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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 calculates Parabolic SAR using a timeframe selected by the user, allowing its signals to be viewed on a chart running at another timeframe. When a new bar forms on the calculation timeframe, the indicator draws prominent colored dots; a line…

Technical indicatorsTrend following
ProRealCode

This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…

FuturesTrend followingTechnical indicatorsPosition sizing
SuperMind

This note describes an A-share stock screen combining RSI, a 30-day moving-average condition, and a market-size threshold. The stated selection logic uses RSI below 65, a market size above 200 million, and an upward 30-day average. The sample formulas also…

EquitiesTechnical indicatorsChina marketsTrend following
MQL5 code base

XMA_TrendSignal classifies market movement into flat, moderate-trend, and strong-trend states, with separate positive and negative readings to represent direction. Its bars use colors to show both direction and strength. Trend force is measured by the rate…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator description adapts Bollinger-based stops to show three stop lines at once. The line with the greatest risk is presented as the ultimate stop, while the other two can serve as tighter stops or as earlier warnings of a possible market change. A…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

The document describes a Chinese A-share stock screen that selects companies classified in the metaverse sector, listed on the prior day’s trading leaderboard, and whose 20-day moving average is above the 120-day average. The moving-average condition is…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The document explains the Dual Thrust trend-following system, which defines a recent trading range from the largest of two high-to-close and close-to-low spreads. It sets upper and lower trigger levels by adding scaled versions of that range to a reference…

EquitiesFuturesTrend followingBreakout
MQL5 code base

This short indicator description presents corrected velocity as a filtered alternative to momentum and ordinary velocity. It characterizes velocity as smoother than momentum and says the correction aims to filter additional false signals. A correction period…

Technical indicatorsMomentumTrend following
MQL5 code base

SolarWinds is described as a smooth oscillator that supports standard oscillator analysis, with its main use being to identify trend direction. Positive readings colored green indicate an uptrend, while negative readings colored red indicate a downtrend.…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader indicator estimates the slope of a linear regression over a rolling window of bars and displays the slope in a separate chart window. The slope coefficient represents the direction and steepness of the fitted line. The indicator colors a…

ForexTrend followingTechnical indicatorsBreakout
MQL5 code base

This short indicator note describes a CronexCCI variant with a timeframe input, allowing the user to select the chart period used for the indicator independently through its settings. The example default is a four-hour period. This makes the indicator a…

Technical indicatorsTrend following
MQL5 code base

This brief note extends a moving average bands indicator by describing one possible way to interpret its plotted values. It suggests watching for changes in band color as potential cues for entering, re-entering, or exiting a trade. The note does not define…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor is described as targeting large, rapid market moves. It identifies a possible breakout using built-in calculations for volatility, trend formation, and entry timing. When a position becomes profitable, the system adds to it and…

BreakoutTrend followingVolatilityPosition sizing
SuperMind

This Chinese-language post proposes screening stocks by combining a minimum daily trading range, sustained return on equity, and an upward price trend. The stated rule calls for a range of at least one, ROE above 15% for five consecutive years, and a weekly…

EquitiesTechnical indicatorsTrend followingFactor investing
SuperMind

This Chinese-language post outlines an equity screening idea for stocks in the metaverse industry. It combines a bullish MACD signal, described as three technical indicators crossing upward, with a rising 30-day moving average. The intended purpose is to…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This brief description outlines an Expert Advisor built around two simple moving averages: a faster average and a slower average, with the fast period shorter than the slow period. It also specifies four price levels offset from a reference Y value: two…

Technical indicatorsTrend following
BigQuant

The article argues that quantitative trading depends on market understanding as well as technical implementation. It contrasts trend-following and mean-reversion approaches as examples of strategies grounded in different views of market behavior, and…

Factor investingTrend followingMean reversionRisk management
MQL5 code base

This brief description explains a chart indicator that uses the Commodity Channel Index (CCI) and Average True Range (ATR) to classify market direction. It draws a colored line representing one of three states: an uptrend, a downtrend, or a flat market. The…

Technical indicatorsTrend followingVolatility
MQL5 code base

SmPriceBend-T01 is described as an indicator of the first derivative of price: the direction and speed of price change. It uses four color states to distinguish long-side from short-side indications and stronger from weaker trends or flat conditions. The…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

The document presents an oil strategy on 10-minute bars built around a two-candle hammer-negation pattern. A first candle has its body near one end of its range; the following candle’s body must move into or beyond the prior candle’s shadow, with its body…

CommoditiesTechnical indicatorsMomentumTrend following
BigQuant

This note presents a simplified Turtle trend-following system and applies it to a rubber futures contract. It frames the approach around seeking positive long-run expectancy, controlling risk, following rules consistently, and favoring simplicity. The…

FuturesCommoditiesTrend followingBreakout
MQL5 code base

This indicator adds a three-level trend-strength display to a Kalman-filter moving average. It calculates the filter’s standard deviation and compares it with two adjustable thresholds. When the value falls between the thresholds, a small dot appears in the…

Technical indicatorsStatisticsTrend following
ProRealCode

The document describes an Ichimoku-based indicator that scores bullish and bearish conditions separately. Its ten checks compare the close with the conversion line, base line, and cloud boundaries, include comparisons with lagged indicator values, and assess…

Technical indicatorsTrend followingEquities
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the direction of the i-AMMA moving average changes. The stated strategy is therefore a reversal in the indicator’s direction, with trades driven by the change detected at bar close. The description…

ForexTechnical indicatorsTrend followingBacktesting