Skip to content

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

The document describes an Expert Advisor that trades a trend signal from the AML moving average. A trade signal is generated at the close of a bar when the indicator changes direction while retaining its color. The example applies the method to XAUUSD on a…

CommoditiesTrend followingTechnical indicatorsBacktesting
ProRealCode

The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…

Technical indicatorsVolatilityTrend following
SuperMind

This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

The Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…

Technical indicatorsTrend followingEquitiesFutures
MQL5 code base

Polarized Fractal Efficiency (PFE) is presented as an oscillator for identifying trend direction. Its configurable inputs are fast and slow rate-of-change periods, a moving-average period, and a scale factor. The calculation derives short- and long-horizon…

Technical indicatorsTrend followingMomentumStatistics
MQL5 code base

Weekly VWAP is described as the cumulative sum of price multiplied by volume divided by cumulative volume, reset at the start of each trading week. It is plotted as a single chart line and serves as a reference for the week’s volume-weighted average trading…

Technical indicatorsExecutionTrend following
SuperMind

This stock-screening proposal combines three conditions: at least five moving averages are said to converge, the close is intended to lie between the Bollinger middle and upper bands, and the 30-day moving average should be rising. The post presents the…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The indicator combines several moving averages by comparing the fastest selected average with the others and using the resulting differences to represent trend. The user can choose periods and arrange them in any order; the indicator handles their ordering.…

Technical indicatorsTrend following
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

Technical indicatorsTrend followingMomentumBacktesting
SuperMind

This note outlines a chart-based stock screen using at least five converging moving averages, a rounded or arc-shaped price pattern, and a focus on stocks associated with 2021. It illustrates possible moving-average periods of 5, 10, 20, 50, and 200 days,…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document explains an MT5 indicator that tracks runs of consecutive rising and falling bars. Separate plots show upward and downward runs, and each count resets when a bar prints in the opposite direction. A trader can set a threshold around commonly…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

The MA Sabres indicator marks possible changes in trend using the direction of a configurable moving average. It can use TEMA or another selected average, then track whether the average has been rising or falling. A reversal cue appears when the average…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes an adaptive moving average based on Perry Kaufman’s KAMA and an approach attributed to Vitali Apirine. The adaptation uses the close’s position within the high–low range, and the indicator is presented as a faster alternative to KAMA…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor follows the BlauTVI trend indicator. It generates a signal when a bar closes and the indicator histogram changes direction. Users can enable a trading window and specify its start and end times. The default schedule covers the day from…

Trend followingTechnical indicatorsForexExecution
Freqtrade

This hourly long-only strategy combines the Average Directional Index (ADX) with two simple moving averages. It calculates a 14-period ADX and 3-period and 6-period SMAs. A long entry is signaled when ADX is above 25 and the shorter SMA crosses above the…

Technical indicatorsTrend followingBacktesting
ProRealCode

This indicator method automates trendline drawing by locating pivot highs and lows, fitting separate linear regressions to those points, and iteratively retaining points on the relevant side of each fitted line. The resulting upper and lower lines aim to…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

The indicator compares three moving averages whose configured periods must increase from the first average to the second and then the third. It colors the display green when all three averages are ordered from highest to lowest, and red when they are ordered…

Technical indicatorsTrend following
ProRealCode

This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…

Technical indicatorsMomentumOptionsTrend following
MQL5 code base

The Trend Risk indicator estimates a smoothed price and a smoothed high-low range, then uses a deviation multiplier to form upper and lower channel boundaries. A close above the upper boundary or below the lower boundary places the boundary value in a signal…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems based on the Skyscraper_Fix and ColorAML indicators. It generates a signal when a bar closes and either indicator changes color, which the document treats as a change in…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a smoothed version of the Trend Direction and Force Index. Its stated motivation is that the original indicator can generate too many signals in some cases; applying a smoothing method is intended to reduce their number. Four…

Technical indicatorsTrend following