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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

MQL5 code base

The indicator presents trend information from the VolatilityPivot indicator on a fixed timeframe. It uses the colors of the underlying indicator lines as the signal source, displaying colored dots when a bar in the corresponding timeframe changes. This gives…

Technical indicatorsVolatilityTrend following
ProRealCode

This indicator adjusts an exponential moving average using an R-squared measure calculated from price observations over a chosen period. The measure compares a linear fit of recent prices with their variation, then changes the EMA period through a formula so…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes an indicator that presents a moving-average-based trend filter as a colored cloud. It identifies the tool’s general form and attributes its original implementation to Luis Guilherme Damiani, noting that it was first published in 2008.…

Technical indicatorsTrend following
MQL5 code base

The document presents a variation of a “triple” indicator that replaces the Hull Moving Average with a double-smoothed exponential moving average (DSEMA). The stated motivation is to avoid overshooting that can occur with the Hull average, while retaining a…

Technical indicatorsTrend followingMean reversion
Freqtrade

This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…

ForexTrend followingMomentumTechnical indicators
SuperMind

The proposed screen uses Chinese A-share data from 2021 onward, compares the 20-day and 120-day moving averages, and keeps stocks where the shorter average is above the longer one. It then ranks candidates by capital strength and selects the top 100. The…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

The document describes a stock-selection screen combining MACD above zero, upward alignment among current moving averages, and a weekly five-period average crossing above a ten-period average. It interprets these conditions as evidence of positive momentum…

EquitiesChina marketsMomentumTrend following
SuperMind

The document introduces moving averages as a way to smooth price data and describe trends. It distinguishes shorter and longer averaging periods, gives the arithmetic average as the basic calculation, and also describes a weighted recursive SMA convention…

EquitiesTrend followingTechnical indicatorsBreakout
MQL5 code base

The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The Schaff Trend Cycle (STC) is presented as a trend indicator that combines exponential moving averages with a stochastic cycle calculation. Its purpose is to make MACD-style trend signals respond earlier by adding a cycle component intended to account for…

Technical indicatorsTrend followingForex
ProRealCode

This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…

Trend followingGrid tradingRisk managementPosition sizing
MQL5 code base

Four_MA_Strength uses four moving averages to represent both the direction and power of a trend. It assigns values across four levels for rising and falling conditions, with the levels intended to distinguish stronger from weaker trends. The document…

Technical indicatorsTrend followingMomentum
BigQuant

This study compares three futures signals: cumulative return over a lookback window, an average based on cumulative daily steps, and a trend measure incorporating Garman–Klass volatility. It reports information-coefficient statistics, groups contracts into…

FuturesMomentumTrend followingVolatility
MQL5 code base

This MetaTrader indicator is designed to classify market conditions as directional, mixed, or choppy. It combines Kaufman’s Efficiency Ratio with a direction signal based on price relative to a moving average and the moving average’s slope. The score is…

Technical indicatorsTrend followingStatistics
ProRealCode

The indicator converts a fan of moving averages into three bounded readings: price versus the fan, the fan’s ordering around a reference average, and the fan’s position relative to its slowest active average. Each score divides signed differences by their…

Technical indicatorsTrend followingMean reversionStatistics
MQL5 code base

This indicator adapts an exponential moving average using phase information derived from a Hilbert Transform. The document describes the transform as splitting price information into in-phase and quadrature components using current and prior price…

Technical indicatorsTrend followingStatistics
MQL5 code base

The indicator displays trend information from the CronexAC indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and shows the source indicator’s cloud color. Stars on the line mark…

Technical indicatorsTrend following
FMZ forum

This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…

Risk managementPosition sizingExecutionTrend following
MQL5 code base

The document describes a variation of Parabolic SAR that allows the calculation to use a selected price series rather than relying only on high and low prices. It also permits an average of price values to be used in place of raw prices. This changes the…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes an automated trading system that uses the 2XMA Ichimoku Oscillator. It generates a signal when a bar closes and the indicator changes direction, then uses that change to determine trading actions. The text also notes dependencies for…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes a chart indicator that represents candles from a larger timeframe as filled rectangles on the current chart. It colors candle bodies and shadows according to trend direction, with the color values determined by the Fisher CG…

Technical indicatorsTrend following
BigQuant

This weekly Chinese equity-market note describes a market-regime framework using the distance between 20-day and 120-day moving averages on a broad market index, alongside a measure of market-wide profit-making activity. In the reported week, the short…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese equity screening proposal combines three conditions: a 20-day moving average above the 120-day average, an amplitude threshold, and exclusion of stocks that hit the upper price limit on the prior day. It presents the moving-average relationship…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This stock screen combines a metaverse concept filter with an upward-sloping 30-day moving average and an intraday range threshold. The stated formula defines the range as the high-low spread divided by the sum of the high and low, with a cutoff above one…

EquitiesTrend followingVolatilityTechnical indicators