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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

FMZ forum

The article contrasts discretionary investing and technical analysis with rule-based trading, arguing that systematic methods are more consistent but are not automatically durable. It proposes that enduring strategies should be grounded in observable market…

EquitiesFuturesTrend followingBreakout
MQL5 code base

This document describes a moving average based on Demark’s Daily Range Projections method. It adds a simple visual cue: the line is green when the average rises and pink when it falls, making direction easier to see on a chart. The note identifies an MQL4…

Technical indicatorsTrend following
Cryptohopper blog

This guide explains crypto trend trading as an approach built around sentiment and momentum: shared beliefs can prompt buying or selling, and continued activity can sustain directional price movement. It suggests using daily or weekly charts and price…

CryptoTrend followingMomentumTechnical indicators
MQL5 code base

The document describes an Expert Advisor that runs three independent trading systems, each based on a different indicator: BrainTrend_V2, AbsolutelyNoLagLWMA, or X2MACandle. A system can open long or short positions when a bar closes and its indicator…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document describes a MetaTrader Expert Advisor that combines four strategies with separate money management settings. The strategies use RSI signals with moving-average exits and limited rebuys, timed breakout orders, a Monday-to-Friday stop-order…

ForexTrend followingBreakoutTechnical indicators
ProRealCode

Visual Trend Momentum is an indicator concept for displaying directional conditions and possible trend changes. It classifies strong bullish and bearish conditions using candle direction, the close relative to an 8-period moving average, and the ordering of…

Technical indicatorsTrend followingMomentumVolatility
MQL5 code base

This brief description introduces a trend indicator built from Parabolic SAR and a moving average. It assigns SAR the role of the faster line and the moving average the slower signal line, with their relationship presented as an indicator cloud. The concept…

Technical indicatorsTrend following
MQL5 code base

The document describes an Expert Advisor that trades from the Vertical Horizontal Filter (VHF), an indicator attributed to Adam White. It presents three ways to interpret VHF: its level can indicate trend stability, its direction can distinguish growing…

Technical indicatorsTrend followingForexPosition sizing
Cryptohopper blog

This article outlines three automated crypto scalping rule sets built around short intraday entries and higher-timeframe trend filters. The general approach is to use trend indicators on longer charts to favor trades aligned with the broader direction, then…

CryptoTechnical indicatorsTrend followingRisk management
ProRealCode

This indicator combines a 20-period average and standard-deviation bands with ADX readings calculated over multiple lookback periods. It labels a bullish condition when price is above the average and upper one-standard-deviation band while at least one of…

Technical indicatorsTrend followingVolatilityStatistics
ProRealCode

This strategy seeks to join a move after price has traveled more than a specified pip distance from its last touch of the eight-period exponential moving average. Once that move establishes a bullish or bearish condition, the system places a limit order near…

ForexEquitiesTrend followingExecution
MQL5 code base

PowerSystem is a directional indicator that compares the latest changes in the MACD main line and an exponential moving average. When both rise, it marks an upward signal in red; when both fall, it marks a downward signal in green. If neither matching…

Technical indicatorsTrend following
ProRealCode

The document describes RSIOMA, an indicator built by applying the relative strength index to an exponential moving average of closing prices, then smoothing that RSI with a second exponential moving average. It supplies parameter examples: 14 periods for the…

Technical indicatorsTrend following
MQL5 code base

Ticker AMA is a chart indicator that displays a colored cloud between the market price and Kaufman’s Adaptive Moving Average (AMA). The visual encodes the relationship between the price and the adaptive average, allowing a trader to see when price lies on…

EquitiesTechnical indicatorsTrend following
SuperMind

This Chinese stock-selection example combines three filters: daily amplitude above 1, a 9:25 price increase below 6%, and a rising-trend condition. Its reference formula represents the trend condition with the 5-day moving average above the 10-day average,…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

AFL_WinnerV2 is described as an indicator for identifying possible trend changes around established turnover areas. Its histogram uses pale and bright tones to distinguish ordinary rises or falls from moves that also enter or leave overbought or oversold…

Technical indicatorsTrend followingVolatility
FMZ forum

The article argues that capital management should take priority over choosing individual securities, because losses can require disproportionately large gains to recover. It presents position sizing as a way to preserve the ability to keep trading and says…

Risk managementPosition sizingPortfolio constructionTrend following
MQL5 code base

The document describes ang_AZad_C as a non-normalized oscillator intended to help identify the dominant market trend. It gives a simple interpretation of the zero line: positive readings correspond to a rising trend, while negative readings correspond to a…

Technical indicatorsTrend following
MQL5 code base

This description explains an Expert Advisor built from two similar systems that trade color changes in the XFatlXSatlCloud indicator. One system handles long positions and the other handles short positions, with separate input parameters, magic numbers, and…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This Chinese-language post describes an equity screen for companies associated with the metaverse concept. It requires the 30-day moving average to be rising and return on equity to exceed 15% for five consecutive years. The accompanying discussion frames…

EquitiesChina marketsTrend followingFactor investing
SuperMind

This stock-selection rule first limits the universe to companies classified in the metaverse industry. It then looks for an opening price near or above the 10-day moving average and a rising 30-day average, using recent price data to identify stocks with a…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This document describes a chart indicator that displays directional signals generated by a separate HighsLowsSignal indicator. It can show an arrow for a continuing trend or an arrow whose color and direction indicate a changed trend and trade direction. The…

Technical indicatorsTrend followingFutures
MQL5 code base

OC Momentum is an oscillator derived from open and close prices, with a single adjustable lookback parameter that defaults to 3. The document proposes using its curve and histogram to identify possible entries while a market is trending. A trendline is drawn…

MomentumTechnical indicatorsTrend following
ProRealCode

This indicator description presents a SuperTrend-style trend filter built from average true range (ATR). It forms upper and lower price boundaries around a reference price, then switches the inferred direction when price crosses the prior boundary. In an…

Technical indicatorsTrend followingVolatility