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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
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

FigurelliSeries is described as an indicator for identifying market trend direction and displaying trend strength as histogram bars in a lower chart window. Bars above the zero level indicate an ascending trend, while bars below zero indicate a descending…

Technical indicatorsTrend following
MQL5 code base

The document explains a moving-average indicator that combines generalized double exponential moving average (GDEMA) with a correction method attributed to Alexander Uhl. DEMA combines an exponential moving average with a second smoothing of that average;…

Technical indicatorsTrend following
MQL5 code base

This document describes a chart indicator that displays signals generated by the Skyscraper_Fix trend indicator using a selected timeframe. It distinguishes continuation from trend-change signals through different arrow shapes and colors, and can produce…

Technical indicatorsTrend followingVolatilityExecution
SuperMind

This tutorial explains simple moving averages and their use in equity trend strategies. It outlines common short-, medium-, and long-term averaging periods, describes how a moving average is calculated from closing prices, and introduces Granville-style…

EquitiesTrend followingTechnical indicatorsBacktesting
Cryptohopper blog

The article explains a confirmation approach that pairs MACD with one other technical indicator. MACD line and signal-line crossovers provide directional signals, while the Stochastic oscillator or RSI supplies overbought and oversold readings. With…

Technical indicatorsMomentumTrend followingBacktesting
SuperMind

This proposed stock screen looks for MACD above zero, a share price below 12 yuan, and a weekly price crossing above its 30-week average. It is intended to run before each trading day’s open. The document frames the MACD and moving-average conditions as…

EquitiesTechnical indicatorsTrend followingChina markets
BigQuant

The document explains how to calculate a 14-period Relative Strength Index from closing prices. It separates price changes into gains and losses, averages the first period simply, then smooths later averages by carrying forward the prior value. The ratio of…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator extends a double-smoothed exponential moving average with multi-timeframe options. In addition to the platform’s standard timeframes, it can reference the next higher timeframe, the second higher timeframe, or the third higher timeframe…

Technical indicatorsTrend followingMulti-asset
ProRealCode

This strategy trades the DAX on five-minute bars, requiring Ichimoku conditions to align across five-, fifteen-, and sixty-minute timeframes. Long and short signals require price to be on the corresponding side of the cloud and the lagging-span comparison to…

FuturesTechnical indicatorsTrend followingRisk management
ProRealCode

This indicator plots projected support and resistance lines from the latest three swing highs and lows of a chosen indicator. Its example uses a smoothed RSI, but the indicator input can be replaced. Pivot detection is adjustable by changing how many bars on…

Technical indicatorsBreakoutTrend followingStatistics
ProRealCode

The BBands Stop indicator uses Bollinger Band levels to identify a directional trend and plot a trailing reference line. A close above the prior upper band changes the state to bullish; a close below the prior lower band changes it to bearish. In an…

Technical indicatorsTrend followingRisk management
MQL5 code base

The SR-RateIndicator is a trend oscillator displayed as a histogram, with values normalized to a range from negative one hundred to positive one hundred. Histogram color indicates trend direction. Two configurable thresholds mark the high and low levels at…

Technical indicatorsTrend followingStatistics
MQL5 code base

The SpeeD Oscillator combines two measurements related to a moving average: its speed and the distance of price from it. Speed appears as a histogram scaled against its historical average, while price-to-average distance appears as a line measured in…

Technical indicatorsStatisticsTrend following
MQL5 code base

This indicator labels trend direction from the slope or direction of an exponential moving average over a user-selected period. It displays an uptrend in green and a downtrend in red, and supports chart intervals ranging from hourly to monthly. Users can…

Technical indicatorsTrend followingEquities
BigQuant

This example describes a daily, long-only futures strategy using a 10-period average crossing a 30-period average to generate entry and exit signals. A 120-period moving average acts as a trend filter: the strategy opens a position after an upward crossover…

FuturesTrend followingTechnical indicatorsBacktesting
MQL5 code base

TrendX is described as a chart indicator for considering market entries and exits. It uses a red line to show movement direction and a green line to represent the trend: a rising green line is associated with directional movement, while a falling or…

Technical indicatorsTrend followingEquities
ProRealCode

This indicator combines Williams Percent Range with Average True Range to define a directional trend and plot trailing stop lines. Williams Percent Range crossing configurable thresholds switches the trend state. The indicator then places a stop line below…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

The document describes the Chande Kroll Stop, a trend-following indicator that plots separate stop levels for long and short positions. A trader may use the long-position line as a level for closing a purchase if price falls to it, and the short-position…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

HVR is described as a trend-strength indicator whose initial input is the ratio of the current bar’s price to the previous bar’s price. The description identifies the basic data relationship used to begin its calculation, but does not provide the remaining…

Technical indicatorsTrend followingStatistics
MQL5 code base

This MetaTrader expert advisor follows a time-based routine using the Color3rdGenXMA moving average. At a specified hour and minute, it checks the indicator color and opens a short position for red or a long position for blue. It closes the position after a…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

The document outlines an equity selection rule that filters for turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a 20-day simple moving average above the 120-day average. The moving-average condition serves as…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

PAC, or Periods After Crossing MA, is an oscillator that tracks the number of bars since price most recently crossed a moving average. Its histogram is positive after an upward crossing and negative after a downward crossing. While price remains on the same…

Technical indicatorsTrend following
ProRealCode

This document describes John Ehlers’ decycler oscillator and a paired-line trading interpretation. The construction uses a high-pass filter to remove faster components from price, then derives an oscillator intended to retain slower movement with little lag.…

Technical indicatorsTrend followingEquitiesFutures
SuperMind

This document describes a daily premarket stock screen that requires MACD to be above zero and a five-week moving average to cross above a ten-week moving average. Eligible stocks are then ranked by individual-stock popularity, with the most popular first.…

EquitiesChina marketsMomentumTechnical indicators