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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

MQL5 code base

The document describes FatlSatlOsma as an indicator based on the difference between two digital trend filters, SATL and FATL. That difference is intended to help estimate the current trend’s direction and speed. The text provides no calculation details,…

Technical indicatorsTrend following
MQL5 code base

The Fisher indicator is described as a histogram for identifying trend direction, trend strength, and possible trend changes. Its calculation uses the highest and lowest prices over a lookback period, then transforms the current price’s position within that…

Technical indicatorsTrend following
MQL5 code base

This indicator description explains a chart display built from adaptive moving average values calculated on three different timeframes. It presents the values as horizontal price levels, right-edge price labels, or both at once. The description is focused on…

Technical indicatorsTrend following
SuperMind

This A-share screening idea combines three conditions: RSI below 65, seven consecutive declining sessions, and moving averages spreading upward on the current day. The document presents the setup as a way to find stocks that have recently weakened while…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

The document describes an adaptive exponential moving average whose smoothing factor changes with normalized average true range. It calculates ATR over the chosen EMA period, compares the current ATR with its recent minimum and maximum, and uses that…

Technical indicatorsVolatilityTrend following
SuperMind

This stock-selection method combines three technical conditions: daily price amplitude above a threshold, RSI below a ceiling, and a weekly trend-cross signal involving the 30-week moving average. The article presents amplitude as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator description modifies a stochastic oscillator by replacing its plain price smoother with an adaptive smoother based on standard deviations. The adaptive filtering is intended to respond quickly when prices change, while smoothing the input…

Technical indicatorsTrend followingVolatility
MQL5 code base

Fibo Average2 is a technical indicator that builds a price series from values at Fibonacci-number offsets, then applies a moving average to that series. Its example combines the current price with prices at progressively larger Fibonacci offsets and divides…

Technical indicatorsTrend following
MQL5 code base

The document briefly introduces a cloud-style indicator based on a digital filter. It describes the tool as identifying rapid trends and displaying a reference line, with the filtered trend represented visually as a cloud. This suggests a way to view…

Technical indicatorsTrend following
MQL5 code base

The Motion Smoothness Index is presented as a trend metric for classifying price behavior as smooth or rough. It is calculated as the standard deviation of price residuals divided by the standard deviation of price itself, and is said to lie approximately…

Technical indicatorsStatisticsTrend following
SuperMind

This note describes a simple Chinese equity screen for stocks associated with the metaverse sector. It combines a positive recent return condition with a rising-low condition: the current 20-period low must be at least as high as a 30-period low from an…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This document describes a MetaTrader 5 Expert Advisor that trades signals from the Super Trend indicator. A signal is generated when a bar closes and the indicator changes color. Running the advisor requires the compiled indicator file, and the notes mention…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The Absolute Price Oscillator measures the difference between a faster and a slower moving average of a selected price series. Its value is plotted against a zero reference line: a crossing above zero is described as bullish, while a crossing below zero is…

Technical indicatorsMomentumTrend following
ProRealCode

Fractal Chaos Bands are presented as a way to assess whether price action is trending or moving sideways. The indicator forms an upper line from detected swing highs and a lower line from swing lows, then tracks the highest and lowest fractal values over a…

EquitiesTechnical indicatorsTrend followingBreakout
MQL5 code base

The RVI Bars indicator colors each price bar according to the trend direction inferred from the Relative Vigor Index. When the trend agrees with the candle's direction, the bar receives a lighter shade; when they conflict, it receives a darker shade. The…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor follows signals from the MaByMa trend indicator. It checks for a change in the indicator cloud’s color when a bar closes, then uses that event to form a trading signal. The description explains that the compiled indicator must be…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

RealValue is an indicator intended to estimate a smoother reference level for an asset’s market price. Its stated behavior is directional: it rises when price is above the indicator and falls when price is below it. The speed of that adjustment is tied to…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes an Expert Advisor that uses the TrendMagic indicator and makes a trade decision when the indicator changes direction. It notes that the indicator file must be available in the platform’s indicators folder for the EA to operate. It also…

Technical indicatorsTrend followingBacktestingCommodities
SuperMind

This post outlines an equity screen that combines a relative strength index below 65, a daily gain above 1%, main-board listing status, and a weekly five-period moving average crossing above the ten-period average. It includes pseudocode-style query logic…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This short description presents a QQE-style indicator that replaces the commonly used Relative Strength Index input with Parabolic Weighted Velocity. It says the modified indicator is intended to help identify trend direction and can operate on its own,…

Technical indicatorsTrend following
MQL5 code base

This brief description presents a variation of Quantitative Qualitative Estimation (QQE), which is typically built from the Relative Strength Index. In this version, the underlying input is velocity, described as a smoother measure of momentum. The stated…

Technical indicatorsMomentumTrend following
ProRealCode

The Volatility Switch indicator ranks recent realized volatility against its own recent history and scales the result from zero to one. In the supplied version, volatility is estimated from normalized price changes over a rolling period, then the current…

VolatilityTechnical indicatorsTrend followingMean reversion
ProRealCode

This indicator description explains a chart overlay that summarizes the prior candle’s range, ATR, an average of ATR, the current day’s high-low range, and an average daily range over five days. It marks the current intraday midpoint and prior-day high and…

Technical indicatorsVolatilityTrend followingExecution
MQL5 code base

The Hull Moving Average is presented as a way to smooth price fluctuations while reducing the lag associated with a conventional moving average. The document attributes this property to using the square root of the chosen period in its calculation, rather…

Technical indicatorsTrend following