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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 Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…

ForexTrend followingTechnical indicatorsPosition sizing
FMZ forum

This post presents a Pine strategy example built around three exponential moving averages. It defines a bullish condition when the shortest average is above the middle average and the middle is above the longest, and a bearish condition when that ordering is…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a chart indicator built around a TimeZonePivots channel. It marks candlesticks that extend beyond the channel’s upper or lower limits, using candle colors to distinguish whether the move agrees with the prevailing trend. Trend-aligned…

Technical indicatorsBreakoutTrend following
SuperMind

This stock screen combines three conditions: a rising 30-day moving average, a 60-day moving average below 60, and convergence among the 20-, 50-, 100-, 200-, and 60-day averages. The post frames the five averages as short-, medium-, and long-term trend…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This MetaTrader Expert Advisor uses a custom Breakout Bars Trend indicator to trade trend reversals. It opens a position when the indicator changes direction, or can wait until the current reversal follows a configured number of false signals. A signal is…

ForexTrend followingBreakoutRisk management
ProRealCode

The document presents an indicator framework that combines nested swing detection, structural trend changes, Fibonacci retracements, and engulfing candlestick patterns. Short-, intermediate-, and long-term swings are used to identify increasingly significant…

Technical indicatorsBreakoutTrend followingRisk management
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

OscSAR_Histogram displays the difference between the closing price and the iSAR indicator as a colored histogram, with the difference expressed in points. This provides a visual measure of how far the close is from the Parabolic SAR value; the document does…

Technical indicatorsTrend following
ProRealCode

This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…

Technical indicatorsTrend followingRisk management
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range threshold, company scale above a stated minimum, and the 20-day moving average above the 120-day moving average. It frames the moving-average relationship as a trend filter…

EquitiesTrend followingTechnical indicatorsRisk management
ProRealCode

The Bollinger Bandit combines moving-average bands with a directional filter. It considers long entries when price is below the upper band and the close is higher than it was 30 days earlier; short entries use the corresponding lower-band condition and a…

Technical indicatorsTrend followingVolatility
ProRealCode

The N Reversal Detector is a configurable chart indicator that combines reversal patterns with an optional trend filter. Users can define the prevailing trend with a fast and slow moving-average comparison, an ATR-based Supertrend, or Donchian Channel highs…

Technical indicatorsTrend followingRisk management
MQL5 code base

Corrected JMA is described as a variation on the Jurik Moving Average. It uses the JMA as a reference for measuring price deviations, then flattens the indicator’s value when those deviations are judged insignificant. This is intended to make directional…

Technical indicatorsTrend following
BigQuant

The document introduces MACD as a momentum and trend indicator derived from the difference between a short-period and a long-period exponential moving average. It describes the signal line as an EMA of MACD and the histogram as the difference between those…

Technical indicatorsMomentumTrend following
NautilusTrader

This quickstart walks through a bar-based exponential moving average crossover strategy in a backtesting engine. The strategy waits for its fast and slow averages to initialize, then buys when the fast average is at or above the slow one and sells when it is…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains Supertrend as an ATR-based trend-following indicator that plots a changing support or resistance band. It describes how volatility sets the band width and how the line changes sides when price movement signals a trend reversal. An…

Trend followingTechnical indicatorsVolatility
MQL5 code base

The document describes a forex chart indicator that assigns a degree value to price position on the active timeframe and alerts when the trend state changes. It divides readings into bearish, bullish, and stronger versions of each state, with degree ranges…

ForexTechnical indicatorsTrend following
MQL5 code base

This indicator description adds a three-level trend-strength display to the i-CAi indicator. It calculates standard deviation and compares it with two user-set thresholds. When the value falls between the thresholds, a small colored dot appears on the moving…

Technical indicatorsStatisticsTrend following
FMZ forum

This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This note describes an equity screen that ranks stocks by a capital-strength measure, such as turnover or volume ratio, and filters for turnover between 2% and 9%. It also requires the 20-day moving average to be above the 120-day moving average, using the…

EquitiesTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief description introduces a two moving average crossover strategy. A trader chooses a shorter and a longer averaging period, then uses their intersection to identify a possible position entry. It gives a 50-day and 200-day pair as an example, but…

Technical indicatorsTrend followingEquitiesRisk management
MQL5 code base

The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…

Technical indicatorsMean reversionVolatilityTrend following
ProRealCode

This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This Expert Advisor is described as trading changes in the direction of a custom Triple Exponential Moving Average indicator. It forms a signal when a bar closes and the indicator changes direction. Running the advisor requires a separately compiled…

ForexTechnical indicatorsTrend followingBacktesting