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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

4,713 documents

BigQuant

The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…

FuturesBreakoutMean reversionTechnical indicators
MQL5 code base

This indicator marks the previous trading day's high, low, and close on a price chart. The high and low are presented as possible resistance and support, while the close can serve as a pivot or reference point. The levels are sourced from daily data…

ForexTechnical indicatorsBreakout
ProRealCode

The document describes an indicator that plots the high and low of the previous day, week, and month as reference levels for trading. Its distinctive design anchors each line at the bar where the relevant extreme occurred, conveying the level’s age and how…

Technical indicatorsMarket microstructureBreakoutMean reversion
Cryptohopper blog

The article explains how Bollinger Bands can help traders assess crypto volatility and possible market direction. The bands are described as a moving average with upper and lower boundaries typically set two standard deviations away. Narrowing bands indicate…

CryptoTechnical indicatorsVolatilityBreakout
MQL5 code base

This MetaTrader expert advisor detects bullish and bearish inside-bar patterns and opens corresponding long or short positions. It offers three position-handling modes: open a position at every signal with stop-loss or take-profit exits; reopen positions in…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes a DEMA Range Channel indicator that issues alerts when a candle breaks through the channel. It notes that notifications can be delivered by email or push message, making the indicator a monitoring aid for potential channel breakouts.…

Technical indicatorsBreakout
MQL5 code base

This brief description presents an indicator that uses Average True Range as a reference for placing stop losses. It draws two bands at equal distances from a moving average, making the bands a volatility-based guide around a baseline. The text also proposes…

Technical indicatorsVolatilityRisk managementBreakout
MQL5 code base

This MetaTrader 5 indicator combines pivot-based swing analysis with Fibonacci retracements. It labels swing points as higher highs, higher lows, lower highs, or lower lows, and classifies breaks as continuation events (BOS) or possible reversals (CHoCH).…

Technical indicatorsBreakoutVolatilityRisk management
SuperMind

This stock screen targets Chinese shares associated with the metaverse theme and above a stated circulating-market-value threshold. It looks for recent limit-up activity, with the final selection rule requiring at least two limit-up sessions in the last five…

China marketsEquitiesMomentumBreakout
ProRealCode

This indicator tracks breakouts beyond recent lows and highs over configurable lookback periods. Each new bearish breakout resets a counter for bars elapsed since that low event; each bullish breakout resets a separate counter since the high event. A buy…

Technical indicatorsBreakoutMomentum
ProRealCode

This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…

FuturesTechnical indicatorsBreakout
Kraken Learn

This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…

CryptoTrend followingMomentumBreakout
ProRealCode

The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…

Technical indicatorsTrend followingVolatilityBreakout
ProRealCode

The document presents a long-only breakout and momentum system for Nasdaq instruments on hourly and four-hour charts. It builds a composite signal from normalized price momentum and a short-term upward impulse, giving the impulse component greater weight. An…

FuturesUS marketsBreakoutMomentum
MQL5 code base

This expert advisor measures the high and low during a configurable opening interval using one-minute data. After that range is complete, it watches for a chart-period bar to close beyond either boundary plus a buffer. A breakout can trigger one market…

BreakoutForexExecutionPosition sizing
MQL5 code base

This trading system uses the XDeMarker_Histogram_Vol indicator to generate entries when a bar closes beyond an overbought or oversold level. It distinguishes two signal levels, assigning each its own order identifier and deposit share, so stronger and…

ForexBreakoutTechnical indicatorsPosition sizing
SuperMind

This stock selection approach combines three signals: more than two limit-up sessions within ten days, a closing price above the previous day's low, and a reported daily position increase above 5%. The post interprets these as signs of buying interest and…

EquitiesMomentumBreakoutRisk management
SuperMind

This short-term stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on China’s Dragon-Tiger list with reported buying greater than selling, and a current high that is the highest over the recent two-day window.…

EquitiesChina marketsBreakoutVolatility
FMZ forum

This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…

CryptoPerpetual futuresHigh-frequency tradingBreakout
MQL5 code base

The document describes an MT4 indicator that draws separate colored boxes for the Asian, London, and New York trading sessions. Each box marks a session’s high-low range, with extension lines intended to carry those levels forward for chart reading. Optional…

Technical indicatorsBreakoutMarket microstructureForex
MQL5 code base

This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…

Technical indicatorsTrend followingVolatilityBreakout
SuperMind

The post outlines a Chinese stock screening idea combining a large price amplitude, a three-session limit-up sequence on the prior day, a market capitalization ceiling, and positive earnings. It proposes tightening the amplitude threshold and checking…

China marketsEquitiesBreakoutTechnical indicators
MQL5 code base

This expert advisor uses a Doji candle as a setup and waits for the next completed candle to confirm a directional break. When a new bar appears, it checks the two preceding bars: if the older candle qualifies as a Doji, a close of the newer candle above the…

ForexTechnical indicatorsBreakoutPosition sizing