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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 note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…

Technical indicatorsTrend followingVolatilityBreakout
MQL5 code base

This indicator presents the trend direction or trade signal produced by BinaryWaveSign at a selected bar. A horizontal arrow marks continuation of the existing trend, while a diagonal arrow indicates a change and points in the trade direction. Colors…

Technical indicatorsTrend followingMomentum
MQL5 code base

BW-wiseMan-1 is described as a semaphore-style signal indicator built on Bill Williams’ Alligator indicator. A semaphore indicator presents signals in a visual marker format, while the stated basis here is the Alligator, a technical tool used to characterize…

Technical indicatorsTrend following
MQL5 code base

Advance Trend Pressure is a technical indicator intended to show both the direction and strength of a price trend. Its calculation uses candle bodies and shadows, combining price differences such as the open-to-close move with distances between the high or…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening proposal combines three technical conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and weekly MACD above its zero axis. The explanation treats a larger daily range as evidence of volatility, the…

EquitiesTechnical indicatorsMomentumTrend following
ProRealCode

This indicator turns confirmed swing highs and lows into support or resistance zones, then ranks the zones to reduce chart clutter. Pivots must clear a minimum displacement relative to ATR; each accepted pivot becomes a band whose width is also tied to ATR.…

Technical indicatorsStatisticsRisk managementTrend following
MQL5 code base

This document explains a custom MetaTrader 5 MACD indicator that adapts its smoothing to market conditions. It calculates the squared Pearson correlation between closing prices and bar index over a configurable lookback, then uses that value to blend two…

Technical indicatorsMomentumTrend followingStatistics
SuperMind

This document describes a Chinese stock screen combining daily price range, market capitalization, profitability, and a rising-price condition. It selects stocks with an intraday high-low range of at least 1%, market capitalization under 10 billion yuan,…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This post combines a stock universe selected through an intelligent query with a dual moving average rule. The proposed rule buys when the five-day average is above the twenty-day average and sells when it falls below, while the universe is screened for low…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This trend-following expert advisor uses the slope of a simple moving average, expressed as an angle, to distinguish directional markets from flat conditions. It also measures price distance from the average as a percentage to avoid entries after a move has…

Trend followingTechnical indicatorsRisk managementBacktesting
FMZ forum

This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…

CryptoArbitrageTrend followingGrid trading
MQL5 code base

The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…

Technical indicatorsTrend followingForexCommodities
MQL5 code base

This indicator uses the Hull Moving Average (HMA) and its slope as a visual criterion for trend direction. After calculating the HMA, it represents the trend through a chart display selected by the user, such as a colored line, bars, or candles. An automatic…

Technical indicatorsTrend following
SuperMind

This stock screen combines a capital-flow measure with valuation and trend filters. It favors Shenzhen main-board stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11, then requires the 20-day moving average to be…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

The document presents a trend-following indicator similar in purpose to Supertrend, but its trailing reversal level is set using a fixed percentage-like step from the close rather than a multiple of average true range. The level adjusts with the direction…

Trend followingTechnical indicatorsRisk managementBacktesting
MQL5 code base

Smart Trend Score is described as a MetaTrader 5 indicator that combines weighted moving averages, trend direction, market structure, ADX, ATR, and price action into a score. After a candle closes, it displays a buy, sell, or no-signal status, a confidence…

Trend followingMomentumTechnical indicatorsRisk management
ProRealCode

This indicator combines the distance between ADX and ADXR with the relative change in ATR to describe trend development and volatility together. The author argues that ADX alone can miss changes in volatility, while ATR alone is expressed in absolute price…

Technical indicatorsTrend followingVolatilityStatistics
MQL5 code base

The volume oscillator compares short and long exponential moving averages of trading volume. It expresses their difference as a percentage of the long-period average, with positive readings indicating that recent volume is above its longer-term baseline and…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Volatility Quality Index is described as a trend-oriented indicator that marks upward and downward direction with green and red signals. Its calculation uses smoothed open, high, low, and close values, compares the current close with a lagged smoothed…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document describes a MACD variation that uses a nonlag moving average in place of the conventional exponential moving average for the MACD calculation. It also applies the nonlag average to the signal line, presenting the indicator as a faster-reacting…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an MDAC indicator that colors chart bars to communicate trend state. Green denotes an uptrend, red denotes a downtrend, and blue bars appearing after either of those colors indicate a possible trend change. The color scheme offers a…

Technical indicatorsTrend following
SuperMind

This document describes an A-share stock screen that looks for amplitude above 1 and a weekly five-period moving average crossing above the ten-period average, while excluding Beijing-listed companies. It presents the crossover as a trend condition and…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The Fractal Graph Dimension Indicator is presented as a way to distinguish trending conditions from unstable, volatile conditions. It has three inputs: the calculation period, the applied price, and a threshold. Readings below the threshold are classified as…

Technical indicatorsVolatilityTrend following