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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

MQL5 code base

This expert advisor manages existing positions by moving their stop loss along a user-defined price path. The trader specifies a target through a bar offset and a price change, then selects a linear, exponential, or power curve. The chosen curve shapes how…

Risk managementPosition sizingTrend following
MQL5 code base

Q2MA is a simple trend indicator that displays a colored cloud based on two moving averages. It calculates the averages from the open and close price series, providing a visual way to follow changes in trend direction. The document identifies the indicator’s…

Trend followingTechnical indicators
MQL5 code base

This indicator transforms Parabolic SAR into an oscillator by subtracting the closing price from the SAR value. Users can adjust the Parabolic SAR step and maximum parameters, which affect the underlying SAR calculation. The resulting histogram is intended…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader expert advisor automates ETH/USD trading on a five-minute chart. It uses a 200-period Bollinger Band touch to determine trend direction, then enters when price breaks the 55-period weighted moving average. The same Bollinger indicator guides…

CryptoBreakoutTrend followingTechnical indicators
ProRealCode

This indicator combines a Hull moving average variant with a Stochastic Oscillator to generate directionally filtered entry signals. Traders can choose HMA, triple HMA, or exponential HMA smoothing. A buy condition requires a bullish stochastic crossover in…

Technical indicatorsTrend followingMomentumRisk management
MQL5 code base

The HLC Trend indicator is described as a confirmation tool based on a crossover between two lines. A buy signal occurs when the long line crosses above the short line and closes above it; a sell signal occurs when the short line crosses above the long line…

Technical indicatorsTrend following
ProRealCode

This strategy proposal combines four trend measures on four-hour EURUSD bars to filter weaker signals: an ATR-based Andrew Abraham trend method, a simplified price-based Supertrend, an adaptive Supertrend whose period responds to an R-squared calculation,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This forex Expert Advisor trades a currency pair when Heiken Ashi candles agree across four charts: five-minute, fifteen-minute, thirty-minute, and hourly. Red candles across all charts trigger a sell; white candles trigger a buy. It uses fixed take-profit…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This indicator adapts the T3 moving-average concept with floating levels and can be applied across multiple chart timeframes. It supports a set of 22 price types. The indicator can change color and issue alerts when price crosses the outer levels, crosses…

Technical indicatorsTrend following
SuperMind

The document presents a single-stock daily trading rule using recent closing prices and moving averages. It buys with available cash when the latest close is more than 1% above the 10-day average. The exit condition in the code is different from the…

EquitiesTechnical indicatorsTrend followingBacktesting
pyfolio

This review summarizes three studies on stop-loss rules. The first applies a 10% loss threshold to broad U.S. equity exposure, shifting proceeds into long-term government bonds until the market recovers. The second compares fixed and trailing stops with…

EquitiesMomentumRisk managementBacktesting
BigQuant

This article outlines a systematic trend-following approach commonly called the Turtle method. It describes choosing liquid markets, using average true range (ATR) as a volatility measure for position sizing, and entering on Donchian channel breakouts. The…

FuturesTrend followingBreakoutVolatility
ProRealCode

This document describes a NonLag moving average whose line color indicates its estimated trend direction. Green marks an upward trend, red a downward trend, and yellow a bar on which the direction has just changed. The method derives the moving-average value…

Technical indicatorsTrend following
MQL5 code base

This brief description presents an Adaptive Renko indicator with a shaded channel background and an NRTR line. Colored icons mark trend signals, making it possible to see signals that occur on the same bar within one chart display. The document describes a…

Technical indicatorsTrend following
MQL5 code base

This document outlines a forex trend-following expert advisor built around two AdaptiveCGOscillator indicators. A slower instance sets the broader trend from the relationship between its main and signal lines; a faster instance provides entry timing when its…

ForexTrend followingTechnical indicatorsBacktesting
quant-trading

The document implements the Parabolic Stop and Reverse indicator as a recursive calculation over price data. It initializes the trend, stop level, extreme point, and acceleration factor, then updates them bar by bar. The stop advances toward the extreme…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator calculates four types of averages and can display a corrected version alongside the original average. Its correction period controls how that adjustment is applied: a negative setting disables correction, a setting from zero to one uses the…

Technical indicatorsTrend followingMean reversion
ProRealCode

This document describes a chart indicator that attempts to identify the first two waves of an Elliott Wave impulse and map potential levels for a subsequent move. It finds swing highs and lows with a ZigZag-style pivot process, then checks whether the second…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

The document describes a crossover indicator based on Sylvain Vervoort’s approach. It compares a triple exponential moving average applied to typical price with one applied to Heikin-Ashi close. The crossover can be interpreted like a conventional two moving…

Technical indicatorsTrend following
MQL5 code base

The document explains a volume-weighted moving average, which gives more influence to prices observed when trading volume is higher. It allows either tick volume or real volume as the weighting input, then applies a correction attributed to Alexander Uhl to…

Technical indicatorsTrend following
FMZ forum

The document discusses using time of day to refine entries and exits. It notes that liquidity often follows a U-shaped intraday pattern, with greater activity near the open and close, and that traders may observe price or volume changes around the close. It…

FuturesTrend followingMean reversionArbitrage
SuperMind

This Chinese equity screen combines three criteria: membership in a metaverse-related stock group, the previous day's price above its 250-day moving average, and a circulating share count no greater than 5.5 billion. The article presents the long moving…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This short indicator description explains that InstTrend_HTF adds a selectable chart timeframe to the InstTrend indicator. A user can choose a period, with a four-hour timeframe shown as the default example, so the indicator can use a higher timeframe than…

Technical indicatorsTrend following
SuperMind

The document describes a Chinese stock screen requiring MACD to be above zero on both daily and weekly views, alongside upward alignment among short-term moving averages. It interprets the daily conditions as signs of near-term upward direction and the…

EquitiesTechnical indicatorsTrend followingMomentum