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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
Quantpedia
86 documents
TqSdk
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

This indicator description presents a visual way to identify directional trends using the Commodity Channel Index (CCI) at four lookback lengths. Each CCI reading is compared with positive and negative thresholds; separate blocks show the individual…

Technical indicatorsTrend followingMomentumStatistics
FMZ forum

This article outlines a Turtle-style trend-following system for stocks. It frames a complete trading plan around market selection, position size, entry, loss exits, profitable exits, and trade rules. Position size is tied to account equity and the 20-day…

EquitiesTrend followingBreakoutVolatility
MQL5 code base

The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. It presents TCF as a way to identify whether a trend is present and determine its direction, with the aim of helping traders avoid positions that run…

Technical indicatorsTrend following
MQL5 code base

The expert advisor bases its signal on a change in the cloud color of the CCI Woodies indicator. It checks for that change when a bar closes, then forms a trading signal. An input option allows the user to invert the direction and trade against the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This expert-advisor strategy combines two indicator signals across timeframes. ColorX2MA defines the slower trend, while ColorJJRSX identifies a change in the faster trend. It generates an entry at bar close when the fast and slow directions agree and the…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a chart indicator that displays candlesticks from a larger timeframe as filled rectangles. It uses the values of a 3-Line Break indicator to determine the rectangle colors: the candle body and shadows each receive colors based on…

Technical indicatorsTrend following
ProRealCode

This experimental DAX daily strategy uses a close-based two-day high as a breakout reference and enters long when the day's high exceeds it. It can add a position when price opens more than five points above the trade price, so exposure may grow as a move…

FuturesBreakoutTrend followingPosition sizing
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme when the prior day's price is above the 250-day moving average and the stock did not hit its daily limit-up on the prior day. The moving-average condition is presented as a filter…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese equity screening idea combines a turnover filter with short-term weakness and a longer-term trend condition. It selects stocks with turnover between 3% and 12%, seven consecutive daily declines, and a rising 30-day moving average. The intended…

EquitiesMean reversionTrend followingTechnical indicators
BigQuant

This Chinese equity strategy applies a simple Turtle-inspired rule to five named stocks. It defines a recent high using the highest closing price over 20 sessions and a recent low using the lowest close over 10 sessions. The stated rule buys when the high…

EquitiesTrend followingTechnical indicatorsBacktesting
ProRealCode

The document presents a long-only automated strategy for a mini S&P 500 instrument. Entries require the MACD line to be above its smoothed value, the stochastic to be above its average, price to remain above a moving average, and price to be below a custom…

FuturesTechnical indicatorsTrend followingRisk management
MQL5 code base

This document explains an indicator that combines two XMUV moving averages with Momentum calculations using SMA and EMA smoothing. The momentum values are scaled to a range from -100 to +100, and a cloud displays the direction of the trend. Colored points…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a five-minute chart script that checks several technical indicators before displaying a buy or sell alert. A bullish condition requires price to be above the Bollinger middle band, two exponential moving averages, and Parabolic SAR,…

Technical indicatorsMomentumTrend followingExecution
MQL5 code base

The document describes a Hilbert Oscillator indicator attributed to John Ehlers and presents it as a tool for spotting major market turning points. Its stated signal logic is based on the relationship between a blue and a red line: a crossover is interpreted…

Technical indicatorsTrend following
MQL5 code base

The document describes an automated XAUUSD strategy on four-hour bars. It enters long when a completed candle breaks above the prior 20-bar high, provided the close is above a 200-period EMA. Position size is calculated from a one-percent balance risk and a…

BreakoutTrend followingRisk managementBacktesting
MQL5 code base

This short description identifies Slope Direction Line as a trend indicator used by an automated trading system. It lists configurable inputs for calculating its moving averages: a period of 32, a filter size of 2, a linear-weighted averaging method by…

Technical indicatorsTrend following
ProRealCode

Powerplay is a rule-based signal that looks for two consecutive down or up sessions with above-average volume, then checks the close against the prior session’s low or high and its position relative to the 200-day moving average. For the long signal, price…

EquitiesTrend followingMean reversionTechnical indicators
SuperMind

This article proposes screening Chinese stocks in the metaverse industry for an opening price near the 10-day moving average and an upwardly ordered set of moving averages. Its indicator example compares averages over 3, 5, 10, 20, and 30 days, requiring…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

The indicator combines the high and low relative to a moving average into one oscillator. Bull Power is the high minus the average close, while Bear Power is the low minus the same average; adding them gives a net reading intended to reflect which side is…

Technical indicatorsMomentumTrend following
MQL5 code base

This indicator variation calculates Heiken Ashi values from smoothed or filtered prices rather than raw prices. The document presents smoothing as a way to reduce some false signals and make the indicator easier to use. It offers four averaging choices:…

Technical indicatorsTrend followingForex
MQL5 code base

The indicator applies a Jurik Moving Average separately to high, low, close, and typical price. Its generic trend line is the smoothed typical price; the description notes that this differs from averaging the three separately smoothed high, low, and close…

Technical indicatorsTrend followingMomentum
SuperMind

This stock-selection approach screens for companies associated with the metaverse theme, then applies two trend filters: a rising 30-day moving average and weekly MACD above its zero line. The stated rationale is to focus on stocks in the chosen theme that…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen looks for stocks associated with the metaverse concept, priced below 12 yuan, with the 30-day moving average rising. The article presents the price threshold as a low-price filter and the moving-average condition as a way to favor…

EquitiesChina marketsTrend followingTechnical indicators
BigQuant

This opinion article argues that many retail investors lose through overtrading, chasing short-term leaders, and expecting rapid gains. It recommends accepting limits in prediction and focusing instead on patiently waiting for a market, sector, or stock to…

EquitiesTrend followingRisk managementChina markets