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
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

MQL5 code base

This short note describes a version of Tushar Chande’s Directional Movement Index in which the DMI and its DSL signal lines are adapted using a volatility ratio. Its stated distinction is that adaptation is applied throughout the indicator, including the…

Technical indicatorsVolatilityTrend following
MQL5 code base

This Expert Advisor opens trades only when a new bar appears and permits new entries only during configured working hours, while allowing positions to close outside that window. Its initial direction rule compares the 200-period exponential moving average…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This indicator combines two AbsolutelyNoLagLwma lines calculated on separate chart timeframes. The space between the lines is filled with a cloud whose color represents the indicated market trend direction. The described defaults use hourly and four-hour…

Technical indicatorsTrend following
SuperMind

This Chinese-language post outlines an equity screening idea focused on companies classified under the metaverse concept. It adds two filters: a rising 30-day moving average and prior-day trading value above 60 million yuan. The post also provides example…

EquitiesTechnical indicatorsTrend following
ProRealCode

Trend Lord transforms price data into custom candles whose shapes and colors are intended to make trend direction easier to read. Its parameters let users choose a moving-average period and method, and switch between a recursive smoothing calculation and a…

Technical indicatorsTrend following
MQL5 code base

This indicator uses a smoothed pivot channel to classify price movement after price exits the channel. It changes candle colors to show the inferred trend direction: one color represents rising prices and another falling prices. The display also…

Technical indicatorsTrend following
MQL5 code base

This indicator displays JSatlCandle candles from a higher timeframe as filled rectangles in the chart background. It uses filling buffers to show the candle regions, with body and shadow colors changing according to the direction indicated by the JSatlCandle…

Technical indicatorsTrend following
MQL5 code base

This brief description presents Ozymandias_StDev as a variation of the Ozymandias indicator that adds a trend-strength cue. It uses the standard deviation of the Ozymandias indicator and compares that value with a configurable threshold, named dK, whose…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese equities screen combines a price-range threshold with a robot-industry theme, a market-cap ceiling, and a moving-average trend condition. It seeks stocks with amplitude above 1, circulation market capitalization below 10 billion, and the 20-day…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

This indicator system assigns a score to bullish or bearish market conditions using ADX, directional indicators, Parabolic SAR, moving averages, and RSI. ADX above a threshold establishes a minimum trend-strength condition; the other signals check price…

Technical indicatorsTrend followingRisk management
MQL5 code base

The PChannel indicator plots the highest and lowest price levels across bars, creating an upper and lower price boundary. The document interprets movement above the upper boundary as a sign of strengthening and a move below the lower boundary as a sign of…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document explains a differential indicator that estimates bullish and bearish price pressure from closing-price changes over a user-selected period. Bull power averages only positive close-to-close increments, while bear power averages only negative…

Technical indicatorsMomentumTrend followingRisk management
MQL5 code base

This indicator compares the direction of a moving average with a Slope Direction Line. When both point up, it colors bullish candles green and bearish candles light green; when both point down, it uses red for bearish candles and light red for bullish…

Technical indicatorsTrend following
SuperMind

This document presents an equity screening rule that combines daily range expansion, Bollinger Bands, and moving-average trend direction. It selects stocks whose high-low range exceeds its recent average, whose close lies between the middle and upper…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document presents a technical stock-selection idea based on a morning star candlestick signal and an upward-sloping 30-day average. It treats the candlestick pattern as a possible reversal or buying indication and the rising average as evidence of an…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document explains an MT4 indicator that alerts traders when price crosses a moving average and can mark those crosses with chart arrows and labels. It supports several average types, selectable price inputs, and configurable periods. Notifications can…

Technical indicatorsTrend followingBreakout
ProRealCode

This indicator combines a smoothed RSI oscillator, thresholds derived from its recent high and low range, regime coloring, and automatic divergence markings. The described implementation offers several smoothing choices and uses pivot highs and lows to…

Technical indicatorsMomentumTrend followingMean reversion
SuperMind

This Chinese equity screening idea combines turnover, a robotics theme, market capitalization, and a weekly technical trigger. It selects main-board stocks with turnover between 3% and 12%, a robotics concept classification, circulating market value below 10…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the CoppockHist oscillator. A signal is generated when a bar closes and the indicator direction has reversed. The method therefore depends on the indicator’s direction change…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This A-share screen combines three conditions: a positive MACD reading, membership in the beverage and alcohol import-export concept, and an upward 30-day moving average. The accompanying discussion frames MACD and the moving average as trend filters, while…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The Detrended Price Oscillator (DPO) compares price with a simple moving average shifted by half its period plus one bar. It appears in a separate chart pane and is intended to highlight short-term price waves within a longer trend. The described MetaTrader…

Technical indicatorsTrend following
ProRealCode

The middle high-low moving average (MHLMA) is formed by finding the highest high and lowest low over a recent range, taking their midpoint, and smoothing that series with a simple moving average. The described default settings use a three-period range and a…

Technical indicatorsTrend following
MQL5 code base

The document outlines a 30-day Trend Intensity Index calculation attributed to M. H. Pee. First, compute a 60-day simple moving average from closing prices. Then compare each of the latest 30 closes with that average and record the size of each deviation,…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document introduces the DMH, an updated directional movement indicator described in John Ehlers’s December 2021 TASC article. Its central change is the use of Hann windowing to modernize the traditional directional movement approach, which was originally…

Technical indicatorsTrend followingBacktesting