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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
WonderTrader
14 documents
Alphalens
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

Freqtrade

This Freqtrade example defines a simple long-only trend signal using MACD. It calculates the MACD line, signal line, and histogram, then enters when MACD is above zero and above its signal line. It exits when MACD falls below the signal line. The…

Technical indicatorsTrend followingMomentumRisk management
MQL5 code base

This brief indicator description says it uses moving averages shifted left on a price chart to produce buy and sell signals. It notes that signals may be clear but can arrive late, and that a parameter controlling the moving-average period can be adjusted to…

Technical indicatorsTrend following
FMZ forum

This tutorial introduces FMZ Quant’s M language through a moving-average trend strategy. The example opens long positions when price and a short moving average are above a longer average that is rising, and opens short positions under corresponding bearish…

Technical indicatorsTrend followingExecutionBacktesting
MQL5 code base

The Simple Trend Detector is an oscillator calculated from the difference between candlestick opening and closing prices. Its author describes it as similar to RSI and DeMarker, but more sensitive, and suggests interpreting it in a similar way. This gives…

Technical indicatorsTrend following
ProRealCode

The document describes the Corrected Average, also called the Optimal Moving Average, as a smoothed price indicator. It starts from a simple moving average and compares the gap between that average and the prior corrected value with recent price volatility.…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator combines the Ichimoku Kijun Sen line with an Envelope and three price labels. The document presents envelopes as a way to frame a trading range, identify potentially overbought or oversold prices, and set possible profit-taking or stop levels.…

Technical indicatorsTrend followingMean reversionRisk management
ProRealCode

This indicator combines an ATR-based trailing level with the Commodity Channel Index (CCI) to mark bullish and bearish states. When CCI is above its configurable threshold, the bullish level is set below the low by an ATR amount and is prevented from falling…

Technical indicatorsTrend followingVolatility
FMZ forum

This beginner post presents a small script for counting runs of consecutive rising or falling market observations from candlestick data. Its example compares each candle’s high with neighboring highs, resets the run counter when direction changes or prices…

StatisticsTechnical indicatorsBacktestingTrend following
ProRealCode

The indicator marks recent price highs and lows at two scales: major swings use a longer lookback, while minor swings use a shorter one. The stated purpose is to help identify trend structure and periods when prices are ranging, drawing on Dow theory. Both…

Technical indicatorsTrend followingVolatility
FMZ forum

This personal account traces a progression from speculative cryptocurrency trading to learning systematic futures trend trading and eventually writing an EMA-based strategy. The author describes early gains followed by losses from discretionary trading and a…

CryptoFuturesTrend followingTechnical indicators
MQL5 code base

This brief description explains an indicator that plots a price channel and Fibonacci levels using the latest peaks identified by the Zigzag2_R_Color indicator. It is a charting tool for mapping recent swing structure and potential retracement or channel…

Technical indicatorsTrend following
ProRealCode

This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes a breakout indicator built around an XHullTrend_Digit cloud. When price moves outside the cloud, candles take a color associated with the trend direction: blue for rising and pink-red for falling. Bright shades indicate that candle…

BreakoutTrend followingTechnical indicators
MQL5 code base

HLR_Signal is described as a MetaTrader indicator that presents trend information and trading signals in a separate, narrow chart window. It draws the trend as a two-color straight line and marks signals with colored stars. The indicator uses values produced…

Technical indicatorsTrend following
pysystemtrade

This configuration defines a futures system that combines exponentially weighted moving-average crossover forecasts at several speeds with a carry forecast smoothed over 90 days. It assigns forecast scalars to the rules, caps combined forecasts, and…

FuturesTrend followingCarryPortfolio construction
MQL5 code base

The document describes an automated trading system that uses Heikin Ashi candle direction to identify trend changes. It proposes entering trades when candle colors indicate a bullish or bearish shift, then closing positions when the direction flips. The…

Trend followingTechnical indicatorsRisk management
TqSdk

This strategy applies a moving average of the difference between daily closes and opens as a Qstick signal on a China-listed equity index futures contract. It enters long when Qstick crosses above zero and price is above its simple moving average, and enters…

FuturesTechnical indicatorsTrend followingRisk management
ProRealCode

This document presents a Holt-style exponential moving average that smooths price while updating an estimate of its local trend. It describes two indicator variants: a single-color average and one that colors the line according to the angle of its slope. The…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator computes an average from moving averages with different lookback periods. The user sets the starting and ending lengths, the smoothing method, and additional phase and shift parameters. The page therefore describes a way to combine several…

Technical indicatorsTrend following
MQL5 code base

The Subway indicator displays a price channel around a central line derived from moving averages. Its two period settings define a fast and a slow moving average, though the document does not specify how they are combined to form the center line. A…

Technical indicatorsTrend followingBreakout
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, requires the 30-day moving average to be rising, and excludes stocks that hit the daily limit-up on the previous session. The proposed rationale is to favor an upward trend…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

The SSL Channel uses two moving averages, one calculated from highs and one from lows, to form a channel. A state variable changes direction when the close rises above the high-based average or falls below the low-based average; otherwise, it retains its…

Technical indicatorsTrend followingEquities
MQL5 code base

BrakeExp is described as a simple trend indicator shown in NRTR form, with use compared to Parabolic SAR. The document gives no calculation rules, chart examples, or trading instructions, so the indicator’s signal behavior and implementation cannot be…

Technical indicatorsTrend following
SuperMind

This Chinese-language post describes a stock screen combining three conditions: amplitude above a stated threshold, previous-day trading value above a stated threshold, and the weekly price crossing above its 30-week moving average. It frames these as…

EquitiesTechnical indicatorsBreakoutTrend following