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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

SuperMind

The post describes a stock selection screen that combines MACD above zero, upward movement in short-term averages, and a positive but capped gain over the prior ten days. It interprets these conditions as signs of an upward trend while filtering out stocks…

EquitiesMomentumTechnical indicatorsTrend following
ProRealCode

This proposed automated system uses a 100-period moving average for entry and exit signals, with a 1,000-period average as a broad trend filter. Long entries occur when price crosses above the shorter average adjusted upward by a small percentage and price…

Technical indicatorsTrend followingBreakoutExecution
MQL5 code base

The document introduces the Choppiness Index as an indicator inspired by chaos theory and fractal geometry. Its conceptual model assigns price paths a dimension: a straight, trending path is associated with a value near one, while a highly irregular,…

Technical indicatorsStatisticsTrend following
BigQuant

This brief guide describes a template for trading exchange-traded funds with MACD crossovers. Construct separate factors for bullish and bearish MACD crosses, then use the bullish cross as a buy signal and the bearish cross as a sell signal. It notes that…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This expert advisor trades signals from the TrendManager indicator. A signal is generated when a bar closes and the indicator bar changes color or appears after being absent. The system can also close a position once its holding time passes a configured…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This indicator modification adds configurable alerts to a color-coded moving average. Users can choose whether signals mark only a color change, representing a breakout, or also report an ongoing trend. Other inputs control which bar is checked, the number…

Technical indicatorsTrend followingExecution
MQL5 code base

The document describes a visual modification to conventional moving averages: their color varies with the angle of the moving average's slope. Stronger upward angles are shown closer to a designated fast-up color, while smaller angles shift toward a…

Technical indicatorsTrend following
MQL5 code base

This short description explains a chart indicator that colors each bar according to the trend calculated by a custom TDI-2 indicator. When the candle direction agrees with the calculated trend, the bar is shown in a lighter shade; when direction and trend…

Technical indicatorsTrend following
SuperMind

This article outlines a stock-selection rule combining amplitude above 1, three technical indicators crossing upward together, and a weekly close moving above a 30-week moving average. It presents these conditions as a way to combine price movement, buy…

EquitiesTechnical indicatorsTrend following
ProRealCode

This indicator uses Bollinger Bands to track a directional trend and mark reversals. Its band center is a moving average, while the upper and lower levels are set by applying a standard deviation multiplier. The documented settings use a period of 12 and a…

Technical indicatorsTrend followingBreakout
MQL5 code base

This expert-advisor description presents a trend-following system that combines two moving averages with Fibonacci channel lines. The channel is intended to act as a trade filter, while the system also offers take-profit and stop-loss settings, trailing…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The document explains a signal indicator that interprets the relative positions of the FisherCGOscillator main and signal lines on a fixed timeframe. When the main line is above the signal line, the indicator marks the trend as rising; when it is below, it…

Technical indicatorsTrend followingForex
MQL5 code base

The document introduces a modified RSI intended to help distinguish flat market periods from trending ones. It also displays the regular RSI as additional context, while identifying the corrected value as the main reading. Its suggested interpretation is to…

Technical indicatorsTrend following
MQL5 code base

The document explains three nested levels related to Tim Tillson’s T3 indicator: generalized DEMA, generalized DEMA applied twice, and generalized DEMA applied three times, which produces T3. The described indicator allows the user to choose which level to…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes a higher-timeframe version of the Trend Intensity Index indicator. A user can select the timeframe used for the indicator through an input setting, with a four-hour period shown as the default example. This lets the indicator’s…

Technical indicatorsTrend following
MQL5 code base

The document introduces a normalized version of MACD intended to map its otherwise unbounded readings into known limits. The stated motivation is practical: conventional MACD can make it difficult to judge whether a move has reached an extreme, whether a…

Technical indicatorsMomentumTrend following
FMZ forum

This introductory article distinguishes among alternative cryptocurrencies, projects with weak or unsupported claims, and centrally controlled tokens, then suggests assessing assets using market activity, circulating value, trading volume, and price. It also…

CryptoTrend followingTechnical indicatorsBacktesting
ProRealCode

This indicator experiment combines two range filters with different lookback periods and multipliers, then averages their smoothed range estimates. It uses that combined range to update a trailing filter around price. The filter’s direction and price…

Technical indicatorsTrend followingVolatilityBreakout
SuperMind

This A-share screening idea looks for metaverse-sector stocks with an arc-shaped price pattern and a rising 30-day moving average. The note frames the moving average as a way to track a sustained trend and the arc shape as a description of recent price…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese A-share screening note starts with a turnover range of 3% to 12%, excludes Beijing-listed stocks, and looks for a weekly five-period moving average crossing above the ten-period average. It warns that relying on one technical signal can miss…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document outlines an Expert Advisor built around MACD crossover signals, with trend filtering and confirmation from recently touched support or resistance. The support and resistance levels come from an external indicator that uses relative highs and…

Technical indicatorsTrend followingRisk managementForex
SuperMind

This stock screen combines a relative strength index (RSI) below 65, membership in the beverage and alcohol import-export industry, and a 20-day moving average above the 120-day moving average. It pairs a momentum or trend filter with an industry…

EquitiesTechnical indicatorsTrend followingChina markets
ProRealCode

This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line…

CommoditiesFuturesTrend followingTechnical indicators
MQL5 code base

The document describes a basic trend-following system that compares a fast moving average with a slow moving average. It opens a long position when the fast average crosses above the slow one, and a short position when it crosses below. An open position is…

Trend followingTechnical indicators