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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 colors candlesticks according to the Bill Williams method and generates alerts when it detects a trend change. Its available notification options include sound alerts, email, and push messages to mobile devices. Inputs control which bar is…

Technical indicatorsTrend followingExecution
ProRealCode

The Guppy MMA oscillator compares two groups of exponential moving averages: a short-term group and a long-term group. The short group uses six faster averages, while the long group uses six slower averages. Their summed difference is smoothed with another…

Technical indicatorsTrend followingMomentum
SuperMind

This A-share screening rule combines three conditions: membership in the metaverse concept, a closing price above the previous day’s low, and a 20-day moving average above the 120-day moving average. The article interprets the price condition as a sign of…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

DynamicRS_C is described as a trend indicator that does not use averaging. Its line changes color to show trend state: purple for a rising trend, pink for a falling trend, and yellow when the trend changes. The document names Nick A. Zhilin as the author and…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor follows the HullTrend indicator and generates a signal when a completed bar changes the indicator cloud’s color. The description presents this as a trend-following rule and identifies USDJPY on a four-hour chart as the setting used for a…

ForexTrend followingTechnical indicatorsBacktesting
FMZ forum

The document offers practical filters for deciding whether to carry a futures position overnight. It recommends aligning the position with the broad trend, checking agreement across timeframes, requiring some unrealized profit, and considering whether…

FuturesTrend followingRisk managementPosition sizing
MQL5 code base

NonLagAMA is described as a heavily processed moving-average indicator with configurable smoothing and price inputs. Its displayed color changes when the direction of the trend changes, making the indicator a visual way to follow directional movement. The…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader Expert Advisor uses changes in the Waddah Attar Trend indicator’s histogram color to generate signals. A signal is recognized when a bar closes with a different histogram color, making the method a bar-close trend indicator trigger. The…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

The UT Bot indicator uses an ATR-scaled trailing stop to classify price as being in an uptrend or downtrend. Its stop distance is the average true range multiplied by a sensitivity factor, so the distance changes with recent volatility. Price above the stop…

Trend followingTechnical indicatorsVolatility
MQL5 code base

The indicator combines three fast, smoothed Hull moving averages calculated from closing, high, and low prices. Their slopes provide a view of trend direction: the suggested approach is to wait until all three instances show the same slope color, then use…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor description outlines a fixed-lot strategy using Ichimoku cloud values and candle direction to generate trades. A buy condition requires Span A to be above Span B, a bullish candle, and the close to fall between the two spans. A sell…

ForexTechnical indicatorsTrend following
MQL5 code base

The document explains Renko Line Break charts and compares their construction with standard Renko and Three Line Break charts. Unlike fixed-size Renko boxes, Renko Line Break boxes can vary in size but must meet a minimum pip threshold. Continuation requires…

Technical indicatorsTrend following
MQL5 code base

MUV_DIFF is a trend indicator built from two XMUV moving averages. It displays two Momentum lines calculated from the moving average using SMA and EMA smoothing. A crossover between the lines is presented as a signal that the trend may be changing. The…

Technical indicatorsMomentumTrend following
SuperMind

This proposed A-share screen looks for stocks priced below 12 yuan, with at least five moving averages converging and the twenty-day moving average above the 120-day average. The document interprets confluence among several averages as possible agreement…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

The author outlines a China A-share swing-trading strategy built around a manually selected pool of companies considered strong performers or quality blue chips. Relative performance against the broad market is used to identify stocks that remain resilient…

EquitiesChina marketsMachine learningTrend following
SuperMind

This A-share stock screen combines turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a rising moving-average sequence. Its formula specifies that the 5-day average is above the 10-day average, which is above the 20-day…

EquitiesMomentumTrend followingTechnical indicators
NautilusTrader

This strategy uses a fast and a slow exponential moving average calculated from bars for a configured instrument. After both indicators are initialized, it takes a long position when the fast average is at or above the slow average and a short position when…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

StepChoppy_v2 is described as a trend indicator that represents direction and strength through eight states. Its color scheme distinguishes rising from falling trends, while darker shades indicate stronger conditions and lighter shades indicate weaker ones.…

ForexTechnical indicatorsTrend following
SuperMind

This stock screen selects shares with turnover between 3% and 12%, excludes Beijing-listed A-shares, and requires the closing price to be above its 30-day moving average. The document frames the moving-average condition as a way to seek stocks in an upward…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This brief strategy description explains an expert advisor that trades signals from the ForexLine indicator. A signal is generated when a moving average changes color, and the trade is considered at the close of the bar. The system depends on a compiled…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

FxTrend 25EMA is described as an indicator based on the difference between the 25-period exponential moving average at two different moments. It uses that difference to represent market momentum and strength, while color provides a directional trend cue:…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

This short indicator note presents a higher-timeframe option for the PChannel_System indicator. A timeframe input lets the user select the chart period from which the indicator should operate, with a four-hour period shown as the default in the example. The…

Technical indicatorsTrend following
MQL5 code base

The document describes an NRTR-style trend indicator that uses Average True Range (ATR) to construct a moving average or stop level. It also supports alerts and notifications, including email and push messages. ATR is a measure of price range that adjusts…

Technical indicatorsTrend followingVolatilityRisk management
FMZ forum

This short-term strategy selects stocks whose five-day average price is above their ten-day average, optionally applying market-index and company-size screens and excluding illiquid names. It buys the qualifying names, sells them the following day regardless…

EquitiesCryptoTrend followingTechnical indicators