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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

MQL5 code base

This Expert Advisor combines three independent systems that trade when a ColorX2MA_Digit indicator changes color at a bar close, signaling a trend change. Each system can be enabled or disabled separately and manages its own long and short entries. Position…

ForexTrend followingTechnical indicatorsPosition sizing
ProRealCode

The indicator estimates the direction and strength of a trend by measuring the change in an exponential moving average over a chosen lookback. It calculates the moving average, compares its current value with an earlier value, adjusts the difference by pip…

Technical indicatorsTrend following
MQL5 code base

The document describes an Expert Advisor that trades changes in trend direction indicated by MBKAsctrend3. It enters when a new indicator arrow appears, with the signal acted on at the bar close. The indicator can be displayed automatically on the chart and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

HLCrossSigForMFI is presented as a trend-following indicator intended to identify entries while making trade management more rule-based. It combines a range breakout component with a triple exponential moving average filter and a Money Flow Index filter. Its…

Trend followingTechnical indicatorsRisk managementExecution
SuperMind

This Chinese equity screening example combines a volatility condition, a historical dividend yield condition, and a price-versus-moving-average condition. It selects stocks whose daily high-to-low amplitude exceeds the stated threshold, whose 2019 dividend…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

This ProRealTime indicator applies the MIDAS anchored VWAP idea to rolling swing highs and lows. It uses four lookback horizons—17, 72, 305, and 1292 bars—and calculates a top VWAP from the highest high and a bottom VWAP from the lowest low in each horizon.…

Technical indicatorsMean reversionTrend following
ProRealCode

This indicator builds four rolling price levels from the highest high, lowest low, and current close over lookback periods of 23, 38, 50, and 61 bars. It averages those levels to form a primary pivot, adjusts a secondary pivot using its prior value under…

Technical indicatorsTrend followingMean reversion
SuperMind

This Chinese equity screen looks for stocks whose 5-, 10-, 20-, 60-, and 120-day moving averages cluster closely together. It proposes ranking stocks by the degree of overlap and then retaining those with the 20-day average above the 120-day average. The…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

The document describes a Heikin Ashi indicator that can use a configurable period. At period 1, it matches the standard MetaTrader Heikin Ashi indicator. Higher periods smooth out small pullbacks, which may make the displayed trend less reactive, while also…

Technical indicatorsTrend followingRisk management
SuperMind

This stock screen combines three conditions: MACD above its zero line, three consecutive declining sessions, and a rising 30-day moving average. The intended interpretation is to find pullbacks occurring while the broader price trend remains positive. The…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening concept looks for stocks with at least five moving averages clustered together, low concentration, and a 20-day moving average above the 120-day average. The clustering condition seeks prices where several time horizons are close,…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This screening recipe combines three filters for Chinese equities: rank candidates by a capital-strength indicator, require the outstanding convertible-bond short name to be nonempty, and select stocks whose 20-day moving average is above the 120-day…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes a Chinese equity screen using capital inflows, a 2019 dividend ratio above 25%, and weekly MACD above its zero axis. It interprets stronger inflows as possible buying interest, the positive MACD condition as an indication of an uptrend,…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This indicator is presented as an alternative to moving averages for identifying trend direction. It combines a reversal threshold with a breakout condition based on bar extremes: a qualifying bar closes above the prior high or below the prior low. The…

Technical indicatorsBreakoutTrend following
MQL5 code base

MATonySignal is a technical indicator designed to show both trend direction and trend strength using momentum calculated from an averaged price. It colors rising trends blue and falling trends red. Bar brightness distinguishes stronger trends from weaker…

Technical indicatorsMomentumTrend followingStatistics
MQL5 code base

The document explains three-line break, also called linear reversal, charting. The chart consists of vertical boxes whose direction and formation depend on closing-price movement. It ignores both elapsed time and trading volume. Reversal sensitivity is…

Technical indicatorsBreakoutTrend following
SuperMind

This Chinese equity screen combines a daily position-increase ratio above 5%, yesterday's closing price above its 250-day moving average, and a 20-day moving average above the 120-day average. The note interprets the position-change measure as a possible…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

XPercentR-PCR is presented as a simple oscillator displayed as a colored cloud, with cloud color indicating trend direction. Its listed settings include a lookback period, smoothing method and depth, a phase parameter, and upper and lower levels intended to…

Technical indicatorsTrend followingVolatility
SuperMind

This A-share stock screen combines a rising 30-day moving average with a high current trading volume and a high opening price. It also describes ranking candidates by capital strength, using volume ratio as a proxy, and suggests adding indicators such as…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This short indicator description explains that a moving average can be calculated on a selectable time frame and drawn with a section-based plotting style commonly used to display ZigZag lines. Its main practical point is that the calculation interval is…

Technical indicatorsTrend following
MQL5 code base

The document describes an indicator built from three successive moving-average calculations. The first line applies a selected moving-average period and method to a chosen price input. The second line smooths the first moving-average series using another…

Technical indicatorsTrend following
SuperMind

This document presents a technical stock screen using three conditions: RSI(14) below 65, a short moving average rising on the latest observation, and a 30-day moving average also rising. Its example code computes the RSI and moving averages from adjusted…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This article proposes screening stocks where the 20-day moving average is above the 120-day moving average, the latest high is the highest across two days, and the 14-period RSI is below 65. The moving-average comparison is intended to identify a longer-term…

EquitiesTrend followingTechnical indicatorsMomentum