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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
Quantopian lectures
45 documents
Binance API docs
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

ProRealCode

The document describes NonLagDot, a chart indicator intended to represent the prevailing direction of market pressure. It displays bullish conditions with green dots and bearish conditions with red dots, and says the returned values should be plotted as…

Technical indicatorsTrend followingEquities
MQL5 code base

This indicator adds a three-level trend-strength display to the FineTuningMA moving average. It uses standard deviation and two configurable thresholds: when the measure falls between the thresholds, a small dot appears in the color of the current trend;…

Technical indicatorsStatisticsTrend following
FMZ forum

The document presents a trading system as an operating plan, not just a rule for choosing when to buy or sell. It covers defining the mandate and instruments, selecting a strategy, allocating capital, setting entry and exit rules, sizing positions, and…

Risk managementPosition sizingExecutionPortfolio construction
MQL5 code base

This indicator description proposes replacing fixed Aroon oscillator thresholds with levels derived from quantile bands. The stated aim is to make trend and potential overbought or oversold signals adapt to the oscillator’s observed distribution, rather than…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document describes a trend indicator called SlopeDirectionLine and lists its configurable inputs. Users can select two smoothing methods and adjust their lengths or phase parameters, choose the applied price, and shift the indicator horizontally or…

Technical indicatorsTrend following
MQL5 code base

This indicator modifies an ADX-style trend-strength display by using the Vertical Horizontal Filter to adapt its response. The description says the adaptive version reacts more quickly to market changes than the regular version, with signals tending to…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes a MetaTrader 5 indicator based on a form of Jurik-style smoothing and proposes it for assessing trends. It characterizes the smoothing as both responsive to price changes and smooth, qualities that may help reduce noisy fluctuations…

Technical indicatorsTrend following
MQL5 code base

This note describes a modified phase change index attributed to P. H. Pee. The version is inverted relative to the original: where the original indicates values associated with a phase change and the opposite of the trend, this variant reverses that…

Technical indicatorsTrend following
MQL5 code base

This indicator combines three versions of Fibo Bars 2, each using a different period. It treats the longest period as the main trend and signals alignment when both shorter-period bars share its color. If either shorter period begins to oppose the…

Technical indicatorsTrend followingMomentum
MQL5 code base

VR Donchian Lite is presented as a classic Donchian Channel indicator for MetaTrader. It classifies an upward trend when successive local highs and lows rise above their previous counterparts, and a downward trend when both fall below prior levels. When…

Technical indicatorsTrend followingRisk management
MQL5 code base

This indicator plots separate potential stop-loss levels for long and short positions. Its distance from the closing price is set by a percentage input, offering an alternative to an ATR-based trailing stop. The document describes the calculation as a…

Technical indicatorsRisk managementTrend following
MQL5 code base

CandleTrend_x10 is a chart indicator that displays price direction across ten selectable timeframes, ranging from hourly intervals through monthly bars. It marks upward movement in green, downward movement in red, and no change in gray, presenting the…

Technical indicatorsTrend following
OctoBot

This tutorial explains how to automate a moving-average crossover strategy for crypto using TradingView alerts and OctoBot. A short-period exponential moving average crossing above a longer-period EMA signals a buy; crossing below signals a sell. Its worked…

CryptoTechnical indicatorsTrend followingExecution
MQL5 code base

This note describes a modified correcting method for a T3 moving-average indicator. The method is attributed to Alexander Uhl, whose original approach used standard deviation to adjust moving-average values and filter signals. This version substitutes EMA…

Technical indicatorsTrend followingStatistics
ProRealCode

This short indicator description counts consecutive bars in which the high is at least as high as the previous bar's high, and consecutive bars in which the low is at most the previous bar's low. Each count resets to zero when its respective comparison…

Technical indicatorsStatisticsTrend following
MQL5 code base

The Currency Strength Index (CSI) compares the relative momentum of eight major currencies by mathematically decorrelating 28 currency pairs. It uses percentage differences in linearly weighted averages of closing prices to help distinguish whether a pair’s…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

The document explains a “zero lag” super smoother built by applying the double exponential moving average (DEMA) adjustment to a super smoother. It places the name in context: “zero lag” is commonly used for averaging methods adjusted to respond with less…

Technical indicatorsTrend following
ProRealCode

This short-term CAC 40 strategy combines a moving-average filter with a daily range condition and a fixed weekday schedule. It checks whether the prior daily close is below the 65-day moving average, and whether the current day’s low or high is above the…

EquitiesFuturesTechnical indicatorsTrend following
ProRealCode

The Trend Direction and Force (TDF) indicator is presented as a normalized measure ranging from -1 to 1, intended to show trend direction and strength. Its calculation compares two smoothed moving-average series, combines their separation with the cube of…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief indicator description applies the idea of trend strength to a non-oscillator chart study. It uses Ehlers’ deviation-scaled moving average (DSMA) as the basis for a trend-strength calculation and displays both the strength value and the DSMA on the…

Technical indicatorsTrend following
BigQuant

This document explains a simple trend-following rule using five-day and ten-day moving averages of closing prices. It buys at the next session's open when the shorter average is above the longer average, then sells at the next open when the shorter average…

EquitiesTrend followingTechnical indicatorsBacktesting
ProRealCode

The XO indicator tracks price movement using two box sizes. Its histogram counts upward and downward moves measured with the smaller box, while separate lines show moves measured with the larger box. The author compares this counting approach to tracking…

Technical indicatorsTrend followingBreakout
MQL5 code base

This document describes a MetaTrader indicator that combines fast and slow TRIX calculations with a linearly weighted moving average smoothing filter. The oscillators’ relationships to one another and to the smoothing line determine both the displayed color…

Technical indicatorsTrend followingMomentumForex