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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

SuperMind

The document describes a Chinese A-share screening idea that combines an industry filter with moving-average conditions. It selects metaverse stocks whose opening price is near or above the 10-day moving average and whose previous close is above the 250-day…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese-language note describes a stock screen that combines daily amplitude above 1, circulating market capitalization above 10 billion yuan, and an upward ordering of the closing price and 5-, 10-, 20-, and 30-day moving averages. The ordered averages…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This brief overview introduces the Zero Loss Zone concept within the BBMA trading approach developed by Oma Ally. BBMA combines Bollinger Bands with moving averages, and the described zone is intended to help identify possible re-entry areas in an existing…

ForexTechnical indicatorsTrend following
ProRealCode

The described approach uses a longer-period Commodity Channel Index to establish directional bias and a shorter-period CCI to identify pullbacks and entry timing. In the original multi-timeframe version, a weekly CCI defines an uptrend or downtrend using…

Technical indicatorsTrend followingMomentum
MQL5 code base

The indicator estimates the direction of a price or derived series by fitting a regression line to a selected set of observations and measuring its slope. Inputs can include closing, high, or low prices, as well as moving averages, and the tool is described…

ForexTechnical indicatorsStatisticsTrend following
ProRealCode

The document describes a visual indicator made from up to 18 successively smoothed moving averages. Each line applies the same averaging period to the preceding line, creating a layered band; the period and number of lines can be adjusted. Colors distinguish…

Technical indicatorsTrend followingRisk management
ProRealCode

This indicator applies Bollinger-style bands to a stochastic oscillator rather than directly to price. It calculates the oscillator, a moving average, and standard-deviation bands, then changes the trend state when the oscillator crosses above the prior…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

This Chinese stock-selection proposal combines daily price amplitude greater than 1, a condition that the stock did not reach the upper daily price limit yesterday, and a 20-day moving average above the 120-day moving average. The moving-average relationship…

EquitiesTechnical indicatorsTrend followingChina markets
ProRealCode

This shared automated strategy trades USD/JPY on a one-minute timeframe. It uses three exponential moving averages with periods derived from 200, 300, and 600 bars to define trend direction, and a parabolic SAR reading relative to the current bar’s high or…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document introduces the Trend Continuation Factor (TCF), an oscillator intended to help identify market direction and trend state. It attributes the indicator to M. H. Pee and describes three configurable inputs: the rate-of-change calculation period, a…

Technical indicatorsTrend followingMomentum
BigQuant

This stock selection method turns a discretionary approach into a set of technical and liquidity filters, followed by periodic rebalancing. It looks for prices mostly above long-term moving averages, favorable short-term moving-average conditions, and moving…

China marketsEquitiesMomentumTrend following
pysystemtrade

This configuration describes a futures trading system that estimates forecasts from several exponentially weighted moving average crossover rules and a carry rule. The EWMAC rules pair faster and slower lookback periods, while the carry forecast uses…

FuturesTrend followingCarryVolatility
MQL5 code base

This brief indicator description introduces a market-state component based on correlation, drawing on a June 2020 TASC article about using correlation as a cycle indicator. The referenced approach presents three possible ways to determine market trend, and…

Technical indicatorsStatisticsTrend following
MQL5 code base

BvsB is described as a trend-following indicator displayed as a colored cloud. Its suggested entry cue is a change in cloud color, while the lines moving steadily toward one another are said to signal that the existing trend is weakening. The underlying…

Trend followingTechnical indicators
Cryptohopper blog

The article surveys EMA, Williams %R, RSI variants, MESA adaptive moving average, Parabolic SAR, and Bollinger Bands for cryptocurrency trading. It explains the basic EMA crossover rule: a shorter average crossing above a longer one signals a buy, while a…

CryptoTechnical indicatorsTrend followingMean reversion
ProRealCode

The document describes an indicator that compares smoothed measures of upward and downward price movement to show trend direction. It applies a Jurik-style smoothing method to current and prior closing prices, then accumulates directional counts across a…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This brief indicator description explains how CronexAO_Signal presents trend information using CronexAO values from a fixed timeframe. Its signal display is based on the relative arrangement of the indicator's main and signal lines. The indicator also…

Technical indicatorsTrend following
ProRealCode

The document proposes a modified Ichimoku calculation that derives later indicator components from Span A rather than directly from price. It first obtains Tenkan-sen and Kijun-sen using the stated conventional periods, averages them to form an intermediate…

Technical indicatorsTrend following
MQL5 code base

The Vector indicator is described as a two-oscillator tool for assessing market state. Its fast oscillator represents trends, while its slow oscillator represents inertia. The combined values are intended to help interpret market mood, and signal events are…

Technical indicatorsTrend followingMomentum
MQL5 code base

This Expert Advisor description combines a linear regression channel with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter alongside the moving-average logic, while the advisor also offers configurable…

ForexEquitiesTrend followingTechnical indicators
ProRealCode

This chart overlay groups four price action tools: swing-based market structure, order blocks, liquidity levels, and projected trend lines. A ZigZag-style method identifies swing highs and lows; closing breaks of prior swings are labeled as trend reversals…

Technical indicatorsBreakoutTrend followingMarket microstructure
MQL5 code base

The iSarX4 indicator displays four Parabolic SAR calculations at once. It sets the first calculation’s step from a starting parameter, then increases the step for each subsequent calculation by a fixed increment; all four share a maximum acceleration…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The indicator implements a breakout system using the i-CAiChannel. When price moves outside the gray channel, the bar color indicates the trend direction: green for rising prices and pink for falling prices. Color brightness adds information about whether…

Technical indicatorsBreakoutTrend following