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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

ProRealCode

This short indicator description presents a simple version of the Belkhayate Iceberg display. It calculates a linear regression center from total price over a chosen length, then compares the current center with its prior value. A falling center is marked…

Technical indicatorsTrend following
BigQuant

This Chinese research note explores bull-bear indicators in three equity applications: timing broad indices, rotating among industries, and setting index constituent exposure. For direct index timing, it adapts the dual moving average idea by comparing…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes an equity screen requiring daily amplitude above one percent, an opening price near the 10-day moving average, and the prior closing price above the 250-day moving average. Its rationale combines short-term movement, an opening near a…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

The document describes a higher-timeframe variant of the Color Schaff Trend Cycle indicator for MetaTrader 5. Its distinguishing feature is an input that lets the user select the period from which the indicator draws its data; the example default is a…

Technical indicatorsTrend following
ProRealCode

The GRaB indicator colors candles by comparing closing price with three moving averages of the same configurable period: one each for highs, lows, and closes. The described default uses a 34-period exponential moving average. Candles are green when the close…

Technical indicatorsTrend followingMomentum
pysystemtrade

This example adapts a pysystemtrade introductory trading rule to use spot foreign exchange prices from Interactive Brokers rather than futures prices from CSV files. It connects through ib_insync, retrieves configured currency-pair histories, and illustrates…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a chart indicator that displays trend or trade direction using data from an EMA prediction indicator calculated on a selected timeframe. Users can choose the instrument, timeframe, fast and slow moving-average periods, average types,…

Technical indicatorsTrend following
ProRealCode

This indicator colors candles according to whether the close is above or below a selected moving average. Candles above the average receive a bullish color, while those below receive a bearish color. A candle moving against the prevailing side of the average…

Technical indicatorsTrend following
ProRealCode

The document describes a trend-following indicator built from a moving average of the prior day’s typical price. It plots five fixed-distance bands above and below that average; the user sets the period and band increment, with 20 periods and an increment of…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes a velocity indicator framed as a smoother form of momentum that does not introduce lag. It offers four calculation presentations: unnormalized velocity, normalization by average true range, and normalization by standard deviation with…

Technical indicatorsMomentumTrend followingVolatility
ProRealCode

This indicator plots end-of-day pivot levels for cash-market indices using prior market data. Its central floor pivot is the average of the prior close, high, and low. It derives three support and three resistance levels around that pivot, and also plots the…

Technical indicatorsBreakoutTrend followingRisk management
SuperMind

The document describes a Chinese equity screen that selects stocks with at least five moving averages overlapping, a circulating share count no greater than 5.5 billion, and a 20-day moving average above the 120-day average. It then proposes sorting…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes an indicator that displays BrainTrend2_V2 trend colors across ten separate timeframes. Each line represents an instance of that indicator, with its color reflecting the source indicator’s candlestick state. This lets a trader compare…

Technical indicatorsTrend followingMulti-asset
ProRealCode

This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

This document explains a trend indicator that combines an FDI-based adaptive window, a triangular moving average, and a Jurik filter. Its averaging period contracts in cleaner trends and expands in noisier conditions; Jurik smoothing is then applied to…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This indicator presents signals from an ADXCrossing calculation on a chart, using a selected financial instrument and timeframe. It distinguishes a continuing trend from a trend change: continuation appears as a horizontal arrow, while a change uses a…

Technical indicatorsTrend followingMomentum
MQL5 code base

This indicator presents trend information by tracking the positions of Chandelier Stops calculated across ten timeframes. Each plotted line corresponds to one timeframe’s indicator. The line color indicates whether the stop is below the chart’s minimum price…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The Choppy Market Index (CMI) estimates directional movement by dividing the absolute change between the latest close and the close n bars earlier by the high-to-low range across that lookback, then scaling the ratio by 100. A low reading suggests that price…

Technical indicatorsTrend followingMean reversionStatistics
FMZ forum

This teaching example describes a trend strategy for cryptocurrency futures using two exponential moving averages. It looks for a local peak or trough in both EMA series: matching troughs trigger a long entry, while matching peaks trigger a short entry. A…

CryptoFuturesTrend followingTechnical indicators
ProRealCode

This indicator identifies a three-swing formation that may signal a change in trend. It tracks successive local highs and lows, using a lookback window to confirm pivot points. In a bearish setup, a high is followed by a low and a lower high; the pattern is…

Technical indicatorsBreakoutTrend following
MQL5 code base

This expert advisor uses the SSL_NRTR indicator to identify potential trend changes. It generates a signal when a bar closes and the indicator switches from a neutral state to a trend state, or changes from one trend direction to the other. The strategy can…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

The document describes a stock-selection screen that ranks shares by relative volume, keeps those with previous-day turnover above 8%, and requires the 20-day moving average to exceed the 120-day moving average. It interprets relative volume as a proxy for…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes an adaptive Kalman trend filter as an indicator for reducing noise in market prices. It adjusts how quickly the filter responds as market conditions change, aiming to balance a smoother trend estimate with responsiveness to price…

Technical indicatorsStatisticsTrend following