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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 explains a chart indicator that displays signals from ChandelExitSign on a chosen timeframe. A right-pointing arrow represents continuation of the existing trend; a diagonal arrow marks a change and indicates trade direction. Arrow colors…

Technical indicatorsTrend following
SuperMind

This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…

ForexTrend followingTechnical indicatorsVolatility
Freqtrade

This strategy combines a short and medium exponential moving average crossover with a trend filter from a longer resampled timeframe. It enters long when the short average crosses above the medium average, provided the close is above the longer-timeframe…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document describes a reversible trading system based on crossings between the positive and negative Vortex indicator lines. A crossing identifies a potential direction, while the system waits for price to confirm the signal by breaking the high or low…

Technical indicatorsBreakoutTrend following
backtrader

This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…

BacktestingTrend followingTechnical indicatorsRisk management
BigQuant

The research summary defines a trend turning point as a period when short-window and long-window time-series momentum signals point in opposite directions. It reports that more frequent turning points are associated with weaker risk-adjusted returns for…

Multi-assetTrend followingMomentumStatistics
BigQuant

This research summary contrasts how high- and low-frequency strategies should be evaluated. Frequent strategies make many short-horizon decisions, so win rate and operational capacity matter; low-frequency strategies hold positions longer, tolerate…

EquitiesTrend followingStatisticsRisk management
MQL5 code base

The document describes a MetaTrader 5 indicator wrapper for SilverTrend NRTR that lets the user choose the indicator’s calculation timeframe through an input parameter. Its example sets that timeframe to four hours. The indicator can alert the user and send…

Technical indicatorsTrend following
MQL5 code base

This document describes a method for turning a set of conditions associated with an ideal uptrend or downtrend into a trend-strength percentage. Each condition that holds earns a point; the total is divided by the maximum possible score and expressed as a…

Technical indicatorsTrend followingStatistics
SuperMind

This post describes a Chinese stock-selection screen that selects companies classified in a metaverse industry group, requires a positive return condition, and filters for a 20-day moving average above the 120-day moving average. It presents the…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This brief note describes an Ichimoku variant that substitutes a moving average for the midpoint of a Donchian price channel. It specifies median price as the input and lists simple, exponential, and weighted moving average choices. The author says the…

Technical indicatorsTrend following
MQL5 code base

This document presents an adapted Bollinger Bands Stops indicator for MetaTrader 5. It describes configurable calculation choices, including the type of moving average and a deviation sample correction, alongside alert and multi-timeframe options. The…

Technical indicatorsTrend followingRisk management
SuperMind

This Chinese stock-screening proposal combines three conditions: at least five moving averages converge, a concentration measure is below 20%, and the 30-day moving average is rising. The author interprets convergence as a possible support or resistance…

EquitiesTechnical indicatorsTrend followingStatistics
MQL5 code base

The document introduces a chart indicator called Precision Trend. It describes the indicator as similar to existing tools but with enough differences to be treated as a distinct version. Its stated purpose is to help identify trends by coloring chart bars…

Technical indicatorsTrend following
SuperMind

This strategy uses a short moving average and a long moving average to generate entry and exit signals. It buys when the 10-period average crosses above the 240-period average, allocating 80% of available cash, and sells the entire position when the short…

EquitiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This indicator description outlines a trend-following approach using a fast and a slow moving average. A bullish signal occurs when the fast average crosses above the slow one, while a bearish signal occurs when it crosses below. Users can choose the…

Technical indicatorsTrend followingMomentum
BigQuant

The article contrasts three approaches to Chinese A-share trading. The first focuses on leading, popular stocks in the strongest sectors, holding briefly and using the five-day moving average as a reference for exiting after consecutive closes below it. The…

China marketsEquitiesMomentumTrend following
MQL5 code base

The document introduces a variation of John Ehlers’s HighPass–LowPass Roofing Filter and describes it as a way to identify a stock’s trend direction. It gives a simple interpretation of the indicator: readings above zero indicate an uptrend, while readings…

EquitiesTrend followingTechnical indicators
FMZ forum

The document describes the cup and handle as both a possible reversal pattern after a decline and a continuation pattern within an existing uptrend. A rounded cup is followed by a pause or pullback called the handle. The proposed long entry occurs when price…

Technical indicatorsBreakoutTrend followingRisk management
ProRealCode

This document describes a price-range indicator intended to make trend direction easier to see through colored chart marks. It initializes a reference value from the close, then updates that value when the high falls below it or the low rises above it. Bars…

Technical indicatorsTrend following
MQL5 code base

This document introduces a higher-timeframe variant of the Begin_Trend_v02 indicator for MetaTrader 5. Its stated feature is a timeframe choice exposed as an input parameter, with a four-hour period shown as the default example. This lets a user select the…

Technical indicatorsTrend following
ProRealCode

This document presents an indicator intended for use with a trading strategy. It calculates an exponential moving average over a short lookback and tracks price extremes after the market crosses that average. A long signal is produced when the tracked high…

Technical indicatorsForexTrend following
MQL5 code base

This short technical note describes a higher-timeframe version of the T3_TRIX indicator. A timeframe input lets the user select the chart period from which the indicator operates; the example default is a four-hour period. The note also states that the…

Technical indicatorsTrend following
MQL5 code base

The Elder Impulse System classifies market conditions by combining the direction of an exponential moving average with the direction of the MACD histogram. The indicator has three configurable periods: one for the EMA and two for the fast and slow MACD…

Technical indicatorsTrend followingMomentum