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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 note introduces the Wave Period Oscillator (WPO), drawing on an article about time-cycle oscillators. It describes the indicator as a short-term measure of buying and selling periods within price cycles. When the oscillator crosses above zero, the…

Technical indicatorsMomentumTrend followingRisk management
BigQuant

The document presents a ProBuilder implementation of the SuperTrend indicator. It builds upper and lower bands around median price using average true range over a configurable period and a multiplier. The trend state changes when closing price crosses the…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator displays the colors and signal shapes produced by a separate Ichimoku candle indicator across ten configurable timeframes, ranging from hourly to monthly by default. It lets a trader compare trend conditions across several horizons on one…

Technical indicatorsTrend following
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

CryptoTechnical indicatorsBacktestingTrend following
MQL5 code base

The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…

Technical indicatorsVolatilityRisk managementTrend following
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Technical indicatorsStatisticsVolatilityTrend following
MQL5 code base

The Trend Analysis Index is presented as a simple trend indicator attributed to Adam White. It uses four configurable inputs: the moving average period, the moving average calculation method, the period over which trend values are assessed, and the applied…

Technical indicatorsTrend following
MQL5 code base

This trading-system description uses simple moving averages with periods of 5, 20, 40, and 60, and specifies EUR/USD on a 30-minute chart. The entry rule is based on the 40-period average crossing the 60-period average: an upward cross opens a long position,…

ForexTrend followingTechnical indicators
MQL5 code base

This note describes a histogram version of an adaptive moving average based on Perry Kaufman’s KAMA and an update by Vitali Apirine. The update accounts for where the close sits within the high–low range when adapting the average. The indicator combines the…

Technical indicatorsTrend followingBacktesting
MQL5 code base

NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes an XMA Ichimoku indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small dot on the moving average; the dot…

Technical indicatorsStatisticsTrend following
FMZ forum

The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…

EquitiesTechnical indicatorsMean reversionTrend following
MQL5 code base

This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…

Technical indicatorsStatisticsTrend followingMean reversion
Cryptohopper blog

The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…

CryptoTrend followingTechnical indicatorsRisk management
MQL5 code base

The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…

Technical indicatorsTrend followingBreakout
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Technical indicatorsRisk managementBacktestingTrend following
SuperMind

This note describes a Chinese equity screen combining daily price range, free-float market capitalization, and the direction of the 30-day moving average. It selects stocks with an intraday range of at least 1%, free-float capitalization above 10 billion…

EquitiesChina marketsTrend followingTechnical indicators
FMZ forum

This reading note distills three rules attributed to the book The Ghosts of Wall Street. First, treat a new position as unproven: reduce or exit if the market does not confirm the trade within a reasonable period, with survival and small losses taking…

Risk managementPosition sizingTrend followingTechnical indicators
MQL5 code base

This document describes an indicator that displays power-weighted moving averages calculated on three selectable timeframes over a price chart. A trader can set the calculation period and power, choose how the values are drawn, and select the timeframes for…

Technical indicatorsTrend following
MQL5 code base

This brief description introduces a MetaTrader indicator that displays trend information from the SimpleBars indicator at a fixed timeframe. It mirrors the source indicator’s bar colors, with marks on the signal line appearing when a bar in the selected…

Technical indicatorsTrend following
MQL5 code base

This expert advisor uses the Chaikin Oscillator to classify conditions as flat or trending, then looks for directional entries when the market is not classified as flat. It examines a configurable run of oscillator readings and labels the market flat when a…

ForexTechnical indicatorsTrend followingRisk management
FMZ forum

This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…

FuturesBreakoutTrend followingVolatility
MQL5 code base

This short description introduces an indicator that uses the X2MA moving average as the price series for an iSAR, or parabolic SAR, calculation. The stated aim is to smooth the parabolic indicator through the moving average, with the intention of making its…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents large and small trigger lines as a visual aid for reading market direction alongside an existing trading strategy. It frames the large lines as a proxy for the broader or higher-timeframe trend and the small lines as a…

Technical indicatorsTrend following