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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 stock-selection idea combines three chart conditions: amplitude above a threshold, a rounded price shape defined through comparisons of recent high-low ranges, and a 20-day moving average above the 120-day moving average. The post presents the screen as…

EquitiesTechnical indicatorsTrend followingStatistics
Cryptohopper blog

The document describes an XCCX indicator variant that adds a visual indication of trend strength. It calculates the standard deviation of the XCCX indicator and compares that value with a configurable threshold. When the deviation exceeds the threshold, a…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese equity screen combines three conditions: prior-day amplitude above 1, an opening price within 5% of the 10-day moving average, and the 20-day moving average above the 120-day average. The article frames the first condition as a volatility…

EquitiesTrend followingTechnical indicatorsVolatility
MQL5 code base

This indicator uses the Stochastic oscillator as its signal source to classify trend direction and strength into four visual states. Strong upward movement is shown in blue, while weaker upward movement is pale green. Strong declines are marked red, and…

Technical indicatorsTrend following
SuperMind

The document describes a daily stock screen that combines three technical conditions: amplitude above 1, successively rising lows, and the 20-day moving average above the 120-day moving average. It gives example implementations in a charting formula and…

EquitiesTechnical indicatorsTrend following
MQL5 code base

The Market Meanness Index is described as an indicator for classifying the market state as trending or random, with “random” used to describe chaotic conditions. The document identifies three inputs: a calculation period, a boundary above which the market is…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator evaluates the slopes of five T3 moving averages with different periods and combines them into an overall trend measure. It offers two calculation methods: Tim Tillson’s original T3 and a modified Fulks–Matulich version. The description…

Technical indicatorsTrend following
Hummingbot docs

This release overview describes Hummingbot 1.24 features for building and operating algorithmic trading strategies. Scripts can now define parameters in a configuration class and load them from YAML files, making settings easier to modify and share. The…

CryptoMarket makingTrend followingTechnical indicators
MQL5 code base

This Expert Advisor uses the Relative Vigor Index (RVI) across three timeframes to combine trend filtering with entry timing. Two oscillators determine direction by their positions relative to their signal lines, while a third provides the trigger when it…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

TrendLord is a trend-following indicator that displays market direction in a separate chart window. Its calculation applies a linearly weighted moving average to the applied price over a selected period, then smooths that result with another linearly…

Technical indicatorsTrend following
MQL5 code base

This indicator calls on SuperTrend calculations from multiple timeframes and plots pivot levels corresponding to each timeframe’s direction and current value. Its stated use is to view levels from higher timeframes alongside the active chart, providing a way…

Technical indicatorsTrend following
MQL5 code base

The Step Chart Separate indicator tracks price changes in pips and marks when a move is large enough to create a new step. This version plots its values in a separate window, which is intended to make changes in trend easier to observe alongside price…

Technical indicatorsForexTrend following
MQL5 code base

The Choppiness Index is presented as an oscillator for classifying market conditions as trending, flat, or undergoing unstable consolidation. Its histogram uses colors to distinguish established trends, trend transitions, flat conditions, and unstable…

Technical indicatorsTrend followingVolatilityStatistics
ProRealCode

This indicator-based system uses a multiple of the average true range (ATR) to define a trailing stop and identify possible long entries. Its default configuration uses twice the 10-period ATR. A separate set of plotted points marks sharp upward moves, which…

Technical indicatorsVolatilityRisk managementTrend following
MQL5 code base

This document outlines a trading system based on the UltraWPR indicator. It generates a trade signal at bar close when the indicator cloud changes color. A position can be closed by a pending order or when the cloud switches to a color opposite to the…

ForexTechnical indicatorsBacktestingTrend following
SuperMind

The post describes an A-share stock screen combining a 20-day moving average above the 120-day average with a volatility threshold and a nonempty outstanding-convertible-bond name field. It proposes sorting qualifying stocks by the 20-day average, while its…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

ForexLine is a trend indicator that displays a moving-average line in different colors according to the detected trend direction. It determines direction by comparing the relative positions of a fast smoothed average and a slower smoothed average, using…

ForexTrend followingTechnical indicators
MQL5 code base

This document describes a simple signal module that compares the selected price with a moving average. It issues a buy signal when price is above the average and a sell signal when price is below it; an optional reverse setting swaps those outputs. The…

Technical indicatorsTrend following
MQL5 code base

This short note describes NRTR GATOR as an indicator derived from NRTR. Its distinguishing feature is a change to candlestick coloring, intended to make the underlying indicator’s display easier to read. It credits the original idea to Rashid Umarov and…

Technical indicatorsTrend following
SuperMind

This A-share stock-selection rule combines amplitude above 1, a prior-day condition intended to exclude limit-up stocks, and a weekly five-period moving average crossing above the ten-period average. The article presents amplitude as a measure of short-term…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share screen combines three conditions: price amplitude above 1, turnover between 2% and 9%, and a weekly five-period moving average crossing above the ten-period average. The article frames amplitude and turnover as measures of price activity and…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This brief description explains a trend-envelope indicator that uses percentage price movement to decide whether a trend has changed or remains intact. In the described variant, smooth average true range replaces the percentage-change calculation, while…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes a modified Trend Detection Index indicator intended to distinguish established rising and falling trends. Its main visual rule is that the purple line sits above the red line during a steady upward trend, while the ordering reverses…

ForexTechnical indicatorsTrend following
MQL5 code base

Color RMACD is a MACD-style histogram that uses the RVI indicator for its fast component and a custom True RVI indicator for its slow component. Its histogram and signal line change color according to the active market trend. The signal line can use one of…

Technical indicatorsTrend followingStatistics