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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
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

The document outlines an Expert Advisor organized into four independent trading cycles. Cycle 1 combines moving-average conditions with RSI and Williams’ Percent Range signals, using a register to reject conflicting indications and a one-trade-per-bar check.…

Technical indicatorsTrend followingMean reversionBreakout
MQL5 code base

This indicator description outlines Sylvain Vervoort's crossover approach, based on triple exponential moving averages applied to typical price and a Heikin-Ashi close series. The crossing of the smoothed series is intended to mark trend changes. The…

Technical indicatorsTrend followingMomentum
ProRealCode

This forex indicator applies a Fisher transform to price normalized within a recent high-low range. A simple moving average of the transformed series serves as a fast signal, while a weighted moving average of that average provides a slower trend reference.…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

The document introduces a Donchian Channels Cloud indicator variant with a timeframe selection setting. Its example selects a four-hour period, so the indicator can be configured to reference a period chosen in its inputs. This is a configuration feature for…

Technical indicatorsTrend followingExecution
BigQuant

The document describes a Donchian Channels Cloud indicator for MetaTrader 5 that lets the user select the timeframe used by the indicator through an input parameter. The provided example sets that period to four hours. This allows the indicator to use a…

Technical indicatorsTrend followingEquities
MQL5 code base

This indicator colors a moving average according to whether the RSI crosses configured upper or lower levels. An upward crossing marks an uptrend state, while a downward crossing marks a downtrend state, giving the trader a visual way to inspect direction on…

Technical indicatorsTrend following
MQL5 code base

This indicator displays a color-coded histogram based on the relationship between a bar’s high and low and a moving average. It has three configurable inputs: the moving average period, calculation method, and applied price. The classification also checks…

Technical indicatorsTrend followingBreakout
SuperMind

The document proposes a stock screen combining three conditions: price amplitude above a threshold, a positive but limited ten day return, and a weekly price cross above the 30 week moving average. It presents volatility as a way to find active stocks, the…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator description modifies the standard Heikin Ashi open by letting the user choose the averaging period. It characterizes the standard open as an exponential moving average of total price with a fixed smoothing setting, then presents a flexible…

Technical indicatorsTrend followingRisk management
MQL5 code base

LeManStop is described as a trend-following indicator that plots stop-loss levels for long and short positions. It uses the difference between fast and slow moving averages of closing prices to select direction. When the fast average is above the slow…

Trend followingTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor strategy uses an 8-period weighted moving average and a 28-period exponential moving average. It opens a long position when the WMA crosses above the EMA and a short position when it crosses below. After entry, it sets take-profit and…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The document introduces the Triple Exponential Moving Average, or TEMA, as an alternative to conventional moving averages. It attributes the indicator to Patrick Malloy and says it was published in a technical analysis journal. TEMA combines single, double,…

Technical indicatorsTrend following
BigQuant

This research summary contrasts fundamental valuation, which estimates business value from financial information and cash flows, with technical methods that infer trading value from price structure. It presents a proposed “gravity center” that borrows ideas…

EquitiesTechnical indicatorsMean reversionTrend following
SuperMind

This Chinese stock-selection note describes screening main-board equities for turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a weekly close crossing above its 30-week moving average. The moving-average…

EquitiesTrend followingTechnical indicatorsChina markets
ProRealCode

Flow Pressure Zones combines a weighted moving average trend regime with a bar conviction score and counter-trend reversal zones. The score multiplies real-body size relative to the bar range by volume relative to its moving average, capped at three times…

Technical indicatorsTrend followingMean reversionRisk management
ProRealCode

This Expert Advisor uses a ColorXPWMA_Digit indicator to identify trend changes from changes in the indicator line's color. Signals are evaluated at bar close. Position size is adjusted separately for buys and sells based on recent outcomes in the same…

ForexTrend followingPosition sizingRisk management
MQL5 code base

The Trend Continuation Factor is a two-line oscillator intended to show trend direction and the persistence of recent momentum. It starts with one-period rate of change, separates positive and negative moves, and sums their contributions across a lookback…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator compares four simple trading styles using recent price bars: long and short trend trades, and long and short mean-reversion trades. It simulates entering at a bar close selected by its color and exiting one bar later. A configurable quantity…

Trend followingMean reversionTechnical indicatorsBacktesting
ProRealCode

This indicator pairs 9- and 21-period exponential moving averages with crossover markers and a color-coded view of price relative to both averages. When price is above both averages, it marks bullish sentiment; when below both, bearish sentiment; and…

Technical indicatorsMomentumTrend following
MQL5 code base

This brief note presents a faster implementation of an indicator based on Andrew Abraham’s “Trading the Trend” article in TASC. Its focus is computational performance in MetaTrader environments, particularly when the indicator is repeatedly invoked through…

Trend followingTechnical indicatorsExecution
MQL5 code base

The document describes a modified standard deviation indicator that changes color as its values shift between falling and rising. A change from red to green is presented as a possible start of a trend move, while a change from green to red is treated as a…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes an Expert Advisor that combines Wilder’s ADX with Ichimoku Kinko Hyo to detect trend direction. It also says position size is calculated from a percentage of margin risk. The stated settings use a configurable ADX timeframe,…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

MAMy Expert is an expert advisor based on the MAMy v3 indicator. It compares moving averages calculated from the close, the average of open, high, low, and close (OHLC4), and the open. It opens a long position when the close-based average is above the OHLC4…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

This note distinguishes a simple Supertrend-style indicator from versions that use Commodity Channel Index zero-line crosses. It explains that a CCI zero crossing corresponds to price crossing its simple moving average, while adding an Average True Range…

Technical indicatorsTrend followingVolatility