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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 document describes a modified Bill Williams zone-trading indicator built around the Awesome Oscillator and Accelerator Oscillator. Compared with standard AO and AC settings, it allows the user to configure the moving-average periods, applied price, and…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes an ADXVMA-based trend indicator that represents market direction through calculated trend values. It says the measure resembles ADX-based values but differs enough to produce different readings, so it should not be assumed to match a…

Technical indicatorsTrend following
MQL5 code base

This indicator displays candles from a higher timeframe as filled rectangles over a chart. It colors the candle body and shadows according to the direction signaled by the VolatilityPivot indicator, using distinct palettes for the two trend directions. The…

Technical indicatorsTrend following
ProRealCode

This indicator attempts to identify periods around a potential crossing between a shorter weighted moving average and a longer simple moving average. It marks a bullish zone when the weighted average is above the simple average while a second, smoothed…

Technical indicatorsTrend followingEquitiesBacktesting
SuperMind

These notes summarize ideas from a Chinese trading book through ten named principles and effects. They cover how payment frequency shapes perceived gains and losses, how unknown factors and nonlinear systems complicate market decisions, and how penalty kicks…

Trend followingRisk managementStatisticsSentiment
MQL5 code base

The document describes a chart indicator that displays signals generated by a separate METRO_Sign indicator on a chosen timeframe. It distinguishes continued trends, shown with a colored circular symbol, from trend changes, shown with a directional arrow.…

Technical indicatorsTrend following
SuperMind

This stock-selection rule screens companies classified in the metaverse theme, requiring the prior day’s actual turnover to fall between 3% and 28% and the opening price to be above the ten-day moving average. The article gives the conditions in plain…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

This guide explains simple and exponential moving averages as ways to smooth price series. An SMA averages prices over a selected window, while an EMA updates recursively and gives more weight to recent prices. It illustrates both calculations with a short…

Technical indicatorsTrend followingMomentumStatistics
SuperMind

This note proposes selecting stocks in the metaverse theme whose previous closing price is above the 250-day moving average, then applying a filter for company characteristics. It describes the theme as a way to target a popular sector and the long moving…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This note describes a technical stock screen requiring MACD to be above its zero line, short-term moving averages to fan upward, and the weekly price to cross above a 30-week moving average. It supplies indicator formulas and a Python example that…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The document explains moving averages as averages of recent closing prices and introduces Granville’s eight buy and sell signals. These compare price with a moving average, using line crossings, direction, and distance from the average to suggest entries or…

FuturesTechnical indicatorsTrend following
MQL5 code base

This brief description presents a Hull trend indicator that adds smoothing to the Hull moving average and rounds its output to a user-selected number of digits. The digit setting is an input parameter, so users can choose the displayed precision. The…

Technical indicatorsTrend following
SuperMind

This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This Chinese stock-screening article describes a rule-based selection method combining daily price amplitude, a weekly moving-average crossover, and circulating market capitalization. It targets shares whose weekly five-period moving average crosses above…

China marketsEquitiesTechnical indicatorsTrend following
BigQuant

This meetup Q&A contrasts futures CTA strategies, often framed around trend following, with equity multi-factor strategies that combine signals such as value, momentum, quality, and size. It outlines a Bollinger Band example for futures: calculate a…

FuturesEquitiesTrend followingTechnical indicators
SuperMind

This proposed stock screen combines a daily volatility filter, a price trend signal, and a profitability criterion. It looks for stocks with an intraday range above 1%, a close crossing above a five-period moving average, and return on equity above 15% for…

EquitiesTechnical indicatorsTrend followingFactor investing
MQL5 code base

The document names two WaveTrend settings: Channel Length (n1), with a stated default of 10, and Average Length (n2), with a stated default of 21. It says the first adjusts sensitivity to price movements and the second smooths the WT1 line. The indicator is…

Technical indicatorsTrend followingForex
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

Technical indicatorsStatisticsMean reversionTrend following
BigQuant

This Chinese-language research summary studies whether public equity fund stock exposure can inform market timing in the China A-share market. It uses a moving-average system to distinguish trending from range-bound regimes, analyzes how fund positioning…

China marketsEquitiesFactor investingTrend following
ProRealCode

The document describes a three-candle Popgun pattern: an inside candle is enclosed by two outside candles. It uses the direction of the second outside candle to choose long or short bias, then treats a break beyond that candle’s high or low within the next…

BreakoutTechnical indicatorsTrend followingBacktesting
MQL5 code base

This short description presents a simplified indicator based on the 14-period Average Directional Index (ADX) and its positive and negative directional components. It says the relative position of the positive component, negative component, and main ADX line…

Technical indicatorsTrend following
Cryptohopper blog

This introductory guide surveys active and passive approaches to cryptocurrency trading. Its active strategies include day trading, swing trading, trend trading, and scalping. It distinguishes them by holding period, monitoring demands, and the kinds of…

CryptoTrend followingMomentumMarket microstructure
MQL5 code base

This expert advisor uses three moving averages to define entry conditions. A buy opens when the fast average crosses above the middle average while both remain below the slow average. The sell condition reverses the crossover direction and requires the fast…

Technical indicatorsTrend followingPosition sizingRisk management