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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 introduces a chart indicator that displays a moving average together with a colored background cloud. The moving average acts as the boundary between color regions, giving a visual way to distinguish price conditions around the average. The…

Technical indicatorsTrend following
MQL5 code base

This document explains an indicator that displays trend direction across selected chart timeframes in one panel. For each timeframe, it independently compares a fast moving average with a slow moving average: the fast average above the slow one is bullish,…

Technical indicatorsTrend followingMulti-asset
ProRealCode

This indicator presents a configurable version of the Guppy multiple moving average display. Users choose a minimum and maximum moving-average period, the increment between periods, and the transparency of the plotted lines. The example settings use periods…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that runs grid trading in finite, restartable cycles. At each restart, it selects an anchor and grid, then closes the cycle when a profit target, drawdown limit, age limit, or weekend rule is reached. The design aims…

Grid tradingRisk managementVolatilityPosition sizing
MQL5 code base

This note describes a trend indicator based on the correlation between a security’s price history and an idealized straight-line trend. The underlying approach, attributed to John Ehlers, is intended to identify the beginning of trends and recognize when…

Technical indicatorsTrend followingBacktestingStatistics
ProRealCode

This indicator builds a trend measure by comparing each close with a simple moving average, using a period shown as 30. It increments a running score when the close is above the average and decrements it otherwise. A second moving average is then calculated…

Technical indicatorsTrend followingBacktesting
ProRealCode

The document describes a multi-day strategy for DAX contracts for difference using hourly signals. A QQE indicator supplies long and short triggers, while a Universal indicator acts as a directional filter. Separate month-specific multipliers scale long and…

FuturesTechnical indicatorsTrend followingBacktesting
MQL5 code base

The Step Chart Histogram is described as an indicator that tracks price movement in pips and determines whether the movement is large enough to register a new step. It presents the resulting values in a separate histogram window, adapting the step chart…

Technical indicatorsTrend followingForex
MQL5 code base

This document describes an indicator that adds a trend-strength display to the Gaus_MA moving average. It uses the standard deviation of the indicator and two user-set thresholds to classify the reading. When standard deviation lies between the thresholds, a…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes a chart indicator that marks trend turning points using changes in the Relative Strength Index (RSI). With the stated default settings, it draws a point when RSI falls from the upper threshold of 65 or rises from the lower threshold…

Technical indicatorsTrend followingMomentum
SuperMind

This stock screen combines membership in the metaverse theme with a long-term price filter and rising moving averages. It selects stocks whose price is above the 250-day moving average and whose 5-, 10-, 20-, 30-, 60-, 120-, and 250-day averages are each…

EquitiesTrend followingTechnical indicatorsChina markets
SuperMind

The article proposes a Chinese stock screen combining an upward-sloping 30-day moving average, positive recent position increases above a stated threshold, and the absence of a limit-up session on the previous day. Its rationale is to seek stocks with an…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator presents three related series: a colored Fish histogram, a simple moving average of that series, and a second line formed by linearly weighted smoothing of the first average. The Fish value is calculated from a selected price constant, and the…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

This MetaTrader 5 expert advisor combines Supertrend direction with ADX trend strength and the relative positions of +DI and −DI. It checks signals once per new signal-timeframe bar using the prior completed candle. A long or short entry requires the…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

i-DivergenceBar is described as an indicator that marks potential reversal bars using the Profitunity system associated with Bill Williams. The note says its method excludes the angle of the Alligator indicator’s mouth, so the signal description does not…

Technical indicatorsTrend followingRisk management
MQL5 code base

BB MACD is presented as a variation on the Moving Average Convergence Divergence indicator. It combines a colored MACD value line with Bollinger bands arranged as a channel around the indicator. The stated purpose is to make changes in MACD within that…

Technical indicatorsTrend followingVolatility
BigQuant

This indicator presents Aroon Oscillator readings from ten separate timeframes to give a multi-timeframe view of trend conditions. Each line represents one timeframe, allowing users to compare the readings together rather than consult a single oscillator…

Technical indicatorsTrend following
ProRealCode

The Trend Checker indicator displays directional readings across as many as eight user-selected lookback periods. For each active row, it compares a chosen price value on the current bar with that value from the specified number of bars earlier. A higher…

Technical indicatorsTrend following
ProRealCode

This strategy proposes shorting the DAX on a four-hour chart when price is above the 50-period exponential moving average but the most recent close is below the preceding close. It applies calendar and session filters: it excludes specified months, restricts…

FuturesTrend followingTechnical indicatorsRisk management
FMZ forum

The document introduces excess kurtosis and skewness as statistical measures for classifying market conditions. It proposes treating negative excess kurtosis as a sign of a trending market, then using positive skewness to indicate an upward bias and negative…

StatisticsTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes an advanced Parabolic SAR indicator with configurable price selection, acceleration-factor settings, and a noise filter. It identifies controls for choosing the price input, setting the starting acceleration value and its increment,…

Technical indicatorsTrend following
MQL5 code base

This document describes an AdaptiveRenko chart indicator that combines Renko-style price bricks with a moving-average-based channel and support and resistance levels. It adds a minimum brick-width setting to reduce switching to very thin bricks in quiet…

Technical indicatorsVolatilityTrend following
MQL5 code base

The document explains the classic Keltner Channel, a volatility based indicator with a moving average of typical price at its center and bands offset by an average of the high-low range. The described platform version allows adjustment of the moving-average…

Technical indicatorsBreakoutTrend followingVolatility
MQL5 code base

This document describes an expert advisor that trades relative to a moving average and holds at most one market position. With reversed signals disabled, it opens a buy when the ask price is above the moving average on the current bar by a configurable…

Technical indicatorsTrend followingExecution