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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 short description identifies a MetaTrader 4 expert advisor built around three technical indicators: a 100-period simple moving average, a 14-period Average Directional Movement Index, and Parabolic SAR. It states that the author is testing the EA on…

ForexTechnical indicatorsTrend following
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

BacktestingTrend followingTechnical indicatorsExecution
ProRealCode

This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…

Technical indicatorsUS marketsTrend followingRisk management
MQL5 code base

This document explains a trend indicator that displays values as a colored histogram relative to zero and user-defined overbought and oversold levels. The colors distinguish four regions: above the upper threshold, positive but below that threshold, negative…

Technical indicatorsTrend following
ProRealCode

The document proposes an Ichimoku-based classifier for market regime and trade setup. It compares price with the cloud and checks whether the current and forward clouds share the same direction. It assigns positive or negative values to bullish or bearish…

Technical indicatorsTrend followingMean reversionBacktesting
SuperMind

This post outlines a stock selection screen that ranks shares by trading activity and market attention, while requiring the 30-day moving average to trend upward. It suggests using turnover or trading value to gauge capital activity, and market…

EquitiesChina marketsTrend followingMomentum
SuperMind

This post describes an equity screen for stocks in the metaverse theme. It selects names whose latest price is above the 250-day moving average and whose 20-day moving average is above the 120-day moving average. The first condition places price above a…

EquitiesTrend followingTechnical indicatorsChina markets
BigQuant

This Chinese-language report reviews the development of China’s quantitative fund industry across three periods: before 2010, 2010–2015, and 2016 onward. It outlines a strategy landscape spanning market-neutral equity, index enhancement, quantitative stock…

China marketsMulti-assetTrend followingArbitrage
MQL5 code base

This indicator summarizes current trends across ten timeframes using the colors produced by a Wajdyss Ichimoku candle indicator. Each line represents a separate indicator for one timeframe, and its color reflects the corresponding candle color. Colored dots…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

This indicator applies a Bollinger Band Stops method to the stochastic oscillator. The document distinguishes it from the original stops indicator: because this version does not provide values on the price chart, it is intended to show trend direction as a…

Technical indicatorsTrend following
MQL5 code base

The note describes applying an Inverse Fisher Transform to the Commodity Channel Index (CCI) so its output oscillates within known bounds. This is intended to make market conditions easier to assess than with an unbounded CCI reading. It also adds a signal…

Technical indicatorsTrend following
ProRealCode

This document describes a corridor approach built from two Bollinger Band envelopes: inner bands at one standard deviation and outer bands at two standard deviations around a 20-period exponential moving average. It presents the indicator as applicable to…

ForexTrend followingTechnical indicators
MQL5 code base

This MetaTrader indicator overlays candles from a larger timeframe as filled rectangles. It colors candle bodies and shadows according to the trend direction indicated by the StepMA_Stoch_KV1 histogram: one color scheme represents values on one side of zero,…

Technical indicatorsTrend following
MQL5 code base

This document presents an adaptive simple moving average intended to address a limitation of ordinary SMA-based trend signals. Because an SMA uses whole-bar periods, adapting its period can produce abrupt slope changes. The text argues that reading those…

Technical indicatorsTrend following
vn.py community

The article adapts an efficiency ratio to a trend strategy for Chinese government bond futures. The ratio compares the absolute net price change over a lookback window with the sum of absolute price changes in that window. Values nearer one indicate a more…

FuturesFixed incomeTrend followingTechnical indicators
ProRealCode

This indicator displays Commodity Channel Index readings across a range of lookback periods as a colored heatmap. It varies the period from a starting value to a maximum using a fixed step, then plots each reading at its corresponding period. Red and green…

Technical indicatorsTrend followingMean reversion
SuperMind

The document describes a stock screen combining price amplitude, a weekly moving average crossover, and a fixed share price. It presents the idea as a way to find shares with recent price movement and an upward trend: amplitude is calculated from the daily…

EquitiesTechnical indicatorsTrend followingChina markets
Cryptohopper blog

This overview explains moving averages as smoothed price measures used to assess trend, possible support and resistance, and trading signals. It contrasts the simple moving average, which averages observations across a period, with the exponential moving…

CryptoTechnical indicatorsTrend followingMomentum
MQL5 code base

The document describes a breakout indicator that builds a channel from high and low prices processed with a Volume_Weighted_MA_Digit algorithm. The channel’s latest displayed upper and lower values serve as breakout levels. When price moves outside the gray…

BreakoutTechnical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the SimpleBars trend indicator and generates a signal when a completed bar changes color. It describes the required compiled indicator placement and notes that a supporting trade library can accommodate brokers with nonzero spreads…

CommoditiesTrend followingTechnical indicatorsBacktesting
SuperMind

This technical screening idea looks for stocks whose price is near at least five moving averages from different time periods. The examples given are the 5-, 10-, 20-, 50-, and 200-day averages. The premise is that multiple averages clustering near the price…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This indicator presents a breakout system based on the PercentageCrossoverChannel. When price moves outside a gray channel, candle colors change to indicate the inferred trend direction: blue for rising prices and pink for falling prices. Bright and dark…

Technical indicatorsBreakoutTrend following
MQL5 code base

This indicator overlays candles from a larger timeframe as filled rectangles and colors them according to the XD-RangeSwitch indicator. Candle bodies use one color for each trend direction, while shadows use separate colors, helping distinguish the…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the FlatTrend indicator to classify market conditions as flat or trending. With the signal timeframe set to the current chart period, the EA checks the indicator's histogram buffers on the current bar and opens a buy or sell position…

ForexTrend followingTechnical indicatorsRisk management