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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

BigQuant

The author outlines an index-enhancement approach for Chinese large-cap and blue-chip equities. First, a human-selected universe emphasizes historically strong companies and stocks that held up against the broad market during declines. A machine-learning…

EquitiesChina marketsMachine learningTrend following
MQL5 code base

The indicator description explains a way to combine moving-average trend readings from several chart intervals into one view of bullish, bearish, or sideways conditions. It also uses dots to flag possible sideways movement and arrows to mark whether a…

Technical indicatorsTrend followingMulti-asset
SuperMind

This article outlines a Chinese A-share screen that selects stocks associated with the metaverse concept, requires an upward-moving 30-day average, and excludes Beijing-listed shares. Its final suggested version also adds valuation filters: price-to-earnings…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

This report summary compares cross-sectional, market-neutral commodity futures strategies based on inventory deviation and historical momentum. The inventory signal favors commodities with inventories below their own trend and shorts those above trend. It is…

FuturesCommoditiesMomentumTrend following
SuperMind

This Chinese-language post proposes screening stocks for amplitude above 1, simultaneous bullish crossovers among three moving averages, and an upward-trending 30-day average. It frames the criteria as combining price movement, technical signals, and a…

EquitiesTechnical indicatorsTrend followingBacktesting
ProRealCode

Haos Visual is described as a zero-centered histogram indicator built from two Williams %R oscillators smoothed with T3 calculations using different lookback periods. The shorter oscillator uses a 14-period Williams %R input, while the slower one uses a…

Technical indicatorsMean reversionVolatilityTrend following
MQL5 code base

This document introduces an indicator that plots two channels of moving averages derived from high and low prices. Users can configure a fast and a slow channel by choosing the period and calculation method for each moving average. The examples illustrate…

Technical indicatorsTrend following
MQL5 code base

This indicator describes a breakout approach built around a channel drawn through peaks from a Zigzag2_R indicator. It generates alerts when price moves outside the channel, with the stated purpose of signaling a possible change in direction. After a…

BreakoutTechnical indicatorsTrend following
MQL5 code base

This brief indicator description presents a trend-strength measure based on RSX, a smoothed variant of RSI. The general aim of a trend-strength indicator is to distinguish meaningful changes in an underlying indicator from smaller fluctuations, treating the…

Technical indicatorsTrend following
Freqtrade

This strategy uses hourly candles and technical indicators to identify directional momentum. It calculates ADX, positive and negative directional indicators, Parabolic SAR, and momentum. Long entries are signaled when ADX exceeds a threshold, momentum is…

CryptoMomentumTrend followingTechnical indicators
MQL5 code base

The document introduces a quadruple exponential moving average indicator, describing it as repeated EMA smoothing with a defined period. It also notes that the plotted indicator can be shifted horizontally or vertically, allowing its display or alignment to…

Technical indicatorsTrend following
Lumibot

This document describes a command-line tool for creating, backtesting, and running editable LumiBot strategies. Its ordinary Python template demonstrates a long-only moving-average rule: retrieve recent daily prices, compare the latest close with a rolling…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

The Quantora Moving Average Dashboard is described as a MetaTrader 5 indicator for viewing trend structure across several horizons. It tracks EMA periods 20, 50, 100, and 200, alongside SMA periods 50 and 200, and shows where price sits relative to these…

Technical indicatorsTrend followingEquities
MQL5 code base

Cronex_T_DeMarker_GF is described as a trend indicator that displays two lines and a histogram. Its stated entry signal occurs when the lines cross, while the indicator also highlights divergence. The text characterizes signal recognition as straightforward…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

SimpleBars_V2 is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its stated visual convention marks candles judged to move against the prevailing trend in yellow, offering a quick way to distinguish countertrend…

Technical indicatorsTrend following
MQL5 code base

StepMA 3D is described as a trend indicator that combines three moving averages with Average True Range calculations. The green line acts as a fast trend measure, while the red and blue lines represent the slower trend. The stated directional rule is…

Technical indicatorsTrend followingVolatility
ProRealCode

The Braid Filter uses three moving averages to estimate market direction and whether a trend is strong enough to register. It measures the spread between the highest and lowest average, then compares that spread with a threshold set as a percentage of the…

Technical indicatorsTrend followingVolatility
SuperMind

This stock-selection approach combines price amplitude above 1, a weekly crossover of the 5-period moving average above the 10-period average, and a condition that the stock rose during 2021. It aims to find shares with notable price movement and an upward…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This document describes a Chinese equity screening rule that looks for stocks with amplitude above 1, three moving averages in a bullish ordering, and a signal interpreted as the start of a strong advance. Its example uses 5-, 10-, and 20-period averages, an…

EquitiesTechnical indicatorsTrend following
MQL5 code base

KI_signals_v2 is described as a trend indicator that derives trade signals from the XMACD histogram. The document identifies the signal source and points to a smoothing library used by the implementation, but it does not explain how histogram values are…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator presents a simplified trend analyzer associated with Elliott-wave analysis. Its calculations compare fast and slow exponential averages, then normalize three price-derived series—the fast-minus-slow spread, the fast average, and the slow…

EquitiesTrend followingTechnical indicatorsMomentum
ProRealCode

This indicator combines a configurable moving average with symmetric bands whose width is an ATR multiple. A persistent trend state turns bullish when price closes above the upper band and bearish when it closes below the lower band; it remains unchanged…

Trend followingTechnical indicatorsVolatilityRisk management
ProRealCode

This indicator colors candles according to the direction of a trend oscillator and a separate measure of movement strength. Users can choose MACD, Momentum, or the directional indicator from ADX for trend direction, and ATR or ADX for strength. When both…

Technical indicatorsTrend followingMomentumVolatility