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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

MQL5 code base

This MetaTrader 5 indicator combines a moving average with the Relative Strength Index to mark directional signals. A buy arrow appears when the close is described as outside the moving average and RSI is above 50; a sell arrow appears when price is below…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator colors candles according to the relationship between a faster and a slower moving average, with the periods and average types configurable. When the faster average is above the slower one, candles receive a green shade; when it is below, they…

Technical indicatorsTrend followingMomentum
MQL5 code base

VolatilityPivot is described as a trend indicator built using the NRTR, or Nick Rypock Trailing Reverse, approach. It uses currency-pair volatility to display nearby support and resistance levels, which can inform a view of trend direction and potential…

ForexVolatilityTechnical indicatorsTrend following
MQL5 code base

The document describes an indicator that labels market conditions as upward trend, downward trend, range, or transition. It combines price efficiency, normalized direction, volatility, market structure, and agreement across multiple horizons. An efficiency…

StatisticsTechnical indicatorsRisk managementTrend following
MQL5 code base

This note describes a simple indicator that detects crossings between two moving averages. It treats a newly appearing cross as a possible trading signal and displays the direction of the most recent cross for as long as that direction remains in effect. The…

Technical indicatorsTrend followingMomentum
ProRealCode

The Multi Deviation Scaled Moving Average combines eight adaptive moving averages with progressively longer lookbacks. Each layer filters the close-to-close input with a Super Smoother, scales it by a rolling root-mean-square measure, and adjusts its…

Technical indicatorsTrend followingMomentumVolatility
TqSdk

This example describes a daily gold futures strategy using a 10-bar Aroon calculation. It opens a fixed-size long position when Aroon Up crosses above Aroon Down or when Aroon Up is above 75 while Aroon Down is below 25. The short rules reverse those…

FuturesCommoditiesTrend followingTechnical indicators
SuperMind

The document explains Aroon Up and Aroon Down as measures of how recently a market made its highest high or lowest low within a lookback period. Both lines typically range from 0 to 100. It presents Aroon Up near 100 with Aroon Down near 0 as a possible…

Technical indicatorsTrend followingEquities
SuperMind

This article extends an RSRS market-timing strategy by transforming its slope-based score and adding market-state filters. It first multiplies the standardized RSRS score by the regression coefficient of determination, reducing the influence of extreme…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

This indicator builds a volume profile around a fitted price trend. It assigns each bar’s volume to a band based on its distance from the regression line, then smooths the distribution to show zones where trading activity has concentrated. The fit window…

Technical indicatorsVolatilityMean reversionTrend following
ProRealCode

This long-only strategy uses a modified Sharpe index to select stocks, with a moving average as a price filter. It enters when the index is above a threshold and the closing price is above the 254-period simple moving average. The author suggests applying it…

EquitiesTechnical indicatorsPortfolio constructionTrend following
MQL5 code base

The document describes Ma-Parabolic, a modified Parabolic SAR indicator intended to produce smoother plotted values than the standard indicator. It identifies the modified line and standard SAR with different colors in a comparison image, but the text does…

Technical indicatorsTrend following
MQL5 code base

TMAGi is an oscillator intended to classify market conditions as rising, falling, or flat. It combines three simple moving averages with the difference between the ADX indicator’s positive and negative directional lines. The raw value multiplies the sum of…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader indicator that presents signals from the iDeMarkerSign indicator for a selected timeframe. It distinguishes a continuing trend from a newly changed direction with different arrow shapes; color and arrow direction indicate…

Technical indicatorsForexTrend following
ProRealCode

This document explains a momentum indicator built from smoothed Heikin Ashi values. It first applies configurable moving-average smoothing to open, high, low, and close data, derives Heikin Ashi values, then smooths the result again. The oscillator is the…

Technical indicatorsMomentumTrend following
SuperMind

This strategy report describes a monthly rebalanced approach to Chinese small-cap equities. It first screens for fully tradable shares below a stated market-cap threshold, above a 38-day average, and within a specified 38-day amplitude band. It then looks…

EquitiesChina marketsBreakoutTrend following
SuperMind

The document explains MACD as the difference between short and long exponential moving averages, with a signal line formed by smoothing MACD and a histogram showing the gap between the two. It gives the common 12, 26, and 9 periods and describes how changing…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a chart indicator that forms a colored cloud from two moving averages calculated on different timeframes. The visual is intended to make the relationship between those averages visible on a price chart, allowing traders to inspect how…

Technical indicatorsTrend following
MQL5 code base

This chart indicator represents higher-timeframe Heikin-Ashi candles as filled rectangles. Candle bodies use one color for rising direction and another for falling direction, while lighter shades distinguish the shadows. The description explains the…

Technical indicatorsTrend following
MQL5 code base

This indicator plots two moving averages, their current price labels, and a selectable fill between price and either average, between the two averages, or no fill. The visual treatment is intended to help traders assess entries, trend continuation, exits,…

Technical indicatorsTrend following
ProRealCode

This intraday system trades Bitcoin against the US dollar using three moving averages with different lookback settings to identify directional alignment. It also checks ADX-based strength before allowing a position, and uses stop orders to enter in the…

CryptoTrend followingTechnical indicatorsRisk management
MQL5 code base

This document outlines an Expert Advisor that uses the KaufWMAcross indicator to detect changes in trend direction. It generates a signal when a bar closes and a new indicator arrow appears. The EA requires the compiled indicator file to be installed in the…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The Momentum Bias Index estimates directional bias by separating positive and negative momentum, then comparing their strength. Momentum is calculated from the change in closing price over a lookback and normalized by an exponentially averaged high-low…

Technical indicatorsMomentumTrend followingStatistics
MQL5 code base

This Expert Advisor combines the Chaikin Oscillator (CHO) with a custom dual CCI-on-moving-average indicator. CHO acts as a trend signal and also triggers position closures when it crosses zero. The CCI filter is used to add positions: a buy setup occurs…

Technical indicatorsTrend followingPosition sizingRisk management