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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

SuperMind

The document proposes a Chinese stock screen combining market capitalization below 10 billion yuan, no reported losses, a convertible-bond-related name field, and at least five moving averages that converge. It suggests using 5-, 10-, 20-, 50-, and 200-day…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

The document explains Renko charts, which draw equal-sized boxes only after price moves by at least a chosen threshold. It describes a version that builds its boxes from minute closing prices regardless of the display chart's timeframe. The stated aim is to…

Technical indicatorsTrend followingBreakoutForex
BigQuant

The article introduces trend following as buying when prices rise and selling when they weaken, then reviews five indicators that may inform such decisions: moving averages, Bollinger Bands, MACD, RSI, and On-Balance Volume. It describes using price relative…

EquitiesTrend followingTechnical indicatorsMomentum
SuperMind

The post proposes a Chinese stock screen combining at least five overlapping moving averages, a stated concentration filter below 20%, and a 2019 dividend ratio above 25%. It frames moving-average overlap as a possible sign of an emerging or established…

EquitiesTechnical indicatorsTrend followingFactor investing
MQL5 code base

This document describes an indicator that calculates pivot levels from the TRIX oscillator rather than from price. TRIX itself remains calculated on the chart’s current timeframe, while a separately selected timeframe sets the boundaries used to calculate…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor strategy combines two indicator signals. ColorX2MA_Digit defines the slower trend direction, while ColorDM_361 identifies a change in the faster trend. It enters at bar close when the fast and slow directions agree and the fast trend has…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an expert advisor that runs two independent trading systems based on BrainTrend2 and AbsolutelyNoLagLWMA indicators. Each system generates an entry signal when a bar closes and its indicator shows a trend change through a color change.…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This Chinese-language note describes a stock screen using three filters: amplitude above 1, more than one year since listing, and a rising 30-day moving average. It presents amplitude as a way to find stocks with some activity, the listing-age rule as a way…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

This document describes a Bollinger Band stop indicator intended to help identify trend direction and possible trend changes. It says that the usual approach derives a stop line from deviation-based risk, but a single line may not suit every use. The…

Technical indicatorsTrend followingRisk management
MQL5 code base

The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…

ForexGrid tradingTrend followingPosition sizing
MQL5 code base

This brief description introduces an Expert Advisor that bases trades on signals from two moving average indicators and one Parabolic SAR indicator. One moving average uses a daily timeframe setting that is fixed in the code. The stated example concerns…

Technical indicatorsTrend following
SuperMind

The proposed Chinese stock screen combines a weekly moving-average trend condition, a minimum price-range threshold, and the presence of an outstanding convertible bond name. The post also gives example formulas and a Python outline for filtering…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This brief describes LeManTrendHist, an indicator that displays as a histogram the smoothed difference between the LeManTrend signal lines. It points to a smoothing-algorithm library used by the indicator and notes that the supporting averaging methods are…

Technical indicatorsTrend followingEquities
MQL5 code base

The document describes a moving average built with four-fold exponential moving average averaging. The indicator displays its latest value as a price label and allows the displayed indicator levels to be rounded to a selected number of digits. The rounding…

Technical indicatorsTrend following
ProRealCode

This indicator draws median Renko box boundaries on a price chart. Like conventional Renko construction, it is independent of elapsed time: the displayed upper and lower prices remain in place until price moves far enough to trigger a new box. The box size…

Technical indicatorsTrend following
MQL5 code base

The document describes a colorized Schaff Trend Cycle indicator calculated from the difference between two TriX oscillators with different periods. It identifies the underlying components and presents the indicator as a charting tool, but gives no parameter…

Technical indicatorsTrend following
MQL5 code base

The described Expert Advisor looks for directional alignment among five moving averages with periods of 10, 20, 50, 100, and 200. It opens a buy when the shorter averages are ordered above the longer ones, and a sell when their order is reversed. An ADX…

ForexTrend followingTechnical indicatorsBacktesting
FMZ forum

The article argues that a complete trading system must define entries, exits, and capital allocation. It favors coherent rules and warns against unexplained indicators or assumptions that cannot be justified. Entry and exit decisions should follow a…

Risk managementPosition sizingBacktestingTechnical indicators
MQL5 code base

The document describes an oscillator adaptation of the Gann High-Low Activator, an indicator attributed to Robert Krausz and described in a 1998 issue of a technical analysis magazine. It characterizes the underlying calculation as a simple moving average of…

Technical indicatorsTrend followingMomentum
SuperMind

The document describes a Chinese equity screening rule that combines prior-day price range, a maximum share float, and price above a 250-day moving average. It presents the range filter as a way to find more active stocks, the float cap as a small-cap…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The document describes an equity screen for stocks associated with the metaverse theme, combining a five-day price average condition with a weekly moving-average crossover involving the 30-week average. It presents the approach as a way to identify…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

SSL_NRTR is described as a trend indicator that forms a channel by smoothing the price series' highs and lows. It signals rising or falling conditions when price exits that channel, and includes a separate flat state alongside its uptrend and downtrend…

Technical indicatorsTrend following
MQL5 code base

TangoLine is a technical indicator designed to mark rapid changes in market direction and support early entries after a reversal. It plots a central line at the midpoint of the range formed by a reversal bar, together with upper and lower lines marking that…

Technical indicatorsTrend followingExecution