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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

MQL5 code base

BrakeMA is described as a simple trend indicator displayed in the form of NRTR, with use similar to Parabolic SAR. The document identifies Ivan Kornilov as the author and notes that the indicator was first implemented in MQL4 and published in 2012. It…

Trend followingTechnical indicators
Cryptohopper blog

The document introduces the Ichimoku Cloud as an indicator that combines trend and momentum information, then outlines four ways to derive trade signals: price breakouts through the cloud, Conversion Line and Base Line crossovers filtered by either the…

Technical indicatorsTrend followingBreakout
ProRealCode

This indicator combines a trailing Average True Range stop with the Average Directional Index. It selects between wider and narrower ATR multipliers according to whether ADX is rising or falling, with an optional threshold rule that applies the narrower…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This document describes an equity screen requiring price amplitude above 1, turnover greater than 2% and no more than 9%, and a 20-day moving average above the 120-day average. The moving-average relationship is intended to identify stocks with a stronger…

EquitiesTechnical indicatorsTrend followingRisk management
BigQuant

This Chinese language summary reports findings from a study of passive and active strategies across asset classes in the United States, United Kingdom, and Japan over a long historical period. It frames the analysis as useful because recent experience in…

Multi-assetTrend followingCommoditiesEquities
MQL5 code base

This entry identifies RSITrend_NRTR as a semaphore-style signal indicator related to BykovTrend. It says the indicator uses an NRTR line derived from Average True Range values. The description is brief and names the author, but gives no formula, parameter…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes a chart indicator that displays the trend direction or trade signal produced by the HullTrendSign indicator on a chosen timeframe. It distinguishes ongoing trends, marked with a right-pointing arrow, from trend changes, shown with a…

Technical indicatorsTrend following
ProRealCode

The FollowLine is a trend-following indicator that changes direction when a closing price crosses beyond an upper or lower Bollinger band. After an upside trigger, it tracks a line based on the bar low; after a downside trigger, it uses the bar high. In each…

Technical indicatorsTrend followingVolatility
SuperMind

This article outlines a Chinese equity screen combining daily price amplitude above 1, a condition described as main-fund control on the prior day, and a signal for the start of a sustained upward move. It presents the screen as a way to identify stocks in…

EquitiesTechnical indicatorsTrend following
ProRealCode

This document describes two price oscillators attributed to John Ehlers: Reflex, intended to track the cycle component of prices, and Trendflex, intended to retain the trend component. The supplied indicator procedures first smooth closing prices with a…

Technical indicatorsTrend followingMean reversionStatistics
Cryptohopper blog

This introductory guide explains how to read price charts across crypto, stocks, and currencies. It describes candlesticks as records of open, close, high, and low prices, and presents a hammer during a decline as a possible sign of buying pressure and…

Technical indicatorsStatisticsTrend followingMarket microstructure
MQL5 code base

This document describes a MetaTrader indicator that displays the trend direction or trade direction produced by the JMACandleTrend indicator on a selected timeframe. It marks continuing trends with a directional arrow and trend changes with a flower-shaped…

Technical indicatorsTrend following
MQL5 code base

The document explains the double exponential moving average (DEMA), which combines an exponential moving average with a second smoothing pass to reduce lag relative to a conventional moving average. Generalized DEMA adjusts the weights in that combination to…

Technical indicatorsTrend followingStatistics
MQL5 code base

Candels High Open is described as a simple indicator that evaluates the direction of the three completed bars immediately before the current bar. It returns a positive signal when all three rise, a negative signal when all three fall, and zero when neither…

Technical indicatorsTrend following
ProRealCode

The document describes CAM, a chart-classification approach that combines the direction of ADX with the direction of MACD. When both rise, candles are marked as an uptrend; when both fall, they indicate a pullback; rising ADX with falling MACD marks a…

Technical indicatorsTrend followingMomentumStatistics
SuperMind

This Chinese stock screen looks for at least five moving averages to converge, with the averages spreading upward on the current day and the 30-day average rising relative to a longer average. It uses moving-average alignment as a technical way to identify…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese equity screening idea targets stocks associated with the metaverse concept. It requires the 30-day moving average to be rising and the latest percentage change to fall between a 5% loss and a 2.6% gain. The document describes these conditions as…

EquitiesTechnical indicatorsTrend followingChina markets
FMZ forum

The speech explains how option-focused funds seek returns by assessing the risk environment, comparing implied option prices with estimates of risk, and spreading trades across contracts and products. It frames options as insurance: sellers may collect…

OptionsVolatilityRisk managementPortfolio construction
MQL5 code base

The ColorCoppock description outlines a long-term Coppock indicator built from weighted moving averages of two price-change measures, using periods of 14 and 11 in the classic configuration and a 10-period weighted moving average for smoothing. The platform…

Technical indicatorsMomentumTrend following
MQL5 code base

This indicator description explains a ZigZag variant that uses fractal points as reference peaks. When the most recent pivot is based on a downward fractal and a newly detected downward fractal is lower, the indicator moves the ZigZag endpoint to that newer…

Technical indicatorsTrend followingMean reversionExecution
ProRealCode

The document explains the Choppiness Index as a bounded indicator for judging whether price action is trending or moving sideways. It describes the reading inversely to price direction: higher values suggest a greater likelihood of a range, while lower…

Technical indicatorsStatisticsTrend followingMean reversion
MQL5 code base

This indicator describes a simple way to display trend direction across multiple timeframes in one window. For each timeframe, it compares the latest moving-average value with the preceding value: a higher current reading marks a bullish trend, while a lower…

Technical indicatorsTrend following
MQL5 code base

RJT Matches is described as a visual indicator for assessing trend direction and possible turning points. It draws match-like lines from the open of one bar to the close of the next; their inclination and head colors are used to infer trend evolution. The…

Technical indicatorsTrend following
ProRealCode

Gravity Trend Levels combines a moving average trend regime with an acceleration based measure of momentum. It uses an EMA of closing prices as its baseline and mean absolute deviation from that baseline as a volatility unit. Changes in baseline velocity are…

Technical indicatorsTrend followingMomentumVolatility