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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

SuperMind

This document describes a Chinese stock screening rule that combines daily price range, a newly formed KDJ crossover, and upward trends in several moving averages. Stocks enter a watchlist when their daily high-low range exceeds 1%, the KDJ J line crosses…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief note describes an iTrend indicator variant that uses ADXVMA in its calculation. It highlights ADXVMA’s tendency to remain relatively flat during ranging conditions, which may make the combined indicator less reactive to spurious changes in those…

Technical indicatorsTrend followingStatistics
ProRealCode

Zone Shift is a channel indicator that combines two moving-average-style calculations into a middle line and places upper and lower bands around it using the average high-low range over 200 bars. A bullish regime begins when the current low moves above the…

Technical indicatorsTrend followingBreakoutMean reversion
MQL5 code base

The document describes a chart indicator that combines two Didi Needles indicators set to different timeframes. A trend cloud from the higher timeframe provides the broader trend direction, while colored dots from the lower timeframe show its direction and…

Technical indicatorsTrend following
MQL5 code base

This document describes a version of the Fractal_TRIX indicator that lets the user choose the chart timeframe used for its calculations, with a four-hour period shown as the default. This allows the indicator to display a higher-timeframe signal on a chart…

Technical indicatorsTrend followingForex
MQL5 code base

This expert advisor combines a fast and slow moving average with Bollinger Bands on the active symbol and timeframe. Signals and trailing actions are evaluated when a new bar appears. In the described rules, an upward moving average cross can trigger a buy…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The described expert advisor trades when a fast and a slow moving average cross, and waits for the crossing bar to close before acting. Users can choose among simple, exponential, smoothed, and linear weighted averages. They can also select the price input,…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The Hans cloud channel indicator highlights candlesticks that move beyond the channel's expanding boundaries. It colors those candles according to their direction relative to the prevailing trend: candles aligned with the trend receive a brighter fill, while…

Technical indicatorsTrend followingBreakout
SuperMind

This stock screen selects shares associated with the metaverse theme when the prior day's price is above the 250-day moving average and the 30-day moving average is rising. The long-term average is presented as a reference for price position, while the…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The document describes an automated trading system that uses signals from a Darvas Boxes indicator. A signal is generated at a bar close when a colored bar appears after a previous bar of the opposite color or with no color. This makes the system dependent…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The differential indicator compares accumulated positive and negative close-price changes over a user-selected number of bars. It displays separate bull-power and bear-power lines, calculated from positive and negative increments respectively. The…

Technical indicatorsMomentumTrend followingEquities
MQL5 code base

This note describes a Variable Moving Average whose adaptation is driven by Adam White’s Vertical Horizontal Filter (VHF). The stated rationale is that VHF can help detect market volatility, allowing the moving average’s smoothing to adjust to changing…

Technical indicatorsVolatilityTrend following
MQL5 code base

This expert advisor uses the Average Directional Movement Index (ADX) and Adaptive Moving Average (AMA) to generate directional signals. It evaluates conditions only when a new bar appears. One combination of indicator movement closes short positions and…

Technical indicatorsTrend followingRisk management
MQL5 code base

ReversalNavi is described as an indicator for identifying a reversal bar and a subsequent entry point. Its display uses colored marks to signal that a reversal has occurred, arrows to identify the reversal bar, and a line showing the midpoint of the range…

Technical indicatorsMean reversionTrend following
MQL5 code base

AlterTrend is a chart indicator that changes candlestick colors to show the relationship between each bar and the indicator’s trend signal. Bars aligned with the signal appear bright, while bars moving against it appear dark; bars in a flat market are left…

Technical indicatorsTrend following
SuperMind

This stock-selection proposal filters for companies in the metaverse theme, a latest price at or above the 250-day moving average, and company scale above a stated threshold. The long moving average is used as a trend or stability filter, while the theme…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

TriggerLines is presented as a trend indicator with two moving-average-style lines whose colors show direction: green for an upward trend and red for a downward trend. Its settings are a calculation period, a smoothing period, and the applied price used in…

Technical indicatorsTrend followingStatistics
SuperMind

The post describes an equity screen for recently listed stocks, requiring turnover between 3% and 12% and the prior close above a 250-day moving average. It frames turnover as a measure of activity and liquidity, with the moving-average condition intended to…

EquitiesTechnical indicatorsTrend following
ProRealCode

MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

This indicator overlays Bollinger Bands and moving averages with color zones intended to classify price action into market phases. The described states include bearish movement below the 200-period average, rebounds below that average, emerging bearish or…

Technical indicatorsTrend followingVolatility
SuperMind

This Chinese equity selection rule combines amplitude above 1, a listing age greater than one year, and a weekly five-period moving average crossing above the ten-period average. The article presents the amplitude threshold as a way to favor more active…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This indicator note isolates the trend component produced by Holt's double exponential smoothing, rather than displaying the smoothed price estimate commonly shown on a chart. It presents that component as an oscillator that may help identify trend, and…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a forex expert advisor that uses signals from two moving averages and trails open positions. Users can configure each moving average’s period, horizontal shift, smoothing method, and applied price. The advisor operates on every tick…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This example describes a stock screen combining membership in the metaverse theme, a prior-day closing price at or above the 250-day moving average, and a stock code beginning with 60. It frames the long-term average as a price-trend filter and the code…

EquitiesChina marketsTechnical indicatorsTrend following