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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

ProRealCode

BSTrend classifies the prevailing currency trend into an up or down state. Its calculation compares the current bar’s midpoint with the highest high and lowest low over a lookback period, smooths and normalizes that range position, and applies a logarithmic…

ForexTechnical indicatorsTrend following
SuperMind

This stock-selection screen looks for companies associated with the metaverse concept whose 30-day moving average is rising. It further requires the close to lie above the middle Bollinger line and below the upper band, placing price in the upper half of the…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This note describes a variation on the double-smoothed stochastic oscillator. Rather than applying the calculation to raw prices, it first uses the ratio of a fast exponential moving average to a slow exponential moving average. The text attributes the ratio…

Technical indicatorsMomentumTrend following
MQL5 code base

This short introduction presents a pivot-point indicator intended to help traders visually distinguish ranging conditions from trending ones. The author says the tool grew out of an earlier script and was converted into an indicator after other users…

Technical indicatorsTrend followingMean reversion
MQL5 code base

The T3 Price Overlay indicator calculates two T3 moving averages from High and Low prices, then colors candles according to their relationship to those lines. Users can configure the T3 calculation period and volume factor. The indicator includes its own…

Technical indicatorsTrend following
MQL5 code base

This short description introduces an NRTR ATR indicator translated from MQL4 to MQL5. It suggests two uses: identifying the prevailing trend on daily or weekly charts, and receiving alerts when volatility breaks through on hourly or four-hour charts. The…

Technical indicatorsTrend followingBreakoutVolatility
BigQuant

The author describes a China A-share swing strategy that first narrows the universe to selected high-quality companies and blue chips, then uses a machine-learning model to identify timing patterns. The training labels are based on relative performance…

EquitiesChina marketsMachine learningTrend following
MQL5 code base

This indicator presents trend information from ten separate timeframes in a single chart display. Each line represents a separate instance of the ColorPEMA_Digit indicator, and line and point colors follow the source indicator’s candle colors. Star markers…

Technical indicatorsTrend following
SuperMind

This stock-screening idea combines three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above a ten-period average, and the current close above the prior day's low. The article interprets these as a mix of price…

EquitiesTechnical indicatorsTrend following
MQL5 code base

MultiStalin_x10 is a display indicator that summarizes trend readings from the Stalin indicator across ten timeframes. Each timeframe is represented by a separate line, and line color indicates the corresponding trend state. A colored star appears when a bar…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor strategy is described for EURUSD on the hourly chart. It uses exponential moving averages with periods 10, 25, and 50, together with Parabolic SAR. A buy signal occurs when the 10-period EMA crosses both longer averages upward while SAR…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document defines momentum as the current closing price divided by its value N periods earlier, expressed as a percentage. It describes two common interpretations: trading turns in the indicator as trend-following signals, and treating divergence between…

Technical indicatorsMomentumTrend followingMean reversion
MQL5 code base

This indicator implements a breakout system based on a PChannel channel. It can round channel levels to a user-specified number of digits and mark the latest breakout levels with price labels. When price moves outside the gray channel, bar colors indicate…

BreakoutTechnical indicatorsTrend following
SuperMind

This stock selection approach combines three filters: price amplitude above a threshold, a signal interpreted as main-force control on the prior day, and the weekly close crossing above its 30-week moving average. The stated aim is to find shares with…

EquitiesTechnical indicatorsTrend followingMomentum
SuperMind

The document introduces Empirical Mode Decomposition (EMD) as an adaptive time-domain approach for breaking a complex signal into intrinsic mode functions. It describes EMD as suitable for nonlinear and nonstationary data, and notes that high-frequency…

Technical indicatorsStatisticsTrend followingMean reversion
ProRealCode

This indicator modifies Supertrend by using the midpoint of the highest high and lowest low over a 52-week lookback as its price reference. It calculates Average True Range over the same period and places upper and lower bands a multiple of ATR from that…

Technical indicatorsTrend followingVolatility
MQL5 code base

This brief indicator description explains how to view the direction of a 200-period exponential moving average from a higher timeframe while working on a lower-timeframe chart. Its example shows the M30 EMA200 trend on an M15 chart; moving the chart to M30…

Technical indicatorsTrend following
MQL5 code base

This indicator combines the Gann HiLo Activator and SuperTrend to classify the current trend state. It assigns an uptrend label when both component indicators point upward, a downtrend label when both point downward, and a neutral label when their directions…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening post proposes selecting shares with amplitude above 1, rising lows, and a weekly price crossing above the 30-week moving average. It describes the setup as a technical way to find stocks with potential upside, then recommends…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

The document explains the Jurik DMX, a directional movement indicator that applies adaptive smoothing to positive and negative price movement measures. It describes normalizing these components by a smoothed true range, taking their difference as a trigger,…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

This proposed stock screen combines daily price movement, at least one year since listing, and a trend condition in which the 20-day moving average is above the 120-day average. The article treats the shorter average crossing above the longer one as evidence…

EquitiesTrend followingTechnical indicatorsChina markets
MQL5 code base

TrendStrength is described as an indicator for identifying the broad direction of a market trend. Its rule is to use the direction in which an oscillator moves as the criterion for deciding whether the current trend is rising or falling. The indicator’s…

Technical indicatorsTrend following
SuperMind

This broad overview describes quantitative stock selection through fundamental and market behavior signals. It explains a multi-factor workflow: choose candidate factors, test them by sorting stocks into portfolios, remove redundant signals, combine…

EquitiesFactor investingMomentumMean reversion
MQL5 code base

This document outlines a customizable exponential moving average indicator for MetaTrader 5. Users can choose the calculation period and select among several price inputs, including close, open, high, low, median, typical, and weighted prices. The EMA is…

Technical indicatorsTrend following