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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

MQL5 code base

This indicator tutorial describes a ZigZag that changes direction after price retraces a configurable percentage of the current wave. It tracks local highs and lows, the current wave’s start and end, and bar distances so it can move a plotted turning point…

Technical indicatorsVolatilityTrend followingStatistics
pysystemtrade

This introduction shows how to build a futures trading rule and assemble it into a larger systematic trading process. Its example EWMAC forecast subtracts a slow exponential moving average from a fast one, then normalizes the difference by a robust estimate…

FuturesTrend followingVolatilityBacktesting
MQL5 code base

The document describes a QQE-based approach for assessing trends with a polychromatic momentum indicator. It characterizes the underlying momentum measure as fast, which can help identify trend changes promptly but may also make its signals overly sensitive.…

MomentumTechnical indicatorsTrend following
MQL5 code base

TrendManager is described as a trend-detection indicator that displays its readings as a colored cloud. The document identifies Matt Kennel as the author and notes that the indicator was originally written in MQL4 and published in 2007. The description does…

Technical indicatorsTrend following
ProRealCode

This indicator combines two HalfTrend series with different amplitudes. Their difference forms a histogram, and a six-period average of that difference serves as a signal line. The post describes MACD-style interpretations: a histogram crossing the zero line…

Technical indicatorsTrend followingMomentumFutures
MQL5 code base

The document describes a chart indicator that displays a moving average in candlestick form. Rather than presenting the usual price candles, it visualizes the calculated average as a sequence of bullish or bearish candles, providing a candle-style view of…

Technical indicatorsTrend following
MQL5 code base

This note introduces a smoothed variation of the range-weighted exponential moving average. It attributes the smoothing approach to a method discussed by Lee Leibfarth in work on adaptive price zones. The stated aim is to reduce noisy changes in the…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document explains a trend indicator that plots a direction line in two colors and marks potential changes with arrows. Its two inputs are a lookback period and a strengthening percentage. The line calculation uses the close at the highest close within…

Technical indicatorsTrend following
MQL5 code base

The document describes a velocity indicator as the difference between a Parabolic Weighted Moving Average and a Linear Weighted Moving Average. It says this construction is associated with what is commonly called Jurik Velocity, and presents a version with a…

Technical indicatorsMomentumTrend following
MQL5 code base

The Modified Moving Average is presented as a way to reduce lag relative to a simple moving average. It combines an SMA of the selected price over a chosen period with a slope adjustment, using a period-based scaling factor. The document identifies the…

Technical indicatorsTrend following
BigQuant

The article discusses translating plain-language trading rules into Python strategies for the QMT platform. Its example is a moving-average crossover on a named Chinese equity, with an all-in position rule and adjusted price data. The author reports that an…

Machine learningEquitiesTrend followingBacktesting
ProRealCode

The document presents a price-smoothing indicator that combines a smoothed estimate with a velocity term. It updates the estimate from the difference between current price and the prior prediction, then uses the velocity’s sign to indicate a long or short…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes a WAMI oscillator indicator that can be set to calculate on a timeframe different from the chart’s timeframe. It fills the space between the oscillator and its signal line with color according to the indicated trend direction. The…

Technical indicatorsTrend following
BigQuant

This article advocates using the 20-day moving average as a simple guide to intermediate stock trends. It defines the line as the average closing price over the preceding 20 trading sessions, roughly a month of trading. The proposed reading combines the…

EquitiesTechnical indicatorsTrend following
SuperMind

This Chinese stock-selection post proposes screening for shares with MACD above its zero line, three consecutive down days, and a 20-day moving average above the 120-day average. The combination is presented as a way to find stocks in a broader rising trend…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This note describes a simple trend indicator built from three moving averages. It interprets an upper or lower wave approaching the zero level as a possible indication of an uptrend or downtrend. The description offers a basic signal concept: use the wave’s…

Technical indicatorsTrend following
MQL5 code base

The document describes a semaphore-style technical indicator based on the Hull Moving Average (HMA). It marks moments when the difference between the HMA and its own averaging changes direction, offering a visual cue about a shift in the indicator’s…

Technical indicatorsTrend following
MQL5 code base

BullsBears is described as a trend indicator that uses volume in its calculations and displays the result as a colored cloud. Green denotes a bullish market state, while red denotes a bearish one. Its stated aim is to identify an initial market impulse and…

Technical indicatorsTrend following
Lumibot

This guide outlines six compact trading bot demos, each built around a single AI agent using plain-language instructions and built-in data tools. The examples include discretionary stock selection, market news, news sentiment, trend following, a…

Machine learningBacktestingTrend followingMomentum
BigQuant

This research summary reviews several empirical findings drawn from macroeconomic and equity data. It reports that principal components built from 132 monthly macro series across 15 categories produce eight factors that explain a stated share of the next…

Fixed incomeEquitiesFactor investingTrend following
ProRealCode

The Relative Bias Filter is a bounded signal intended to help avoid trades against strong directional conditions. Its signal is based on RSI applied to an average of typical price. A move toward the upper threshold indicates bullish strength and discourages…

Technical indicatorsTrend followingRisk management
ProRealCode

This indicator measures the change in a Triangular Moving Average relative to Average True Range, producing a volatility-normalized slope. With the stated default settings, it uses a 20-period average, a 100-period ATR, and upper and lower slope thresholds…

Technical indicatorsTrend followingVolatility
FMZ forum

The document presents a discretionary framework that combines broad market assessment with decisions about individual positions. Before trading, a trader reviews trend direction and maturity across daily, weekly, and monthly charts, possible reversal or…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

Leading_HTF_Signal is a MetaTrader indicator that displays the trend direction or trade direction generated by the LeadingSign indicator at a selected bar. It uses colored arrows: a right arrow indicates trend continuation, while an arrow showing the deal…

Technical indicatorsTrend followingExecution