 2 oscillator over a price chart, using a moving average as its center line and scaling oscillator values into a price range based on average true range. Candle colors and optional segments show the oscillator’s direction…

Technical indicatorsVolatilityMomentum
ProRealCode

RocketRSI is described as a variant of the Relative Strength Index that accumulates upward and downward changes in a filtered price momentum series instead of relying on averaged gains and losses. A Super Smoother filter is applied first, and the resulting…

Technical indicatorsMomentumVolatility
ProRealCode

This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…

Technical indicatorsMomentumTrend followingFutures
ProRealCode

The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

This stock-selection idea combines three short-term conditions: daily amplitude above a threshold, at least one limit-up event during the past month, and a positive ten-day return below an upper bound. The article’s proposed refinement adds a PEG ceiling,…

EquitiesMomentumTechnical indicatorsFactor investing
ProRealCode

This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…

Technical indicatorsMomentumBacktesting
ProRealCode

The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…

Technical indicatorsTrend followingMomentumEquities
ProRealCode

The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…

Technical indicatorsMachine learningMomentumMean reversion
ProRealCode

This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…

FuturesMomentumTrend followingRisk management