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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

ProRealCode

This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…

Technical indicatorsTrend followingVolatilityPosition sizing
MQL5 code base

ColorJCCX is described as a smoothed Commodity Channel Index variant that uses alternative averaging methods, including JMA and an ultralinear method, to make the indicator less erratic. The histogram color represents the interpreted trend direction: blue or…

Technical indicatorsCommoditiesTrend following
SuperMind

The document outlines a Chinese equity screen that selects stocks associated with the metaverse theme, priced above a long-term moving average, and not limit-up on the prior day. The stated rationale is to focus on a popular sector while requiring price…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

Sadukey is described as a chart indicator that combines two digital filters to estimate the current trend. Its intended use is to help trend traders judge market direction from the plotted output. The document does not identify the filters, explain their…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader 5 expert advisor combines Renko Line Break trend direction with RSI pullbacks. In an uptrend, an RSI move into oversold territory prompts a buy stop above the bar high. The stop loss is placed below recent bar lows, while the take-profit…

ForexTrend followingTechnical indicatorsBreakout
MQL5 code base

This indicator displays candles from a larger timeframe as filled rectangles on a chart. It colors candle bodies blue or red and their shadows light blue or pink according to changes in the direction of the Blau Stochastic histogram. The document describes a…

Technical indicatorsTrend following
MQL5 code base

This indicator description explains an option to calculate Trend Envelopes from smoothed or filtered prices rather than raw prices. The selected filter is a parabolic weighted moving average, presented as a fast method for filtering price data. The stated…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This expert advisor uses the magnitude and direction of price-time correlation to generate trading signals. It offers trend-following and reversal modes, and four ways to calculate correlation: Pearson, Spearman, Kendall, and Fechner. ADX, Bollinger Bands,…

ForexTechnical indicatorsTrend followingMean reversion
SuperMind

These notes summarize a systematic approach to trading that begins with personal goals, constraints, and psychological tendencies. They review common judgment errors in system design, testing, and live execution, including overfitting, hindsight bias, seeing…

Risk managementPosition sizingBacktestingPortfolio construction
MQL5 code base

The document presents DT-Pirson as a volatility indicator intended to distinguish stronger trends from flat market conditions. It says readings above 0.5 indicate an approximately strong trend, while values approaching zero correspond to a flat market. This…

VolatilityTechnical indicatorsTrend following
MQL5 code base

This document describes an indicator built from Wilder’s double-smoothed exponential moving average, adjusted using a method attributed to Alexander Uhl. It adds floating levels around the indicator and offers several ways to display color changes: crossings…

Technical indicatorsTrend following
SuperMind

This introductory example builds a daily A-share strategy around a five-day and twenty-day moving average. It selects one stock, retrieves recent closing prices, computes both averages, buys to a fully invested target when the shorter average is higher, and…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document explains an indicator that presents signals generated by NRTR_Sign on a selected bar and timeframe. It marks continuing trends with a horizontal right arrow colored by direction, while a trend change is shown as a diagonal arrow indicating the…

Technical indicatorsTrend following
BigQuant

The document describes an intraday trend strategy for Chinese equity index futures, based on a reported persistent opening momentum effect. It defines a bullish sequence as rising opening, low, and closing prices across bars, and a bearish sequence as…

FuturesChina marketsMomentumTrend following
SuperMind

This proposed stock screen combines three filters: a rising 30-day moving average, convergence among at least five moving averages, and a non-empty name for an outstanding convertible bond. The example moving-average periods are 5, 10, 20, 60, and 120 days.…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese equity screening proposal combines a 20-day moving average above the 120-day average with descending capital-flow strength and a company-type or industry classification. The moving-average relationship is presented as a sign that the…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

DigVariation is described as a trend indicator whose zero-line crossings signal a trading direction and indicate when to close a position. Its output receives a final averaging stage using digital filters, with the selected filter controlled by the…

Technical indicatorsTrend following
SuperMind

This Chinese equity screening idea combines three conditions: at least five moving averages should converge near the stock price, the previous day should show net inflow attributed to major market participants, and the 20-day moving average should be above…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This trading system uses crossings between the positive and negative directional indicator lines of a smoothed ADX indicator. It generates a trade signal when the red and green lines cross at a bar close. The description identifies XAUUSD on a four-hour…

CommoditiesTechnical indicatorsTrend followingBacktesting
SuperMind

This Chinese stock-selection approach combines three signals: the 20-day moving average above the 120-day average, positive afternoon net buying by large orders, and a ranking by capital-flow strength. The moving-average comparison is intended to identify…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The Waddah Attar Trend indicator presents a trend measure as a colored histogram. Its calculation multiplies MACD values by an averaged price for the financial instrument, combining a momentum-style input with the asset’s price level. The document identifies…

Technical indicatorsMomentumTrend following
MQL5 code base

SnakeInBorders is a technical indicator that plots a filtered market channel between upper and lower borders, alongside a signal line. During an upward move, the signal travels from the lower side toward the upper border; during a downward move, it moves in…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator description modifies the Vortex indicator, which the source associates with an article published in the January 2010 issue of TASC. It adds a smoothing option by filtering prices before calculating the vortex values. The stated purpose is to…

Technical indicatorsTrend following
Freqtrade

This strategy outline describes a long-only crypto trend-following system on hourly candles. It combines moving-average trend states with pullbacks and bounces around moving averages, while also calculating RSI, ADX, MACD, Bollinger Bands, volume measures,…

CryptoTrend followingTechnical indicatorsRisk management