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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

395 documents

ProRealCode

This indicator constructs Heikin-Ashi values from open, high, low, and close prices, then smooths each component using a configurable average type and period. It draws candles using the smoothed open and close, while the channel boundaries come from the…

Technical indicatorsTrend followingVolatility
ProRealCode

The document describes an RSI variant that places adjustable bands around the conventional center level. It calculates the RSI from closing prices, then sets an upper and lower band by adding or subtracting a multiple of the standard deviation of the RSI…

Technical indicatorsVolatilityMean reversion
ProRealCode

This indicator adapts the idea of nested Hurst channels by plotting a shorter-cycle channel inside a medium-cycle channel. Both use smoothed price averages as centers and average true range offsets to set their upper and lower bounds. The description frames…

Technical indicatorsVolatilityMean reversion
ProRealCode

The document explains a trend indicator attributed to Andrew Abraham’s 1998 article. It defines trend direction using a trailing level built from a weighted average of true range. True range is the largest of the current high-low range and the gaps from the…

Trend followingVolatilityTechnical indicatorsRisk management
ProRealCode

The SSL Hybrid combines several moving average channels with ATR bands to show trend direction, possible continuation entries, exits, and volatility. SSL1 acts as the baseline trend signal: its color indicates bullish or bearish conditions, while a neutral…

Technical indicatorsTrend followingVolatilityRisk management
ProRealCode

This note describes Trend Force, an indicator that displays bullish and bearish trend strength as separate measures. Bullish strength compares the close with the lowest low over a recent lookback, while bearish strength compares the highest high with the…

Technical indicatorsTrend followingVolatility
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 overlays two kinds of bands calculated from log-transformed closing prices. The statistical bands use a rolling average and standard deviation, similar in spirit to Bollinger Bands. The regression bands use a rolling ordinary least squares…

Technical indicatorsStatisticsVolatilityBacktesting
ProRealCode

The Max Deviation indicator measures the range between the highest high and lowest low across a configurable lookback window. Subtracting the window’s lowest low from its highest high produces a simple measure of the instrument’s total price movement during…

Technical indicatorsVolatilityStatistics
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

Bridge Bands combine a price-based Bridge Range, Bollinger Bands, and a Hurst exponent to create a changing range around a security’s price. The described weighting uses Bollinger Bands when the Hurst estimate is near 0.5; as the estimate moves farther from…

Technical indicatorsVolatilityTrend followingRisk management
ProRealCode

This short indicator note presents a Relative Volatility Index (RVI) construction that adapts the RSI calculation to volatility. It weights standard deviation over ten closing-price days by whether the current close is above or below the previous close,…

Technical indicatorsVolatilityStatistics
ProRealCode

This document proposes an hourly strategy using Supertrend, an exponential moving average, the middle of the Bollinger Bands, and an ATR-based volatility filter. In the code, long entries require price below the Supertrend line and above the EMA; short…

FuturesTechnical indicatorsTrend followingVolatility
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

This stock strategy builds a daily signal from two nested exponential moving averages: a longer average of closing prices and a shorter average of that result. Their percentage difference serves as a proxy for comparing daily and weekly RSI behavior around…

EquitiesTechnical indicatorsVolatilityRisk management
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

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

The document presents an indicator that draws Heikin-Ashi candles and marks narrow-body candles as potential dojis. It distinguishes an upward case, a downward case, and an undecided case, using the relationship between the Heikin-Ashi and regular candle…

Technical indicatorsVolatilityEquities
ProRealCode

This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…

Technical indicatorsTrend followingVolatility
ProRealCode

The 89WMA Trend Aktivator is described as a standalone trend-following indicator with behavior similar to Supertrend. It begins with a weighted moving average, then derives two offset levels from shifted versions of that average. An average true range…

Technical indicatorsTrend followingVolatilityFutures
ProRealCode

This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…

Technical indicatorsTrend followingVolatilityStatistics
ProRealCode

This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…

Technical indicatorsTrend followingVolatility
ProRealCode

This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…

Technical indicatorsVolatilityEquities
ProRealCode

This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…

Technical indicatorsTrend followingVolatilityRisk management