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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

BigQuant

The document explains Elliott Wave theory as a framework for interpreting market trends through a repeating five-wave impulse followed by a three-wave correction. It describes nested wave degrees, three structural rules for impulse waves, and common forms…

Technical indicatorsTrend followingEquitiesChina markets
ProRealCode

This indicator selects regression channels by comparing multiple lookback periods instead of relying on one fixed window. For each candidate, it fits a linear regression to closing prices and sets upper and lower bands using standard deviation. A composite…

Technical indicatorsTrend followingStatisticsMean reversion
SuperMind

This note describes a Chinese stock screen combining a positive MACD reading, positive price-to-earnings value, and a long-term rising-price condition. The trend condition is expressed through a comparison of the high and low prices over a long historical…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The AI Trend Navigator is a ProRealTime indicator that applies a nearest-neighbor approach to price-derived series. It compares a current target value with values in a historical window, selects the closest matches, and averages them into a smoothed…

Machine learningTechnical indicatorsTrend followingStatistics
MQL5 code base

This document describes a MetaTrader expert advisor that trades signals from the ForexOFFTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color, making the method a trend-following system based on indicator state…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description explains an indicator that identifies candlesticks outside an i-AnyRangeCldTail channel. It distinguishes the candles by their relationship to the trend: candles moving with the trend receive a bright fill, while those moving against…

Technical indicatorsTrend followingEquities
MQL5 code base

The document outlines a nonlinear Kalman filter variant that applies zero-mean normalization to produce an oscillator. Its stated motivation is to transform values into a bounded or interpretable range that can help distinguish trend states. It describes the…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief indicator description presents four RVI-based signal indicators with different lookback periods on a single price chart. It uses the relative arrangement of each oscillator’s main and signal lines to generate trend signals, displayed as…

Technical indicatorsTrend following
ProRealCode

The document presents a price-following indicator built from a percentage envelope around the close. A recursive reference line, initialized at the first close, is constrained by the upper and lower bounds of that envelope: it rises when the lower bound is…

Technical indicatorsTrend followingVolatility
MQL5 code base

MultiSilverTrend_x10 is an indicator that displays SilverTrend trend information from ten separate timeframes. Each line represents an indicator for one timeframe, with line and point colors tied to the original indicator’s candlestick colors. A colored…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a simple signal method that displays a moving-average indicator as candle-like bars. It recommends choosing a moving-average period and calculation method, then taking a long position when the prior bar is white or a short position…

Technical indicatorsTrend following
MQL5 code base

This document describes an MQL5 Fisher indicator variant that applies additional smoothing to the indicator’s main and signal lines. Its stated aim is to reduce false intersections between those lines, which are commonly used as potential trading signals.…

Technical indicatorsTrend following
MQL5 code base

This short note describes an extended Donchian Channel indicator that adds multi-timeframe selection to an earlier version. Donchian Channels use price extremes over a chosen period to frame recent ranges and potential breakouts; this note focuses on viewing…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document presents a Market Mode oscillator intended to classify market conditions as trending or cyclic. It exposes three configurable inputs: a calculation period, a coefficient controlling market waves, and a channel half-width. Its calculations…

Technical indicatorsTrend followingMean reversionStatistics
MQL5 code base

The MA Trend oscillator estimates directional bias by comparing an applied price with a range of moving averages. Users choose a starting period, period increment, count of averages, averaging method, and applied price. For each average, the calculation…

Technical indicatorsTrend following
MQL5 code base

TrendPower is described as a trend indicator built by comparing simple moving average levels calculated from candle highs and lows. It uses six lookback lengths, ranging from 10 to 60 periods, to characterize the current candle’s trend context. The…

Technical indicatorsTrend following
MQL5 code base

This indicator combines the XRSX oscillator with an NRTR line whose values are based on the Average True Range. It produces semaphore-style signals and is described as similar to BykovTrend. The concept therefore brings an oscillator together with a…

Technical indicatorsVolatilityTrend following
MQL5 code base

The note describes an experimental indicator that applies an adaptive, variable-length Super Smoother to price data before calculating a stochastic oscillator. The filtering is intended to reduce price noise and produce a smoother signal that may help…

Technical indicatorsTrend followingStatistics
MQL5 code base

The Trend Confirmation Index (TCI) estimates trend strength by averaging the close’s position within each candle over a configurable lookback period. For each candle, close position is scaled from the low to the high, with values nearer the high indicating a…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief indicator description presents a variation of Rapid RSI, identified as a form of Cutler’s RSI. Its calculation is described as adaptive and as using T3 smoothing to prefilter the price input before the RSI calculation. Gradient colors are added as…

Technical indicatorsMomentumTrend following
TqSdk

This page is an index of complete strategy examples intended as starting points for adaptation in TqSdk. It groups examples into classic strategies, trend approaches, arbitrage, mean reversion, and algorithmic execution. Named examples include dual moving…

FuturesTrend followingArbitrageMean reversion
SuperMind

This note describes a Chinese stock screen that selects shares with a large daily high–low range, excludes Beijing-listed stocks, and looks for upward separation among moving averages. It first presents the screen as a simple combination of volatility, a…

EquitiesChina marketsTechnical indicatorsVolatility
ProRealCode

The Three Step Future-Trend indicator divides candle volume into three consecutive blocks and assigns each bar positive volume when it closes above its open, or negative volume otherwise. For each block, it sums this delta volume alongside total volume, then…

Technical indicatorsStatisticsTrend following
MQL5 code base

The RMO oscillator, created by Rahul Mohindar, is presented as a tool for identifying trends. Its main signal is the oscillator line crossing the zero line: the suggested approach is to trade in the direction of that crossing. The description does not…

Technical indicatorsTrend following