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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

TqSdk

This Python example describes a daily gold futures strategy using a short and a long Hull moving average (HMA). It opens a long position when the short HMA crosses above the long HMA and price is above the long average; the short signal crossing below is…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

The RJTX_Matches indicator is presented as a visual aid for identifying the development and possible turning points of price trends. Each match connects the open of one bar with the close of a later bar. The indicator uses a configurable bar distance for…

Technical indicatorsTrend followingMomentum
MQL5 code base

This short note explains a way to compare recent trading volume with an earlier block of bars. For example, on a one-minute chart, one group can average the latest 20 bars while another covers bars 21 through 60. To include 60 earlier bars in the second…

Technical indicatorsBreakoutTrend followingStatistics
MQL5 code base

The document introduces the William Blau Directional Trend Index as an indicator that displays directional trend indexes. It lists six adjustable inputs: a calculation period, three smoothing periods, and upper and lower levels. The smoothing stages let…

Technical indicatorsTrend following
MQL5 code base

This indicator overlays candles from a higher timeframe as filled rectangles on a chart. It uses the color state of the CronexAO cloud to distinguish trend direction: candle bodies appear green or purple, while the corresponding shadows use light lime or…

Technical indicatorsTrend following
MQL5 code base

This expert advisor combines the Alligator indicator with RSI as a trend filter. It permits a buy when RSI crosses above 50 between the latest two bars and the Jaw, Teeth, and Lips lines each rise by more than a configurable delta. The sell conditions…

ForexTechnical indicatorsTrend followingBacktesting
FMZ forum

The document explains rounded-bottom, or saucer, formations as either a reversal after a decline or a pullback within an existing uptrend. In both cases, selling pressure appears to ease as price flattens and then turns upward. For a reversal, the pattern is…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This short description outlines a chart indicator that converts the slope of a selected moving average into a two-state heatmap. It offers simple, exponential, smoothed, and linearly weighted averages, along with configurable display styles and a choice of…

Technical indicatorsTrend following
MQL5 code base

This expert advisor acts on signals from two moving-average indicators, whose settings are built into the program. It checks for signals only when a new bar appears. On a buy signal it closes sell positions, and on a sell signal it closes buy positions,…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

The Blau T3 Ergodic Candlestick Oscillator is a momentum indicator derived from candlestick body size and direction. The document distinguishes it from other momentum measures by stating that it is not affected by price gaps, though it gives no data or tests…

Technical indicatorsMomentumTrend following
MQL5 code base

The document identifies an indicator that applies a Laguerre filter to MinusDI, a directional movement indicator component. Its central idea is to process the MinusDI series through the filter, potentially producing a smoothed version for chart analysis. The…

Technical indicatorsTrend following
MQL5 code base

This article explains an Expert Advisor that trades SuperTrend direction changes. It checks only completed bars, opens or reverses a single position on a flip, and places the stop at the indicator line with an optional points buffer. If the next available…

FuturesForexTrend followingTechnical indicators
SuperMind

This article describes a stock screening idea that combines a 14-period RSI below 65, a three-candle pattern, and a longer-term trend condition. It frames the combination as a way to find stocks with stable trends and potential upward movement, and suggests…

EquitiesTechnical indicatorsTrend following
MQL5 code base

Triggerlines Shift Modified is described as a trend indicator displayed as a colored cloud. Its two boundaries are based on a least squares moving average (LSMA) and an exponential moving average (EMA), offering a visual way to compare the indicator lines…

Technical indicatorsTrend following
SuperMind

This article describes a technical stock screen requiring a daily range greater than 1, turnover above 2% and below 9%, and the prior close above the 250-day moving average. The range and turnover filters seek active trading, while the long moving average is…

EquitiesTechnical indicatorsTrend followingVolatility
ProRealCode

The document describes an intraday futures oscillator that adapts the proportional, integral, and derivative structure of a PID controller to price movement around session VWAP. The proportional term measures the current close-to-VWAP gap, the integral term…

FuturesTechnical indicatorsVolatilityTrend following
ProRealCode

This indicator uses the Commodity Channel Index (CCI) to set a trend line on a price chart. When CCI is nonnegative, the line is placed below the current low by an Average True Range (ATR) amount; when CCI is negative, it is placed above the high by an ATR…

Technical indicatorsTrend followingVolatility
SuperMind

This note proposes screening stocks for daily amplitude above one percent and a price crossing a 30-period moving average during 2021. It interprets the amplitude threshold as a sign of greater price fluctuation and the moving-average crossover as a possible…

EquitiesTechnical indicatorsTrend following
SuperMind

This note describes a stock screen combining daily price amplitude above one percent, a weekly five-period moving average crossing above the ten-period average, and a rising-bottom condition. It presents the setup as a way to identify shares with both price…

EquitiesTechnical indicatorsTrend following
MQL5 code base

This document describes the Coppock curve, a long-term momentum indicator built by summing two rates of change and smoothing their sum with a weighted moving average. The classical settings use rate-of-change periods of 14 and 11 and a moving-average period…

Technical indicatorsMomentumTrend following
FMZ forum

This tutorial explains how Pine scripts execute on FMZ, a platform that supports Pine-style strategies, charting, backtesting, and live trading. It outlines platform differences from TradingView, including settings for execution timing and order precision,…

Technical indicatorsBacktestingExecutionRisk management
SuperMind

This post presents a stock screen requiring amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and the current high to be the highest across the stated recent two-day window. It describes the crossover as a possible…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator description combines volatility bands for trend classification with swing-anchored VWAP signals. A double exponential moving average forms the centerline, and bands are placed three ATRs above and below it. A close beyond a band changes the…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

This note describes a T3 indicator variant that plots the six intermediate calculation stages instead of displaying only the final T3 value. The intermediate lines make the construction of the indicator more visible and may help a trader assess trend…

Technical indicatorsTrend following