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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

SuperMind

This Chinese stock-screening example selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a positive weekly candle. It presents the weekly signal as a way to add a longer-term trend condition to daily activity filters. The…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

Kaufman’s Efficiency Ratio compares the net price change over a chosen lookback with the sum of absolute step-by-step price changes over that same period. The ratio runs from zero to one: values nearer one indicate a relatively direct move, while lower…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a simple moving-average crossover Expert Advisor. It buys when a fast exponential moving average crosses above a slower one and sells when it crosses below. Signals are checked at each newly closed candle, which is intended to prevent…

Technical indicatorsTrend followingExecutionPosition sizing
MQL5 code base

This brief note lists a technical indicator configuration combining two moving averages with the Average Directional Index (ADX). It specifies a longer and a shorter moving average, including their periods, calculation modes, and applied price inputs. It…

Technical indicatorsTrend following
ProRealCode

This overlay indicator combines ATR-filtered pivot detection with market-structure labels, Fibonacci retracements, engulfing candles, and a weighted confluence score. Confirmed swing highs and lows are classified as higher highs, higher lows, lower highs, or…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

Holt’s double exponential smoothing is presented as a method for estimating a series’ level and linear trend, with an option to extend that estimate into future bars. The method updates its estimates using the current observation and the prior period’s…

Technical indicatorsStatisticsTrend following
MQL5 code base

This indicator description explains a charting method for overlaying candles from a larger timeframe on a lower-timeframe chart. It draws the higher-timeframe candles as filled rectangles, using fill buffers, and takes its color cues from the cloud of the…

Technical indicatorsTrend following
MQL5 code base

The document describes a dynamic zigzag built around the Parabolic SAR trend state. Unlike a conventional zigzag, which waits for later bars to confirm a pivot and is mainly used to examine past swings, this design aims to show trend legs through the current…

Trend followingTechnical indicators
MQL5 code base

This indicator adapts Bollinger Band Stops for use with an RSI series. The original stops indicator can support stop-loss placement using values on the price chart; this RSI version lacks those on-chart values and is instead presented as a trend-direction…

Technical indicatorsTrend following
MQL5 code base

The document describes an Aroon-style indicator that tracks how many bars have passed since the latest price high and low. It plots Aroon Up and Aroon Down lines, alongside a histogram, to help identify possible transitions between sideways and trending…

Technical indicatorsTrend following
MQL5 code base

The document describes a MetaTrader expert advisor that seeks bullish breakouts by entering at the opening of a new bar. It places the stop at the low of the breakout candle and calculates a profit target using a configurable reward-to-risk multiple. The…

BreakoutTrend followingPosition sizingRisk management
MQL5 code base

The document describes a volume-weighted variant of Bill Williams’s Awesome Oscillator. The standard indicator compares a short moving average of bar midpoints with a longer moving average of the same price measure. In this version, volume-weighted moving…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes an expert advisor that combines two moving averages with short trend lines drawn from fractals. Its stated directional rule is to buy when both lines turn upward and sell when both turn downward. It says the trend line acts as a…

Technical indicatorsTrend followingForexEquities
MQL5 code base

This indicator adapts the Volatility Quality concept attributed to Thomas Stridsman. Rather than estimating trend with moving averages, this version uses the indicator’s slope and treats color changes as potential signals. The document gives no detailed…

Technical indicatorsVolatilityTrend following
ProRealCode

The Average Penetration indicator counts, over a configurable lookback window, how often candle lows fall below a simple moving average and how often candle highs rise above it. The example settings use a 100-period average and a 63-bar lookback, described…

Technical indicatorsTrend followingMomentumBacktesting
vn.py community

This VeighNa CTA example shows how to build daily bars from incoming ticks and use them in a moving average crossover strategy. A BarGenerator aggregates ticks into daily bars, while an ArrayManager stores the resulting history. On each completed daily bar,…

FuturesTechnical indicatorsTrend followingExecution
MQL5 code base

This document describes an expert advisor that draws an equidistant channel on a price chart and supports trading based on either channel breakouts or the prevailing trend. It includes three manual trading controls and can manage multiple positions,…

Technical indicatorsBreakoutTrend followingRisk management
MQL5 code base

This indicator builds a trend display by comparing a main adaptive Laguerre filter value with a signal value. The relative position of those values determines the displayed trend, colors, and alerts. The calculation uses a newer adaptive Laguerre version…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader 5 indicator applies an RSI calculation to a Supertrend indicator. The document identifies the Supertrend component as a separately published indicator and directs readers to its description for an explanation of how it works and how to set…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a paired Decycler Oscillator based on work by John F. Ehlers. It uses two instances of the indicator with different high-pass filter periods and multipliers, then presents the pair as a way to show an expected market trend. The central…

Technical indicatorsTrend followingStatistics
MQL5 code base

This short description explains a signal based on the Gann HiLo indicator and distinguishes three output modes. Trigger mode produces a signal when price crosses or pierces the indicator, with no signal during other periods. Continuous mode keeps the…

Technical indicatorsTrend followingExecution
SuperMind

This tutorial introduces MindGo’s strategy workflow through a simple stock trading example. It explains the roles of initialization and recurring data handling, then describes retrieving recent closing prices, calculating five-day and twenty-day averages,…

EquitiesTechnical indicatorsTrend followingBacktesting
ProRealCode

The indicator combines adaptive smoothing, a direction-sensitive trend filter, and volatility bands to depict trend direction and possible support or resistance areas. It estimates slope relative to ATR and uses that direction to select an averaged high or…

Trend followingTechnical indicatorsVolatility
MQL5 code base

The document describes an MT4 and MT5 chart indicator that uses three ADX periods to mark where a trend starts and ends, as well as intervals it classifies as trendless. It displays horizontal lines and directional arrows on the main price chart, and can…

Technical indicatorsTrend followingForex