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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

MQL5 code base

Trigger Line is described as a trend-following indicator built from a moving average and a smoothed version of that average. The document identifies the indicator’s core calculation concept, but does not specify the averaging periods, smoothing formula,…

Trend followingTechnical indicators
ProRealCode

This document presents a fractal-dimension calculation proposed by John Ehlers and Ric Way as a way to characterize whether price movement is trending or cycling. It starts with median price, applies a short weighted smoothing filter, and compares the price…

Technical indicatorsStatisticsTrend following
ProRealCode

This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…

CommoditiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This indicator combines Wilder’s Average Directional Index with Bollinger Bands calculated around the ADX line. It displays ADX alongside the positive and negative directional indicators, using the bands to show whether measured trend strength is high or low…

Technical indicatorsTrend followingVolatility
BigQuant

This beginner overview surveys several approaches to quantitative stock selection: multi-factor scoring or regression, style rotation, money-flow signals, momentum and reversal, analyst consensus, ownership concentration, and trend following. For style…

EquitiesFactor investingTrend followingMomentum
MQL5 code base

This indicator description explains how a T3 trend tool can be displayed as an oscillator using floating levels. It can use an extended set of price inputs and identify changes through three kinds of events: crossing outer levels, crossing the middle or zero…

Technical indicatorsTrend followingMulti-asset
BigQuant

The note translates a familiar trend-following approach into rules: buy when a short moving average crosses above a longer one, then use a volatility-based trailing stop derived from a rolling standard deviation. The stop can move upward as its calculated…

Trend followingTechnical indicatorsVolatilityRisk management
MQL5 code base

This brief note proposes using smoothed Heiken Ashi values as the basis for a Heiken Ashi oscillator. Its stated motivation is that the regular oscillator produces many signals, making it difficult to use consistently. Smoothing before calculating the…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator seeks breakout entries by requiring several conditions to align. A long signal uses a bullish candle whose body exceeds half its range, a close above the prior two highs, a 20-period average above a 50-period average, and RSI below 70. The…

BreakoutMomentumTechnical indicatorsTrend following
MQL5 code base

The document describes an automated trading system that combines a drawn trend line with two moving averages. It trades in the direction of the trend, using the trend line as a filter alongside the averages. The system is intended for forex pairs and stocks,…

ForexEquitiesTrend followingTechnical indicators
SuperMind

The document outlines a stock selection screen combining daily price range, a low share-price cutoff, and rising short-term moving averages. Its example implementation defines the range relative to closing price and requires a three-period average to exceed…

EquitiesTechnical indicatorsMomentumTrend following
Cryptohopper blog

The document explains the Relative Strength Index (RSI) as a measure of recent price momentum, commonly used to identify potentially overbought or oversold conditions. It describes the conventional approach of looking to buy below an oversold threshold and…

CryptoMomentumMean reversionTechnical indicators
ProRealCode

This strategy uses Heiken Ashi candle color changes as entry signals and a moving average as a trend filter. It buys when the calculated Heiken Ashi close moves above its open after the prior bar showed the reverse relationship, provided the market is above…

FuturesTrend followingTechnical indicatorsBacktesting
SuperMind

This stock-selection rule looks for shares with daily amplitude above 1, a listing history longer than one year, and a previous close above the 250-day moving average. The article’s rationale is that a minimum amount of price movement filters out quieter…

China marketsEquitiesTrend followingTechnical indicators
ProRealCode

This indicator estimates the angle of a moving average, smooths that measure, and uses its direction and magnitude to describe trend conditions. Rising readings are presented as strengthening trends, while falling readings suggest weakening momentum and…

Technical indicatorsTrend followingMomentum
MQL5 code base

This MetaTrader indicator combines a Bollinger Band and Keltner Channel squeeze with a histogram that measures trend direction and strength. When the Bollinger Bands sit inside the Keltner Channel, the display marks sideways conditions with thick blue bars.…

Technical indicatorsVolatilityBreakoutTrend following
MQL5 code base

This MQL5 indicator description explains an alpha-beta filter that smooths price while estimating trend velocity. Each bar, it predicts price and velocity from the prior state, then updates both using the observed close and the prediction error. Alpha…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This indicator description presents a breakout system based on a channel drawn from price extrema over a period. When price moves outside the channel, candle colors indicate the trend direction: blue for rising and pink for falling. Color brightness adds a…

Technical indicatorsBreakoutTrend following
ProRealCode

This indicator identifies a broad set of candlestick formations, including reversal patterns such as engulfing candles, stars, hammers, and multi-candle formations, as well as price gaps. It labels detected patterns on a chart and uses green or red arrows to…

Technical indicatorsStatisticsTrend following
MQL5 code base

This indicator description explains a zero-lag variant of the triple exponential moving average. It accepts a calculation period and an applied price as configurable inputs. The calculation builds a sequence of exponentially smoothed price series, combines…

Technical indicatorsTrend followingStatistics
BigQuant

This commodity research framework organizes iron ore price drivers into fundamental supply, demand, and inventory factors, alongside a separate sentiment category. It discusses practical handling of slower and irregularly updated fundamental data, including…

CommoditiesFuturesTrend followingStatistics
MQL5 code base

The document describes a Hull moving average variant whose calculation uses adjustable weights controlled by a power parameter. Setting the power to 1 reproduces the standard Hull moving average. Values below 1 slow the indicator, while values above 1 make…

Technical indicatorsTrend following
MQL5 code base

This short description introduces ATRStops_v1, a trend indicator implemented using the NRTR form. It says the indicator uses Average True Range to construct a moving average, linking its trailing behavior to market volatility. The document identifies…

ForexTrend followingTechnical indicators
SuperMind

This stock screen combines a price-range filter, a 15-minute MACD histogram condition, and a moving-average trend filter. It seeks stocks with a range above one, a shrinking negative MACD histogram, and a short-term average above a longer-term average. The…

EquitiesMomentumTechnical indicatorsTrend following