Skip to content

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

SuperMind

The proposed equity screen selects stocks with RSI below 65, seven consecutive down sessions, and a 20 day moving average above the 120 day average. The combination looks for a recent pullback within a longer-term upward trend, using the RSI threshold as an…

EquitiesTechnical indicatorsMean reversionTrend following
MQL5 code base

The Donchian Channel is presented as a way to track price movement and trend while marking potential support and resistance. For a selected lookback of prior bars, the indicator calculates the highest high, lowest low, and their midpoint. The document gives…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes an adaptive version of the Double Exponential Moving Average (DEMA) that uses Jurik Volty to adjust its behavior. It presents adaptivity as a natural fit for some moving-average indicators and compares the adaptive version with a…

Technical indicatorsVolatilityTrend following
ProRealCode

This indicator pairs ATR-based SuperTrend regime changes with a relative-volume confirmation filter. It estimates buying and selling volume from each bar’s close within its high-low range, then compares a fast EMA of each side’s volume with a slower EMA…

Technical indicatorsTrend followingVolatilityBacktesting
BigQuant

The article describes a long-only Chinese equity strategy that uses a ResNet101 image classifier to identify strong stocks during pullbacks in an established uptrend. Its rationale combines buying a retracement in a strong trend, favoring stocks that…

EquitiesMachine learningTrend followingMomentum
MQL5 code base

The document outlines an Expert Advisor that uses changes in the color of the Directed Movement indicator’s cloud as its trading signal. A signal is generated when a bar closes and the cloud color has changed, so the method relies on confirmed bar data…

Technical indicatorsTrend followingBacktesting
SuperMind

This note presents an equity screen for stocks whose codes begin with 60, whose 20-day moving average is above the 120-day average, and whose multiple moving averages cluster closely together. The initial description calls for at least five overlapping…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document describes a MACD histogram indicator that displays the difference between the MACD line and its signal line using changing colors. The colors are intended to make crossovers, movement across the zero line, and shifts in trend direction or…

Technical indicatorsMomentumTrend following
FMZ forum

The article surveys market-timing signals based on moving averages, Bollinger Bands, volume, order-book depth, and price-cycle highs and lows. Its main proposal combines highs and lows from a longer horizon with those from a shorter horizon to classify…

CryptoTechnical indicatorsTrend followingRisk management
MQL5 code base

Aroon Horn is described as a trend-direction indicator built from the Aroon indicator. It aims to filter minor price fluctuations and displays bullish, bearish, and filtered or neutral readings with different colors. The user can adjust the calculation…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes an Expert Advisor that trades signals from the ExchangePrice trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. The EA therefore follows shifts in the indicator’s trend state, with decisions…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The Flat indicator is described as a tool for measuring market volatility and displaying conditions through colored dots. Red dots mark strong trends, gray dots mark weak trends, and blue dots indicate moderate trends. Its inputs include a smoothing period…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator combines a variable moving average with a display of trend direction and strength. It can round the latest value and channel levels to a chosen number of digits, and places colored dots on the moving average to show the trend. The description…

Technical indicatorsVolatilityTrend following
MQL5 code base

This Expert Advisor bases its entries on Bill Williams’ Awesome Oscillator (AO) and Accelerator Oscillator (AC). It buys when both indicators are green and sells when both are red; an open position is exited when either indicator changes color. Signals are…

ForexTechnical indicatorsTrend followingBacktesting
backtrader

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

Technical indicatorsTrend followingBacktestingExecution
ProRealCode

The document introduces Kagi charts, a price-focused representation in which the horizontal time spacing is not uniform. Vertical segments track price movement, while horizontal inflection segments connect changes. Direction and color reflect whether price…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This document describes an expert advisor that trades when the MultiTrend_Signal_KVN indicator shows a new arrow as a bar closes. It identifies a change in the indicator’s trend direction as the entry signal. The described test uses the advisor’s default…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

This DAX trading idea opens a long position on Monday at the specified morning entry time if the current price is more than 50 points above the previous day’s close. It exits at a preset time later that morning and sets a 50-point loss stop. The code also…

FuturesTrend followingBreakoutRisk management
MQL5 code base

This document describes an indicator that plots a trendline at a user-selected angle, such as 45 degrees, using recent price highs and lows over a chosen number of bars. It is intended as a visual aid for price-action analysis, where traders may use line…

Technical indicatorsTrend following
SuperMind

The proposed stock screen combines an RSI range, a ratio of outside to inside trading volume above a stated threshold, and a 20-day moving average above a 120-day average. The article frames these conditions as a mix of market sentiment, trading-flow…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief note describes a multi-time-frame version of a corrected Wilder double smoothed exponential moving average indicator. In addition to standard chart time frames, it offers three relative choices: the first, second, and third time frames above the…

Technical indicatorsTrend following
MQL5 code base

The document describes Quarters Theory, which divides price movement into four zones above and below a chosen base level. It lists possible bases such as recent daily, weekly, or monthly prices, period opens, and a user-defined level. Quarter boundaries and…

Technical indicatorsMean reversionTrend following
MQL5 code base

The indicator described changes the color of a moving-average line when the Commodity Channel Index crosses configured upper or lower thresholds. An upward crossing marks an uptrend state and a downward crossing marks a downtrend state, providing a visual…

Technical indicatorsTrend followingForex