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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
Quantopian lectures
45 documents
Binance API docs
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

ProRealCode

This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…

Technical indicatorsTrend followingVolatilityForex
SuperMind

This A-share screening concept selects stocks with at least five moving averages converging, scale above 200 million, and a 20-day moving average above the 120-day average. The note interprets convergence as a period of price compression or stability and the…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This trading-system description uses changes in the ColorXADX indicator’s cloud color to signal entries at bar close. It adds a trend-strength threshold to avoid opening positions when the market is flat. The stated default threshold is 30, and the filter…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This screen combines a rising 30-day average, a 20-day moving average above the 120-day moving average, and a ranking by capital strength. The article describes turnover and volume ratio as possible measures of trading activity and capital inflow. It treats…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This brief note explains a trend indicator attributed to Yuriy Tokman. It describes brightly colored bars as marking periods of maximum trend strength and warns that a pullback is then considered likely. The idea is therefore to read the strongest visual…

Technical indicatorsTrend followingRisk management
MQL5 code base

The VininI_Trend_LRMA is a trend indicator built from signals generated by an LRMA moving average and a group of related signal lines. Their periods increase in an arithmetic progression, so the indicator combines information across a set of progressively…

Technical indicatorsTrend following
SuperMind

The proposed screen combines three stock-selection conditions: a reported increase in buying or position-building activity, a weekly crossover of the five-period moving average above the ten-period average, and a positive but limited return over the prior…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This brief note describes GMMA Long Gistogram, a histogram presentation of the GMMA Long indicator. Its stated purpose is to make the underlying indicator easier to interpret visually, and it classifies the tool as trend-following. The original idea is…

Technical indicatorsTrend following
SuperMind

This Chinese equity screening proposal combines at least five converging moving averages, current trading volume above 10,000 lots, a higher opening price, and a 20-day moving average above the 120-day average. The post interprets these conditions as signs…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock screen combines three conditions: at least five moving averages are described as overlapping, the 20-day average is above the 120-day average, and the company has a market capitalization below 10 billion yuan with no losses. The note interprets…

EquitiesTechnical indicatorsTrend followingRisk management
BigQuant

This forum reply addresses a stock-selection condition that compares a five-period exponential moving average with a 169-period average. It explains that the longer average requires a data history spanning at least 169 days before the condition can produce…

EquitiesTechnical indicatorsTrend followingStatistics
MQL5 code base

The document introduces a trend-strength indicator that estimates trend conditions using one of four types of moving averages and plots the result directly on the main price chart. It contrasts this presentation with trend-strength tools that commonly rely…

Technical indicatorsTrend following
ProRealCode

The document describes a Swinglines indicator that connects selected bar highs and lows to represent trend direction. It classifies bars by comparing each day’s high and low with the previous day: higher highs and lows, lower highs and lows, inside days, and…

Technical indicatorsTrend followingFutures
MQL5 code base

The Guppy Multiple Moving Average (GMMA) uses two groups of moving averages to interpret the behavior of short-term traders and longer-term investors. The spacing within each group is used to assess trading activity and trend strength; the spacing between…

Technical indicatorsTrend followingBreakout
MQL5 code base

This short reference describes a colored Zigzag indicator that allows the user to select its chart timeframe through an input parameter. The example default is a four-hour period, while the indicator can be configured for another supported timeframe. This…

Technical indicatorsTrend following
MQL5 code base

This demo strategy builds two classic Renko streams from bid ticks. A slower stream sets directional bias, while a faster stream triggers entries; trades are permitted only when both streams point the same way and the fast stream meets the entry-run…

CommoditiesTrend followingBreakoutBacktesting
ProRealCode

This short-term strategy uses a Gann Market Model style filter to enter long positions when price is above levels derived from exponential averages of highs and lows over three lookback periods. It scores each period as bullish or not, then buys when all…

Trend followingTechnical indicatorsPosition sizing
SuperMind

This Chinese equity-screening note proposes selecting companies associated with the metaverse concept, with a rising 30-day moving average and a 2019 dividend payout ratio of at least 25%. It presents these as a combination of sector exposure, price trend,…

EquitiesChina marketsTrend followingFactor investing
SuperMind

This document describes a Chinese equity screen that combines price activity and trend conditions. It looks for stocks with daily amplitude above 1%, excludes special-treatment stocks, applies a five-session closing-high rule described as a limit-up method,…

EquitiesChina marketsTrend followingTechnical indicators
BigQuant

This opinion piece argues that the growth of algorithmic trading has weakened familiar short-term, sentiment-driven approaches in China’s A-share market. It recommends avoiding impulsive entries during sharp rises, considering staged buying after panic…

China marketsEquitiesSentimentRisk management
MQL5 code base

This expert advisor bases its trades on Parabolic SAR signals. It includes a time filter and supports ECN brokers. One described setting controls what happens when an opposite signal arrives: when enabled, trades opened on the previous signal are closed. The…

Technical indicatorsTrend followingExecution
MQL5 code base

This indicator builds a price channel from a selected moving average and a configurable band width. It marks crossings of the channel’s upper, middle, or lower lines and can send alerts through the platform, email, or push notifications. The settings allow…

Technical indicatorsTrend following
MQL5 code base

This document defines a simple oscillator that measures how the Average Directional Movement Index has changed over a chosen lookback interval. The calculation subtracts the ADX value from a specified number of periods earlier from the current ADX value. A…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator combines a trend direction signal with a price envelope. Trend direction and color are determined by the slope of the Double Exponential Moving Average (DEMA). Separately, the displayed upper and lower values use high and low prices processed…

Technical indicatorsTrend followingVolatility