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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
Quantpedia
86 documents
TqSdk
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

SuperMind

This A-share screening idea combines a daily net-buying condition with two trend filters: today’s position increase must exceed 5%, the weekly close must cross above its 30-week average, and the 20-day moving average must be above the 120-day average. The…

China marketsEquitiesTrend followingTechnical indicators
Freqtrade

This Freqtrade strategy uses a variable moving average and an OTT trailing-line calculation to generate directional entries on a one-hour chart. It enters long when the variable average crosses above OTT and short when it crosses below. The OTT function…

CryptoTechnical indicatorsTrend followingRisk management
MQL5 code base

The document describes a MetaTrader indicator that tracks two user-configurable moving averages and alerts when they cross. Traders can select from several average types, adjust periods and shifts, change chart colors, and display directional arrows. Alerts…

Technical indicatorsTrend following
ProRealCode

The document describes an Ichimoku-based indicator intended to confirm or reject whether a market is trending, alongside screeners for finding markets in trends or ranges. It defines a bullish alignment through the relative positions of Chikou, price,…

Technical indicatorsTrend followingBreakout
ProRealCode

The system takes a long position in the DAX when Monday’s regular-session close is below its daily 34-period simple moving average. It enters at 17:45 on Monday and plans to exit at 09:00 on Wednesday. The code checks the weekday and time on an intraday…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades when the ColorMomentum_AMA indicator changes direction. The signal is evaluated at bar close, and the advisor places a trade based on that change. It also gives an installation note for the compiled…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The indicator links successive highs and lows from multiple timeframes with trend lines, while also plotting the high and low levels themselves. It is intended to help users see both important price levels and the prevailing direction of movement on charts…

Technical indicatorsTrend followingBreakout
SuperMind

This document explains a simple automated Forex strategy driven by the crossover relationship between short- and long-period moving averages. When the short average is above the long average, the EA treats the market as bullish, closes any sell positions,…

ForexTrend followingTechnical indicatorsRisk management
BigQuant

This note presents a simple crossover interpretation of Kaufman’s Adaptive Moving Average. It describes a possible entry when price has been below the indicator and a bullish candle moves above it. A downward cross, especially when the indicator changes…

Technical indicatorsTrend followingEquities
BigQuant

The document explains MACD as a trend and momentum indicator made up of a MACD line, a signal line, and a histogram. It describes bullish signals when the MACD line crosses above the signal line or rises while below zero, and bearish signals when it crosses…

Technical indicatorsMomentumTrend followingEquities
MQL5 code base

Begin_Trend_v02 is described as a normalized version of an earlier indicator. It displays a red or green histogram when a strong trend in the opposite direction is detected, with the signal appearing when an upper or lower line crosses zero. The document…

Technical indicatorsTrend following
ProRealCode

The document describes an indicator that evaluates a grid of Supertrend settings across different ATR lengths and multipliers. Each configuration is treated as an always-in-market system: trend changes close the current position and open one in the opposite…

Technical indicatorsTrend followingBacktestingStatistics
MQL5 code base

The document describes an adaptive simple moving average intended to respond more quickly than a standard SMA. Because an SMA uses whole-bar periods, adapting its period can produce abrupt slope changes; treating each slope change as a trading signal may…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The Decycler Oscillator description gives a simple directional interpretation: an indicator reading above zero signals an upward trend, while a reading below zero signals a downward trend. It does not explain how the oscillator is calculated, how often it…

Technical indicatorsTrend following
MQL5 code base

Supertrend uses Average True Range (ATR) to place upper and lower bands around a source price. The multiplier scales the distance from price, so the bands reflect recent volatility. The indicator marks an uptrend with a green line and a downtrend with a red…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This brief indicator note describes a trend envelope calculation that can use smoothed or filtered prices instead of raw prices. The stated purpose of smoothing is to reduce the number of signals, which may help traders screen out some moves according to…

Technical indicatorsTrend following
ProRealCode

The Super Trend Fisher is presented as a trend and reversal indicator combining a detrended price oscillator, Fisher transform, and volatility-adjusted SuperTrend levels. The DPO component removes a moving-average reference to emphasize shorter price…

Technical indicatorsTrend followingVolatilityMomentum
MQL5 code base

Trend Score, attributed to Tushar S. Chande and described in a 1993 magazine article, is presented as an indicator of both trend direction and strength. The document outlines configurable price and comparison methods, including current open versus close or…

Technical indicatorsTrend following
MQL5 code base

The document describes a modified Arnaud Legoux Moving Average indicator. The original ALMA is characterized as smoothing small price fluctuations and making the underlying trend clearer through repeated moving-average processing. The modified version adds…

Technical indicatorsTrend following
MQL5 code base

This histogram indicator presents trend changes from a crossover approach attributed to Sylvain Vervoort. The described system compares a triple exponential moving average of typical price with a triple exponential moving average of the Heikin-Ashi close.…

Technical indicatorsTrend following
MQL5 code base

This indicator applies the relative strength index separately to open, high, low, and close prices, then displays the results as candles. Before calculating the RSI, users can smooth the input prices with a simple, exponential, smoothed, or linear weighted…

Technical indicatorsTrend following
BigQuant

This article explains how a rolling average smooths a time series and why longer lookback windows produce smoother but slower signals. It compares simple, exponential, linearly weighted, triangular, and volatility-adjusted moving averages, focusing on how…

Technical indicatorsTrend followingMomentumFutures
MQL5 code base

The document describes an Expert Advisor that opens positions from XOSignal indicator arrows confirmed at bar close. It then adds to a position when the most recent deal has gained more than a configurable point threshold. The number of additions and the…

ForexTrend followingPosition sizingBacktesting
ProRealCode

The Deviation Trend Profile combines a simple moving average (SMA), ATR-scaled bands, trend-turn markers, and a histogram of closing prices. It calculates an SMA and a 200-bar ATR, then plots three deviation levels above and below the average using…

Technical indicatorsVolatilityTrend followingStatistics