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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

The Beginner_HTF_Signal indicator displays the trend direction or trade direction produced by the Beginner indicator at a chosen bar. A right-facing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and points in the…

Technical indicatorsTrend following
SuperMind

The note presents a stock screen combining amplitude above one, rising lows, and at least five converging moving averages. It describes the convergence condition as a way to identify stocks with steadier price behavior, alongside a rising price base. The…

EquitiesTechnical indicatorsTrend following
SuperMind

This post describes a simple equity screen using three conditions: a closing price below 12, daily high-low range above 1% of the previous close, and a 30-day moving average that rose from the prior day. The stated rationale is to combine comparatively low…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This indicator displays trend information by combining seven JFatlSpeed readings from different timeframes. Each reading is represented by its own line: the line changes to dark lime when that oscillator rises and to pink when it falls. Colored dots mark…

Technical indicatorsTrend followingMulti-asset
ProRealCode

This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…

Technical indicatorsTrend followingMomentumRisk management
MQL5 code base

The document describes a simple signal indicator based on crossovers between moving averages with different periods. It frames the indicator as most appropriate when prices are trending, because repeated false triggers in a flat market can make its use…

Technical indicatorsTrend following
ProRealCode

The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

RIND is a range indicator that compares the daily high-to-low range with the gap between the current close and the previous close. Its stated interpretation is that larger intraday movement relative to the interday change can signal that a trend is ending,…

Technical indicatorsVolatilityTrend following
SuperMind

The document describes a trend-following indicator package intended to support swing trading. It claims to provide entry opportunities, warn when a trade following an initial signal carries risk, and help identify when a trend may be nearing its end. A…

Trend followingTechnical indicatorsRisk managementBreakout
MQL5 code base

The Damiani Volatmeter is presented as an indicator for distinguishing trending conditions from flat or quiet markets. Its settings include two lookback periods called viscosity and sedimentation, a threshold, an optional lag suppressor, and the price series…

Technical indicatorsVolatilityTrend following
BigQuant

This article presents five discretionary rules for interpreting stock turnover, support and resistance, trend direction, and price-volume behavior. It treats unusually high turnover near price lows as possible accumulation and high turnover after a sharp…

EquitiesTrend followingTechnical indicatorsRisk management
MQL5 code base

This document describes an indicator that adds a three-level trend-strength display to ColorJFatl. It uses the standard deviation of the indicator and two configurable thresholds to show colored dots on its moving average. A small dot signals a medium…

Technical indicatorsStatisticsTrend following
SuperMind

The document describes an A-share stock screen combining turnover, market capitalization, profitability, and a weekly price crossover. It selects companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no losses, and a weekly…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

This indicator recreates an Ichimoku-like display using moving averages. It assigns three average periods, described as Fibonacci-based, to replace the original components: a fast average, a slower average, and a third average used for the cloud. The…

Technical indicatorsTrend following
ProRealCode

The document describes a lag-reduction adjustment applied to a simple moving average. It first calculates a moving average over a configurable period, then uses the ratio between its current and prior values, raised through a logarithmic and exponential…

Technical indicatorsTrend followingStatistics
MQL5 code base

Flat Trend is a market-state indicator that combines directional movement information from ADX with Parabolic SAR. It assigns one of four colors according to whether the directional movement signal and SAR each indicate an upward or downward state. The…

Technical indicatorsTrend following
SuperMind

This Chinese-language post describes an equity screening rule combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and the 20-day average above the 120-day average. The rationale…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

The document explains an oscillator that tracks one lagged-return autocorrelation estimate through time. At each bar, it calculates Pearson correlation between returns in a rolling window and the same returns shifted by a configurable lag. Positive readings…

StatisticsTechnical indicatorsTrend followingMean reversion
MQL5 code base

This brief indicator description explains how to display two simple moving averages on a single chart: one calculated for the chart’s current timeframe and another for a timeframe selected through an input. The user sets the moving-average period and the…

Technical indicatorsTrend following
ProRealCode

The document explains the Acceleration/Deceleration Oscillator (AC) as the Awesome Oscillator (AO) minus a five-period simple moving average of AO. AO itself is calculated as the five-period simple moving average of median price minus its 34-period simple…

Technical indicatorsMomentumTrend following
ProRealCode

This document presents a chart indicator for marking selected Ichimoku events directly on the price chart. It calculates the Tenkan-sen, Kijun-sen, and the two Senkou spans, then uses symbols to identify periods when Tenkan-sen and Kijun-sen remain equal for…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes an Expert Advisor based on a direction-changing moving average. A trading signal is generated when a bar closes and the moving average changes direction. The indicator is supplied as a compiled file that must be placed in the…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This note describes a Chinese stock screen combining three conditions: at least five moving averages converge, the 30-day average is rising, and free float is no more than 5.5 billion shares. The intended rationale is to find stocks with aligned or…

EquitiesTechnical indicatorsTrend following
SuperMind

This stock-selection note combines a metaverse-industry filter with two price-trend conditions: the 30-day moving average must be rising, and the share price must be above its five-day moving average. Its sample implementation also ranks qualifying shares by…

EquitiesChina marketsTrend followingTechnical indicators