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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

The Efficiency Ratio measures how directly price moved over a period by comparing the net price change with the total absolute movement along the way. Its values range from zero to one: higher readings indicate a more efficient, directional path, while lower…

Technical indicatorsStatisticsTrend following
MQL5 code base

Corrected Average, also called Optimal Moving Average, is a smoothed indicator intended to avoid following price for small deviations that may produce false trend signals. It starts with a moving average of the selected applied price, using a configurable…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator places two moving averages, labeled fast and slow, in the main chart window and uses a colored histogram to show the gap between a selected pair of values. The histogram can represent price versus the fast average, price versus the slow…

Technical indicatorsTrend following
SuperMind

This stock-selection idea combines three filters: daily range relative to an average true range measure, a large single-day gain within the recent 25 trading days, and a weekly moving-average crossover intended to identify a longer-term uptrend. The…

China marketsEquitiesMomentumTrend following
MQL5 code base

This document describes a semaphore signal indicator built around the XCCX_StDev oscillator. Its configurable mode selects among five signal rules: oscillator levels alone, deviation thresholds alone, both conditions together, or the combined conditions…

Technical indicatorsVolatilityTrend following
ProRealCode

The Damiani Volameter is presented as a filter for identifying whether market conditions are trending or ranging. It compares a volatility meter with a threshold: the document says a green line above the black line indicates a trend, while the reverse…

Technical indicatorsVolatilityTrend followingMean reversion
MQL5 code base

This simple expert-advisor concept uses an 8-period weighted moving average and a 28-period exponential moving average to generate directional trades. A cross of the weighted average above the exponential average opens a long position; a cross below opens a…

ForexTechnical indicatorsTrend followingRisk management
Kraken Learn

This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…

CryptoTrend followingMomentumBreakout
BigQuant

This article introduces trend following, mean reversion, arbitrage, and high-frequency trading, then argues that trend following is the most accessible of these approaches for individual A-share investors. It describes trend following as entering in the…

China marketsEquitiesTrend followingMean reversion
ProRealCode

The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…

Technical indicatorsTrend followingVolatilityBreakout
SuperMind

The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This expert advisor combines a three-moving-average crossover signal with a Price Channel indicator. The moving averages expose configurable periods, shifts, and calculation methods, while the crossover component can be configured for current-bar signals and…

ForexTechnical indicatorsTrend followingRisk management
ProRealCode

The document describes a visual variation of the moving average convergence divergence (MACD) indicator. It calculates the difference between fast and slow exponential averages, then compares the resulting MACD line with its prior value to determine whether…

Technical indicatorsMomentumTrend following
BigQuant

This opinion piece presents trading principles drawn from an interview with a Chinese market participant. It argues for acting on clearly defined chart breaks or confirmed volume-supported moves, using public policy and industry developments to identify…

Risk managementTechnical indicatorsTrend followingChina markets
MQL5 code base

The document describes a velocity indicator presented as a smoother form of momentum. It says the calculation uses T3 smoothing and displays velocity as a tape, with Heikin Ashi prices included among the available price inputs. Its suggested use is the same…

Technical indicatorsMomentumTrend following
BigQuant

BykovTrend presents its signals as colored candlesticks. Green candles indicate rising signals and orange candles indicate falling signals. Candle brightness distinguishes signals aligned with the prevailing trend from those running against it: aligned…

Technical indicatorsTrend following
ProRealCode

The document describes an approximation of a curvature trend indicator using an exponential moving average as its central trend line and average true range to scale upper and lower bands. The bands begin at a chosen ATR multiple from the moving average, then…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes a TDI indicator displayed as a trend index line, a direction line, and a directional histogram. Its calculation uses a configurable period and applied price. The histogram indicates the favored trade direction: upward for buying and…

Technical indicatorsTrend followingMean reversion
ProRealCode

This indicator adapts Bollinger Bands by calculating a moving average and the standard deviation of closing prices, then offsetting the resulting upper and lower bands by a chosen number of bars. The stated purpose is to display a support and resistance…

Technical indicatorsVolatilityTrend following
SuperMind

This post outlines a Chinese equity screen that combines metaverse-sector membership, an arc-shaped price pattern, and a prior-day close above the 250-day moving average. The long moving-average condition is intended to favor stocks already in an established…

EquitiesTechnical indicatorsTrend following
ProRealCode

I Seek Trends adapts the ATR-based SuperTrend by inserting neutral phases between confirmed bullish and bearish states. Its five states distinguish established trends, transitions out of either trend, and full neutrality after a failed breakout. When price…

Trend followingTechnical indicatorsVolatilityRisk management
SuperMind

This stock screening approach combines a Metaverse concept classification with an upward-sloping 30-day moving average and fundamental filters. It first selects companies associated with the theme, then looks for a rising average and firms below the stated…

EquitiesTechnical indicatorsTrend followingFactor investing
ProRealCode

The indicator colors a chart background according to whether the close agrees with both Supertrend and Parabolic SAR. It marks an upward condition when the close is above both indicators and a downward condition when the close is below both. The example uses…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader indicator displays the direction or trade signal produced by the Stalin indicator for a chosen bar and timeframe. It marks continuing trends with a colored star and trend changes with a directional arrow, and can also issue alerts and audio…

Technical indicatorsTrend following