Skip to content

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
Quantpedia
86 documents
TqSdk
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

SuperMind

This stock-selection screen combines a daily turnover filter, a rising DEA condition, and an upwardly ordered set of moving averages. It selects stocks with turnover between 3% and 12%, a rising DEA measure, and closing-price averages from 5 through 120…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

This essay maps the Buddhist framework of ethical discipline, concentration, and insight onto trading practice. For trend trading, it identifies four behaviors to avoid: oversized positions, trading against the trend, excessive activity, and failing to use…

FuturesTrend followingRisk managementExecution
MQL5 code base

This brief description presents an indicator based on Andrew Abraham’s “Trading the Trend” article in TASC. It says the version aims to follow the original article’s system rules, noting that renamed or adapted versions have circulated. The stated operating…

Trend followingTechnical indicators
BigQuant

This overview describes Chan theory as a chart-analysis framework built from nested price structures. It moves from processed candlestick fractals to strokes, segments, and overlapping consolidation zones, then classifies larger moves as advances, declines,…

Technical indicatorsTrend followingMomentumMulti-asset
MQL5 code base

The Schaff Trend Cycle is described as a bounded oscillator that combines a MACD line with two successive stochastic calculations. Its design aims to track cyclical acceleration and deceleration in currency trends while reducing choppiness during trends and…

ForexTechnical indicatorsTrend followingMomentum
Cryptohopper blog

The document introduces three chart-based descriptions of crypto market behavior: directional trends, sideways trading ranges, and price channels. It characterizes uptrends by successive higher highs and higher lows, and downtrends by lower highs and lower…

CryptoTrend followingTechnical indicatorsVolatility
ProRealCode

The document describes THV Coral, a forex-oriented indicator presented as a trend direction signal or filter. It applies a cascade of six recursive smoothing stages to closing prices, then combines intermediate outputs into a single Coral line. The line is…

ForexTechnical indicatorsTrend following
Lumibot

This QuantStats tearsheet compares a strategy labeled as a generic trend system with SPY over a short January 2026 backtest window, using Yahoo data. The strategy report shows a 1% total return and 59.35% annualized return, alongside a 1.75% maximum…

EquitiesUS marketsTrend followingBacktesting
MQL5 code base

The document describes an Expert Advisor that runs three independent systems using AbsolutelyNoLagLwma_Digit indicators. Each system generates a trade signal when a bar closes and its indicator changes color, which represents a trend change. Long and short…

Trend followingTechnical indicatorsPosition sizingBacktesting
BigQuant

This article presents volume as a way to assess the force behind price movements. It argues that record volume alone should not be treated as proof of a market top, since trading activity can continue to set new highs. Instead, it singles out expanding…

EquitiesTechnical indicatorsTrend followingBreakout
BigQuant

This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…

Multi-assetCommoditiesTrend followingMomentum
SuperMind

This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…

Multi-assetCommoditiesTrend followingMomentum
MQL5 code base

This MetaTrader 5 expert advisor uses the ColorSchaffWPRTrendCycle oscillator to generate trades when its value crosses an overbought or oversold level. The signal is evaluated when a bar closes, so the described trigger depends on a completed candle rather…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

Fx10Setup is described as a simple trend indicator that combines several technical indicators. It uses bar colors to signal the beginning of what it identifies as a strong trend, giving traders a visual cue for possible changes in market direction. The…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator displays RSI readings for a range of lookback periods as colored marks, with each period represented along a separate dimension. The colors encode the degree of overbought or oversold readings, creating a visual field intended to help users…

Technical indicatorsMean reversionTrend followingMomentum
MQL5 code base

This document describes an Expert Advisor that combines Bill Williams’ Fractals and Alligator indicators to generate breakout signals. It tracks only the most recent confirmed fractal and requires that the fractal sit entirely above the Alligator for an…

Technical indicatorsBreakoutTrend following
SuperMind

This document outlines a Chinese stock screen requiring amplitude above one, a shrinking negative MACD histogram on a 15-minute chart, and a rising 30-day moving average. The conditions combine a measure of price activity with a short-term momentum signal…

EquitiesTechnical indicatorsMomentumTrend following
ProRealCode

The SwingArm combines an ATR-based trailing stop with Fibonacci retracement levels drawn between the active stop and the trend’s running price extreme. Its trend state changes when the close crosses the trailing line; while a trend persists, the stop…

Technical indicatorsTrend followingVolatilityRisk management
FMZ forum

This collection of futures trading principles emphasizes following established price movement rather than trying to buy exact lows or sell exact highs. It recommends focusing on the middle of a move, identifying support in rising markets and resistance in…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief description explains a two-line indicator that changes color according to price position. The upper line’s color is based on price relative to a conventional moving average, while the lower line’s color uses price relative to a least-squares…

Technical indicatorsTrend following
MQL5 code base

The document describes an indicator that builds envelope channels around a Color_QEMA_Digit moving average. It indicates trend direction and displays the most recent values for the channel boundaries. This makes the indicator a visual aid for viewing a…

Technical indicatorsTrend followingEquities
SuperMind

This document presents a technical screen for Chinese stocks that requires MACD to be above zero, short-term averages to be rising, and the 20-day moving average to exceed the 120-day average. The accompanying explanation treats these conditions as signs of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document introduces TrendFlex as an extended form of John Ehlers’s Reflex indicator, which is described as an averaging method designed to reduce lag. It characterizes TrendFlex as a momentum-like indicator intended to produce signals more promptly than…

Technical indicatorsMomentumTrend following