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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 document describes a MetaTrader 5 Expert Advisor that trades when the ColorCoppock oscillator changes direction. It generates a signal at bar close when the indicator’s direction differs from the previous bar. The indicator’s compiled file must be…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This document describes a visual trend indicator built from 20, 50, and 100 period exponential moving averages. It marks a bullish bias when the 20 period average is above both longer averages, and a bearish bias when it is below both. The output is a…

Technical indicatorsTrend followingBacktestingRisk management
MQL5 code base

This expert advisor combines two Kolier SuperTrend indicators operating on different timeframes. A slower indicator sets the permitted trend direction, while a faster one supplies the entry trigger when its line changes color. A trade signal is considered at…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines an automated trading program that uses Parabolic SAR signals. It mentions a time filter and compatibility with ECN brokers, and explains an option that closes trades opened under the prior signal when an opposite signal…

Technical indicatorsTrend followingRisk management
ProRealCode

This indicator proposal applies Average True Range twice to closing prices to create a smoothed line called DATR. It calculates a second line, DATR2, using twice the selected period to represent a broader trend. The default period is 15 bars, and the author…

Technical indicatorsTrend followingRisk managementBacktesting
MQL5 code base

This expert advisor implements a Puria-style system using one fast moving average, two slower moving averages, and MACD confirmation. Its described sell setup occurs when the fast average moves above both slower averages, subject to a minimum separation…

ForexTrend followingTechnical indicatorsPosition sizing
BigQuant

This research summary compares industry-level signals built from risk-adjusted returns and moving averages. It reports tests of Jensen’s alpha, Sharpe, Treynor, and Calmar measures across different lookback periods. The six-month Jensen measure behaved as a…

EquitiesMomentumTrend followingFactor investing
MQL5 code base

This document describes an Expert Advisor that opens and closes positions at configured clock times. At the opening time, it reads the Exp_QQECloud indicator color: red signals a short position and purple signals a long position. The closing time is set…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description links volatility to the size of a price channel for a specified period and refers to the Silence indicator as an example of normalizing indicators. It suggests using that indicator to identify flat conditions, described as an absence…

VolatilityTechnical indicatorsTrend following
MQL5 code base

The Confluence Detector plots the current timeframe’s closing prices alongside deviations derived from two user-selected, lower timeframes. Its premise is that closer lines indicate more agreement in price direction across the selected periods, while…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator identifies trend changes without moving averages. It tracks price extremes and changes direction when price reverses by a configurable distance and a bar closes beyond the preceding bar’s high or low. The reversal distance can be set in pips…

Trend followingBreakoutTechnical indicators
MQL5 code base

This document describes a visual indicator that uses two Bollinger channels with different widths to communicate how far price has moved from its usual range. Bars receive one color treatment when price crosses the inner channel and a brighter treatment when…

Technical indicatorsTrend followingVolatility
SuperMind

The screen selects stocks in a metaverse industry group whose previous close is above the 250-day moving average and whose current open is near the 10-day average. The stated opening-price band is within three percent above or below that average. The article…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This expert advisor generates a signal when a bar closes and the ColorZerolagX10MA indicator changes direction. It is a simple trend-direction rule: the moving average’s turn supplies the entry signal, while the document does not describe additional filters…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

The document introduces MACD as a way to compare a shorter-term exponential moving average with a longer-term one. It defines DIFF as the difference between the 12-day and 26-day EMAs, and describes a 9-day EMA of that difference as the signal or DEA line.…

Technical indicatorsMomentumTrend followingEquities
MQL5 code base

This indicator combines the ColorZeroLAG moving average with a three-level estimate of trend strength. It uses the standard deviation of the moving average and two configurable thresholds, dK1 and dK2, to determine whether to draw a dot and how large it…

Technical indicatorsStatisticsTrend following
FMZ forum

The article describes a trend-following approach that enters on a smaller timeframe while using a larger timeframe to decide whether the trend remains valid and when to exit. After an entry, it recommends moving the stop toward break-even as the trade gains,…

Trend followingRisk managementPosition sizing
WonderTrader

This code implements a Dual Thrust breakout strategy for a trading platform. It calculates a prior-period range from the highest highs, highest closes, lowest lows, and lowest closes across a configurable number of bars. The strategy scales that range with…

FuturesEquitiesBreakoutTrend following
MQL5 code base

The document describes an expert advisor that combines fast and slow moving averages with trend lines drawn from fractals to trade potential reversals. The trend line is intended to act as a filter alongside the moving-average logic, and the advisor is…

ForexEquitiesTrend followingTechnical indicators
SuperMind

This Freqtrade strategy builds many Triple Exponential Moving Average (TEMA) series and compares them at intervals controlled by a count and gap parameter. For long entries, it adds conditions when a TEMA is below the preceding TEMA in the selected sequence,…

CryptoTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a trend-following indicator that adjusts its Average True Range multiplier using Z-score normalization. The stated aim is to widen its trend boundary during volatility spikes and tighten it in steadier conditions, addressing the lag…

Trend followingTechnical indicatorsVolatilityStatistics
ProRealCode

The document presents a price-chart indicator that approximates Renko boxes using closing prices. It initializes upper and lower box boundaries, then shifts them when the close moves beyond a threshold based on twice the configured box size. Otherwise, the…

Technical indicatorsTrend following
MQL5 code base

This short technical note describes a version of the Impulse indicator that lets the user choose the chart timeframe used for its calculations. The example input defaults to a four-hour period, illustrating how the indicator can be applied from a selected…

Technical indicatorsTrend following