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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 indicator adapts MACD to changing price behavior by using Fractal Adaptive Moving Averages. FRAMA adjusts its smoothing factor according to the price series’ fractal dimension, aiming to respond to strong trends while slowing during consolidation. The…

Technical indicatorsTrend followingStatistics
SuperMind

The document proposes a technical stock screen based on shares with at least five moving averages converging, naming the five-, ten-, twenty-, fifty-, and two-hundred-day averages. It also asks that the stock have a positive return over the previous year.…

EquitiesTechnical indicatorsTrend followingRisk management
ProRealCode

The Count Back Line (CBL), attributed to Daryl Guppy, is presented as a volatility-based indicator with upper and lower levels that can mark potential trend boundaries. The supplied implementation searches backward from a new high for two successively lower…

Technical indicatorsTrend followingVolatility
ProRealCode

This indicator combines a recursive Kalman filter, a Hull-style moving average, and Supertrend logic. It filters the selected price input through multiple Kalman states, uses those estimates to form a smoother baseline, then places volatility bands around…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

The document presents an adaptive exponential moving average whose calculation uses normalized Average True Range. Its motivation is that fixed-period indicators may respond poorly when market conditions change, while an EMA can accommodate fractional…

Technical indicatorsVolatilityTrend following
Hummingbot docs

This article describes ways to adjust market-making configurations for range-bound, rising, and falling markets. In a range, it proposes estimating the price span to capture and splitting that span between bid and ask offsets around the midpoint. It also…

Market makingExecutionRisk managementVolatility
ProRealCode

This post presents a 15-minute intraday strategy for German DAX mini CFDs. It uses a Super Smoother filter applied to price changes, then normalizes the filtered value by a decaying estimate of its peak magnitude. The strategy opens long positions when the…

FuturesTechnical indicatorsTrend followingRisk management
MQL5 code base

The document presents the Trend Continuation Factor as a directional indicator with separate positive and negative readings. Positive TCF+ values are described as evidence of a strong upward trend, while positive TCF− values indicate a strong downward trend.…

Trend followingTechnical indicators
MQL5 code base

This indicator description explains a moving average calculated using Heiken-Ashi data, with color changes used to make upward and downward movement easier to see. It can be applied across symbols and configured to calculate on a selected time frame,…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This document describes a MetaTrader 5 indicator that displays a moving-average-style line in two colors according to its direction of change: red when the value falls from the prior value and blue when it rises. A filter can be applied to smooth market…

Technical indicatorsTrend following
MQL5 code base

Swing Shift is an oscillator that tracks moving-average slope relative to a configurable threshold. It calculates a normalized difference between the current moving average and an anchor value. When the slope crosses the positive threshold while the prior…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator combines market-structure reversals, a volatility-scaled trailing stop, and a ladder of profit targets. It identifies swing highs and lows using a symmetric lookback, then signals a Change of Character when price closes beyond the latest…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

This document describes an MT4 trading strategy using the standard Ichimoku Kinko Hyo settings. It enters long when the Chikou Span crosses price upward and both price and Chikou are above the Kumo; it enters short on the reverse cross when both are below…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This document defines Trend Score as a cumulative count of directional price changes. With a fixed period, each bar contributes positive one when price rises, negative one when it falls, and zero when unchanged; summing these values gives a bounded measure…

Technical indicatorsTrend followingBreakoutStatistics
ProRealCode

The document explains a hybrid technical indicator that uses mean absolute deviation (MAD) to scale price bands and a loop-based score to compare the current volatility-adjusted price with a range of earlier observations. The score adds or subtracts points…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

This ProRealTime indicator organizes several kinds of market context into stacked rows of colored dots beneath the price chart. Its modules include market-session markers, a squeeze display, accumulated trend conditions, and candle or swing signals. Users…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator is described as a separate-window pulse display that marks bullish or bearish market states. It takes a calculation period and an applied price as inputs. The calculation compares the bar high and low with an exponential moving average of the…

Technical indicatorsTrend following
MQL5 code base

The document describes an expert-advisor concept that uses the Foster–Stewart criterion to identify trend direction and strength, then opens long or short positions when a threshold is reached. It uses separate parameters for buys and sells to reflect…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The document explains a moving average slope indicator calculated as the current moving average minus its value on the prior candle. It presents the slope as a way to assess the average’s direction and the strength or momentum of recent price action. A…

Technical indicatorsMomentumTrend followingVolatility
MQL5 code base

The document explains a Turtle-style trend-following indicator built around breakouts of historical highs and lows. Its general rule enters on an N-day breakout and exits when price breaches an M-day extreme, with N longer than M. Examples pair a ten-day…

Trend followingBreakoutTechnical indicatorsForex
MQL5 code base

The document describes a higher-timeframe NRTR signal indicator that marks trend continuation and changes in direction on a chart. A continuation signal uses a right-pointing arrow colored for the trend; a direction change uses a diagonal arrow whose…

Technical indicatorsTrend following
SuperMind

This document describes a Chinese stock screen that requires amplitude above 1, a positive ten-day return below 35%, and the previous day’s price above its 250-day moving average. The rationale is to combine notable price movement, a moderate recent gain,…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document outlines a trend indicator based on Sylvain Vervoort’s crossover approach. It compares triple exponential moving averages applied to typical price and Heikin-Ashi price data. This version presents the result in a separate indicator window, where…

Technical indicatorsTrend following
SuperMind

This equity screen selects companies associated with the metaverse theme, a positive institutional-flow signal, and a closing price above its 250-day moving average. The long-term average is used as a trend filter, while the flow condition is intended to…

EquitiesChina marketsTechnical indicatorsTrend following