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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

ProRealCode

This long-only Dow Jones strategy on an hourly timeframe combines a close crossing above a 600-period moving average with a close above the Ichimoku cloud. It opens a two-contract position only when both entry conditions hold and no position is already open.…

FuturesBreakoutTrend followingTechnical indicators
ProRealCode

This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

This stock-selection approach combines three technical filters: price amplitude above 1, the 9:25 price rise below 6%, and a 30-day moving average that is higher than the previous day’s. The accompanying explanation presents the rising average as a way to…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades crossovers between a faster and a slower moving average. A signal is evaluated when a bar closes: a move above the fast average triggers a buy, while a move below it triggers a sell. The EA can add volume…

ForexTrend followingTechnical indicatorsPosition sizing
FMZ forum

This tutorial explains how FMZ adapts Pine scripts for strategy writing, charting, backtesting, and live trading. It outlines platform-specific differences, including where execution settings and precision are configured, contract-code requirements, added…

Technical indicatorsTrend followingExecutionBacktesting
MQL5 code base

This document describes an alert-enabled version of the XFisher_org_v1_Vol_Supr_Zer indicator. It can notify users when the main line crosses zero, the signal cloud changes color to indicate a trend-direction change, or the indicator crosses or exits…

Technical indicatorsTrend followingVolatility
MQL5 code base

The Absolute Strength Histogram (ASH) is presented as a trend-following indicator derived from the Absolute Strength Oscillator. It plots the difference between smoothed bull and bear strength. Bull strength is based on the applied price relative to the…

Technical indicatorsTrend following
MQL5 code base

The document describes vaMA, an indicator built from price shifts and exponential smoothing. It uses increments from the first three orders, with step size proportional to the smoothing period, to produce a smoothed indicator and a faster companion. The…

Technical indicatorsTrend following
ProRealCode

This strategy uses Bollinger Bands in relation to a 200-period moving average to identify directional conditions. It proposes entering on a pullback toward the 20-period average after the relevant band moves beyond the 200-period average. After price closes…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a step-filtered moving average intended to reduce signals caused by small slope changes, especially in ranging markets. The average is held at its prior step level until its movement exceeds a required threshold; once the threshold is…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document explains a trend-following approach that enters on breakouts of recent highs or lows and exits when price crosses a shorter-period opposing boundary. It describes two channel settings: a main system using 20-day entries and 10-day exits, and a…

Trend followingBreakoutTechnical indicatorsRisk management
MQL5 code base

This indicator description combines Lyapunov’s theory of movement stability with the Hodrick-Prescott filter, a time-series smoothing method used to distinguish longer-term trends from shorter-term variation. It exposes two inputs: the filter calculation…

Technical indicatorsStatisticsTrend following
MQL5 code base

The Comparative ADX indicator compares the ADX value of the charted instrument with the average ADX of five major currency pairs: EUR/USD, GBP/USD, AUD/USD, USD/JPY, and USD/CAD. USD/CHF is excluded because the description says it has historically moved in…

ForexTechnical indicatorsTrend following
MQL5 code base

This brief description presents an automated trading strategy built around the Parabolic SAR indicator. It says the expert advisor includes AutoLot options and a built-in trailing stop, so the advertised system combines an indicator-based trading approach…

Technical indicatorsTrend followingPosition sizingRisk management
SuperMind

This A-share screening idea combines a price amplitude above 1%, a prior-day condition described as institutional control, and a positive weekly WVAD signal. The post interprets these as signs of active trading, large-investor attention, and buying pressure.…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The note describes a moving-average variant intended to reduce frequent signals when prices move sideways. Instead of treating every slope change as meaningful, it applies a fixed step threshold measured in pips. The displayed average remains unchanged when…

Technical indicatorsTrend followingForex
SuperMind

This Chinese equity screen combines three conditions: daily amplitude above 1, a 9:25 a.m. gain below 6%, and a weekly price series crossing above its 30-week moving average. The post presents the combination as a way to consider volatility, the opening…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This indicator colors price bars according to the trend direction calculated from the Average Directional Index (ADX). It uses a lighter shade when the candle’s direction agrees with the indicated trend and a darker shade when they oppose one another. The…

Technical indicatorsTrend following
BigQuant

This article explains Bollinger Bands as a moving average surrounded by upper and lower bands set a chosen number of standard deviations away. It walks through a small closing-price example and gives a second illustrative calculation using a 20-period…

Technical indicatorsVolatilityMean reversionTrend following
MQL5 code base

This indicator description explains a simple way to view trend context with two moving averages: one calculated on the chart’s current timeframe and another on a higher timeframe. The higher-timeframe setting is said to change automatically when the chart…

Technical indicatorsTrend following
SuperMind

This equity screen combines three signals: rank stocks among the top 100 by volume ratio, require a newly formed KDJ bullish crossover, and require the 30-day moving average to slope upward. The document presents these filters as checks on trading activity,…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This market-timing method combines moving-average crossovers, MACD, DMA, and TRIX signals to reduce reliance on any single trend indicator. Each indicator contributes a positive point when its faster or primary line crosses upward through its comparison…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

This short description presents a trading zone indicator attributed to Bill Williams. It classifies the current zone by comparing the direction of the Accelerator Oscillator (AC) and Awesome Oscillator (AO) bars: when both are moving upward, the zone is…

Technical indicatorsMomentumTrend following
MQL5 code base

This brief description covers a MetaTrader 4 indicator that plots two linear regression trend lines and reports the angle or degree of the shorter line. It also provides alerts when the trend line changes direction and displays a Fibonacci price level for…

Technical indicatorsTrend following