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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
WonderTrader
14 documents
Alphalens
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

MAMACD combines three moving averages with MACD as a directional filter. Two slower averages use low prices, with periods of 85 and 75, while a five-period average uses closing prices. A trade is opened when the fast average crosses both slower averages;…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document introduces the Phase Change Index (PCI) as a technical indicator intended to identify transitions among consolidation, rising-price, and falling-price phases. It first frames these states in terms of whether prices remain relatively stable, move…

Technical indicatorsTrend followingStatistics
MQL5 code base

This Expert Advisor design combines two smoothed rate-of-change indicators across different timeframes. A slower indicator sets the broader trend direction from the relationship between its main and signal lines; a faster indicator times entries when its…

ForexTrend followingMomentumTechnical indicators
ProRealCode

This proposed daily stock strategy uses a three-line break reversal signal with a moving-average trend filter. It enters long after an upward reversal, when the moving average is rising or price is above it. The suggested stop is set using the prior…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This short indicator description presents a multi-timeframe version of a double-smoothed exponential moving average (EMA) for MetaTrader 5. In addition to the platform’s standard timeframe choices, it offers three relative higher-timeframe selections: the…

Technical indicatorsTrend following
MQL5 code base

The Guppy Multiple Moving Average indicator groups two sets of moving averages to compare shorter-term price behavior with longer-term market direction. Its fast group uses six averages from 3 to 15 periods, while its slow group uses six averages from 30 to…

ForexTechnical indicatorsTrend following
SuperMind

This note describes a simple stock screen built around the 5-, 10-, 20-, 30-, and 60-day moving averages converging. It interprets convergence as a period of price balance that may precede a change in direction, and proposes using the signal to identify…

EquitiesTechnical indicatorsTrend following
ProRealCode

This indicator compares a volume-weighted moving average (VWMA) with a 20-period simple moving average (SMA). It colors the chart background green when the VWMA is above the SMA and red otherwise, giving a quick view of their relative position. It also draws…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening post combines three technical conditions: a daily price range above a stated threshold, an opening price near the 10-day moving average, and weekly MACD above zero. The post interprets these as signs of higher volatility, a…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This proposed Chinese equity screen looks for stocks associated with the metaverse concept, a rising 30-day moving average, and total assets above 200 million yuan. The article includes a platform formula reference and a Python example that filters a data…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection screen combines three filters: RSI below 65, a 20-day moving average above the 120-day moving average, and exclusion of stocks identified as belonging to the excluded technology board. The accompanying Python example retrieves stock…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This note describes a Chinese equity screen combining price movement, trading activity, opening behavior, and a long-term trend filter. It selects stocks with amplitude above 1, current volume above 10,000 lots, an open above the previous close, and a close…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

The Expert Advisor described here trades changes in the direction of the HullTrendOSMA histogram. It generates a signal when a bar closes and the indicator’s direction has changed, making the strategy a reversal-signal approach. The document also states that…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description explains an indicator-based breakout system built around a Mikahekin channel. The visual signal changes when price moves outside a gray channel, with blue indicating an upward trend and yellow indicating a downward trend. Candle colors…

BreakoutTechnical indicatorsTrend following
SuperMind

This Chinese-language post describes an equity screening idea that combines a named “morning star” signal for Kute Intelligent with a condition requiring the 20-day moving average to exceed the 120-day moving average. It frames both as technical-analysis…

China marketsEquitiesTechnical indicatorsTrend following
backtesting.py

This tutorial shows how to test a long-only strategy that combines daily and weekly relative strength index readings with a stack of moving averages. It uses daily price bars as the base data, resamples them to weekly intervals to calculate the…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document outlines a basic automated scalp approach that uses the Zigzag indicator to identify recent price highs and lows. The system treats those swing points as potential support or resistance, draws a trend line based on the market’s reaction around…

Technical indicatorsTrend followingExecutionRisk management
MQL5 code base

This brief indicator note describes a timeframe-selection option for KaufWMAcross. A user can choose the chart period from the indicator’s inputs; the example default is a four-hour timeframe. The central idea is to make the indicator’s calculations…

Technical indicatorsTrend following
MQL5 code base

This document describes an expert advisor built around Parabolic Stop and Reverse signals. A trade signal is generated after a bar closes and the indicated trend direction changes. The system can also apply a fixed maximum holding period, closing an open…

ForexTechnical indicatorsTrend followingRisk management
Cryptohopper blog

This introductory guide explains bull markets as sustained rising-price environments and bear markets as prolonged declines accompanied by weaker confidence. It connects market direction with investor sentiment and outlines several discretionary approaches:…

CryptoTrend followingRisk managementPosition sizing
ProRealCode

The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…

Technical indicatorsBreakoutTrend following
ProRealCode

This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This note introduces fractal dimension as a way to describe how price patterns retain similar roughness across chart timeframes. It explains the concept through covering a pattern with objects of different sizes: the relationship between the number and scale…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes the implementation of a Non-Lag moving average indicator with ATR bands and an interactive chart panel. The panel can toggle the trend display, be moved, show selected internal values, and report indicator values for a bar chosen on…

Technical indicatorsVolatilityTrend following