Skip to content

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

MQL5 code base

This MetaTrader Expert Advisor uses ColorXdinMA indicator signals to trade. It opens a position when a colored indicator point appears at a bar close, and generates an exit signal when the indicator changes direction against the open position. The…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This note describes a variation of Bollinger Band Stops applied to a velocity indicator, which it characterizes as a smoother form of momentum. In this adaptation, the indicator is presented as a trend direction or signal line on velocity rather than…

Technical indicatorsMomentumTrend following
SuperMind

This stock screen combines three conditions: membership in the metaverse industry, an arc-shaped price pattern, and a price above its five-day moving average. The article presents the average as a way to identify stocks with recent upward price behavior. Its…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

The Laguerre_ADX_HTF indicator combines Laguerre PlusDI and MinusDI in one chart window and renders them as a colored cloud. A user-selected timeframe controls the period used for the indicator, with a four-hour timeframe given as the example default. The…

Technical indicatorsTrend following
MQL5 code base

The MicroPivots indicator plots selected Fibonacci levels between two moving averages. Users can choose each average’s period, calculation method, and applied price, then set visibility and values for as many as thirteen levels. The listed average methods…

Technical indicatorsTrend following
MQL5 code base

This document explains a MetaTrader 5 SuperTrend indicator built from an Average True Range based envelope, bands that ratchet in the direction of an established trend, and a binary trend state. The trend changes only when price closes beyond the band on the…

Technical indicatorsTrend followingVolatility
MQL5 code base

This trading system description combines two moving averages with an engulfing pattern and describes use of stop losses, take profits, and trailing exits. It is presented for major forex pairs and Nasdaq stocks, with the author also mentioning hourly charts.…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

The document describes the Recursive Trendline (RTL), an indicator that smooths price movement using a recursive calculation. It takes a period and an applied price as inputs. The period sets the smoothing factor, while the calculation updates a smoothed…

Technical indicatorsTrend following
MQL5 code base

This educational expert advisor uses Tipu Trend signals on a 15-minute chart, confirmed by the hourly trend. It checks the distance to a swing-low or swing-high stop derived from Tipu Stops against a user-set risk limit before opening one trade per signal.…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This document introduces a Composite RSI indicator and distinguishes its purpose from conventional RSI. Despite its name, it is described as a different way of calculating RSI rather than a combination of multiple RSI readings. The author characterizes it as…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document outlines a MetaTrader Expert Advisor built around a daily-timeframe moving average. It lists an option to reverse signals and describes controls for adding positions, including a maximum position count for the current symbol and magic number.…

Technical indicatorsPosition sizingRisk managementTrend following
SuperMind

This Chinese stock-screening note describes a daily selection process that keeps stocks with a positive MACD reading and a latest closing price above the 250-day moving average. It then ranks qualifying names by popularity, favoring those receiving greater…

EquitiesChina marketsMomentumTrend following
MQL5 code base

This indicator applies a nonlinear weighting scheme to an Ehlers-style filter to track a common price trend. It is intended to signal trend direction for entries and exits, with the source claiming less delay than a linear Ehlers filter. The user can adjust…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes a MetaTrader indicator that presents signals from a DeMarker-based indicator calculated on a selectable timeframe. It distinguishes a continuing trend from a trend change: continuation is shown with a colored steering-wheel graphic,…

Technical indicatorsTrend following
MQL5 code base

The Float indicator analyzes a selected window of prior bars for a currency pair, marks trend swings in a separate chart pane, and draws Fibonacci retracement and DiNapoli levels on the main chart. It also shows how long ago the local high and low were…

ForexTechnical indicatorsTrend following
MQL5 code base

GFilter is described as a moving-average indicator that first processes the price series with a Gaussian filter. It marks the moving average’s direction using color, while dots use color to represent the direction of the moving average’s velocity. The…

Technical indicatorsTrend followingEquities
pysystemtrade

This configuration describes a multi-asset systematic trading framework that combines rules for breakouts, relative and absolute momentum, moving-average trends, carry, acceleration, and skew-related factors. The rules use multiple horizons and include…

Multi-assetTrend followingMomentumCarry
MQL5 code base

This swing-trading approach uses 9-, 21-, and 55-period exponential moving averages to organize trend direction and trade signals. The 55-period average acts as the longer-term trend filter, while the 21-period average represents the intermediate trend. The…

ForexTrend followingTechnical indicators
ProRealCode

The document describes a simple indicator that marks a buy condition when price is above its 200-period moving average and Parabolic SAR, MACD is nonnegative, and 14-period RSI is at least 50. Its sell condition reverses those relationships. The author…

Technical indicatorsTrend followingBacktesting
SuperMind

This Chinese-language post describes a stock screen combining three technical conditions: daily high-low range above 1%, a two-day reversal pattern, and the prior close above the 250-day moving average. It gives example implementations in a charting formula…

EquitiesTechnical indicatorsTrend following
MQL5 code base

This document describes a chart indicator that displays the Ichimoku Tenkan Sen and Kijun Sen lines, their current price labels, and selectable color fills. Users can shade the area between price and either line, between the two lines, or show no fill. The…

Technical indicatorsTrend following
MQL5 code base

This trading system uses signals from a colored-candle indicator based on Ichimoku. It generates trades when a bar closes and the indicator shows a trend change. Position size depends on recent outcomes in the same direction: after a configured number of…

ForexTrend followingTechnical indicatorsPosition sizing
BigQuant

This article explains Reflex and Trendflex, two price indicators attributed to John Ehlers. Both first smooth prices with a SuperSmoother low-pass filter, then measure average distance between the smoothed price path and a reference line. The distance is…

FuturesCryptoTrend followingTechnical indicators