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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

The MultiMaRsiSignal indicator summarizes active trend direction using five MaRsi-Trigger indicators calculated on different timeframes. It presents their states as colored lines: rising readings are green, falling readings are pink, and flat readings are…

Technical indicatorsTrend following
MQL5 code base

This entry describes a trend indicator whose values are derived from signals produced by a group of moving averages. The averaging periods change according to an arithmetic progression, giving the indicator a structured set of lookback lengths for assessing…

Technical indicatorsTrend following
ProRealCode

This indicator combines swing-point fractals with selected bar counts drawn from Ichimoku number theory. It identifies an initial swing high or low using a configurable fractal shoulder, then tracks up to two further swing points and marks the specified…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document outlines a simple trading rule based on an indicator’s color and its position relative to a fixed threshold. A green reading signals a buy, while a red reading signals a sell. The threshold separates conditions classified as directional from…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades signals from the BnB trend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA is presented as a way to automate entries based on that indicator event; the…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator uses three ADX periods, set by default to 10, 14, and 20, to display trend regions on the main price chart. It marks where a trend appears to begin and end and where the market lacks a clear trend. An optional alert can signal when a…

Technical indicatorsTrend followingRisk management
FMZ forum

The document surveys systematic fund approaches and the markets where they are commonly used. It distinguishes trend following, countertrend trading, statistical arbitrage, convertible arbitrage, fixed income trades, commodity spreads, and global macro or…

Multi-assetTrend followingMean reversionArbitrage
ProRealCode

The indicator uses the slope of a linear regression on closing prices as a measure of trend direction and intensity. It proposes testing whether the slope differs statistically from zero: a slope not distinguishable from zero is treated as a sideways market,…

StatisticsTechnical indicatorsTrend following
MQL5 code base

ForexLineSign is described as a semaphore-style indicator that issues signals when the estimated trend direction changes. It determines direction from the relative positions of a fast and a slow smoothed moving average, using their crossings or ordering to…

ForexTrend followingTechnical indicators
SuperMind

This Chinese-language post describes an equity screening rule built around three conditions: price range above a threshold, turnover between specified bounds, and a weekly close crossing above its 30-week moving average. The stated rationale is to combine…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This short description introduces a variation of the Deviation Stops indicator and suggests using its plotted values as support or resistance levels. It distinguishes this version from the Kase DevStops indicator, noting that the two are calculated…

Technical indicatorsTrend followingRisk management
MQL5 code base

The Market Direction Indicator is presented as a tool for anticipating moving-average crossovers. Its inputs include fast and slow moving-average periods, a price series, and a cutoff measured in points. The cutoff defines a neutral zone intended to filter…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems, one based on BykovTrend_V2 and the other on ColorX2MA. Each system can generate an entry when a bar closes and either indicator changes color to signal a trend change.…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The document describes a pair of adaptive moving averages intended for use like slower conventional averages. The main average starts with a smoothing factor determined by a length setting. When price makes new rolling highs while above the average, or new…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a version of the Accumulative Swing Index Smoothed that adds floating levels for trend assessment. Instead of comparing the indicator against fixed thresholds, the levels move so the indicator can adapt to changing conditions. The…

Technical indicatorsTrend following
MQL5 code base

The document describes a colored Schaff Trend Cycle indicator calculated from the difference between two JJRSX oscillators with different lookback periods. It presents the indicator as a trend-cycle tool, but provides no explanation of the calculation steps,…

Technical indicatorsTrend following
Cryptohopper blog

The article recommends waiting for a possible bottom to form before buying a cryptocurrency dip. Its main signal is a higher low, interpreted as evidence that downward momentum may be weakening. It then describes an AB=CD-style three-wave reversal: the BC…

CryptoTechnical indicatorsTrend followingBreakout
MQL5 code base

The document introduces Perry Kaufman’s Adaptive Moving Average (AMA), a moving average designed to reduce sensitivity to price noise while limiting lag in detecting trends. It describes AMA as an alternative to conventional moving averages, highlighting its…

Technical indicatorsTrend following
MQL5 code base

This brief entry introduces EMAAngle as a trend indicator constructed from a simple moving average. It identifies the indicator’s original authors and says it was first implemented in MQL4 and published in 2007. The entry points to an illustration, but the…

Technical indicatorsTrend following
SuperMind

This note describes a Chinese equity screening rule combining three conditions: daily amplitude above 1, circulating market capitalization above 10 billion yuan, and the 20-day moving average above the 120-day moving average. The moving-average relationship…

China marketsEquitiesTrend followingTechnical indicators
Hummingbot docs

Hummingbot release 1.18.0, dated July 24, 2023, introduced platform and connector changes relevant to automated trading. The release upgraded the software to Python 3.10, added direct Uniswap pool quoting through QuoterV2 as an alternative to router-based…

CryptoExecutionTechnical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by a three-state MaRsi-Trigger indicator. It generates a signal when a bar closes and the indicator registers a trend reversal. To reduce processing work, the Expert…

ForexTrend followingTechnical indicatorsBacktesting
FMZ forum

This Chinese allegory presents three approaches through hunters facing animals that move within ranges, trend in one direction, or wander unpredictably. The range trader waits near perceived boundaries and considers fading an extended move only after it has…

Trend followingMean reversionVolatilityRisk management