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
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

MQL5 code base

This document introduces the Fractal Adaptive Moving Average, attributed to John Ehlers, and describes a basic way to apply the indicator: watch for crossings between its main line and a signal line. It identifies the plotted lines by color in the source…

Technical indicatorsTrend following
MQL5 code base

Waddah Attar Trend Candles is a candlestick chart indicator built from Waddah Attar Trend histogram values. It calculates those values from the chart’s open, high, low, and close price series, then presents them as candles. The description also notes that…

Technical indicatorsTrend following
ProRealCode

This strategy describes an hourly DAX breakout approach. It enters long when price crosses above a prior Donchian channel high, with the MACD histogram rising and nonnegative, RSI above a threshold, and price above a moving average. A stop is placed at the…

FuturesBreakoutTrend followingTechnical indicators
MQL5 code base

This brief description identifies LeManTrendSign as a semaphore signal indicator built on the LeManTrend algorithm. Semaphore indicators typically mark potential turning points or signal locations on a chart, but the document does not explain how this…

Technical indicatorsTrend following
MQL5 code base

This short indicator note describes presenting the output of an LSMA angle calculation as a sequence of candlesticks derived from price time series. It suggests that showing the values in candle form may make the indicator more informative for analysis, but…

Technical indicatorsTrend following
SuperMind

This proposed A-share screen targets companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive earnings, then selects stocks trading above their 30-day moving average. The stated rationale is to combine a size and…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese stock screening proposal looks for shares with price amplitude above a stated level, a previous-day condition described as main-force control, and a 20-day moving average above the 120-day moving average. The author presents the moving averages…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

This document describes a chart indicator that identifies Harami candlestick patterns and optionally filters its signals with a moving average, RSI, or MACD. Its default setup uses the Harami pattern alone; the author says the added candle made signals in…

Technical indicatorsTrend following
ProRealCode

PhantomFlow identifies trend from market structure rather than smoothing price and reading its slope. It detects five-bar fractal highs and lows, which are confirmed two bars after the swing, then applies a zigzag filter so accepted pivots alternate between…

Technical indicatorsTrend followingRisk managementBacktesting
MQL5 code base

This brief description presents RBVI, or Relative Broker Vigor Index, in histogram form and explains three color states. Gray represents a flat market, blue denotes a moderate or slow trend, and yellow signals a very strong trend. The display is intended to…

Technical indicatorsTrend followingForex
SuperMind

This document outlines a Chinese stock screen requiring at least five moving averages to converge, weekly MACD to be above its zero line, and the 20-day moving average to exceed the 120-day moving average. It gives examples of the moving-average periods as…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

The Schaff Trend Cycle combines Slow Stochastics with the Moving Average Convergence/Divergence indicator. The document explains that the standard MACD can respond slowly because of its signal line, which may delay recognition of currency trends. This…

Technical indicatorsForexMomentumTrend following
FMZ forum

A wedge forms when successive price swings fit between converging trendlines that slope upward or downward. The article describes wedges as potential reversal patterns: a falling wedge may break upward, while a rising wedge may break downward. Traders can…

Technical indicatorsBreakoutTrend followingRisk management
ProRealCode

This document describes a rule for identifying potential bullish or bearish breaks through the Ichimoku cloud, also called the Kumo. It calculates the Tenkan-sen and Kijun-sen from recent highs and lows, then derives the two cloud spans using shifted values.…

Technical indicatorsBreakoutTrend following
SuperMind

This post presents a technical stock screen for Chinese equities using RSI below 65, a rising MACD DEA signal, and an upward moving-average structure. The initial rule specifies the 20-day average above the 120-day average; its final version tightens the…

EquitiesChina marketsTechnical indicatorsMomentum
Kraken Learn

This Chinese-language post describes an A-share stock screen combining three conditions: membership in the metaverse theme, appearance on the previous day's trading activity list, and a rounded chart pattern that the author interprets as a possible bottoming…

EquitiesChina marketsTechnical indicatorsTrend following
Amberdata research

This indicator description presents a version of the Parabolic SAR that can calculate its display using a timeframe selected in the input settings. The example input defaults to a four-hour period, allowing a trader to view higher-timeframe SAR information…

Technical indicatorsTrend following
MQL5 code base

ADXm is described as a variation on the traditional ADX indicator that makes trend direction easier to read. It displays positive and negative ADX half-waves separately and shows the difference between the positive and negative directional indicators. Dashed…

Technical indicatorsTrend followingMean reversionStatistics
MQL5 code base

This indicator presents the direction of the SlopeDirectionLine across three bars as colored graphical markers. Users can choose the financial instrument and calculation timeframe; leaving the instrument field empty uses the chart’s current symbol. The…

Technical indicatorsTrend following
BigQuant

The document examines how trend following could address the equity risk concentration in conventional target-date funds. Their glide paths reduce stock allocations as retirement approaches, yet the portfolio may remain dominated by equity risk, leaving…

Trend followingMulti-assetRisk managementPortfolio construction
Lumibot

This example describes a daily SPY strategy that assigns market analysis and order decisions to separate AI agents. The research agent compares the latest completed daily close with its 20-bar average and reports the date, observed prices, evidence for and…

Machine learningTrend followingRisk managementExecution
ProRealCode

DayImpuls T3 combines a DayImpuls measure with a T3 moving average to describe market direction and strength. The oscillator is built from the accumulated difference between open and close prices over a configurable period, then smoothed through a…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes an indicator that plots two ColorX2MA lines calculated on separate, selectable timeframes and fills the space between them with a cloud. The cloud color is intended to represent the prevailing trend direction. Its inputs allow users to…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

This forex indicator combines two moving averages with Bollinger Bands and presents its output as a colored histogram. It is intended to show whether a currency pair has a trend and how strong that trend appears. Blue denotes bullish conditions, red bearish…

ForexTechnical indicatorsTrend followingVolatility