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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

ProRealCode

This long-only stock strategy enters after price crosses above a threshold based on the prior 254 bars’ high and closing-price volatility. The entry condition adds a 3% buffer above that threshold. It sets a 15% loss stop and uses Wilder’s ARC as a trailing…

EquitiesBreakoutTrend followingTechnical indicators
MQL5 code base

The indicator constructs synthetic candles from four TRiX values calculated for the source instrument’s open, close, high, and low. Because TRiX is based on triple exponential moving averages, the resulting candles are described as smooth. A Keltner channel…

Technical indicatorsTrend following
MQL5 code base

XDPO_HTF_Signal presents the output of the XDPO_Sign indicator on a selected bar and timeframe. It uses a right-pointing arrow when the existing trend continues and a diagonal arrow when the trend changes; arrow color and direction communicate the trend or…

Technical indicatorsTrend following
MQL5 code base

The document introduces a histogram indicator based on Andrew Abraham’s “Trading the Trend” article in TASC. It says the indicator aims to follow the original article’s description, in contrast to renamed or modified versions of the system. The displayed…

Trend followingTechnical indicators
SuperMind

The document describes a stock selection screen combining daily price amplitude with weekly chart signals. Its technical conditions are amplitude above 1, a positive weekly histogram, and a weekly MA5 crossing above MA10. It then proposes adding a…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

The True Strength Index (TSI) is presented as a momentum-based indicator intended to show trend direction and overbought or oversold conditions. It smooths price momentum, calculated from the change in closing price, with exponential moving averages. The…

Technical indicatorsMomentumTrend following
MQL5 code base

This MetaTrader 5 expert advisor is described as a trend-following and momentum approach for swing trades. It uses the last completed candle and compares the 50-period and 200-period exponential moving averages to determine trend direction. When a trend is…

Trend followingMomentumTechnical indicatorsRisk management
MQL5 code base

The document explains a variation on Bill Williams’s Awesome Oscillator. The standard indicator subtracts a 34-period simple moving average of bar midpoints from a 5-period simple moving average of the same values, using the midpoint of each bar’s high and…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator design replaces the stochastic oscillator’s rolling high-low range with standard-deviation bands around a smoothed least-squares moving average. It computes a linear-regression endpoint, smooths it with an EMA, and adds and subtracts a…

Technical indicatorsVolatilityTrend following
MQL5 code base

The MA Trend indicator summarizes where the closing price sits relative to a fan of moving averages. For each average, it assigns a positive value when the close is above it and a negative value when the close is below it, then averages those values. The…

Technical indicatorsTrend followingStatistics
ProRealCode

The Purple Cloud indicator combines ATR-based volatility bands, a SuperTrend trend filter, and 20-, 50-, and 200-period exponential moving averages. It marks potential reversals when price crosses a band and the indicator’s trend state changes. SuperTrend…

Technical indicatorsVolatilityTrend followingBacktesting
ProRealCode

The Line Regression Intercept (LRI) fits an ordinary least-squares line to a rolling window of closing prices, then plots the fitted value at the window’s oldest bar. Because this is not the fitted value at the current bar, the baseline trails price and is…

Technical indicatorsStatisticsTrend followingRisk management
FMZ forum

This guide defines a price gap as a discontinuity between consecutive bars and describes how chartists interpret gaps in relation to trends. Common gaps are small and frequent, and often fill, so the document treats them as offering little directional…

Technical indicatorsBreakoutTrend followingEquities
ProRealCode

The document describes an elastic volume-weighted moving average (eWMA) and a band intended to mark possible support or resistance and help identify trend changes. The average updates using current volume relative to the sum of volume over a chosen period,…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document presents a smoothed variation of the Heiken Ashi indicator. Instead of feeding raw prices into its calculations, the method first uses filtered or averaged prices. The stated aim is to reduce some false signals and make the indicator easier to…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the ColorXdinMA moving average. A signal is formed when a bar closes and the moving average changes direction, making the closing bar the stated decision point. The advisor…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…

FuturesTechnical indicatorsTrend followingVolatility
MQL5 code base

This document describes a MetaTrader 5 indicator that combines the MESA Adaptive Moving Average (MAMA) with the Following Adaptive Moving Average (FAMA) and allows their use with multiple chart timeframes. Alongside platform-supported timeframes, it offers…

Technical indicatorsTrend following
MQL5 code base

This indicator is a second version of a stochastic oscillator combined with a Super Smoother treatment. Its added feature is a color-coded stochastic component plotted around a central 50 level. The author presents the visual treatment as a way to make the…

Technical indicatorsTrend following
MQL5 code base

The document explains the Momentum indicator as a measure of price change over a chosen lookback, calculated by dividing the current close by the close from n bars earlier and scaling the ratio by 100. It describes two common interpretations. As a…

Technical indicatorsMomentumTrend following
FMZ forum

The document proposes a trend-oriented grid as a position management and exit framework that can be paired with different entry signals. It divides capital into ten portions, opens with one portion after an entry condition, and sets a midpoint, stop, and…

Grid tradingTrend followingBreakoutPosition sizing
SuperMind

The proposed stock screen selects companies associated with the metaverse theme, whose previous closing price is above the 250-day moving average, and whose listing year is 2021. The long moving average acts as a broad price-trend filter, while the theme and…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

The LBR Paint Bars indicator colors candles according to their position relative to a volatility cloud. The cloud boundaries are built from rolling highs and lows over a chosen lookback period, adjusted inward or outward by a distance based on the average…

Technical indicatorsVolatilityTrend following
MQL5 code base

JuiceZ is described as a financial-asset volatility indicator built from the absolute value of the OSMA oscillator, a chart point value, and a user-set level. That level defines a flat region: OSMA readings beneath it cause the indicator to be negative. The…

Technical indicatorsVolatilityTrend following