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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

This A-share stock-selection screen looks for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a 20-day moving average above the 120-day moving average. The turnover and daily-return filters are intended to capture active stocks…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator calculates MACD with NEMA, a configurable family of moving averages whose depth determines the calculation. Depth one corresponds to EMA, while depths two and three correspond to DEMA and TEMA; the document says the series continues to a…

Technical indicatorsTrend following
BigQuant

This timing strategy trades a basket of ETFs representing international equity markets, gold, agricultural commodities, and oil. Its stated portfolio idea is to combine assets with low correlations, then use a golden cross to enter and a death cross to exit.…

Multi-assetTrend followingTechnical indicatorsBacktesting
ProRealCode

The document presents three momentum indicators, labeled A, B, and C, to view short-, medium-, and long-term market direction together. Each wave uses a pair of calculations built from exponential moving averages: a faster average of closing prices compared…

MomentumTechnical indicatorsTrend following
ProRealCode

The document describes a modified Donchian channel that updates its boundaries using lows and highs in reversed roles. When price makes a low above the current upper boundary, the indicator raises that boundary and recalculates the lower one from recent…

Trend followingTechnical indicatorsBreakout
MQL5 code base

The document describes a MetaTrader indicator that displays smoothed Heiken Ashi data using a timeframe selected through an input setting. The example setting uses a four-hour chart period, indicating that the indicator can reference a timeframe different…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader indicator uses a custom moving-average formula with a noise filter to plot a dotted line over price. The line’s dot colors indicate the inferred trend: blue for an uptrend and pink for a downtrend. A change from pink to blue is presented as a…

Technical indicatorsTrend followingRisk management
BigQuant

The document describes a rotation strategy for Chinese convertible bonds, which can behave more like equity or more like fixed income depending on their conversion and bond premiums. It groups bonds as equity-oriented, bond-oriented, or balanced, and says…

China marketsFixed incomeMomentumTrend following
MQL5 code base

The document describes an indicator that automatically draws support and resistance trendlines using fractals calculated on a selected timeframe. Its base timeframe input determines which fractals the indicator uses to construct the lines. Traders can also…

Technical indicatorsTrend following
Cryptohopper blog

The article explains ways to recognize and trade cryptocurrency downtrends. It contrasts fundamental analysis of a project with technical analysis of prices, chart patterns, and volume. For trend identification, it describes moving average crossovers,…

CryptoTrend followingTechnical indicatorsRisk management
ProRealCode

This indicator modifies a prior trend-line design by using fast and slow lines derived from recent highs and lows, with default lookback settings of 3 and 7 bars. The code updates each line in relation to the previous line value and the current close. It…

Technical indicatorsTrend followingBacktesting
FMZ forum

This Chinese-language essay argues that futures traders struggle when they confuse short-term counter-moves with the prevailing trend, anticipate reversals, overtrade, or fail to follow a plan. Its central approach is to wait for a trend to become clear, use…

FuturesTrend followingRisk managementPosition sizing
MQL5 code base

AutoFibAutoTrend is a chart indicator that draws a price channel and Fibonacci levels from recent ZigZag peaks. Its settings let the user choose the calculation timeframe and adjust the ZigZag depth, deviation, and backstep parameters. Display options…

Technical indicatorsTrend following
MQL5 code base

This indicator summarizes trend direction across seven Slow Stochastic indicators calculated on different timeframes. It displays one line for each timeframe, using dark green when that indicator’s cloud signals an uptrend and orange when it signals a…

Technical indicatorsTrend following
SuperMind

The proposed equity screen selects stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose weekly MACD is above the zero line. The article frames the MACD condition as a way to favor stocks with an upward trend. It also…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This indicator uses Heiken Ashi open and close values to determine each Heiken Ashi candle’s direction, then displays that direction as a colored bar on a price chart. Bar color also compares the Heiken Ashi direction with the direction of the chart’s…

Technical indicatorsTrend following
MQL5 code base

This indicator compares the direction of a Moving Average with that of a Slope Direction Line and displays a color-coded pointer in a separate window. A green pointer indicates that both lines point upward, while a red pointer indicates that both point…

Technical indicatorsTrend followingForex
MQL5 code base

This brief description introduces an indicator called iFXAnalyser, which displays three indicators formed from simple linear combinations of differences between fast and slow moving averages on the same chart. It identifies the original author and notes that…

Technical indicatorsForexTrend following
FMZ forum

This fable illustrates a central Adam Theory lesson: traders can become attached to complex systems and forecasts, even when observed market behavior contradicts them. A trader buys because his indicators predict a rise, then watches prices continue to fall.…

Trend followingTechnical indicatorsRisk management
MQL5 code base

This note describes an indicator that displays trend direction or a potential trade signal produced by AroonHornSign, calculated on a selectable timeframe. The default calculation timeframe is six hours, and the indicator period is nine. A right-pointing…

Technical indicatorsTrend followingForex
ProRealCode

AI Predictive Flow converts a nearest-neighbor forecast into an oscillator. It represents each recent price pattern with bar returns, momentum, RSI, and the spread between two moving averages. A rolling memory stores past patterns alongside the subsequent…

Machine learningTechnical indicatorsMomentumStatistics
ProRealCode

This indicator combines fast and slow ATR-based trailing stop lines. Each line follows price using an ATR distance and adjusts according to whether the close remains above or below its prior stop level. The slow line acts as a conventional trailing stop…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator overlays three Dynamic Trend readings from selected timeframes on the current chart. Its adjustable settings control the calculation period, strengthening percentage, drawing style, step behavior, slope display, and the timeframe used for each…

Technical indicatorsTrend following
MQL5 code base

NTK 07 is an expert adviser that starts by placing two pending orders around the current price. When one activates, the other is removed. The EA then adds another pending order in the direction of price movement at a specified step, increasing lot size by a…

ForexTrend followingBreakoutPosition sizing