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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
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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

MQL5 code base

R-Squared is described as a linear regression indicator that can help assess how statistically strong the current trend may be. Although its display resembles an oscillator, the document frames its purpose as indicating the reliability of a trend rather than…

Technical indicatorsStatisticsTrend following
BigQuant

This opinion article argues that traders should give more weight to market direction, entry timing, and risk discipline than to technical indicators alone. It warns against treating a falling price as automatically cheap, and favors aligning trades with…

EquitiesTrend followingRisk managementMomentum
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…

Technical indicatorsVolatilityTrend following
MQL5 code base

This expert advisor runs two NRTR signal systems, one for long positions and one for short positions. Each side has its own settings, including separate identifiers, position sizing, and switches for allowing entries and exits. The separation lets a trader…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines a 2019 dividend measure above a stated threshold, a 20-day moving average above the 120-day average, and a ranking by capital intensity. The moving-average comparison is presented as a way to favor stocks whose shorter-term trend…

EquitiesTrend followingTechnical indicatorsFactor investing
MQL5 code base

CandleStop_System is described as a chart indicator that colors candlesticks when they move beyond the limits of a CandleStop channel. The color also communicates the candle’s relationship to the prevailing trend: brighter fills mark candles aligned with the…

Technical indicatorsTrend followingBreakout
SuperMind

The post describes a strategy adapted from another approach and characterized by its author as a moving-average method that takes long positions. The author reports a four-year backtest with a total return of 120 times the starting value and a maximum…

Trend followingTechnical indicatorsBacktesting
BigQuant

The example builds a single-stock daily strategy from trend and momentum conditions. Entry requires the 21-period simple moving average to exceed the 60-period average, price to be above both averages, and daily and weekly MACD histograms to be positive. It…

EquitiesTrend followingMomentumTechnical indicators
ProRealCode

This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes an indicator derived from PanPrizMA Sin leverage 72 that calculates a wave’s phase and amplitude. Phase is expressed in degrees across a full cycle, with a complementary antiphase representation; amplitude is measured in price points.…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document describes a chart indicator that displays three JFATL smooth fast digital filters, each using a different timeframe. Its stated function is to let users view the filters together on one chart, potentially offering a multi-timeframe perspective…

Technical indicatorsTrend following
MQL5 code base

This document describes a Tom DeMark-inspired moving average indicator that identifies a likely trend from changes in recent highs or lows. A bullish condition occurs when the current low exceeds prior lows over a configurable trend period; a bearish…

Technical indicatorsTrend followingEquities
SuperMind

This stock screen combines three filters: at least five moving averages are described as converging, price-to-earnings and price-to-book ratios fall within specified ranges, and the 20-day moving average is above the 120-day average. The first condition is…

EquitiesTechnical indicatorsTrend followingFactor investing
ProRealCode

The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

The document briefly introduces r_Gator as an analogue of the Alligator technical indicator, with the stated aim of reducing signal lag. It notes that the indicator was first implemented in MQL4 and published in 2008. No formula, parameter settings, chart,…

Technical indicatorsTrend following
MQL5 code base

This indicator description explains a charting tool inspired by Stanislav Chuvashov's wave theory. It uses a modified Zig Zag to distinguish impulse waves from corrective waves, color upward and downward sequences differently, and label wave lengths at…

Technical indicatorsBreakoutTrend following
MQL5 code base

The Absolute Strength Oscillator (ASO) is described as a trend-following indicator that compares bullish and bearish forces to represent the current market trend. Its configurable inputs include the calculation period, smoothing period, mode, calculation…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator displays DeMarker oscillator conditions across ten timeframes to give a compact view of current market trends. Each line represents an indicator on a separate timeframe. Its color marks whether the oscillator is below the oversold threshold,…

Technical indicatorsTrend followingMulti-asset
SuperMind

This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a…

EquitiesChina marketsTechnical indicatorsMomentum