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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
Quantpedia
86 documents
TqSdk
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

SuperMind

This strategy description combines a Perfect Trend Line signal for entries and exits with a Trend Impulse indicator for direction. It is presented for five-minute Dow Jones trading. A long position is opened when the trend line changes to bullish while the…

FuturesTrend followingTechnical indicatorsExecution
SuperMind

This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…

CryptoTechnical indicatorsRisk managementPosition sizing
SuperMind

This stock-screening post describes ranking candidates by capital strength, using measures such as net inflows and turnover, while requiring the 20-day moving average to exceed the 120-day average. It also discusses a share-price ceiling, stated in the body…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document explains a Kagi chart variant plotted on the chosen timeframe so that the timing of line formation is visible. Its construction depends on price moving a specified distance and breaking prior local highs or lows, rather than on moving averages…

Technical indicatorsTrend followingBreakoutBacktesting
ProRealCode

This indicator modifies SuperTrend by grouping recent ATR observations into low, medium, and high volatility regimes with a three-cluster K-Means procedure. It initializes cluster centers from percentiles of the ATR range over a training window, repeatedly…

Technical indicatorsMachine learningVolatilityTrend following
ProRealCode

This document describes a chart indicator that combines ZigZag swing points with projected support and resistance levels and labels for higher highs, higher lows, lower highs, and lower lows. It detects pivot highs and lows over a configurable lookback,…

Technical indicatorsTrend followingMean reversionBreakout
ProRealCode

Trinity Impulse is a directional indicator built from the Commodity Channel Index and a weighted average of the Force Index, both calculated using a price that gives the close extra weight. It returns a positive reading when the two measures are sufficiently…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes an indicator that combines a smoothed line chart with tick volume to represent market direction. Its stated purpose is to reduce the visual impact of short, noisy price movements compared with a basic line chart. The smoothing amount…

Technical indicatorsTrend followingMarket microstructure
MQL5 code base

The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…

Technical indicatorsTrend followingEquities
ProRealCode

The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…

EquitiesTrend followingTechnical indicatorsPosition sizing
BigQuant

This indicator description covers a chart tool that plots multiple Hull Moving Average periods together, with each line colored according to whether it is rising, falling, or flat. Users can configure it to show two, three, or four Hull lines, allowing…

Technical indicatorsTrend following
SuperMind

This A-share stock screen selects companies classified in the metaverse sector, limits the previous session’s morning opening gain to under six percent, and requires the prior closing price to sit above its 250-day moving average. The article frames the…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This indicator modifies the Heikin Ashi open calculation by making its smoothing period adjustable. The document describes the standard open as an exponential moving average of total price with a fixed smoothing factor, then explains that users can select…

Technical indicatorsTrend followingRisk management
MQL5 code base

This brief description introduces a directional movement indicator developed by Wilder as an improvement to the PTP indicator. It presents two intended uses: identifying the market’s longer-term trend and showing how strongly price movement is directed. The…

Technical indicatorsTrend following
MQL5 code base

This document describes a standalone indicator that combines the Commodity Channel Index (CCI) with a moving average to estimate the direction and strength of the current market trend. It supports four moving-average methods: simple, exponential, smoothed,…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

This brief indicator description introduces KiS_max_min_Avg, an MQL4 tool that draws a channel with a colored background. Its center line changes color to reflect the active market trend, giving traders a visual way to inspect price movement within a…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor combines a moving average with MACD. The moving average acts as a trend filter, while MACD provides trading signals. When a new signal calls for an opposite position, it also serves as the instruction to close the existing position.…

Technical indicatorsTrend followingMomentumPosition sizing
MQL5 code base

This Expert Advisor pairs trend-change signals from an Iin_MA_Signal indicator with position sizing that responds to recent trade outcomes. Signals are acted on after a bar closes when the indicator shows a trend change. Buy and sell histories are evaluated…

EquitiesTrend followingPosition sizingRisk management
MQL5 code base

The Karacatica_HTF_Signal indicator presents the direction or signal from a selected Karacatica timeframe as chart graphics and can issue alerts and audio cues. A right-pointing marker denotes continuation of the trend at the chosen bar, with its color…

Technical indicatorsTrend followingForex
SuperMind

This article describes a stock selection screen combining three conditions: membership in the metaverse industry, a rounded-bottom chart pattern, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…

EquitiesChina marketsTechnical indicatorsTrend following
FMZ forum

The article distinguishes following a visible trend from trying to anticipate how large participants may use crowded positioning. It argues that traders should first assess the broader trend, while recognizing that directions can differ across chart time…

Trend followingSentimentForexCommodities
ProRealCode

This document presents a price indicator attributed to John Ehlers and gives a ProRealCode translation of its calculation. It first smooths closing prices with an exponential moving average using a fixed coefficient of 0.1. It then applies a sequence of…

Technical indicatorsTrend following
MQL5 code base

The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…

ForexEquitiesTechnical indicatorsTrend following
SuperMind

This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…

EquitiesMomentumTrend followingTechnical indicators