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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

This indicator description modifies the standard Moving Average Convergence Divergence (MACD) calculation by replacing its regular exponential moving averages with RSI-adaptive EMAs. Because the averages adapt, the resulting MACD is intended to respond more…

Technical indicatorsMomentumTrend following
Freqtrade

This five-minute Freqtrade strategy combines moving averages, directional movement, ADX, and RSI to generate long entries and exits. It compares 120-period and 240-period simple moving averages to classify the broader trend, while exponential averages of…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

The document outlines a stock-selection screen that ranks companies by money-flow strength, requires a dividend payout ratio above 25% in 2019, and selects stocks whose 30-day moving average is rising. It interprets stronger money flow as investor attention,…

China marketsEquitiesMomentumTrend following
MQL5 code base

The document briefly describes the Predictive Moving Average, attributing it to John Ehlers’s book Rocket Science for Traders. Its trading rule is based on the indicator’s color: buy while the line is green and sell while it is red. This is presented as one…

Technical indicatorsTrend followingBacktesting
MQL5 code base

Trend Arrows plots a moving support or resistance level as dots on a price chart. It uses an average price over a selected amount of data to calculate its values. During a downward trend it displays resistance dots; during an upward trend it displays support…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes a double weighted moving average as an indicator that applies the calculation loop for a linear weighted moving average twice. It says this produces smoother values than a standard linear weighted moving average, though it does not…

Technical indicatorsTrend following
MQL5 code base

The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. Its stated purpose is to identify whether a trend is present and determine its direction, helping traders avoid holding positions against the…

Technical indicatorsTrend followingMomentum
SuperMind

The note explains the low-lag trend line (LLT) as a timing indicator derived from signal processing. It frames moving averages as low-pass filters: they smooth short-term price fluctuations while retaining slower trend movement. LLT applies a second-order…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen targets Chinese A-share companies in the metaverse industry whose current average price is above the five-day moving average. It also excludes stocks listed in Beijing. The article gives equivalent screening concepts for a market formula…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

WPRslow is described as a semaphore-style signal indicator built from Williams’ Percent Range oscillator. Its stated purpose is to identify slower-moving trends, distinguishing it from an approach aimed only at short-term price fluctuations. The document…

Technical indicatorsTrend following
SuperMind

This stock-selection example combines a daily range filter, a morning-star-style candlestick condition, and a trend filter requiring the 20-day moving average to be above the 120-day moving average. Its accompanying indicator formula also includes a…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This document describes a smoothed Simple Trend Detector displayed as a histogram. It outlines two coloring modes: one marks breaks beyond overbought or oversold levels, while the other marks changes in the indicator’s direction. The display is centered…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator description outlines an enhanced Heikin Ashi tool for chart analysis. It offers five configurable smoothing approaches: simple, exponential, double-smoothed exponential, smoothed, and weighted moving averages. A multi-timeframe option maps…

Technical indicatorsTrend followingForex
MQL5 code base

The described Expert Advisor applies Bill Williams-style indicators in three stages. It first seeks bullish or bearish divergence as a possible trend reversal signal. It may add to a winning position when the Awesome Oscillator prints a specified sequence of…

Trend followingTechnical indicatorsPosition sizingRisk management
MQL5 code base

This note outlines a nonlinear Kalman-style filtering method attributed to John Ehlers. It first smooths price with an exponential moving average or a three-pole filter, calculates the difference between price and that smoothed baseline, and smooths the…

Technical indicatorsTrend followingStatistics
MQL5 code base

The indicator described as the Ultimate Moving Average combines three moving averages into one weighted value. Users can choose among simple, exponential, smoothed, and linear weighted averages, then adjust the periods and the weight assigned to each. Its…

Technical indicatorsTrend following
SuperMind

This Chinese stock-selection rule filters main-board shares by turnover between 3% and 12% and circulating market capitalization between 5 billion and 10 billion yuan. It then looks for five-, ten-, and twenty-day moving averages that are each higher than…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The document outlines a stock screen combining at least five overlapping moving averages with a close above the Bollinger middle band and below the upper band. It presents the overlap as a sign that short and medium term trends agree, and the Bollinger…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…

ForexEquitiesTrend followingTechnical indicators
SuperMind

The document describes a Chinese equity screening idea that combines daily price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an opening price near the ten-day average. The stated rationale is to find…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock screen combines three technical conditions: the 20-day moving average must exceed the 120-day moving average, RSI must be below 65, and the intraday high-low range must exceed 1% of the closing price. Together, these rules aim to find stocks with…

EquitiesTechnical indicatorsTrend following