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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

8,851 documents

ProRealCode

The U Trend Sensor is an oscillator built from two triangular moving averages with different lookback periods. Each average is updated only when it moves beyond a percentage threshold relative to its current level, creating step-like series. The indicator…

Technical indicatorsTrend followingStatistics
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

Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…

Technical indicatorsTrend followingForexStatistics
MQL5 code base

MAVA-XonaX describes a moving-average crossover approach for EURUSD on a four-hour chart. It uses four six-period moving averages calculated from bar open, close, high, and low prices. A cross of the close-based average above the open-based average is…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

CandleStop Cloud is described as a chart indicator that displays trailing stop levels alongside a channel whose background color changes. It also presents the latest indicator values as price labels, allowing a trader to see the stop levels directly on the…

Technical indicatorsRisk managementTrend following
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

The Trend Trigger Factor (TTF) is attributed to M. H. Pee and a 2004 publication in a technical analysis magazine. This version applies Jurik Moving Average (JMA) smoothing, with the stated aim of reducing false signals and making the trend-trigger state…

Technical indicatorsTrend following
MQL5 code base

This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

ForexTrend followingGrid tradingMomentum
MQL5 code base

The document explains TWR as a candle-reconstruction indicator: it uses the previous bar’s color and the current bar’s close while disregarding other price information, then redraws the candle chart around closing prices. In its color convention, red marks a…

Technical indicatorsTrend followingStatistics
MQL5 code base

Ang_Zad_C_HTF is a MetaTrader 5 indicator variant that lets the user choose the timeframe used for its oscillator through an input parameter. The example defaults to a four-hour chart period. The space between the oscillator and its signal line is filled…

Technical indicatorsTrend following
MQL5 code base

Skyscraper is described as an NRTR-type trend indicator with an additional middle line. Its inputs include an ATR period, a sensitivity factor, a setting that controls how the middle line approaches the outer lines, and a choice between calculating from…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document introduces an extended version of an asymmetric bands oscillator. The stated addition is an estimate of how much weight price has within the current trend, along with an attempt to estimate the effect of that weight on trend formation. It…

Technical indicatorsTrend followingMomentum
MQL5 code base

XvaMA is described as a moving-average indicator whose averaging algorithm can be changed. The document identifies it as an MQL5 implementation and says it relies on classes from a separate smoothing-algorithms library. It points to prior documentation of…

Technical indicatorsTrend following
MQL5 code base

The document introduces a trading indicator built from crosses between two deviation-scaled moving averages (DSMAs). It attributes the underlying DSMA concept and the paired-cross idea to an article by John Ehlers published in TASC in July 2018. The…

Technical indicatorsTrend followingBacktesting
SuperMind

The document proposes screening equities in the beverage and alcohol import-export industry using a relative strength index (RSI) threshold and a weekly moving-average crossover. Its initial description uses a cross above the 30-week average, while its final…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…

ForexTrend followingPosition sizingRisk management
SuperMind

This post describes a screen for Chinese stocks associated with the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose 20-day moving average is above the 120-day moving average. The short average condition…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

SuperIchi keeps the familiar Ichimoku lines and cloud but replaces fixed lookback high-low midpoints with an ATR trailing-stop regime engine. For each line, it tracks the price extreme reached during the current regime and the active trailing stop, then…

Technical indicatorsVolatilityTrend following
MQL5 code base

BrainTrend2 is presented as a trend-following chart indicator that colors candlesticks according to whether they align with its trend signal: aligned candles appear brighter and opposing candles darker. The description says the indicator can alert users when…

Technical indicatorsTrend followingVolatility
BigQuant

This 2018 report reviews managed futures, including how CTA strategies trade futures and options and how they differ by analysis method, trading style, holding period, and markets covered. It describes systematic and discretionary approaches alongside trend…

FuturesOptionsTrend followingArbitrage
MQL5 code base

The document describes a Polarized Fractal Efficiency overlay designed to identify price trends. It plots a main indicator line over price along with upper and lower deviation bands. The indicator combines fast and slow rates of change, a sensitivity…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

This ProRealTime indicator fits a least-squares line to recent closing prices, using a fixed lookback of 200 bars. It calculates the slope and intercept from sums of price and time values, then draws the fitted line and bands around it. The described band…

Technical indicatorsStatisticsTrend following
BigQuant

This weekly review summarizes Chinese equity market conditions for the week ending April 3, 2020, then presents Haitong Securities’ market timing, factor, industry rotation, and strategy-performance views. Its evidence includes index returns, valuation and…

EquitiesChina marketsFactor investingTrend following