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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

ProRealCode

The Sadukey indicator is presented as a trend direction aid. Its colored chart output signals bullish or bearish conditions, and the suggested workflow is to identify the broader direction on hourly to four hourly charts, then use a shorter timeframe to wait…

Trend followingTechnical indicatorsMomentum
MQL5 code base

This brief description identifies NRTR_ATR_STOP as a trend indicator that uses the Average True Range (ATR) technical indicator and presents it in NRTR form. It offers only this high-level characterization, without explaining the formula, parameters, signal…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes Super Signals, an indicator that marks potential trend changes with arrows derived from price extremums over a period. It notes that the indicator was first implemented in MQL4 and published in 2007. The text provides a brief…

Technical indicatorsTrend followingStatistics
Awesome Systematic Trading

The strategy ranks 20 industries each month using the market-cap-weighted average of each constituent stock’s current price divided by its trailing 52-week high. It buys stocks from the six highest-ranked industries and shorts stocks from the six…

EquitiesMomentumTrend followingPortfolio construction
Cryptohopper blog

The article explains a trailing-stop approach for managing crypto positions during a rising altcoin market. A trader first enters manually or through a signal, then sets a profit threshold that activates a stop. As the price rises, the stop follows the…

CryptoTrend followingRisk managementExecution
MQL5 code base

HLCrossSigForRSI is presented as a trend-following indicator that aims to make trade decisions more systematic. It combines a breakthrough range with Heiken Ashi and RSI filters, and uses ATR and nearby highs or lows in calculating volatility and entry…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This indicator description modifies the Hull moving average to address overshooting and frequent slope changes that can generate numerous signals. A divisor parameter controls the average’s speed: the standard setting reproduces the original Hull average,…

Technical indicatorsTrend followingBacktesting
SuperMind

This document describes a stock screen combining daily price amplitude, a dividend ratio for 2019, and a rising DEA value from MACD. Its rationale is that amplitude identifies more volatile shares, the dividend condition favors higher-yielding stocks, and…

EquitiesTechnical indicatorsVolatilityTrend following
BigQuant

The document turns a discretionary trading approach into explicit entry and exit rules. A long position is opened when the 5-day moving average crosses above the 20-day average, the 14-period RSI is below 70, and price is above the 60-day average. The…

EquitiesTechnical indicatorsTrend followingBacktesting
Freqtrade

This five-minute long-only strategy combines exponential moving average crossovers with Heikin-Ashi candle direction. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the 20-period EMA, and the Heikin-Ashi…

Technical indicatorsTrend followingRisk management
FMZ forum

This tutorial explains a strategy framework that connects custom signal functions to exchange objects and translates their returned commands into trading actions. Its examples attach a moving-average crossover system to one exchange and a MACD crossover…

Trend followingTechnical indicatorsExecutionRisk management
MQL5 code base

The document gives brief rules for interpreting the Cyber Cycle indicator. It treats values above zero as an uptrend and values below zero as a downtrend, and describes buying when the indicator line is green and selling when it is red. No calculation…

Technical indicatorsTrend following
SuperMind

The document describes three equity strategies built around a bull-bear indicator: a direct timing rule for broad indexes, monthly indicator-change rotation among industries, and index allocation based on the share of constituent stocks signaling a long…

EquitiesChina marketsTrend followingMomentum
ProRealCode

This document describes a chart-based implementation of John Ehlers’s Universal indicator. It combines a filtered, normalized oscillator with a moving average price baseline, an average true range channel, and configurable overbought and oversold boundaries.…

Technical indicatorsVolatilityTrend followingMean reversion
MQL5 code base

The RJT Matches indicator is described as a visual aid for assessing trend strength and possible turning points. It draws each match as a line connecting one bar’s opening price with the following bar’s closing price. The inclinations of individual lines,…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes an indicator that displays Aroon Oscillator status across ten time frames. It uses the oscillator values from the most recently closed bars and marks each time frame with a colored square: pale pink when the oscillator is below its…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a variation of the Schaff Trend Cycle calculation. In the usual construction described here, the indicator is based on MACD, which is formed from the difference between two exponential moving averages. This version substitutes a NonLag…

Technical indicatorsTrend following
FMZ forum

This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…

FuturesTrend followingBreakoutTechnical indicators
ProRealCode

This indicator seeks a possible continuation setup after a strong upward move. It first calculates a reference price by combining daily, weekly, and monthly pivot values with several moving averages. A close more than two ATR above that reference starts the…

Technical indicatorsBreakoutMomentumTrend following
ProRealCode

The TN Alerts indicator describes a trend-following approach using fast and slow weighted moving averages. A long setup requires a rising slow average and consecutive closes above the fast average; a short setup mirrors those conditions. It can display…

Technical indicatorsTrend followingRisk management
ProRealCode

The document describes a binary trend indicator derived from Zigzag turning points. It tracks candidate troughs and peaks, then sets an upward or downward confirmation threshold using either a percentage reversal or a fixed point amount. When price crosses…

Trend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator guide explains how to visualize daily high-low ranges for Sydney, Tokyo, London, and New York sessions on a chart, with a separate outline for the London–New York overlap. Labels compare each session’s range with the average of recent…

CommoditiesForexTrend followingBreakout
SuperMind

This note describes a simple Chinese equity screen combining daily turnover between 3% and 12%, an opening price within roughly 5% of the ten-day moving average, and a rising-bottom condition. It frames turnover as a liquidity filter, proximity to the moving…

EquitiesTechnical indicatorsChina marketsTrend following
MQL5 code base

This document describes a chart indicator that plots two ColorJFatl lines from different timeframes and fills the space between them with a cloud colored to represent market trend direction. The example defaults to hourly and four-hour timeframes. Inputs…

Technical indicatorsTrend followingMulti-asset