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
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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

BigQuant

This document outlines a Turtle style trend following strategy for stocks. It buys when the close crosses above the prior 20 trading days’ high and exits when the close crosses below the prior 10 trading days’ low. The examples define signals using current…

EquitiesTrend followingBreakoutBacktesting
ProRealCode

The document describes a dual version of the Average Directional Index (ADX). It computes directional movement and average true range, derives positive and negative directional indicators, then presents a smoothed ADX alongside a faster unsmoothed reading.…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator combines a Laguerre RSI with a Laguerre filter signal line, keeping the calculation within a single indicator family. It can also display a no-trade zone intended to flag ranging markets where trading may be better avoided. A configurable…

Technical indicatorsMean reversionTrend following
MQL5 code base

This document describes a visual indicator that summarizes the direction of a ColorStepXCCX oscillator across ten timeframes. It colors each timeframe square green when the oscillator is rising, pink when it is falling, and gray when neither direction…

Technical indicatorsTrend following
BigQuant

The note recasts a past trading approach as a daily double moving average strategy, using crossovers as signals. The author reports that this approach produced losses over several consecutive years, offering a cautionary personal outcome rather than a…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document describes a technical indicator that applies exponential moving average smoothing five times. It accepts a real-valued period and allows the resulting indicator to be shifted horizontally or vertically, giving users control over its display or…

Technical indicatorsTrend following
ProRealCode

Kaufman’s Adaptive Moving Average (KAMA) adjusts its smoothing in response to the market’s directional efficiency. The described calculation compares the absolute price change over a lookback interval with the sum of absolute one-step price changes over that…

Technical indicatorsTrend followingStatistics
MQL5 code base

The Elastic Volume Weighted Moving Average (EVWMA) is presented as a trend indicator that adapts its averaging behavior to market conditions. Instead of using a fixed averaging period, it uses volume or time, incorporating volume information into the moving…

Technical indicatorsTrend followingForex
MQL5 code base

PFE2 is described as a smooth oscillator displayed as a color histogram, intended to show current market trends. The document offers little detail about its calculation or interpretation: the original author is unknown, and no explanation of the indicator’s…

Technical indicatorsTrend following
MQL5 code base

The Squize_MA indicator displays where two moving averages with different averaging periods intersect, alongside horizontal price limits. Its trading premise is that a breakout beyond those flat limits may signal conditions for a sustained trend. The…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document explains the double exponential moving average as a way to reduce the lag of a conventional moving average. It describes constructing DEMA from an exponential moving average and a second exponential average applied to the first, then combining…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document introduces the ZeroLAG moving average as an attempt to reduce the delay associated with conventional moving averages. It says the indicator was described in a technical analysis journal in April 2000 and characterizes it as having substantially…

Technical indicatorsTrend following
MQL5 code base

The document describes a chart indicator called Precision Trend. It presents the tool as a trend indicator with some differences from other existing indicators, although it does not explain those differences or provide the calculation method. In the…

Technical indicatorsTrend following
ProRealCode

The Genesis Matrix dashboard combines four colored signals into a directional filter: TVI slope, CCI relative to zero, T3 moving-average slope, and a GannHiLo price test. The described system triggers a buy when all four indicators turn blue from red, and a…

Technical indicatorsTrend followingEquities
MQL5 code base

This indicator extends an RSI adaptive EMA by adding floating levels to help decide when the trend state has changed. The added thresholds are intended to reduce false changes caused by frequent shifts in the indicator’s slope during range-bound markets.…

Technical indicatorsTrend followingEquities
BigQuant

This research report examines market timing with breadth measures built from the constituents of the CSI 300. A diffusion indicator estimates the share of index stocks showing positive trends, offering a view of how broadly market direction is shared. The…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This article explains industry rotation in China’s A-share market, describing how economic cycles, policy, fundamentals, and herding can cause leadership to shift across sectors. It outlines a momentum approach that ranks industry indexes by weighted returns…

China marketsEquitiesMomentumTrend following
BigQuant

This Chinese equities strategy looks for stocks with a bullish moving-average stack: the five-day average exceeds the ten-day, then the twenty-day, forty-day, and one-hundred-twenty-day averages. It adds a pullback condition: the day’s low must fall below…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

The Prevailing Trend oscillator represents bullish and bearish market components with separate lines labeled Up and Down. It estimates the Up line as a moving average of bullish candlesticks over a selected period, and the Down line as a moving average of…

Technical indicatorsTrend following
ProRealCode

This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…

Technical indicatorsMomentumTrend followingFutures
MQL5 code base

The document explains an extended Moving Slope Rate of Change indicator. The basic MSROC estimates price slope from a least-squares line rather than using the direct price change of conventional rate of change. The text says this smoothing reduces false…

Technical indicatorsTrend followingStatistics
ProRealCode

The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…

Technical indicatorsTrend followingVolatility
MQL5 code base

This short description presents Ultra Trend as a standalone indicator for MetaTrader 5 that can operate across supported chart timeframes. It highlights three special timeframe choices: the second higher timeframe, the third higher timeframe, and an…

Technical indicatorsTrend following