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
Quantpedia
86 documents
TqSdk
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

MQL5 code base

This description outlines a MetaTrader expert advisor for GBP/USD that enters trades using two moving averages together with MACD and CCI. After opening a position, it sets take-profit and stop-loss levels, moves the stop to breakeven as the trade develops,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

The Dots indicator displays the inferred trend direction as colored markers on a price chart: blue for an uptrend and red for a downtrend. Its calculation is described as using the cosine of a price-change angle rather than standard MetaTrader indicators.…

Technical indicatorsTrend following
FMZ forum

This overview compares day trading, position trading, swing trading, and scalping. Day traders close positions within the session. Position traders use longer charts to follow established trends over days or weeks, while swing traders seek opportunities as…

EquitiesTrend followingMarket microstructureExecution
ProRealCode

The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…

FuturesTrend followingTechnical indicatorsPosition sizing
ProRealCode

The document explains a trend-following indicator that applies two stages of moving-average smoothing to Heikin Ashi price components. It aims to reduce short-term price noise and presents color-coded candles whose smoothed open, high, low, and close values…

Technical indicatorsTrend following
MQL5 code base

NRTR is a close-price trend indicator that tracks the highest close in an uptrend or lowest close in a downtrend. It places a threshold a fixed percentage away from that extreme: below price during an uptrend and above it during a downtrend. The percentage…

Technical indicatorsTrend following
MQL5 code base

MUV Cloud is described as a fast trend indicator based on two XMUV moving averages. It displays two oscillator lines derived from simple and exponential averaging, with their values transformed to a range from minus 100 to plus 100. The cloud color indicates…

Technical indicatorsTrend followingMomentum
MQL5 code base

The indicator combines a BSI value with a linearly weighted moving average to classify the current trend. It presents five visual states, ranging from a strong upward condition through a neutral state to a strong downward condition, with intermediate bullish…

Technical indicatorsTrend following
SuperMind

This note describes a Chinese stock selection rule based on daily price range, an exact closing-price condition, and a moving-average comparison. A stock qualifies when its high-low range exceeds a threshold, its close equals the stated price, and its 20-day…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…

Trend followingTechnical indicatorsVolatilityRisk management
ProRealCode

This document describes a trend-following line calculated using Average True Range (ATR), the Commodity Channel Index (CCI), and adjustable parameters. The line is plotted over price and changes color with its direction: green indicates an upward regime and…

Technical indicatorsTrend followingVolatility
MQL5 code base

The system enters when a bar closes and the EF distance indicator shows a change in the direction of its moving average. A separate Flat-Trend volatility indicator can filter entries according to whether trend force is sufficient; a configurable volatility…

ForexTrend followingVolatilityTechnical indicators
MQL5 code base

CatFX50 is a semaphore-style indicator that combines a 50-period exponential moving average with reversals signaled by crossings between the StepSto_v1 oscillator and its signal line. Its arrows are intended to mark potential entries when oscillator movement…

Technical indicatorsTrend followingMean reversionForex
MQL5 code base

This educational indicator uses two moving averages to determine market direction and displays that direction with color: green for an uptrend and red for a downtrend. The document presents it as a basic example of a multicolored trend indicator, intended to…

Technical indicatorsTrend following
SuperMind

This stock selection screen looks for companies in the metaverse theme whose previous closing price is above a 250 day moving average and whose return on equity exceeded 15% for each of the preceding five years. The document combines a long term price filter…

EquitiesTechnical indicatorsTrend followingFactor investing
MQL5 code base

The document introduces a multi-timeframe linear regression moving average (LRMA) paired with a signal line. It describes configurable settings for the LRMA period, signal period, source timeframe, and drawing mode. The displayed LRMA can be drawn as…

Technical indicatorsTrend following
MQL5 code base

The Decycler II is described as an updated technical indicator that applies an upper-frequency filter for smoothing. Its stated rule is directional: buy when the indicator line appears blue and sell when it appears red. This is the only concrete trading…

Technical indicatorsTrend following
MQL5 code base

This indicator automatically adjusts the moving average period to the chart timeframe, aiming to represent comparable calendar intervals across charts. The document gives examples of a 12-period average on a monthly chart and a 52-period average on a weekly…

Technical indicatorsTrend following
MQL5 code base

The JJN-Scalper indicator displays a proposed entry level together with take-profit and stop-loss levels. The exits are based on the average true range, whose lookback period can be changed. It is intended for charts at five-minute intervals or higher, and…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This expert advisor trades signals from the PriceChannel_Stop indicator. A signal occurs at a bar close when a colored marker indicates a trend change, providing a rule for timing entries from the indicator’s direction change. The advisor depends on a…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…

FuturesTrend followingTechnical indicatorsRisk management
vn.py community

This announcement outlines a VeighNa community event focused on applying large language models and machine learning to quantitative research. Its agenda covers a progression from conversational use of language models to prompt design and integration into…

Machine learningTrend followingFactor investingTechnical indicators
MQL5 code base

This note describes a version of the Volatility Quality indicator attributed to Thomas Stridsman. Instead of estimating trend with two moving averages, it uses the indicator’s slope and presents color changes as potential signals. The indicator is designed…

Technical indicatorsVolatilityTrend following
SuperMind

The document proposes selecting stocks when their price range exceeds a threshold, MACD is above zero, and the weekly price series crosses above its 30-week moving average. It presents the range as a measure of movement, MACD as a trend indicator, and the…

EquitiesTechnical indicatorsMomentumTrend following