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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

This document introduces an indicator described as showing trend power through a colored cloud. Strong trends appear blue and weak trends appear gray, providing a visual distinction in the indicator display. The document also notes that an earlier…

Technical indicatorsTrend following
MQL5 code base

This document describes a trend-envelope indicator that uses standard deviation of price changes to determine whether a trend is new or continuing. It differs from a basic percentage-change approach by applying price smoothing before the calculation. Users…

Technical indicatorsTrend followingVolatility
MQL5 code base

The Simple Harmonic Index (SHI) is described as an indicator derived from the simple harmonic equation and associated with an article on time-cycle oscillators. The document gives a single trading rule based on the indicator’s zero line: a move from negative…

Technical indicatorsTrend followingBacktesting
TqSdk

This beginner-level example describes a daily-bar futures strategy that combines two moving averages with the close’s position inside recent candle ranges. It opens a long position when price is above both averages and the prior two candles show a shift from…

FuturesTrend followingTechnical indicatorsRisk management
ProRealCode

This indicator constructs a recursive average-filter line using the current close and a configurable percentage band. With the example setting, it calculates artificial upper and lower levels around the close, initializes the filter from median price, then…

Technical indicatorsTrend following
MQL5 code base

The Volume Zone Oscillator is presented as an indicator based on an article by Walid Khalil and David Steckler. The note reviews common oscillator uses: identifying potentially overextended conditions, spotting divergence between an oscillator and price, and…

Technical indicatorsTrend followingMomentum
ProRealCode

This automated strategy combines a short-period cumulative RSI signal with moving-average filters. It enters long when price is above a long-term average and the cumulative RSI is low, and enters short when price is below a separate average and the…

Technical indicatorsMean reversionTrend followingRisk management
ProRealCode

The indicator tracks the highest high and lowest low over a rolling period, calculates the midpoint between them, and plots an exponential average of that midpoint. The document suggests using changes in the upper or lower band, or color changes in the…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents a visual approach to identifying trend direction with Donchian Channels. When price moves outside the gray channel, candle colors change: green signals an upward trend and orange a downward trend. Bright shades indicate…

Technical indicatorsBreakoutTrend following
SuperMind

The document presents a stock-selection screen for Chinese A shares in the metaverse industry. A stock qualifies when its circulating share count is at most 5.5 billion shares and its 30-day moving average is rising. The accompanying explanation frames the…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

HyperTrend is presented as a real-time estimate of the underlying linear price trend, with upper and lower bands intended to act as resistance and support. The central line’s slope indicates direction: rising suggests an uptrend, while falling suggests a…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This note describes a Chinese stock screening rule combining three conditions: daily price range above 1% of the previous close, a stock code beginning with 60, and a weekly short moving average crossing above a longer moving average. It presents the…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This Expert Advisor uses Fisher Transform indicators to compare fast and slow trend signals. Its stated entry condition is that the two trend directions agree and the fast trend has changed direction. A higher-timeframe indicator is included for visualizing…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

This indicator colors each price bar according to whether the close is above or below a recent average of bar midpoints. Green represents a close above the calculated level, while red represents a close below it. The note presents the tool as a way to stay…

Technical indicatorsTrend following
MQL5 code base

The indicator draws a linear regression trend line between two points, then plots parallel boundaries around it. The channel width is determined by the largest deviation of closing prices from the regression line. The document proposes that price reaching or…

Technical indicatorsTrend followingMean reversionRisk management
MQL5 code base

This indicator identifies possible trend changes when the closing price breaks above or below adjusted boundaries derived from the highest and lowest prices over a configurable lookback period. Its two inputs are the period used to calculate the range and a…

Technical indicatorsTrend followingBreakout
MQL5 code base

The indicator described here classifies conditions into six states: bull and bear markets, corrections within each trend direction, choppy conditions, and sideways markets. It adapts the Absolute Strength approach by offering three ways to calculate market…

Technical indicatorsTrend followingMean reversionStatistics
SuperMind

The strategy selects stocks associated with the metaverse theme when the previous day’s closing price is above the 250-day moving average and both MACD lines, DIF and DEA, are above zero. The theme filter narrows the universe, the moving-average condition…

EquitiesMomentumTrend followingTechnical indicators
ProRealCode

This automated Brent oil CFD strategy uses five minute bars and permits only one accumulated position. For long entries, a short time series average must be at least as high as a longer Wilder average, while the SMI crosses above a negative threshold. For…

CommoditiesTechnical indicatorsTrend followingRisk management
MQL5 code base

The document outlines an automated moving-average strategy: it opens trades when a fast and a slow moving average cross, then normally closes them when an opposite signal appears. It also describes an optional loss-staying mode. In that mode, a losing…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The document outlines an indicator that compares standard deviation with average true range to distinguish consolidation from trending conditions. It labels the market as being in a squeeze when its value is zero, which the explanation associates with…

Technical indicatorsVolatilityTrend following
BigQuant

This brief Chinese market report summarizes A-share sector performance, index and sector valuations, market breadth, fund positioning, and an intermediate-term LLT model. It reports the strongest and weakest sectors, notes declining valuations across several…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

This post outlines a DAX trading system built around Parabolic SAR. It uses a stochastic oscillator and MACD as filters for entries: long positions are considered when price crosses above SAR, the smoothed stochastic signal is above its midpoint, and MACD is…

FuturesTechnical indicatorsTrend followingRisk management