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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 describes a static zigzag built from crossings between fast and slow moving averages. A bullish cross starts a green leg, while a bearish cross starts a red leg. The proposed interpretation treats a downward red leg as a buy signal in…

Technical indicatorsTrend following
ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
ProRealCode

The document explains a trend indicator attributed to Andrew Abraham’s 1998 article. It defines trend direction using a trailing level built from a weighted average of true range. True range is the largest of the current high-low range and the gaps from the…

Trend followingVolatilityTechnical indicatorsRisk management
MQL5 code base

This document describes a chart indicator that displays trend direction and trade signals derived from the UltraWPR indicator on a selected bar. It uses a colored background: pale shades mark trend continuation, while brighter shades distinguish buy and sell…

Technical indicatorsTrend following
MQL5 code base

This document outlines a trend indicator that uses a crossover involving a pivot level and its median. It defines the pivot level from the maximum and minimum prices over a specified number of bars together with the closing price. The described calculation…

Technical indicatorsTrend following
FMZ forum

This article explains why trend-following systems often endure repeated small losses in pursuit of occasional large gains. It advises traders to select a trend horizon that fits their tolerance, comparing possible timeframes through backtests, and to define…

Trend followingBacktestingRisk managementBreakout
SuperMind

This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…

Technical indicatorsTrend followingMean reversionBacktesting
MQL5 code base

This expert-advisor design turns four RSI readings into a single weighted perceptron score. It uses RSI periods of 12, 36, 108, and 324, rescales each indicator around zero, and combines them with weights selected through optimization. The trading threshold…

ForexMachine learningTechnical indicatorsTrend following
pysystemtrade

The document explains an exponentially weighted moving average crossover (EWMAC) forecast. It subtracts a slower exponential moving average of price from a faster one, then divides that difference by daily price volatility. A positive or negative result…

FuturesTrend followingMomentumVolatility
MQL5 code base

The document describes a trend oscillator that estimates the dominant direction of candlestick closing prices over a selected period. It identifies two user settings: the lookback period and a calculation method. This positions the indicator as a way to…

Technical indicatorsTrend following
SuperMind

This stock screen combines three technical conditions: overlap among the 5-, 10-, 20-, 60-, and 120-day moving averages; a concentration measure subject to a stated threshold; and shortening green bars in the 15-minute MACD histogram. The document describes…

EquitiesTechnical indicatorsMomentumTrend following
ProRealCode

The SSL Hybrid combines several moving average channels with ATR bands to show trend direction, possible continuation entries, exits, and volatility. SSL1 acts as the baseline trend signal: its color indicates bullish or bearish conditions, while a neutral…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This indicator defines a modified Detrended Price Oscillator as the closing price minus a moving average. Users can adjust the moving average period, calculation method, and applied price, allowing them to change the resulting curve. The description says…

Technical indicatorsMean reversionTrend following
ProRealCode

This indicator method turns a stair-step moving average into the center of an oscillator. It updates the trend center when a triangular moving average moves beyond a configurable percentage threshold; otherwise, the prior center is retained. A short simple…

FuturesTechnical indicatorsHigh-frequency tradingTrend following
MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ForexGrid tradingTrend followingRisk management
MQL5 code base

This indicator changes two parts of a conventional RSI setup. First, it filters prices with a selectable moving average before calculating RSI, aiming to reduce false signals without adding substantial lag. Second, it assesses trends with Discontinued Signal…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This indicator example applies spectral filtering to the Average Directional Index (ADX). It transforms the ADX time series into frequency components and removes higher-order harmonics to produce a smoother series. The stated motivation is to reduce…

Technical indicatorsTrend followingStatistics
ProRealCode

This note describes Trend Force, an indicator that displays bullish and bearish trend strength as separate measures. Bullish strength compares the close with the lowest low over a recent lookback, while bearish strength compares the highest high with the…

Technical indicatorsTrend followingVolatility
SuperMind

This Chinese-language article describes an equity screen restricted to the metaverse concept group. It selects stocks whose close is above the five-day moving average and whose weekly MACD is above zero, using these conditions as short- and medium-term trend…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

This indicator adapts the SuperTrend period using the coefficient of determination from a rolling linear fit of recent prices. It computes an R-squared value over the configured lookback and uses that value to adjust the period supplied to SuperTrend, aiming…

Technical indicatorsTrend followingStatistics
ProRealCode

Adaptive Momentum Fusion modifies MACD by recalculating the smoothing speed of its fast and slow averages on each bar. Six selectable engines use efficiency, volatility, fractal behavior, momentum, volume, or a composite of those measures to adjust…

Technical indicatorsMomentumTrend followingVolatility
ProRealCode

The Alligator indicator combines three smoothed moving averages with periods of 5, 8, and 13, named the Lips, Teeth, and Jaw. Their differing speeds and forward shifts create a set of lines that respond at different rates to price movement. The description…

Technical indicatorsTrend followingEquities
MQL5 code base

The indicator aims to reduce the lag of a simple moving average by incorporating price velocity. It offers three ways to measure velocity: central velocity for a smoother value, forward velocity referenced to the current bar for greater sensitivity to recent…

Technical indicatorsTrend following