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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
Quantopian lectures
45 documents
Binance API docs
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 document gives a brief description of a trend-oriented trading setup built from moving averages and the Accelerator Oscillator. It specifies moving averages across three timeframes, using five averaging periods, and Accelerator Oscillator readings on two…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The author describes an automated version of a manual DAX day-trading approach on five-minute charts. It uses 20-, 180-, and 200-period moving averages to define trend alignment and slope. Long entries require the averages to be ordered upward, all three to…

FuturesTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document outlines an Expert Advisor that trades signals from a trend-arrows indicator. A signal is considered formed when a large colored dot appears, with the decision made at the close of the bar. The system depends on a compiled indicator file, and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document introduces the Trend Quality oscillator, attributed to David Sepiashvili, as a tool for assessing trend direction and stability. Its inputs include fast and slow exponential moving average periods, periods for trend and noise scaling, a…

Technical indicatorsTrend following
FMZ forum

This Chinese-language tutorial builds a simple automated moving average crossover strategy and explains its main loop, account queries, trade actions, logging, and polling interval. It uses separate fast and slow period settings for entries and exits, with…

Technical indicatorsTrend followingPosition sizingExecution
SuperMind

This Chinese equity screening idea targets stocks classified in the metaverse sector whose opening price moves around the ten day moving average, with turnover between 3% and 12%. The stated formula expresses a move from below the average toward or above it,…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This A-share screening proposal combines three filters: at least five moving averages are aligned or overlapping, the stock’s 20-day average is above its 120-day average, and a convertible-bond-related field is nonempty. The author interprets clustered…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

The document introduces StepRSI_v5.2, a trend indicator built from an RSI-like oscillator and its signal line. Its output is displayed as a colored cloud, giving traders a visual way to interpret the relationship between the oscillator and signal as a trend…

Technical indicatorsForexTrend following
MQL5 code base

The document describes an SSL trend indicator that marks possible trend-change moments with colored icons. It can also generate alerts, including email and push notifications. This makes it a visual monitoring tool for traders who want signals surfaced…

Technical indicatorsTrend following
SuperMind

This stock screen combines three conditions: daily price amplitude above 1%, a 2019 dividend yield above 25%, and the 20-day moving average above the 120-day moving average. The document presents the combination as a way to find volatile stocks with a strong…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

This Chinese-equity screening proposal combines alignment among at least five moving averages with a condition that the 20-day average exceeds the 120-day average. It also calls for considering company characteristics, including industry context,…

EquitiesTechnical indicatorsTrend followingBacktesting
BigQuant

This report surveys hedging choices for U.S. equity portfolios during drawdowns and recessions, drawing on a historical sample from 1985 through 2018. It contrasts rolling index puts and short credit risk with Treasury and gold exposures, then examines…

EquitiesFuturesOptionsTrend following
SuperMind

This review compares passive and active approaches to protecting U.S. equity portfolios during severe drawdowns and recessions. Its sample covers 1985–2018, including eight equity declines greater than 15% and three U.S. recessions. It discusses rolling S&P…

EquitiesFuturesOptionsTrend following
MQL5 code base

The document describes d_XMA, an indicator whose moving-average period changes during a trend. It identifies the indicator’s author and notes that it was first published in the MQL4 Code Base before being adapted for MQL5. The implementation relies on a…

Technical indicatorsTrend following
SuperMind

This stock screen looks for a daily range above 1%, rising bottoms, and an opening price within 5% of the 10-day moving average. The intended logic is to combine active price movement with improving support and an opening level near a short-term trend…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This document describes an MQL5 class for calculating Wilder’s Average Directional Movement Index with a ring buffer. It explains the initialization settings, including the smoothing period and method, buffer capacity, and input indexing mode. The class…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a MetaTrader 5 version of the Trend Trigger Factor, an indicator introduced by M.H. Pee in 2004. The described variant adds T3 smoothing, intended to reduce false signals, and presents the indicator as a standalone tool that does not…

Trend followingTechnical indicators
MQL5 code base

The document describes an Expert Advisor built around a dynamically calculated moving average whose period grows from a price-line intersection until the next intersection, then resets. A long signal occurs when a signal bar closes above the line after the…

Technical indicatorsTrend followingBacktestingRisk management
SuperMind

This document describes a technical screen for stocks in the metaverse industry. It combines three indicator conditions, including MACD and moving-average crossover checks, with a requirement that weekly MACD be above zero. The intended use is to find stocks…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese equities screen combines a turnover rate between 3% and 12%, a reversal pattern, and a prior-day closing price above the 250-day moving average. The article presents turnover as a way to select actively traded shares, the reversal condition as a…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This short description presents ExTrendV2_HTF, a version of the ExTrendV2 indicator that lets the user select the timeframe used by the indicator through an input parameter. The supplied default is a four-hour period. The practical idea is to make a…

Technical indicatorsTrend following
ProRealCode

This document describes an indicator intended to identify trend-following engulfing patterns and mark order blocks using the range of the engulfing pattern’s first candle. Its accompanying calculation estimates the slope and curvature of a 21-period moving…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Detrended Price Oscillator (DPO) compares price with a simple moving average shifted back by roughly half its period plus one bar. It is intended to make shorter price waves within a longer trend easier to see, and is plotted in a separate chart window.…

Technical indicatorsTrend followingMomentum
SuperMind

This document explains industry rotation as a strategy that shifts equity exposure toward sectors showing stronger performance and may reduce equity holdings when conditions look unfavorable. It discusses possible drivers, including economic cycles, policy,…

China marketsEquitiesMomentumTrend following