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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 indicator description explains a visual way to compare the Skyscraper_Fix trend signal across ten timeframes. It plots ten indicator lines, with line and dot colors derived from the original indicator's middle-line color scheme. A star appears on a line…

Technical indicatorsTrend following
MQL5 code base

This expert advisor combines RSI reversal signals with moving average direction. It buys when RSI leaves oversold territory and turns upward while the moving average is rising; the sell setup reverses those conditions. A higher timeframe moving average can…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

Ozymandias is presented as a price indicator intended to filter short-term fluctuations. It plots a colored line around the price range and a band that signals overbought or oversold conditions. The line color represents an average price value, while the…

Technical indicatorsTrend following
ProRealCode

The Market Cycle Projection Engine turns a Wyckoff-inspired cycle model into a five-state indicator: Accumulation, Markup, Distribution, Markdown, and Transition. It classifies bars using normalized linear-regression slope, the ratio of fast to slow ATR, and…

Technical indicatorsTrend followingMean reversionVolatility
SuperMind

This document describes a short-term Chinese equity screen combining daily amplitude above 1, a 9:25 price gain below 6%, and a stock price or average price above its five-day moving average. The intended rationale is to find stocks with some price movement…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This MetaTrader expert advisor generates buy and sell signals by comparing the current bar’s open price with moving average values from the current and preceding bars. It evaluates the conditions on every tick. When a signal appears in a direction that…

Technical indicatorsTrend following
MQL5 code base

This document explains a custom Hull Moving Average indicator calculated from closing prices. For each bar, it computes weighted moving averages over the full period and half period, doubles the half-period average and subtracts the full-period average, then…

Technical indicatorsTrend following
MQL5 code base

JSATL combines two smoothing methods in sequence: it first applies the Slow Adaptive Trend Line (SATL) digital filter to a price series, then applies JMA adaptive smoothing to the filtered output. The additional smoothing is intended to reduce reactions to…

Technical indicatorsTrend following
SuperMind

The document outlines a Chinese equity screening rule combining a daily amplitude threshold, a previous session’s 9:15 matched price at the limit-down level, and year-over-year net profit growth attributable to parent-company shareholders within a specified…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This indicator combines a moving average with Average True Range bands. It plots the moving average as a central reference, with upper and lower bands at 1.5 and 2 ATR distances. The proposed entry is a close across the moving average: a long signal follows…

Technical indicatorsVolatilityTrend followingRisk management
BigQuant

This note proposes screening Chinese equities associated with the metaverse theme, requiring a positive institutional-flow measure and a weekly crossover involving a 30-week reference. The intended rationale is to combine thematic exposure, evidence of…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This brief description introduces an expert advisor built around two moving averages. It pairs their signals with a trailing stop, which adjusts the exit level as a position moves favorably. The document credits one person with the trading idea and another…

Technical indicatorsTrend followingRisk management
MQL5 code base

This indicator classifies closes by their relationship to the previous bar and tracks the length of each resulting sequence. It describes internal closes as closes within the prior bar’s range, which may reflect sideways or slowly drifting price action; a…

Technical indicatorsTrend followingRisk management
SuperMind

This document describes a short-term A-share stock screen that excludes Beijing-listed shares, selects stocks with turnover between 3% and 12%, and looks for upward ordering of five moving averages, from the 5-day through the 120-day average. It explains the…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share stock screen combines three conditions: daily high-low amplitude above one percent, a closing price of 18.5 yuan, and the 20-day moving average above the 120-day moving average. The moving-average comparison is intended to select stocks with a…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document introduces an indicator that changes the spacing of price bands according to price’s position relative to a central average. Conventional bands are described as symmetric around that average, which can leave the band on the opposite side far…

Technical indicatorsBreakoutTrend following
MQL5 code base

This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This brief note describes a higher-timeframe option for the TrendManager indicator. The timeframe is selected through an input parameter, with a four-hour period shown as the default example. The stated purpose is to let the indicator operate using a chosen…

Technical indicatorsTrend following
ProRealCode

The indicator builds a price channel around a smoothed closing price. It updates that center using a moving-average-style recurrence over the configured BandsBars period, and smooths each bar’s high-low range over the same period. A Deviation multiplier…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document describes a forex indicator that compares a fast moving average with a slower moving average. It generates a buy signal when the fast average crosses above the slow average, and a sell signal when it crosses below; signals are evaluated at bar…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

This indicator estimates smoothed momentum from the median of Heikin Ashi highs and lows. It applies a regularized exponential moving average to that price series, then measures the change in the smoothed value relative to its prior value. The curve’s…

Technical indicatorsMomentumTrend following
ProRealCode

This document describes an adaptive trend indicator that evaluates multiple SuperTrend variants using different Average True Range multipliers. It scores their recent performance, groups the variants into three performance clusters using a k-means-inspired…

Technical indicatorsTrend followingVolatilityMachine learning
MQL5 code base

The Random Walk Index (RWI) is presented as a way to assess whether price movement is more consistent with a statistically meaningful trend or with random, choppy behavior. It compares observed price ranges over a chosen period with a range expected under a…

Technical indicatorsStatisticsTrend following
MQL5 code base

DI Cluster overlays three versions of an ADX-family indicator calculated with separate periods. Rather than applying fixed threshold levels, it uses intersections among the three lines to define changing reference points. The display can show the ADX…

Technical indicatorsTrend followingStatistics