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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 presents the direction and status of a trend calculated by a separate METRO_XRSX_Sign indicator on a selected timeframe. It marks continued trends with a colored steering-wheel symbol and trend changes with a directional arrow, using color and…

Technical indicatorsTrend following
FMZ forum

This article presents a long-only stock strategy that buys pullbacks while short- and longer-term moving averages remain ordered upward. Its simulated rules define an uptrend as the 5-, 10-, 20-, and 60-day averages descending in value, and define a pullback…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This note introduces the Average Modified Moving Average (AMMA), a moving average described as similar to an exponential moving average. It gives a recursive calculation: each value combines the current price with the next bar’s AMMA, weighted by the…

Technical indicatorsFuturesTrend following
MQL5 code base

This brief indicator description explains a double-band visualization built from three T3 calculations: one based on highs, one on closing prices, and one on lows. The close-based T3 sits between the high-based upper line and the low-based lower line. Each…

Technical indicatorsTrend following
MQL5 code base

The Average Directional Index is presented as a way to assess the strength or momentum of an existing trend, rather than its direction by itself. The explanation pairs ADX with the positive and negative directional indicators: +DI reflects upward directional…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Vortex indicator uses two oscillators to represent positive and negative price movement, in a way similar to the directional lines in the Average Directional Movement Index. It calculates positive movement from the distance between the current high and…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes ALF Winner, an oscillator translated from AmiBroker Formula Language into MQL5. It presents the indicator as a way to identify trends through characteristic turning sections, with values displayed on a scale from zero to one hundred.…

Technical indicatorsTrend following
ProRealCode

This indicator identifies and labels a broad set of bullish and bearish candlestick formations on a price chart, placing colored arrows near detected patterns. Examples include doji, hammer, engulfing, morning and evening stars, three-candle formations,…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This note describes a variation of a DMI and stochastic indicator, with configurable parameters, levels, color changes, alerts, and multi-timeframe use. Its central technical distinction is the smoothing method used to calculate DMI. Wilder-style smoothing,…

Technical indicatorsTrend followingMean reversion
BigQuant

This Chinese market-timing report assesses the broad A-share market as still being in a longer-term decline despite a recent rebound. It combines distance from a moving average and a measure of market-wide profit-making breadth to classify the trend, then…

China marketsEquitiesTrend followingPosition sizing
ProRealCode

This indicator automatically identifies the latest price leg with a ZigZag pivot process based on rolling Donchian highs and lows, then draws Fibonacci retracement levels across the chart. A configurable depth controls swing sensitivity: shorter windows…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes an indicator that plots a fan of moving averages and calculates acceleration or deceleration for each average. The combined display is intended to help users observe when a trend is losing strength and when it may be changing…

Technical indicatorsTrend followingMomentum
FMZ forum

This teaching example ports a close-based trend strategy into JavaScript and extends it across multiple cryptocurrency futures symbols. It calculates an exponential moving average of typical price as a midline, computes ATR, and places upper and lower bands…

CryptoFuturesTrend followingBreakout
MQL5 code base

SFX_TOR is described as a trend indicator built around Average True Range and standard deviation. Its chart displays ATR, standard deviation, and an averaged standard-deviation series, giving traders a view of these measures alongside the indicator's trend…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator description proposes using floating overbought and oversold levels to help RSI function as a trend indicator. Its central claim is that adapting the levels can reduce the flattening effect that may make RSI less useful over longer calculation…

Technical indicatorsTrend following
MQL5 code base

The MHL Average combines two averages: a conventional price average and an average derived from the highest highs and lowest lows. The document describes comparing these lines and interpreting their crosses as indications of the current trend. It reports…

Technical indicatorsTrend following
MQL5 code base

This document describes a version of the ASCtrend indicator that lets the user choose its calculation timeframe through an input parameter. The example setting defaults to a four-hour period, while the stated feature is the ability to select another…

Technical indicatorsTrend following
MQL5 code base

The document describes a line chart intended to follow the main direction of price movement using Japanese candlestick data. When the trend is rising, the line stays nearer each candle’s high; when the trend is falling, it stays nearer the low. This makes…

Technical indicatorsTrend following
ProRealCode

This document describes a long-only S&P 500 strategy that uses Bollinger %B to identify a pullback during an established uptrend. The indicator expresses the close’s position between the lower and upper Bollinger Bands. Entries require the close above its…

EquitiesTrend followingMean reversionTechnical indicators
MQL5 code base

This short note introduces a BullsBears indicator variant with an input that lets the user choose the chart period used for the indicator. The example setting selects a four-hour timeframe, indicating that the indicator can reference a timeframe different…

Technical indicatorsTrend following
ProRealCode

This strategy trades the DAX using signals calculated on an hourly timeframe and entries managed on a one-minute chart. A long signal requires a bullish candle pattern, a fast EMA crossing above a slower EMA, and RSI crossing above its midpoint; the short…

FuturesTrend followingTechnical indicatorsRisk management
vn.py community

This forum post discusses a multi-timeframe CuatroStrategy implementation. Its five-minute handler updates a bar manager, waits for both five- and fifteen-minute data managers to initialize, then uses RSI and Bollinger Bands to place stop entry orders in the…

EquitiesTechnical indicatorsTrend followingVolatility
SuperMind

This stock-selection proposal combines turnover between 3% and 12%, a positive ten-day gain below 35%, and a weekly close crossing above its 30-week moving average. The turnover band is intended to select actively traded shares, the return filter limits…

EquitiesTechnical indicatorsTrend followingBacktesting