Skip to content

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

ProRealCode

This document outlines a MetaTrader expert advisor built around a zero-lag momentum indicator. Its stated trade conditions require the fast and slow trends to align and the fast trend to change direction. The setup uses a higher timeframe to display the…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This document describes a variation on the MACD indicator that uses colored bars as entry and exit signals. The color of the MACD cloud represents the indicated trend direction, giving the display a visual way to interpret changes in the indicator. The text…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator displays five dots that summarize price direction across five progressively slower candle intervals derived from the chart’s current time frame. For each interval, it compares the current close with a selected reference, such as the open,…

Technical indicatorsTrend followingPosition sizing
MQL5 code base

The document describes combining Trend Envelopes with RSI candles. The RSI candle indicator calculates RSI values from the high, low, open, and close inputs and displays them as candles. The proposed addition applies Trend Envelopes to those RSI values,…

Technical indicatorsTrend following
BigQuant

This example presents a simple trend-following rule for one Chinese-listed stock. It compares a short moving average of closing prices with a longer moving average: a crossover in which the short average rises above the long average triggers a purchase,…

EquitiesTrend followingTechnical indicatorsBacktesting
BigQuant

This strategy searches China A-shares for an established uptrend, then enters on a modest pullback. It defines the trend with five moving averages, spanning short to longer periods, arranged from highest to lowest. A pullback signal occurs when a candle…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor identifies trend conditions with three moving averages and uses Parabolic SAR to trigger orders. It can close a position on an opposite signal, trade only on selected days, reverse its signal, or keep a position open when an opposite…

Trend followingTechnical indicatorsPosition sizingRisk management
SuperMind

This stock-selection idea combines an amplitude filter with a weekly moving-average crossover and a condition described as the start of a strong upward move. The intended approach is to identify stocks near the beginning of a rising trend, then assess them…

EquitiesTrend followingTechnical indicatorsMomentum
MQL5 code base

This indicator displays candles from a higher timeframe as filled rectangles, using the color state of the CronexRSI cloud to indicate trend direction. It colors candle bodies and shadows differently for the cloud’s two directions, allowing the…

Technical indicatorsTrend following
ProRealCode

This proposal applies the Fisher Transform to daily DAX prices and uses threshold crossings to switch between long and short positions. It normalizes the typical price within a rolling high–low range, smooths the resulting value, and transforms it into an…

FuturesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This trading indicator description adapts a method associated with Larry Williams by adding a trend moving average to determine trade direction. It plots the indicator in a separate window after normalizing price by the trend average. Separate short-period…

Technical indicatorsTrend followingEquities
SuperMind

This stock screen combines three conditions: a minimum price-range measure, a closing price below a specified ceiling, and a 30-day moving average that is rising. The document frames the range and price conditions as filters for stocks with a particular…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

This overview surveys a broad range of investment approaches and the decisions they emphasize. It covers value and growth selection, quantitative modeling, momentum, income generation, index investing, and diversification across asset classes. It also…

Multi-assetMomentumTrend followingArbitrage
FMZ forum

This note describes a long-only stock setup built from moving averages. It treats an arrangement in which shorter-period averages sit above longer-period averages as evidence of an uptrend, reflecting strength across short-, medium-, and long-term…

EquitiesTrend followingTechnical indicators
MQL5 code base

This indicator applies Ehlers’ nonlinear filter to high, low, and median prices to estimate the current instrument’s trend. It displays a neutral zone when the filtered high and low slopes are out of phase, and uses colored zones to represent other…

Technical indicatorsTrend following
BigQuant

This industry-rotation approach identifies turning points in broad or sector indexes to classify market conditions as rising or falling. It then ranks industries by their performance rankings over the prior year within those market states, on the premise…

EquitiesChina marketsMomentumTrend following
MQL5 code base

This document describes a moving-average indicator that applies multiple passes of an averaging process. It frames the method as a simple digital filter and says its implementation avoids explicit coefficient handling for simplicity and efficiency. A single…

Technical indicatorsTrend followingBacktesting
ProRealCode

This indicator combines fast and slow Parabolic SAR calculations with price extremes to generate bullish and bearish signals. When price crosses the fast SAR, it records a recent low or high; a qualifying position relative to the slow SAR then triggers a…

Technical indicatorsTrend followingRisk management
SuperMind

This stock-screening idea selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for the weekly closing price to cross above its 30-week moving average. It presents the rule as a way to identify stocks entering an upward…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This indicator classifies market conditions into four states by combining a selectable oscillator trigger with measures of trend strength. The user can choose stochastic, CCI, RSI, MACD, or momentum as the source for trend detection. Histogram colors…

Technical indicatorsTrend followingVolatility
ProRealCode

The indicator combines three readings of Williams %R across short, intermediate, and long horizons. Its reactive pulse blends the short-range reading with a stochastic transformation, while its slower trend line weights the longest horizon most heavily.…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

This strategy adapts Larry Williams’ three-bar approach to trade pullbacks within a trend. It forms a channel from moving averages of highs and lows, then uses the sign of a linear regression slope as a directional filter. When the slope is positive, it…

Trend followingTechnical indicatorsBacktestingExecution
ProRealCode

The document explains a QQE indicator that uses two smoothed RSI calculations to assess momentum and possible trend changes. The first RSI is wrapped in volatility-adjusted trailing bands; crossing a band marks a potential shift. The second RSI confirms…

Technical indicatorsMomentumTrend followingBreakout
ProRealCode

The document presents an implementation of John Ehlers’ Instantaneous Trendline, alongside a zero-lag exponential moving average. It estimates cycle phase from price-derived in-phase and quadrature components, adjusts phase changes for wraparound and extreme…

Technical indicatorsTrend followingStatistics