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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

SuperMind

This document outlines a historical stock-selection screen using metaverse association, an upward-moving 30-day average, and the year 2021. It describes selecting stocks linked to the metaverse concept whose 30-day moving average is rising, with a date…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

The document describes an Expert Advisor that generates a signal when the i-CAi indicator changes direction, interpreted as a change in moving-average direction. The EA checks for the signal when a bar closes, then trades based on that change. It requires…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that checks for signals when a new bar appears. It identifies direction from a crossing of two moving averages, with a minimum separation threshold that can be set independently for buy and sell trades. After a…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This Chinese A-share screening idea combines a metaverse concept classification, an upward-sloping 30-day moving average, and a control-ratio threshold above 21%. It presents the moving average as a trend filter and the concept label as a way to focus on a…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese-language post outlines an A-share stock screen using a daily high-low range above 1%, a closing price of 18.5 yuan, and a 30-day moving average that is rising. The range condition is intended to select volatile shares, the fixed price is…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document explains how the plus and minus directional indicators, +DI and -DI, form part of Wilder’s Directional Movement Index. Unlike ADX, which measures the strength of a move without indicating its direction, these lines compare upward and downward…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes an Expert Advisor concept for EURUSD that aims to capture a substantial part of a typical weekly move. It cites historical observations that most days had an average price change above 60 points and that weekly movement exceeded 200…

ForexTrend followingBreakoutRisk management
MQL5 code base

ADMIR is a trend-strength oscillator built from two Average Directional Movement Index readings. It takes a base ADX period and a period difference, calculates one ADX at the base period and another at the base period plus the difference, then averages the…

FuturesTechnical indicatorsTrend following
MQL5 code base

This indicator description presents a breakout system based on a Darvas Boxes channel. When price moves outside the channel, the bar color changes to indicate the prevailing direction: blue for rising prices and red for falling prices. Bright shades indicate…

Technical indicatorsBreakoutTrend following
MQL5 code base

The MA_Slope indicator represents the direction and strength of a moving average by comparing its current value with a value from a specified number of bars earlier. The user selects the moving-average period, calculation method, applied price, slope…

Technical indicatorsTrend followingStatistics
SuperMind

R-Breaker is an intraday futures strategy that combines breakout entries with reversals against an existing position. It calculates six price levels from the prior session’s high, low, and close: observation levels, reversal levels, and outer breakout…

FuturesTrend followingBreakoutMean reversion
MQL5 code base

This brief description outlines an expert adviser that evaluates price bars only when a new bar appears and maintains at most one open position. It can therefore operate on either netting or hedging accounts. Its entry rule counts consecutive bullish or…

Trend followingTechnical indicators
ProRealCode

This indicator applies a Donchian Channel to the Relative Strength Index rather than directly to price. It marks an upward state when the RSI reaches or exceeds the prior upper channel boundary, and a downward state when it reaches or falls below the prior…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator transforms ProRealTime's short-term PRT Bands value into a bounded oscillator by locating it between the platform's upper and lower bands. The normalized reading ranges from 0 at the lower band to 100 at the upper band, with 50 marking the…

Technical indicatorsMomentumMean reversionTrend following
ProRealCode

The document outlines an equity screen combining a daily price-range condition, positive large-order net volume for at least three consecutive days, and a weekly price crossover above a 30-week moving average. The stated aim is to find stocks with buying…

EquitiesTechnical indicatorsSentimentTrend following
SuperMind

This document presents a monthly directional timing system intended to limit risk while maintaining market exposure. It combines an eight-period Ehlers Supersmoother with a 40-period simple moving average. The system enters or maintains a long position when…

Trend followingTechnical indicatorsRisk managementBacktesting
MQL5 code base

The document describes a MetaTrader 5 indicator that overlays parallel channels for selected higher timeframes on the current chart. For each timeframe, it uses the last two closed candles: their open-close midpoints determine the median line and its slope,…

Technical indicatorsTrend following
SuperMind

This note outlines a simple screen for Chinese metaverse-related stocks. It requires the 30-day moving average to rise relative to its previous reading and the price-to-earnings ratio to be positive. Formula and Python examples are included to show how the…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

The screen selects Chinese beverage and alcohol related stocks with turnover between 3% and 12% and a prior closing price above its 250-day moving average. The article presents turnover as a measure of trading activity and the long moving average as a way to…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

This strategy trades the DAX on five-minute bars, opening positions during a specified morning window. Long entries require TEMA to turn upward while smoothed Directional Indicator values rise from below zero; shorts use the inverse conditions. It limits…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This Chinese stock-screening example combines three technical conditions: a 14-period RSI below 65, the 20-day moving average above the 120-day moving average, and a condition labeled “main uptrend start.” The latter is defined as the 30-day highest high and…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock selection rule combines three daily price conditions: percentage amplitude above 1, a current high equal to the highest high across the current and previous day, and a rising 30-day simple moving average. The intended screen seeks shares with…

EquitiesTechnical indicatorsVolatilityTrend following
SuperMind

This note presents a technical stock screen requiring daily amplitude above 1%, a current low below the previous day's low, and a rising 30-day moving average. It frames the wide range as a sign of heightened price movement, the lower low as a pullback…

EquitiesTechnical indicatorsTrend followingChina markets
ProRealCode

Directional Frequency labels price as bullish or bearish by comparing the current close with the midpoint between the highest and lowest closes over a chosen lookback period. The example sets the lookback to 14 by convention and colors candles green when the…

Technical indicatorsTrend followingEquities