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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 Chinese stock selection example combines a price range filter, a recent large daily gain, and a moving average trend condition. Its stated screen looks for stocks with amplitude above 1, at least one daily gain of 10% or more in the last 25 sessions,…

EquitiesTechnical indicatorsTrend followingMomentum
ProRealCode

This ProRealTime indicator fits a linear regression line to closing prices over a configurable lookback window. It calculates the regression coefficients from sums of the time index and price, then draws the line across the window. A channel width is…

Technical indicatorsStatisticsVolatilityTrend following
SuperMind

This Supermind example turns a pressure-and-support indicator into a simple long-only trading system. It computes a price measure from the open, high, low, and close, then scales it within the recent 34-period low-to-high range. Two moving averages smooth…

EquitiesTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This brief note describes an indicator that tracks the slope of a selected type of moving average. Its value becomes progressively steeper while the average continues moving in one direction. When the slope changes direction, the indicator resets the step…

Technical indicatorsTrend following
SuperMind

This indicator combines two Tilson moving averages, Parabolic SAR, and the True Strength Index to visualize trend direction and possible reversals. Blue and red bars represent bullish and bearish trend states, while yellow bars mark price crossings of the…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

The Vostro indicator is presented as a potential turning-point tool intended for scalping. It marks overbought readings above +80 and oversold readings below −80. Its stated long setup occurs after the oscillator falls below the lower threshold and forms a…

Technical indicatorsTrend following
ProRealCode

The document describes a simple long-only trend-following system inspired by the Turtle approach. It enters when the day’s high exceeds the highest high of the preceding 100 days, then exits when the day’s low falls below the lowest low of the preceding 100…

EquitiesFuturesTrend followingBreakout
MQL5 code base

The document describes the Range Action Verification Index, or RAVI, as a trend-versus-consolidation indicator built from short- and long-lookback moving averages. Its original description uses a 7-bar average and a 65-bar average, with a threshold above 3%…

Technical indicatorsTrend following
MQL5 code base

This short strategy description uses the typical price, calculated from each bar’s high, low, and close, to generate directional signals. When typical prices rise across three consecutive completed bars, the system opens a buy if none is already open; when…

Technical indicatorsTrend followingBacktesting
MQL5 code base

RSIOMA applies the Relative Strength Index to moving averages, then smooths that result with another moving average. It displays the RSI-based line and its moving average in a separate 0–100 window, with a histogram intended to make the current trend easier…

Technical indicatorsTrend followingForex
SuperMind

This post outlines a stock selection rule combining three conditions: daily price amplitude above 1%, a prior-day indication of main-player control, and a prior close above the 250-day moving average. It supplies indicator and Python-style implementation…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The MA_Difference indicator displays the differences among price and two configurable moving averages. It can show the distance from price to each average and the distance between the averages. Settings let the user choose each average’s calculation period…

Technical indicatorsTrend following
MQL5 code base

The Float indicator analyzes a selected history of price bars for a currency pair and marks trend swings in a separate window. On the main chart, it can draw Fibonacci retracement and DiNapoli levels, while also showing how long ago local highs and lows were…

ForexTechnical indicatorsTrend following
ProRealCode

This document describes an experimental indicator that plots divergences between the Positive Volume Index (PVI) and its exponential moving average, alongside the equivalent divergence for the Negative Volume Index (NVI). The two series are intended to help…

Technical indicatorsTrend followingEquities
MQL5 code base

This document describes an indicator whose value is updated according to the deviation between its prior value and the observed price. Its starting point is the first historical price value. The indicator is characterized as responsive to market volatility…

Technical indicatorsTrend following
ProRealCode

The TAT indicator combines a normalized Parabolic SAR distance with the difference between the MACD line and its signal average. The components are scaled with separate multipliers, then combined into a main series whose exponential moving average serves as…

Technical indicatorsTrend followingFutures
MQL5 code base

Rate_AOModPips is a technical indicator that measures the smoothed rate of change in the AwesomeModPips indicator, itself based on the difference between two exponential moving averages. It requires AwesomeModPips and uses its short, long, and smoothing…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator smooths Heikin-Ashi open, high, low, and close values with exponential averages, then plots the resulting candles alongside price averages. It describes common candle interpretations: runs of rising or falling bodies suggest direction, large…

Technical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines three price-based conditions: a specified minimum trading range, a reversal-style candle pattern, and a weekly moving-average crossover involving the thirty-week average. The document frames the combination as a way to find stocks…

EquitiesTechnical indicatorsBreakoutTrend following
MQL5 code base

The document gives a basic rule for interpreting the Decycler indicator: a candle close above its line signals an uptrend, while a close below signals a downtrend. It also proposes buying when the indicator is green and selling when it is red. No chart, test…

Technical indicatorsTrend following
backtrader

This Backtrader example attaches two price data series to one strategy. It calculates a simple moving average on the second series and uses crossovers of that series’ close against its average to create long and exit signals. The sample then submits orders…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

MaByMaSignal is described as a semaphore-style technical indicator that generates signals from crossings between two moving averages. The brief description says the averages are formed from consecutive averaging steps, but it does not explain the…

Technical indicatorsTrend followingEquities
MQL5 code base

This indicator adapts the Stochastic Momentum Indicator by calculating momentum for the open, high, low, and close, then using the values to show bar development through colored candles. For a lookback period, it compares price with the midpoint between the…

Technical indicatorsMomentumTrend following